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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
23601 SPDR S&P 500 ETF TR 167,900 34,660 0.08% Put
23602 SPDR SERIES TRUST 672,400 34,736 0.08% Put
23603 PFIZER INC 1,000,000 34,790 0.08% Call
23604 COMPUTER SCIENCES CORP 535,100 34,931 0.08% Call
23605 INTERCONTINENTAL EXCHANGE IN 150,600 35,130 0.08% Call
23606 BAIDU INC 169,877 35,402 0.08%
23607 APPLE INC 284,800 35,438 0.08% Call
23608 OCCIDENTAL PETE CORP DEL 485,900 35,471 0.08% Call
23609 SPDR S&P 500 ETF TR 172,100 35,527 0.08% Call
23610 AMERICAN EXPRESS CO 456,300 35,646 0.08% Put
23611 SPDR S&P 500 ETF TR 173,200 35,754 0.08% Put
23612 SPDR S&P 500 ETF TR 173,600 35,836 0.08% Put
23613 GILEAD SCIENCES INC 366,439 35,959 0.09%
23614 ISHARES 1,150,000 36,076 0.09% Put
23615 MICROSOFT CORP 892,600 36,289 0.09% Put
23616 ALIBABA GROUP HLDG LTD 436,300 36,318 0.09% Put
23617 APPLE INC 293,500 36,520 0.09% Put
23618 Ishares - Japan 2,952,300 36,992 0.09% Call
23619 INTERNATIONAL BUSINESS MACHS 232,400 37,300 0.09% Put
23620 CITIGROUPINC 725,700 37,388 0.09% Put
23621 DISNEY WALT CO 357,300 37,477 0.09% Put
23622 GENERAL MTRS CO 1,000,000 37,500 0.09% Put
23623 ISHARES TR 302,200 37,585 0.09% Put
23624 ISHARES 1,215,000 38,115 0.09% Call
23625 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 425,000 38,509 0.09% Put
23626 JPMORGAN CHASE & CO 636,000 38,529 0.09% Put
23627 AMAZON COM INC 103,600 38,550 0.09% Call
23628 BANK AMER CORP 2,513,011 38,675 0.09%
23629 VERIZON COMMUNICATIONS INC 800,000 38,904 0.09% Put
23630 ISHARES TR 885,000 39,294 0.09% Put
23631 ISHARES TR 318,600 39,624 0.09% Put
23632 SPDR GOLD TR 350,000 39,781 0.09% Put
23633 ISHARES TR 505,900 40,128 0.09% Call
23634 ISHARES TR 1,000,000 40,130 0.09% Put
23635 ISHARES TR 1,000,000 40,130 0.09% Put
23636 CTRIP COM INTL LTD 688,190 40,342 0.10%
23637 SPDR S&P 500 ETF TR 200,000 41,286 0.10% Put
23638 ALIBABA GROUP HLDG LTD 500,000 41,620 0.10% Put
23639 FACEBOOK INC 507,139 41,694 0.10%
23640 WELLS FARGO & CO NEW 767,897 41,774 0.10%
23641 SPDR S&P 500 ETF TR 204,200 42,153 0.10% Call
23642 EXXON MOBIL CORP 497,360 42,276 0.10%
23643 SPDR S&P 500 ETF TR 206,300 42,587 0.10% Put
23644 BANK AMER CORP 2,800,800 43,104 0.10% Put
23645 BAIDU INC 207,600 43,264 0.10% Put
23646 ISHARES TR 1,079,200 43,308 0.10% Put
23647 COMCAST CORP NEW 769,400 43,448 0.10% Put
23648 ISHARES TR 350,300 43,567 0.10% Call
23649 MORGAN STANLEY 1,236,800 44,141 0.10% Put
23650 ISHARES TR 1,100,000 44,143 0.10% Put
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