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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
34451 SPDR S&P 500 ETF TR 266,700 54,818 0.16% Call
34452 SELECT SECTOR SPDR TR 2,219,258 54,882 0.16%
34453 APPLE INC 500,000 55,190 0.16% Put
34454 TD AMERITRADE HLDG CORP 1,543,300 55,219 0.16% Call
34455 ISHARES TR 462,200 55,288 0.16% Put
34456 ISHARES TR 471,400 56,389 0.16% Call
34457 SPDR S&P 500 ETF TR 278,300 57,202 0.17% Call
34458 MONSANTO CO NEW 485,400 57,991 0.17% Put
34459 CITIGROUP INC 1,081,539 58,522 0.17%
34460 UNITED PARCEL SERVICE INC 529,400 58,853 0.17% Call
34461 VERIZON COMMUNICATIONS INC 1,259,500 58,919 0.17% Call
34462 WELLS FARGO CO NEW 1,077,600 59,074 0.17% Put
34463 ISHARES TR 500,000 59,810 0.17% Put
34464 SPDR S&P 500 ETF TR 294,700 60,573 0.18% Put
34465 SPDR S&P 500 ETF TR 301,000 61,868 0.18% Put
34466 ISHARES TR 1,017,100 61,880 0.18% Put
34467 POWERSHARES QQQ TRUST 600,000 61,950 0.18% Call
34468 MORGAN STANLEY 1,627,000 63,128 0.18% Put
34469 SPDR S&P 500 ETF TR 310,800 63,882 0.19% Put
34470 ISHARES TR 1,639,800 64,428 0.19% Put
34471 ISHARES 1,907,500 69,757 0.20% Put
34472 SPDR S&P 500 ETF TR 346,800 71,281 0.21% Call
34473 ISHARES 2,000,000 73,140 0.21% Call
34474 APPLE INC 663,600 73,248 0.21% Put
34475 ISHARES TR 1,880,000 73,865 0.22% Put
34476 ISHARES 2,029,000 74,201 0.22% Call
34477 QUALCOMM INC 998,800 74,241 0.22% Put
34478 SPDR S&P 500 ETF TR 371,500 76,358 0.22% Call
34479 ISHARES 2,101,200 76,841 0.22% Put
34480 WELLS FARGO CO NEW 1,414,200 77,526 0.23% Call
34481 ISHARES TR 1,973,600 77,543 0.23% Put
34482 GOLDMAN SACHS GROUP INC 416,400 80,711 0.24% Call
34483 MICROSOFT CORP 1,750,000 81,288 0.24% Put
34484 ISHARES TR 2,079,400 81,700 0.24% Put
34485 SPDR SERIES TRUST 867,300 83,269 0.24% Put
34486 ISHARES TR 707,000 84,571 0.25% Put
34487 MCDONALDS CORP 911,500 85,408 0.25% Put
34488 SPDR S&P 500 ETF TR 427,900 87,951 0.26% Put
34489 SPDR S&P 500 ETF TR 433,300 89,060 0.26% Call
34490 GOLDMAN SACHS GROUP INC 461,400 89,433 0.26% Put
34491 WELLS FARGO CO NEW 1,641,200 89,971 0.26% Put
34492 SPDR GOLD TR 796,900 90,512 0.26% Call
34493 PROCTER AND GAMBLE CO 1,000,200 91,108 0.27% Put
34494 ISHARES TR 2,416,000 94,925 0.28% Put
34495 SPDR S&P 500 ETF TR 492,800 101,290 0.30% Call
34496 SPDR S&P 500 ETF TR 500,000 102,770 0.30% Call
34497 SPDR S&P 500 ETF TR 500,000 102,770 0.30% Put
34498 SPDR S&P 500 ETF TR 500,700 102,914 0.30% Put
34499 SPDR S&P 500 ETF TR 516,600 106,182 0.31% Put
34500 SPDR S&P 500 ETF TR 540,900 111,177 0.32% Call
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