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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
201 MORGAN STANLEY 910,000 32,478 0.08% Call
202 INTERNATIONAL BUSINESS MACHS 200,000 32,100 0.08% Put
203 ISHARES TR 500,000 32,085 0.08% Put
204 SPDR S&P 500 ETF TR 155,300 32,059 0.08% Put
205 SPDR S&P 500 ETF TR 154,800 31,955 0.08% Call
206 TESORO CORP 350,000 31,952 0.08% Put
207 ISHARES TR 402,100 31,895 0.08% Put
208 ISHARES TR 400,000 31,728 0.08% Call
209 ISHARES TR 490,000 31,443 0.07% Put
210 DANAHER CORP DEL 370,000 31,413 0.07% Put
211 DANAHER CORP DEL 370,000 31,413 0.07% Call
212 ANHEUSER BUSCH INBEV SA/NV 256,346 31,251 0.07%
213 CITIGROUPINC 606,100 31,226 0.07% Put
214 AT&T INC 953,000 31,115 0.07% Call
215 ISHARES TR 250,000 31,093 0.07% Put
216 CITIGROUPINC 602,687 31,050 0.07%
217 SPDR S&P 500 ETF TR 150,000 30,965 0.07% Call
218 THERMO FISHER SCIENTIFIC INC 230,000 30,898 0.07% Put
219 SPDR S&P 500 ETF TR 149,600 30,882 0.07% Put
220 VERIZON COMMUNICATIONS INC 635,000 30,880 0.07% Put
221 ISHARES TR 248,000 30,844 0.07% Call
222 WELLS FARGO & CO NEW 566,500 30,818 0.07% Put
223 ISHARES TR 246,400 30,645 0.07% Put
224 JD COM INC 1,042,700 30,635 0.07% Call
225 APPLE INC 245,000 30,485 0.07% Put
226 GILEAD SCIENCES INC 308,100 30,234 0.07% Call
227 ISHARES TR 750,000 30,098 0.07% Put
228 ISHARES TR 750,000 30,098 0.07% Call
229 ISHARES TR 750,000 30,098 0.07% Put
230 CITIGROUPINC 580,000 29,882 0.07% Call
231 MOHAWK INDS 160,500 29,813 0.07% Call
232 MOHAWK INDS 160,000 29,720 0.07% Put
233 ISHARES 20 YEAR TREASURY BOND ETF 225,171 29,428 0.07%
234 JPMORGAN CHASE & CO 485,700 29,424 0.07% Put
235 AT&T INC 900,000 29,385 0.07% Put
236 AMERICAN EXPRESS CO 375,000 29,295 0.07% Put
237 DISNEY WALT CO 276,600 29,013 0.07% Put
238 ALIBABA GROUP HLDG LTD 345,856 28,789 0.07%
239 PEPSICO INC 300,400 28,724 0.07% Put
240 ISHARES 914,000 28,672 0.07% Put
241 VERIZON COMMUNICATIONS INC 585,000 28,449 0.07% Put
242 SELECT SECTOR SPDR TR 366,600 28,441 0.07% Put
243 MORGAN STANLEY 796,500 28,427 0.07% Put
244 UNITED STATES NATL GAS FUND 2,144,800 28,397 0.07% Put
245 DAVITA INC 349,200 28,383 0.07% Put
246 Alcoa 2,195,169 28,362 0.07%
247 SPDR S&P 500 ETF TR 136,000 28,074 0.07% Call
248 WELLS FARGO & CO NEW 514,800 28,005 0.07% Put
249 VERIZON COMMUNICATIONS INC 571,738 27,804 0.07%
250 WELLS FARGO & CO NEW 506,600 27,559 0.07% Put
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