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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 APPLE INC 457,900 56,976 0.13% Put
102 TARGET CORP 683,200 56,070 0.13% Call
103 GOLDMAN SACHS GROUP INC 296,936 55,815 0.13%
104 APPLE INC 448,100 55,757 0.13% Put
105 UNITED PARCEL SERVICE INC 569,300 55,188 0.13% Put
106 WISDOMTREE TR 1,000,000 55,120 0.13% Call
107 ISHARES TR 844,100 54,166 0.13% Put
108 JPMORGAN CHASE & CO 888,100 53,801 0.13% Call
109 GOLDMAN SACHS GROUP INC 285,500 53,665 0.13% Put
110 MORGAN STANLEY 1,497,100 53,431 0.13% Put
111 SOUTHWEST AIRLS CO 1,200,000 53,160 0.13% Put
112 SPDR S&P 500 ETF TR 256,700 52,991 0.13% Put
113 WELLS FARGO & CO NEW 967,000 52,605 0.12% Call
114 Monster Beverage Corpo 379,100 52,466 0.12% Call
115 CENTRAL FD CDA LTD 4,385,701 52,321 0.12%
116 SPDR S&P 500 ETF TR 252,300 52,082 0.12% Put
117 ISHARES 20 YEAR TREASURY BOND ETF 398,000 52,015 0.12% Put
118 SPDR S&P 500 ETF TR 250,000 51,608 0.12% Call
119 ISHARES TR 650,000 51,558 0.12% Put
120 ISHARES TR 1,155,700 51,313 0.12% Put
121 MICROSOFT CORP 1,250,000 50,819 0.12% Put
122 MORGAN STANLEY 1,414,832 50,495 0.12%
123 JPMORGAN CHASE & CO 824,900 49,972 0.12% Put
124 ISHARES TR 399,000 49,624 0.12% Put
125 SPDR S&P 500 ETF TR 238,000 49,130 0.12% Put
126 WISDOMTREE TR 890,281 49,072 0.12%
127 JPMORGAN CHASE & CO 793,300 48,058 0.11% Put
128 ISHARES 1,519,383 47,663 0.11%
129 MICROSOFT CORP 1,160,750 47,190 0.11%
130 ISHARES TR 1,166,000 46,792 0.11% Call
131 SPDR S&P 500 ETF TR 224,800 46,405 0.11% Put
132 WELLS FARGO & CO NEW 846,300 46,039 0.11% Put
133 CURRENCYSHARES EURO TR 435,300 46,016 0.11% Put
134 UNITED PARCEL SERVICE INC 469,841 45,546 0.11%
135 ISHARES TR 1,025,100 45,514 0.11% Put
136 SPDR S&P 500 ETF TR 218,800 45,167 0.11% Put
137 CORNING INC 1,984,398 45,006 0.11%
138 ISHARES TR 1,000,000 44,400 0.11% Call
139 ISHARES TR 997,900 44,307 0.10% Put
140 ISHARES TR 1,100,000 44,143 0.10% Put
141 MORGAN STANLEY 1,236,800 44,141 0.10% Put
142 ISHARES TR 350,300 43,567 0.10% Call
143 COMCAST CORP NEW 769,400 43,448 0.10% Put
144 ISHARES TR 1,079,200 43,308 0.10% Put
145 BAIDU INC 207,600 43,264 0.10% Put
146 BANK AMER CORP 2,800,800 43,104 0.10% Put
147 SPDR S&P 500 ETF TR 206,300 42,587 0.10% Put
148 EXXON MOBIL CORP 497,360 42,276 0.10%
149 SPDR S&P 500 ETF TR 204,200 42,153 0.10% Call
150 WELLS FARGO & CO NEW 767,897 41,774 0.10%
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