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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 (2016Q1)
Original 13F HR (0001140361-16-065409) filed in 2016.05.16
#
Name
Shares
Value ($)
%
Options
Notes
101 ISHARES TR 748,000 82,751 0.18% Put
102 ISHARES TR 2,405,000 82,371 0.18% Put
103 SPDR S&P 500 ETF TR 400,000 82,208 0.18% Call
104 SPDR S&P 500 ETF TR 400,000 82,208 0.18% Put
105 SPDR S&P 500 ETF TR 400,000 82,208 0.18% Call
106 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,000,000 81,690 0.18% Put
107 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 975,000 79,648 0.17% Put
108 MORGAN STANLEY 3,174,300 79,389 0.17% Put
109 US BANCORP DEL 1,905,400 77,340 0.17% Put
110 FACEBOOK INC 675,900 77,120 0.17% Call
111 UNITED TECHNOLOGIES CORP 765,900 76,667 0.17% Put
112 FACEBOOK INC 667,600 76,173 0.17% Call
113 QUALCOMM INC 1,476,200 75,493 0.17% Put
114 SPDR S&P 500 ETF TR 365,200 75,056 0.16% Put
115 AMERICAN AIRLS GROUP INC 1,799,500 73,797 0.16% Call
116 SPDR GOLD TR 626,585 73,711 0.16%
117 ISHARES 2,800,000 73,640 0.16% Put
118 POWERSHS DB US DOLLAR INDEX 2,950,000 72,393 0.16% Call
119 SPDR S&P 500 ETF TR 345,700 71,048 0.16% Put
120 SPDR S&P 500 ETF TR 343,100 70,514 0.15% Put
121 ALIBABA GROUP HLDG LTD 892,200 70,511 0.15% Call
122 JD COM INC 2,632,800 69,769 0.15% Call
123 ISHARES TR 2,011,000 68,877 0.15% Put
124 SPDR S&P 500 ETF TR 334,700 68,788 0.15% Put
125 ISHARES 2,550,000 67,065 0.15% Call
126 KINDER MORGAN INC DEL 3,750,000 66,975 0.15% Call
127 SPDR S&P 500 ETF TR 324,900 66,773 0.15% Put
128 ALPHABET INC 87,500 66,754 0.15% Put
129 ALPHABET INC 87,500 66,754 0.15% Call
130 SPDR S&P 500 ETF TR 320,000 65,766 0.14% Call
131 APPLE INC 601,700 65,579 0.14% Put
132 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 800,000 65,352 0.14% Call
133 ISHARES 20 YEAR TREASURY BOND ETF 500,000 65,305 0.14% Put
134 WISDOMTREE TR 1,490,122 65,133 0.14%
135 ISHARES TR 1,900,000 65,075 0.14% Put
136 SPDR S&P 500 ETF TR 307,600 63,218 0.14% Call
137 MCDONALDS CORP 500,000 62,840 0.14% Put
138 MCDONALDS CORP 500,000 62,840 0.14% Call
139 MCDONALDS CORP 500,000 62,840 0.14% Call
140 MCDONALDS CORP 500,000 62,840 0.14% Call
141 MCDONALDS CORP 500,000 62,840 0.14% Put
142 MCDONALDS CORP 500,000 62,840 0.14% Put
143 SPDR S&P 500 ETF TR 300,000 61,656 0.14% Put
144 SPDR S&P 500 ETF TR 300,000 61,656 0.14% Put
145 SPDR S&P 500 ETF TR 300,000 61,656 0.14% Put
146 SPDR S&P 500 ETF TR 300,000 61,656 0.14% Put
147 SPDR S&P 500 ETF TR 300,000 61,656 0.14% Put
148 SPDR S&P 500 ETF TR 300,000 61,656 0.14% Put
149 SPDR DOW JONES INDL AVRG ETF 347,428 61,370 0.13%
150 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 750,200 61,284 0.13% Put
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