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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
1 ISHARES 8,200,000 215,660 0.47% Call
2 UNITED STATES OIL FUND LP 4,700,000 45,590 0.10% Put
3 CENTRAL FD CDA LTD 4,385,701 52,585 0.12%
4 ISHARES TR 4,148,221 142,077 0.31%
5 GENERAL ELECTRIC CO 4,021,900 127,856 0.28% Call
6 ISHARES TR 4,000,000 442,520 0.97% Put
7 BANK AMER CORP 3,913,200 52,906 0.12% Put
8 MORGAN STANLEY 3,794,900 94,910 0.21% Put
9 KINDER MORGAN INC DEL 3,750,000 66,975 0.15% Call
10 SPDR S&P 500 ETF TR 3,739,100 768,460 1.68% Put
11 ISHARES TR 3,550,000 119,866 0.26% Put
12 MORGAN STANLEY 3,174,300 79,389 0.17% Put
13 AVON PRODS INC 3,100,000 14,911 0.03% Put
14 SPDR S&P 500 ETF TR 3,065,400 630,001 1.38% Put
15 ISHARES TR 3,026,900 103,671 0.23% Put
16 PFIZER INC 3,000,000 88,920 0.19% Call
17 PFIZER INC 3,000,000 88,920 0.19% Put
18 PFIZER INC 3,000,000 88,920 0.19% Put
19 PFIZER INC 3,000,000 88,920 0.19% Put
20 PFIZER INC 3,000,000 88,920 0.19% Put
21 PFIZER INC 3,000,000 88,920 0.19% Put
22 PFIZER INC 3,000,000 88,920 0.19% Put
23 PFIZER INC 3,000,000 88,920 0.19% Call
24 PFIZER INC 3,000,000 88,920 0.19% Call
25 PFIZER INC 3,000,000 88,920 0.19% Call
26 PFIZER INC 3,000,000 88,920 0.19% Call
27 PFIZER INC 3,000,000 88,920 0.19% Call
28 POWERSHS DB US DOLLAR INDEX 2,950,000 72,393 0.16% Call
29 ISHARES 2,800,000 73,640 0.16% Put
30 SPDR S&P 500 ETF TR 2,730,000 561,070 1.23% Put
31 JD COM INC 2,632,800 69,769 0.15% Call
32 ISHARES 2,550,000 67,065 0.15% Call
33 ISHARES TR 2,490,000 84,075 0.18% Put
34 UNITED STATES OIL FUND LP 2,488,600 24,139 0.05% Call
35 Ishares - Japan 2,481,160 28,310 0.06%
36 ISHARES TR 2,450,000 271,044 0.59% Put
37 ISHARES TR 2,405,000 82,371 0.18% Put
38 ISHARES TR 2,375,000 262,746 0.58% Put
39 MONDELEZ INTL INC 2,350,100 94,286 0.21% Call
40 SILVER WHEATON CORP 2,323,100 38,517 0.08% Put
41 SPDR S&P 500 ETF TR 2,323,000 477,423 1.05% Put
42 CITIGROUPINC 2,318,500 96,797 0.21% Call
43 AT&T INC 2,200,000 86,174 0.19% Call
44 ISHARES TR 2,025,000 224,026 0.49% Put
45 ISHARES TR 2,011,000 68,877 0.15% Put
46 US BANCORP DEL 1,905,400 77,340 0.17% Put
47 ISHARES TR 1,900,000 65,075 0.14% Put
48 SPDR S&P 500 ETF TR 1,881,600 386,706 0.85% Call
49 SPDR S&P 500 ETF TR 1,820,000 374,046 0.82% Put
50 SPDR S&P 500 ETF TR 1,814,900 372,998 0.82% Put
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