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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
101 ALIBABA GROUP HLDG LTD 500,000 41,620 0.10% Put
102 SPDR S&P 500 ETF TR 200,000 41,286 0.10% Put
103 ISHARES TR 1,000,000 40,130 0.09% Put
104 ISHARES TR 1,000,000 40,130 0.09% Put
105 SPDR GOLD TR 350,000 39,781 0.09% Put
106 ISHARES TR 318,600 39,624 0.09% Put
107 ISHARES TR 885,000 39,294 0.09% Put
108 VERIZON COMMUNICATIONS INC 800,000 38,904 0.09% Put
109 JPMORGAN CHASE & CO 636,000 38,529 0.09% Put
110 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 425,000 38,509 0.09% Put
111 ISHARES TR 302,200 37,585 0.09% Put
112 GENERAL MTRS CO 1,000,000 37,500 0.09% Put
113 DISNEY WALT CO 357,300 37,477 0.09% Put
114 CITIGROUPINC 725,700 37,388 0.09% Put
115 INTERNATIONAL BUSINESS MACHS 232,400 37,300 0.09% Put
116 APPLE INC 293,500 36,520 0.09% Put
117 ALIBABA GROUP HLDG LTD 436,300 36,318 0.09% Put
118 MICROSOFT CORP 892,600 36,289 0.09% Put
119 ISHARES 1,150,000 36,076 0.09% Put
120 SPDR S&P 500 ETF TR 173,600 35,836 0.08% Put
121 SPDR S&P 500 ETF TR 173,200 35,754 0.08% Put
122 AMERICAN EXPRESS CO 456,300 35,646 0.08% Put
123 SPDR SERIES TRUST 672,400 34,736 0.08% Put
124 SPDR S&P 500 ETF TR 167,900 34,660 0.08% Put
125 PROCTER AND GAMBLE CO 410,000 33,595 0.08% Put
126 ISHARES TR 750,000 33,300 0.08% Put
127 SPDR S&P 500 ETF TR 161,200 33,277 0.08% Put
128 GOOGLE INC 60,000 32,880 0.08% Put
129 GOOGLE INC 59,700 32,716 0.08% Put
130 INTERNATIONAL BUSINESS MACHS 200,000 32,100 0.08% Put
131 ISHARES TR 500,000 32,085 0.08% Put
132 SPDR S&P 500 ETF TR 155,300 32,059 0.08% Put
133 TESORO CORP 350,000 31,952 0.08% Put
134 ISHARES TR 402,100 31,895 0.08% Put
135 ISHARES TR 490,000 31,443 0.07% Put
136 DANAHER CORP DEL 370,000 31,413 0.07% Put
137 CITIGROUPINC 606,100 31,226 0.07% Put
138 ISHARES TR 250,000 31,093 0.07% Put
139 THERMO FISHER SCIENTIFIC INC 230,000 30,898 0.07% Put
140 SPDR S&P 500 ETF TR 149,600 30,882 0.07% Put
141 VERIZON COMMUNICATIONS INC 635,000 30,880 0.07% Put
142 WELLS FARGO & CO NEW 566,500 30,818 0.07% Put
143 ISHARES TR 246,400 30,645 0.07% Put
144 APPLE INC 245,000 30,485 0.07% Put
145 ISHARES TR 750,000 30,098 0.07% Put
146 ISHARES TR 750,000 30,098 0.07% Put
147 MOHAWK INDS 160,000 29,720 0.07% Put
148 JPMORGAN CHASE & CO 485,700 29,424 0.07% Put
149 AT&T INC 900,000 29,385 0.07% Put
150 AMERICAN EXPRESS CO 375,000 29,295 0.07% Put
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