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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 (2014Q4)
Original 13F HR (0001140361-15-006957) filed in 2015.02.17
#
Name
Shares
Value ($)
%
Options
Notes
1 APPLE INC 2,390,617 263,876 0.77%
2 SPDR S&P 500 ETF TR 1,045,000 214,789 0.63% Call
3 SPDR S&P 500 ETF TR 1,030,700 211,850 0.62% Put
4 ISHARES 5,749,349 210,254 0.61%
5 SPDR S&P 500 ETF TR 1,000,000 205,540 0.60% Put
6 GOLDMAN SACHS GROUP INC 886,900 171,908 0.50% Put
7 CITIGROUPINC 2,851,100 154,273 0.45% Put
8 SPDR S&P 500 ETF TR 696,600 143,179 0.42% Call
9 SPDR S&P 500 ETF TR 671,700 138,061 0.40% Call
10 SPDR S&P 500 ETF TR 656,900 135,019 0.39% Call
11 SPDR S&P 500 ETF TR 625,700 128,606 0.38% Call
12 APPLE INC 1,103,600 121,815 0.36% Put
13 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,261,200 113,004 0.33% Put
14 SPDR S&P 500 ETF TR 540,900 111,177 0.32% Call
15 SPDR S&P 500 ETF TR 516,600 106,182 0.31% Put
16 SPDR S&P 500 ETF TR 500,700 102,914 0.30% Put
17 SPDR S&P 500 ETF TR 500,000 102,770 0.30% Put
18 SPDR S&P 500 ETF TR 500,000 102,770 0.30% Call
19 SPDR S&P 500 ETF TR 492,800 101,290 0.30% Call
20 ISHARES TR 2,416,000 94,925 0.28% Put
21 PROCTER AND GAMBLE CO 1,000,200 91,108 0.27% Put
22 SPDR GOLD TR 796,900 90,512 0.26% Call
23 WELLS FARGO & CO NEW 1,641,200 89,971 0.26% Put
24 GOLDMAN SACHS GROUP INC 461,400 89,433 0.26% Put
25 SPDR S&P 500 ETF TR 433,300 89,060 0.26% Call
26 SPDR S&P 500 ETF TR 427,900 87,951 0.26% Put
27 MCDONALDS CORP 911,500 85,408 0.25% Put
28 ISHARES TR 707,000 84,571 0.25% Put
29 SPDR SERIES TRUST 867,300 83,269 0.24% Put
30 ISHARES TR 2,079,400 81,700 0.24% Put
31 MICROSOFT CORP 1,750,000 81,288 0.24% Put
32 GOLDMAN SACHS GROUP INC 416,400 80,711 0.24% Call
33 ISHARES TR 1,973,600 77,543 0.23% Put
34 WELLS FARGO & CO NEW 1,414,200 77,526 0.23% Call
35 ISHARES 2,101,200 76,841 0.22% Put
36 SPDR S&P 500 ETF TR 371,500 76,358 0.22% Call
37 QUALCOMM INC 998,800 74,241 0.22% Put
38 ISHARES 2,029,000 74,201 0.22% Call
39 ISHARES TR 1,880,000 73,865 0.22% Put
40 APPLE INC 663,600 73,248 0.21% Put
41 ISHARES 2,000,000 73,140 0.21% Call
42 SPDR S&P 500 ETF TR 346,800 71,281 0.21% Call
43 ISHARES 1,907,500 69,757 0.20% Put
44 ISHARES TR 1,639,800 64,428 0.19% Put
45 SPDR S&P 500 ETF TR 310,800 63,882 0.19% Put
46 MORGAN STANLEY 1,627,000 63,128 0.18% Put
47 POWERSHARES QQQ TRUST 600,000 61,950 0.18% Call
48 ISHARES TR 1,017,100 61,880 0.18% Put
49 SPDR S&P 500 ETF TR 301,000 61,868 0.18% Put
50 SPDR S&P 500 ETF TR 294,700 60,573 0.18% Put
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