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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
151 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 750,000 61,268 0.13% Call
152 ISHARES TR 550,000 60,847 0.13% Call
153 FACEBOOK INC 531,100 60,599 0.13% Call
154 AMAZON COM INC 100,000 59,364 0.13% Put
155 SPDR S&P 500 ETF TR 287,700 59,128 0.13% Put
156 SPDR GOLD TR 500,000 58,820 0.13% Call
157 SPDR S&P 500 ETF TR 285,300 58,635 0.13% Put
158 SPDR GOLD TR 497,000 58,467 0.13% Call
159 AT&T INC 1,469,000 57,541 0.13% Put
160 APPLE INC 525,400 57,263 0.13% Call
161 ISHARES TR 1,000,000 57,160 0.13% Put
162 INTEL CORP 1,758,200 56,878 0.12% Call
163 COCA COLA CO 1,205,500 55,923 0.12% Call
164 AT&T INC 1,425,100 55,821 0.12% Put
165 ISHARES TR 500,000 55,315 0.12% Call
166 ISHARES TR 500,000 55,315 0.12% Put
167 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 675,000 55,141 0.12% Put
168 APPLE INC 505,000 55,040 0.12% Call
169 POWERSHARES QQQ TRUST 501,900 54,807 0.12% Put
170 MICROSOFT CORP 992,000 54,788 0.12% Call
171 ISHARES TR 490,900 54,308 0.12% Put
172 JOHNSON & JOHNSON 500,000 54,100 0.12% Put
173 US BANCORP DEL 1,328,100 53,908 0.12% Put
174 BANK AMER CORP 3,913,200 52,906 0.12% Put
175 ISHARES INC 1,000,000 52,820 0.12% Call
176 CENTRAL FD CDA LTD 4,385,701 52,585 0.12%
177 SPDR S&P 500 ETF TR 255,400 52,490 0.12% Call
178 UNITED TECHNOLOGIES CORP 521,500 52,202 0.11% Call
179 SPDR S&P 500 ETF TR 252,300 51,853 0.11% Call
180 SPDR S&P 500 ETF TR 250,000 51,380 0.11% Put
181 SPDR S&P 500 ETF TR 250,000 51,380 0.11% Put
182 ISHARES TR 1,500,000 51,375 0.11% Call
183 ISHARES TR 460,900 50,989 0.11% Put
184 SPDR S&P 500 ETF TR 247,700 50,907 0.11% Put
185 UNITED TECHNOLOGIES CORP 500,000 50,050 0.11% Put
186 UNITED TECHNOLOGIES CORP 500,000 50,050 0.11% Call
187 DISNEY WALT CO 502,900 49,943 0.11% Put
188 ISHARES TR 450,000 49,784 0.11% Put
189 SPDR S&P 500 ETF TR 240,405 49,408 0.11%
190 SPDR S&P 500 ETF TR 240,000 49,325 0.11% Call
191 POWERSHARES QQQ TRUST 450,000 49,140 0.11% Call
192 POWERSHARES QQQ TRUST 449,266 49,060 0.11%
193 APPLE INC 447,500 48,773 0.11% Put
194 SPDR S&P 500 ETF TR 236,900 48,688 0.11% Call
195 SPDR S&P 500 ETF TR 232,400 47,763 0.10% Call
196 SPDR S&P 500 ETF TR 230,000 47,270 0.10% Put
197 SPDR GOLD TR 400,000 47,056 0.10% Call
198 SPDR GOLD TR 400,000 47,056 0.10% Call
199 ISHARES TR 425,000 47,018 0.10% Call
200 APPLE INC 429,700 46,833 0.10% Call
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