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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 SPDR S&P 500 ETF TR 1,030,700 211,850 0.62% Put
2 SPDR S&P 500 ETF TR 1,000,000 205,540 0.60% Put
3 GOLDMAN SACHS GROUP INC 886,900 171,908 0.50% Put
4 CITIGROUPINC 2,851,100 154,273 0.45% Put
5 APPLE INC 1,103,600 121,815 0.36% Put
6 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,261,200 113,004 0.33% Put
7 SPDR S&P 500 ETF TR 516,600 106,182 0.31% Put
8 SPDR S&P 500 ETF TR 500,700 102,914 0.30% Put
9 SPDR S&P 500 ETF TR 500,000 102,770 0.30% Put
10 ISHARES TR 2,416,000 94,925 0.28% Put
11 PROCTER AND GAMBLE CO 1,000,200 91,108 0.27% Put
12 WELLS FARGO & CO NEW 1,641,200 89,971 0.26% Put
13 GOLDMAN SACHS GROUP INC 461,400 89,433 0.26% Put
14 SPDR S&P 500 ETF TR 427,900 87,951 0.26% Put
15 MCDONALDS CORP 911,500 85,408 0.25% Put
16 ISHARES TR 707,000 84,571 0.25% Put
17 SPDR SERIES TRUST 867,300 83,269 0.24% Put
18 ISHARES TR 2,079,400 81,700 0.24% Put
19 MICROSOFT CORP 1,750,000 81,288 0.24% Put
20 ISHARES TR 1,973,600 77,543 0.23% Put
21 ISHARES 2,101,200 76,841 0.22% Put
22 QUALCOMM INC 998,800 74,241 0.22% Put
23 ISHARES TR 1,880,000 73,865 0.22% Put
24 APPLE INC 663,600 73,248 0.21% Put
25 ISHARES 1,907,500 69,757 0.20% Put
26 ISHARES TR 1,639,800 64,428 0.19% Put
27 SPDR S&P 500 ETF TR 310,800 63,882 0.19% Put
28 MORGAN STANLEY 1,627,000 63,128 0.18% Put
29 ISHARES TR 1,017,100 61,880 0.18% Put
30 SPDR S&P 500 ETF TR 301,000 61,868 0.18% Put
31 SPDR S&P 500 ETF TR 294,700 60,573 0.18% Put
32 ISHARES TR 500,000 59,810 0.17% Put
33 WELLS FARGO & CO NEW 1,077,600 59,074 0.17% Put
34 MONSANTO CO NEW 485,400 57,991 0.17% Put
35 ISHARES TR 462,200 55,288 0.16% Put
36 APPLE INC 500,000 55,190 0.16% Put
37 APPLE INC 488,700 53,943 0.16% Put
38 BERKSHIRE HATHAWAY INC DEL 358,300 53,799 0.16% Put
39 SPDR S&P 500 ETF TR 258,700 53,173 0.16% Put
40 SPDR S&P 500 ETF TR 256,700 52,762 0.15% Put
41 SPDR S&P 500 ETF TR 256,700 52,762 0.15% Put
42 JPMORGAN CHASE & CO 836,300 52,336 0.15% Put
43 SPDR S&P 500 ETF TR 253,600 52,125 0.15% Put
44 APPLE INC 466,900 51,536 0.15% Put
45 Monster Beverage Corpo 475,200 51,488 0.15% Put
46 SPDR S&P 500 ETF TR 250,000 51,385 0.15% Put
47 SPDR S&P 500 ETF TR 249,700 51,323 0.15% Put
48 EBAY INC 898,400 50,418 0.15% Put
49 ISHARES TR 420,800 50,336 0.15% Put
50 CHIPOTLE MEXICAN GRILL INC 72,800 49,832 0.15% Put
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