Dark
Light
System
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
751 SPDR S&P 500 ETF TR 55,000 11,354 0.03% Put
752 SPDR S&P 500 ETF TR 55,000 11,354 0.03% Call
753 METLIFE INC 223,587 11,302 0.03%
754 PHILIP MORRIS INTL INC 150,000 11,300 0.03% Call
755 COMCAST CORP NEW 200,000 11,294 0.03% Call
756 REGENERON PHARMACEUTICALS 25,000 11,287 0.03% Put
757 CISCO SYS INC 410,000 11,285 0.03% Put
758 FIREEYE INC 287,500 11,284 0.03% Put
759 Ishares - Japan 899,600 11,272 0.03% Call
760 AT&T INC 345,000 11,264 0.03% Put
761 DEERE & CO 128,400 11,259 0.03% Put
762 AMERICAN AIRLS GROUP INC 213,000 11,242 0.03% Put
763 ISHARES TR 90,000 11,193 0.03% Put
764 UNITED STATES OIL FUND LP 664,000 11,182 0.03% Put
765 AMAZON COM INC 30,000 11,163 0.03% Put
766 ISHARES TR 277,500 11,136 0.03% Call
767 ISHARES TR 277,500 11,136 0.03% Put
768 DISNEY WALT CO 106,100 11,129 0.03% Call
769 BLACKSTONE GROUP L P 286,000 11,123 0.03% Put
770 YAHOO INC 250,000 11,109 0.03% Put
771 VANGUARD INTL EQUITY INDEX F 204,255 11,075 0.03%
772 MICROSOFT CORP 272,200 11,066 0.03% Call
773 ISHARES TR 275,000 11,036 0.03% Put
774 WISDOMTREE TR 200,000 11,024 0.03% Put
775 GOOGLE INC 20,100 11,015 0.03% Put
776 EXPEDITORS INTL WASH INC 228,600 11,014 0.03% Put
777 PEPSICO INC 115,000 10,996 0.03% Put
778 ISHARES NASDAQ BIOTECHNOLOGY ETF 19,800 10,983 0.03% Put
779 SPDR SERIES TRUST 297,800 10,977 0.03% Put
780 MERCK & CO INC 190,900 10,973 0.03% Put
781 GOOGLE INC 20,000 10,960 0.03% Put
782 SALIX PHARMACEUTICALS INC 63,400 10,956 0.03% Call
783 OCCIDENTAL PETE CORP DEL 150,000 10,950 0.03% Call
784 Agnico Eagle 428,400 10,950 0.03% Put
785 ISHARES TR 87,900 10,932 0.03% Call
786 WESTERN DIGITAL CORP 120,000 10,921 0.03% Call
787 SPDR S&P 500 ETF TR 52,900 10,920 0.03% Call
788 SPDR SERIES TRUST 296,200 10,918 0.03% Call
789 WELLS FARGO CO NEW 200,000 10,880 0.03% Call
790 GOLDMAN SACHS GROUP INC 57,800 10,865 0.03% Call
791 ALIBABA GROUP HLDG LTD 130,300 10,846 0.03% Put
792 SPDR S&P 500 ETF TR 52,300 10,796 0.03% Put
793 ORACLE CORP 250,000 10,788 0.03% Put
794 MICROSOFT CORP 265,000 10,774 0.03% Put
795 UNITED STATES OIL FUND LP 635,900 10,709 0.03% Call
796 XILINX INC 252,755 10,692 0.03%
797 EXXON MOBIL CORP 125,000 10,625 0.03% Put
798 INTUITIVE SURGICAL INC 21,000 10,606 0.03% Put
799 CHEVRON CORP NEW 101,000 10,603 0.03% Call
800 BP PLC 270,800 10,591 0.03% Call
Page 16 of 476