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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 (2016Q3)
Original 13F HR (0001140361-16-086163) filed in 2016.11.14
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 12,795,000 2,767,559 5.13% Put
2 ISHARES TR 5,850,000 726,629 1.35% Put
3 SPDR S&P 500 ETF TR 5,494,000 1,188,352 2.20% Put
4 UNITED STATES OIL FUND LP 5,196,000 56,792 0.11% Call
5 CENTRAL FD CDA LTD 4,158,543 57,513 0.11%
6 AT&T INC 4,000,000 162,440 0.30% Call
7 SPDR GOLD TR 3,850,000 483,714 0.90% Call
8 SPDR GOLD TR 3,850,000 483,714 0.90% Call
9 KINDER MORGAN INC DEL 3,750,000 86,738 0.16% Call
10 ISHARES TR 3,483,200 432,648 0.80% Put
11 GENERAL MTRS CO 3,326,849 105,694 0.20%
12 ISHARES TR 3,266,701 122,338 0.23%
13 GENERAL ELECTRIC CO 3,246,700 96,167 0.18% Call
14 MONDELEZ INTL INC 3,227,770 141,699 0.26%
15 UNITED STATES OIL FUND LP 3,149,100 34,420 0.06% Put
16 MORGAN STANLEY 3,094,800 99,219 0.18% Put
17 ISHARES 3,061,356 103,260 0.19%
18 SPRINT CORP 3,055,001 20,255 0.04%
19 SELECT SECTOR SPDR TR 2,993,500 57,775 0.11% Call
20 MICROSOFT CORP 2,988,000 172,109 0.32% Call
21 POWERSHS DB US DOLLAR INDEX 2,850,000 70,338 0.13% Call
22 UNITED STATES OIL FUND LP 2,850,000 31,151 0.06% Call
23 ISHARES 2,800,000 94,444 0.18% Put
24 UNITED STATES OIL FUND LP 2,728,800 29,826 0.06% Put
25 BANK AMER CORP 2,713,200 42,462 0.08% Put
26 ISHARES 2,655,000 89,553 0.17% Call
27 ISHARES 2,650,000 89,384 0.17% Call
28 MORGAN STANLEY 2,646,500 84,847 0.16% Put
29 WISDOMTREE TR 2,500,000 107,275 0.20% Call
30 ISHARES TR 2,405,000 90,067 0.17% Put
31 CITIGROUPINC 2,318,500 109,503 0.20% Call
32 PROCTER AND GAMBLE CO 2,274,400 204,127 0.38% Put
33 PROCTER AND GAMBLE CO 2,190,000 196,553 0.36% Call
34 SEAWORLD ENTERTAINMENT INCORPORATED 2,165,000 29,184 0.05% Put
35 ISHARES TR 2,085,600 123,322 0.23% Put
36 ISHARES INC 2,081,571 43,505 0.08%
37 BARCLAYS BK PLC 2,044,700 69,663 0.13% Put
38 ISHARES TR 2,019,500 75,630 0.14% Put
39 SPDR S&P 500 ETF TR 2,000,000 432,600 0.80% Call
40 ISHARES 20 YEAR TREASURY BOND ETF 2,000,000 275,020 0.51% Put
41 SPDR S&P 500 ETF TR 1,914,200 414,041 0.77% Put
42 ISHARES TR 1,900,000 72,219 0.13% Call
43 SPDR S&P 500 ETF TR 1,893,500 409,564 0.76% Put
44 ISHARES TR 1,880,495 233,576 0.43%
45 SPDR S&P 500 ETF TR 1,878,000 406,211 0.75% Put
46 SPDR S&P 500 ETF TR 1,855,600 401,366 0.74% Call
47 UNITED STATES OIL FUND LP 1,810,000 19,783 0.04% Call
48 QUALCOMM INC 1,789,300 122,567 0.23% Call
49 BARRICK GOLD CORP 1,780,300 31,547 0.06% Call
50 ISHARES TR 1,765,000 219,231 0.41% Put
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