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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
301 INTL PAPER CO 490,500 27,218 0.06% Put
302 GERDAU S A 490,000 1,568 0.00% Put
303 ISHARES TR 490,000 31,443 0.07% Put
304 CISCO SYS INC 489,200 13,465 0.03% Put
305 PENNEY J C INC 486,800 4,094 0.01%
306 OCCIDENTAL PETE CORP DEL 485,900 35,471 0.08% Call
307 JPMORGAN CHASE & CO 485,700 29,424 0.07% Put
308 MICROSOFT CORP 485,000 19,718 0.05% Put
309 GOODYEAR TIRE & RUBR CO 480,000 12,998 0.03% Put
310 BANK AMER CORP 471,700 7,259 0.02% Put
311 UNITED PARCEL SERVICE INC 469,841 45,546 0.11%
312 GOLDMAN SACHS GROUP INC 468,300 88,026 0.21% Call
313 GROUPON INC 467,000 3,367 0.01% Call
314 FORD MTR CO DEL 466,500 7,529 0.02% Put
315 GENERAL MTRS CO 464,500 17,419 0.04% Call
316 MICRON TECHNOLOGY INC 463,352 12,571 0.03%
317 SPDR S&P 500 ETF TR 463,300 95,639 0.23% Call
318 ISHARES TR 461,800 57,434 0.14% Put
319 Agnico Eagle 461,200 11,788 0.03% Put
320 SEADRILL LIMITED 460,300 4,304 0.01% Put
321 MICROSOFT CORP 460,000 18,701 0.04% Put
322 Alcoa 458,200 5,920 0.01% Put
323 GENERAL MTRS CO 458,200 17,183 0.04% Call
324 APPLE INC 457,900 56,976 0.13% Put
325 AMERICAN EXPRESS CO 456,300 35,646 0.08% Put
326 iPath S&P 500 VIX Short-Term F 455,000 11,662 0.03% Put
327 FREEPORT-MCMORAN INC 453,900 8,601 0.02% Put
328 YANDEX N V 450,600 6,833 0.02% Call
329 AMERICAN AIRLS GROUP INC 450,000 23,751 0.06% Put
330 BANK AMER CORP 448,800 6,907 0.02% Put
331 APPLE INC 448,100 55,757 0.13% Put
332 YAMANA GOLD INC 446,300 1,602 0.00% Call
333 ISHARES TR 444,400 19,731 0.05% Put
334 BLACKBERRY LTD 440,422 3,933 0.01%
335 ELECTRONIC ARTS INC 440,000 25,879 0.06% Put
336 Peabody Energy Corp 439,033 2,160 0.01%
337 ISHARES TR 437,100 17,541 0.04% Put
338 ALIBABA GROUP HLDG LTD 436,300 36,318 0.09% Put
339 CURENCYSHARES EURO TR EURO SHS 435,300 46,016 0.11% Put
340 SPDR S&P 500 ETF TR 434,900 89,776 0.21% Call
341 YAMANA GOLD INC 432,500 1,553 0.00% Call
342 AVON PRODS INC 432,350 3,454 0.01%
343 CATAMARAN CORP COM 431,600 25,697 0.06% Call
344 SALIX PHARMACEUTICALS INC 431,200 74,516 0.18% Call
345 UNITED STATES OIL FUND LP 430,000 7,241 0.02% Put
346 JETBLUE AIRWAYS CORP 430,000 8,278 0.02% Call
347 Agnico Eagle 428,400 10,950 0.03% Put
348 HOLLYFRONTIER CORP 427,000 17,195 0.04% Call
349 SPDR S&P 500 ETF TR 426,200 87,980 0.21% Put
350 ISHARES TR 425,000 38,509 0.09% Put
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