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Institutional Investment Manager
Parallax Volatility Advisers, L.P.
Parallax Volatility Advisers, L.P. (CIK: 0001521001) incorporated in California, located at 101 Montgomery Street, San Francisco, CA. Institutional holdings reported to the SEC.
Institutional Holdings (2014Q1)
Original 13F HR (0001140361-14-021289) filed in 2014.05.15
#
Name
Shares
Value ($)
%
Options
Notes
1 iPath S&P 500 VIX Short-Term F 4,182,100 176,276 1.03% Put
2 SPDR S&P 500 ETF TR 750,000 140,258 0.82% Put
3 PRICELINE GRP INC 76,000 90,584 0.53% Put
4 ISHARES TR 767,800 89,326 0.52% Put
5 APPLE INC 162,500 87,220 0.51% Put
6 PRICELINE GRP INC 68,800 82,002 0.48% Put
7 ISHARES TR 680,000 79,111 0.46% Put
8 ISHARES 1,709,400 76,983 0.45% Put
9 SPDR S&P 500 ETF TR 408,900 76,468 0.45% Put
10 SPDR S&P 500 ETF TR 400,000 74,804 0.44% Put
11 ISHARES 1,605,600 72,308 0.42% Put
12 ISHARES 1,503,700 67,719 0.40% Put
13 iPath S&P 500 VIX Short-Term F 1,603,300 67,579 0.40% Put
14 APPLE INC 119,600 64,194 0.38% Put
15 MORGAN STANLEY 2,035,800 63,456 0.37% Put
16 CITIGROUPINC 1,289,200 61,366 0.36% Put
17 iPath S&P 500 VIX Short-Term F 1,453,100 61,248 0.36% Put
18 ISHARES TR 500,000 58,170 0.34% Put
19 AT&T INC 1,629,400 57,143 0.34% Put
20 EBAY INC 1,010,900 55,842 0.33% Put
21 ISHARES TR 1,499,400 53,649 0.31% Put
22 APPLE INC 97,100 52,117 0.31% Put
23 APPLE INC 94,800 50,883 0.30% Put
24 APPLE INC 94,800 50,883 0.30% Put
25 CISCO SYS INC 2,092,100 46,894 0.28% Put
26 GOLDMAN SACHS GROUP INC 279,700 45,829 0.27% Put
27 SPDR S&P 500 ETF TR 241,100 45,088 0.26% Put
28 SELECT SECTOR SPDR TR 500,000 44,530 0.26% Put
29 ISHARES TR 377,200 43,883 0.26% Put
30 BANK AMER CORP 2,500,000 43,000 0.25% Put
31 AT&T INC 1,171,000 41,067 0.24% Put
32 SPDR S&P 500 ETF TR 217,300 40,637 0.24% Put
33 Intuit Inc 219,700 40,631 0.24% Put
34 ISHARES TR 600,000 40,320 0.24% Put
35 CITIGROUPINC 840,900 40,027 0.23% Put
36 ISHARES TR 335,700 39,055 0.23% Put
37 CISCO SYS INC 1,726,600 38,702 0.23% Put
38 QUALCOMM INC 485,100 38,255 0.22% Put
39 SPDR S&P 500 ETF TR 200,000 37,402 0.22% Put
40 VERIZON COMMUNICATIONS INC 752,000 35,773 0.21% Put
41 ISHARES TR 998,200 35,716 0.21% Put
42 INTERNATIONAL BUSINESS MACHS 185,000 35,611 0.21% Put
43 INTEL CORP 1,360,300 35,115 0.21% Put
44 QUALCOMM INC 443,400 34,967 0.21% Put
45 EBAY INC 629,200 34,757 0.20% Put
46 TD AMERITRADE HLDG CORP 1,022,500 34,714 0.20% Put
47 SPDR SERIES TRUST 1,042,700 33,940 0.20% Put
48 ISHARES TR 500,000 33,835 0.20% Put
49 INTERNATIONAL BUSINESS MACHS 175,600 33,801 0.20% Put
50 CATERPILLAR INC 338,100 33,597 0.20% Put
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