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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
1 POWERSHS DB US DOLLAR INDEX 12,209,200 316,218 0.75% Put
2 SPDR S&P 500 ETF TR 10,000,000 2,064,300 4.88% Call
3 ISHARES TR 4,944,600 614,960 1.45% Put
4 SPDR S&P 500 ETF TR 4,542,000 937,605 2.22% Put
5 CENTRAL FD CDA LTD 4,385,701 52,321 0.12%
6 VALE S A 3,250,000 18,363 0.04% Put
7 ADVANCED MICRO DEVICES INC 3,200,000 8,576 0.02% Put
8 ISHARES 3,200,000 100,384 0.24% Call
9 Ishares - Japan 2,952,300 36,992 0.09% Call
10 BANK AMER CORP 2,800,800 43,104 0.10% Put
11 POWERSHS DB US DOLLAR INDEX 2,778,325 71,959 0.17%
12 SPDR S&P 500 ETF TR 2,693,200 555,957 1.32% Put
13 SPDR S&P 500 ETF TR 2,661,600 549,434 1.30% Put
14 YAMANA GOLD INC 2,612,140 9,378 0.02%
15 BANK AMER CORP 2,513,011 38,675 0.09%
16 Neo Performance Materials 2,490,000 959 0.00% Call
17 ADVANCED MICRO DEVICES INC 2,464,594 6,605 0.02%
18 ISHARES TR 2,375,800 95,341 0.23% Call
19 Alcoa 2,195,169 28,362 0.07%
20 MICROSOFT CORP 2,154,800 87,603 0.21% Put
21 UNITED STATES NATL GAS FUND 2,144,800 28,397 0.07% Put
22 ISHARES 2,101,200 65,915 0.16% Put
23 ISHARES TR 2,078,600 258,515 0.61% Put
24 ISHARES TR 2,050,000 82,267 0.19% Put
25 ISHARES TR 2,000,000 88,800 0.21% Call
26 ISHARES TR 2,000,000 80,260 0.19% Call
27 CORNING INC 1,984,398 45,006 0.11%
28 JPMORGAN CHASE & CO 1,961,400 118,822 0.28% Put
29 LIGHT & WONDER INC COM 1,925,000 20,155 0.05% Call
30 ISHARES 1,907,500 59,838 0.14% Put
31 MORGAN STANLEY 1,902,400 67,897 0.16% Put
32 MCDONALDS CORP 1,896,300 184,775 0.44% Put
33 ISHARES TR 1,840,500 73,859 0.17% Put
34 MORGAN STANLEY 1,695,300 60,505 0.14% Put
35 YOUKU TUDOU INC 1,670,400 20,880 0.05% Put
36 FORD MTR CO DEL 1,638,400 26,444 0.06% Put
37 PETROLEO BRASILEIRO SA PETRO 1,607,400 9,660 0.02% Put
38 RSX - Market Vectors Russia ETF 1,600,000 27,248 0.06% Put
39 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,600,000 144,976 0.34% Put
40 YAMANA GOLD INC 1,597,600 5,735 0.01% Put
41 BARRICK GOLD CORP 1,573,624 17,247 0.04%
42 WELLS FARGO & CO NEW 1,552,100 84,434 0.20% Put
43 ISHARES 1,519,383 47,663 0.11%
44 SPDR S&P 500 ETF TR 1,506,900 311,069 0.74% Put
45 WELLS FARGO & CO NEW 1,506,500 81,954 0.19% Put
46 VERIZON COMMUNICATIONS INC 1,500,000 72,945 0.17% Call
47 HOME DEPOT INC 1,500,000 170,415 0.40% Put
48 ISHARES TR 1,500,000 66,600 0.16% Put
49 MORGAN STANLEY 1,497,100 53,431 0.13% Put
50 JPMORGAN CHASE & CO 1,479,900 89,652 0.21% Put
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