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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
16001 SPDR GOLD TR 250,000 29,410 0.06% Put
16002 SPDR S&P 500 ETF TR 143,800 29,554 0.06% Put
16003 AT&T INC 755,000 29,573 0.06% Put
16004 CISCO SYS INC 1,050,000 29,894 0.07% Put
16005 Market Vectors Gold 1,500,000 29,955 0.07% Put
16006 ISHARES 20 YEAR TREASURY BOND ETF 230,000 30,040 0.07% Put
16007 ISHARES 1,150,000 30,245 0.07% Put
16008 PROSHARES TR II 600,000 30,318 0.07% Put
16009 ISHARES TR 900,000 30,389 0.07% Call
16010 MICROSOFT CORP 557,900 30,813 0.07% Put
16011 ISHARES TR 900,000 30,825 0.07% Call
16012 ISHARES TR 900,000 30,825 0.07% Call
16013 SPDR S&P 500 ETF TR 150,000 30,828 0.07% Put
16014 SPDR S&P 500 ETF TR 150,000 30,828 0.07% Call
16015 SPDR S&P 500 ETF TR 150,000 30,828 0.07% Call
16016 SPDR S&P 500 ETF TR 150,000 30,828 0.07% Put
16017 APPLE INC 283,000 30,844 0.07% Put
16018 TARGET CORP 374,900 30,847 0.07% Call
16019 ALPHABET INC 40,500 30,897 0.07% Call
16020 SELECT SECTOR SPDR TR 500,000 30,945 0.07% Put
16021 SPDR S&P 500 ETF TR 151,100 31,054 0.07% Call
16022 GOLDMAN SACHS GROUP INC 200,000 31,396 0.07% Put
16023 AMERICAN AIRLS GROUP INC 770,000 31,578 0.07% Put
16024 ALIBABA GROUP HLDG LTD 400,400 31,644 0.07% Call
16025 GENERAL ELECTRIC CO 1,000,000 31,790 0.07% Call
16026 CAMPBELL SOUP CO 499,200 31,844 0.07% Put
16027 ISHARES TR 288,000 31,861 0.07% Call
16028 GENERAL ELECTRIC CO 1,007,500 32,028 0.07% Call
16029 SPDR S&P 500 ETF TR 156,300 32,123 0.07% Call
16030 SPDR GOLD TR 273,700 32,198 0.07% Call
16031 ISHARES TR 960,000 32,414 0.07% Put
16032 GENERAL ELECTRIC CO 1,020,300 32,435 0.07% Put
16033 FACEBOOK INC 284,400 32,450 0.07% Call
16034 ISHARES 20 YEAR TREASURY BOND ETF 250,000 32,653 0.07% Put
16035 ISHARES 20 YEAR TREASURY BOND ETF 250,000 32,653 0.07% Put
16036 ISHARES TR 400,000 32,676 0.07% Put
16037 APPLE INC 300,100 32,708 0.07% Call
16038 POWERSHARES QQQ TRUST 300,000 32,760 0.07% Put
16039 GOLDMAN SACHS GROUP INC 210,000 32,966 0.07% Put
16040 WELLS FARGO CO NEW 683,300 33,044 0.07% Put
16041 ISHARES TR 300,000 33,189 0.07% Put
16042 ISHARES TR 300,000 33,189 0.07% Put
16043 SPDR INDEX SHS FDS 1,000,000 33,230 0.07% Call
16044 CURENCYSHARES EURO TR EURO SHS 300,000 33,354 0.07% Call
16045 ISHARES TR 975,000 33,394 0.07% Put
16046 ISHARES TR 409,500 33,452 0.07% Put
16047 ALIBABA GROUP HLDG LTD 427,900 33,817 0.07% Put
16048 MERCK & CO INC 640,000 33,862 0.07% Call
16049 CITIGROUP INC 819,300 34,206 0.07% Call
16050 SPDR S&P 500 ETF TR 166,500 34,219 0.08% Put
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