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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 (2015Q1)
Original 13F HR (0001140361-15-020007) filed in 2015.05.15
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 10,000,000 2,064,300 4.88% Call
2 SPDR S&P 500 ETF TR 4,542,000 937,605 2.22% Put
3 ISHARES TR 4,944,600 614,960 1.45% Put
4 SPDR S&P 500 ETF TR 2,693,200 555,957 1.32% Put
5 SPDR S&P 500 ETF TR 2,661,600 549,434 1.30% Put
6 POWERSHS DB US DOLLAR INDEX 12,209,200 316,218 0.75% Put
7 SPDR S&P 500 ETF TR 1,506,900 311,069 0.74% Put
8 ISHARES TR 2,078,600 258,515 0.61% Put
9 SPDR S&P 500 ETF TR 1,218,300 251,494 0.59% Put
10 SPDR S&P 500 ETF TR 1,145,100 236,383 0.56% Put
11 SPDR S&P 500 ETF TR 1,128,900 233,039 0.55% Put
12 SPDR S&P 500 ETF TR 1,046,600 216,050 0.51% Put
13 SPDR S&P 500 ETF TR 1,045,000 215,719 0.51% Call
14 SPDR S&P 500 ETF TR 1,025,400 211,673 0.50% Put
15 SPDR S&P 500 ETF TR 976,300 201,538 0.48% Put
16 SPDR S&P 500 ETF TR 943,200 194,705 0.46% Call
17 SPDR S&P 500 ETF TR 900,000 185,787 0.44% Put
18 MCDONALDS CORP 1,896,300 184,775 0.44% Put
19 SPDR S&P 500 ETF TR 882,800 182,236 0.43% Put
20 SPDR S&P 500 ETF TR 863,000 178,149 0.42% Put
21 ISHARES TR 1,399,000 173,994 0.41% Put
22 HOME DEPOT INC 1,500,000 170,415 0.40% Put
23 SPDR S&P 500 ETF TR 818,300 168,922 0.40% Put
24 SPDR S&P 500 ETF TR 750,300 154,884 0.37% Put
25 SPDR S&P 500 ETF TR 740,500 152,861 0.36% Put
26 SPDR S&P 500 ETF TR 710,800 146,730 0.35% Put
27 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,600,000 144,976 0.34% Put
28 SPDR S&P 500 ETF TR 651,600 134,510 0.32% Put
29 SPDR S&P 500 ETF TR 620,400 128,069 0.30% Put
30 GOLDMAN SACHS GROUP INC 679,800 127,782 0.30% Put
31 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,375,000 124,589 0.29% Put
32 ISHARES TR 989,800 123,101 0.29% Put
33 JPMORGAN CHASE & CO 1,961,400 118,822 0.28% Put
34 ISHARES TR 890,400 110,739 0.26% Put
35 NIKE INC 1,100,000 110,363 0.26% Put
36 GOLDMAN SACHS GROUP INC 574,700 108,026 0.26% Call
37 SPDR S&P 500 ETF TR 515,700 106,456 0.25% Put
38 CHEVRON CORP NEW 1,000,000 104,980 0.25% Put
39 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
40 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
41 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
42 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
43 SPDR DOW JONES INDL AVRG ETF 579,100 102,837 0.24% Call
44 ISHARES 3,200,000 100,384 0.24% Call
45 SPDR GOLD TR 850,000 96,611 0.23% Call
46 SPDR S&P 500 ETF TR 463,300 95,639 0.23% Call
47 ISHARES TR 2,375,800 95,341 0.23% Call
48 DOLLAR GEN CORP NEW 1,250,000 94,225 0.22% Call
49 SPDR S&P 500 ETF TR 434,900 89,776 0.21% Call
50 JPMORGAN CHASE & CO 1,479,900 89,652 0.21% Put
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