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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
51 APPLE INC 718,841 89,445 0.21%
52 ISHARES TR 2,000,000 88,800 0.21% Call
53 GOLDMAN SACHS GROUP INC 468,300 88,026 0.21% Call
54 SPDR S&P 500 ETF TR 426,200 87,980 0.21% Put
55 SPDR S&P 500 ETF TR 424,500 87,630 0.21% Put
56 MICROSOFT CORP 2,154,800 87,603 0.21% Put
57 SPDR S&P 500 ETF TR 418,200 86,329 0.20% Put
58 SPDR S&P 500 ETF TR 415,700 85,813 0.20% Put
59 WELLS FARGO & CO NEW 1,552,100 84,434 0.20% Put
60 SPDR S&P 500 ETF TR 409,000 84,430 0.20% Call
61 SPDR S&P 500 ETF TR 402,300 83,047 0.20% Put
62 ISHARES TR 2,050,000 82,267 0.19% Put
63 AMAZON COM INC 220,555 82,069 0.19%
64 WELLS FARGO & CO NEW 1,506,500 81,954 0.19% Put
65 JPMORGAN CHASE & CO 1,335,000 80,874 0.19% Call
66 ISHARES TR 2,000,000 80,260 0.19% Call
67 ISHARES TR 1,250,000 80,213 0.19% Put
68 ISHARES TR 1,250,000 80,213 0.19% Call
69 SPDR S&P 500 ETF TR 374,200 77,246 0.18% Put
70 SPDR GOLD TR 662,500 75,300 0.18% Call
71 APPLE INC 600,000 74,658 0.18% Put
72 SALIX PHARMACEUTICALS INC 431,200 74,516 0.18% Call
73 SPDR S&P 500 ETF TR 360,000 74,315 0.18% Call
74 ISHARES TR 595,200 74,025 0.18% Put
75 ISHARES TR 1,840,500 73,859 0.17% Put
76 ALIBABA GROUP HLDG LTD 881,400 73,368 0.17% Call
77 VERIZON COMMUNICATIONS INC 1,500,000 72,945 0.17% Call
78 POWERSHS DB US DOLLAR INDEX 2,778,325 71,959 0.17%
79 SPDR S&P 500 ETF TR 329,700 68,060 0.16% Call
80 MORGAN STANLEY 1,902,400 67,897 0.16% Put
81 ISHARES TR 1,500,000 66,600 0.16% Put
82 SPDR S&P 500 ETF TR 321,200 66,305 0.16% Put
83 APPLE INC 530,000 65,948 0.16% Put
84 ISHARES 2,101,200 65,915 0.16% Put
85 APPLE INC 528,700 65,786 0.16% Put
86 SPDR S&P 500 ETF TR 311,100 64,220 0.15% Put
87 SPDR S&P 500 ETF TR 307,500 63,477 0.15% Put
88 DISNEY WALT CO 601,200 63,060 0.15% Put
89 BROADCOM CORP CL A 1,443,000 62,475 0.15% Put
90 EBAY INC 1,082,848 62,459 0.15%
91 SPDR S&P 500 ETF TR 302,300 62,404 0.15% Call
92 APPLE INC 500,000 62,215 0.15% Put
93 SPDR S&P 500 ETF TR 299,200 61,764 0.15% Put
94 MORGAN STANLEY 1,695,300 60,505 0.14% Put
95 CATERPILLAR INC 750,300 60,047 0.14% Call
96 ISHARES 1,907,500 59,838 0.14% Put
97 VERIZON COMMUNICATIONS INC 1,214,700 59,071 0.14% Put
98 VERIZON COMMUNICATIONS INC 1,200,000 58,356 0.14% Put
99 ISHARES TR 461,800 57,434 0.14% Put
100 DISNEY WALT CO 544,464 57,109 0.14%
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