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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 (2015Q4)
Original 13F HR (0001140361-16-052806) filed in 2016.02.16
#
Name
Shares
Value ($)
%
Options
Notes
401 PEPSICO INC 221,000 22,082 0.04% Put
402 INTEL CORP 640,000 22,048 0.04% Call
403 UNITED STATES OIL FUND LP 2,000,000 22,000 0.04% Call
404 QIHOO 360 TECHNOLOGY CO LTD 298,900 21,763 0.04% Call
405 ISHARES TR 370,000 21,726 0.04% Put
406 SELECT SECTOR SPDR TR 910,300 21,692 0.04% Put
407 TESLA INC 90,000 21,601 0.04% Put
408 TESLA INC 90,000 21,601 0.04% Put
409 PRUDENTIAL FINL INC 262,000 21,329 0.04% Call
410 Alcoa 2,159,735 21,317 0.04%
411 LILLY ELI & CO 252,800 21,301 0.04% Call
412 CURENCYSHARES EURO TR EURO SHS 200,000 21,280 0.04% Put
413 VALERO ENERGY CORP NEW 300,000 21,213 0.04% Call
414 ISHARES 1,025,000 21,197 0.04% Put
415 SPDR S&P 500 ETF TR 103,000 20,999 0.04% Put
416 METLIFE INC 435,472 20,994 0.04%
417 SPDR DOW JONES INDL AVRG ETF 120,000 20,879 0.04% Put
418 MCDONALDS CORP 176,600 20,864 0.04% Call
419 INTEL CORP 601,700 20,729 0.04% Put
420 ISHARES 1,000,000 20,680 0.04% Put
421 INTERNATIONAL BUSINESS MACHS 150,000 20,643 0.04% Call
422 ELECTRONIC ARTS INC 299,600 20,589 0.04% Put
423 ISHARES 995,000 20,577 0.04% Put
424 DANAHER CORP DEL 220,000 20,434 0.04% Call
425 SPDR S&P 500 ETF TR 100,100 20,407 0.04% Put
426 SPDR S&P 500 ETF TR 100,000 20,387 0.04% Call
427 SPDR S&P 500 ETF TR 100,000 20,387 0.04% Put
428 SPDR S&P 500 ETF TR 100,000 20,387 0.04% Call
429 SPDR S&P 500 ETF TR 99,900 20,367 0.04% Put
430 SPDR GOLD TR 200,000 20,292 0.04% Put
431 AMAZON COM INC 30,000 20,277 0.04% Put
432 CURENCYSHARES EURO TR EURO SHS 190,000 20,216 0.04% Put
433 METLIFE INC 418,500 20,176 0.04% Put
434 PAYPAL HLDGS INC 556,653 20,151 0.04%
435 ISHARES TR 250,000 20,145 0.04% Put
436 ISHARES TR 250,000 20,145 0.04% Call
437 PRICELINE GRP INC 15,800 20,144 0.04% Call
438 GILEAD SCIENCES INC 198,200 20,056 0.04% Put
439 ISHARES TR 622,700 20,045 0.04% Put
440 PROCTER AND GAMBLE CO 250,800 19,916 0.04% Put
441 WISDOMTREE TR 1,000,000 19,860 0.04% Put
442 UNITED PARCEL SERVICE INC 206,100 19,833 0.04% Put
443 ISHARES TR 175,147 19,725 0.04%
444 COCA COLA EUROPEAN PARTNERS SHS 400,000 19,696 0.04% Put
445 WAL-MART STORES INC 320,000 19,616 0.04% Put
446 MICRON TECHNOLOGY INC 1,382,700 19,579 0.04%
447 FORD MTR CO DEL 1,388,900 19,570 0.04% Put
448 CITIGROUP INC 376,900 19,505 0.04% Put
449 ALPHABET INC 25,000 19,450 0.04% Put
450 NEWMONT CORP 1,079,405 19,418 0.04%
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