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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 (2017Q1)
Original 13F HR (0001140361-17-020422) filed in 2017.05.15
#
Name
Shares
Value ($)
%
Options
Notes
101 APPLE INC 579,300 83,222 0.17% Put
102 SPDR GOLD TR 680,000 80,730 0.17% Call
103 ISHARES TR 2,033,200 80,088 0.17% Call
104 ISHARES 7-10 YEAR TREASURY BOND ETF 750,000 79,193 0.16% Call
105 ISHARES 7-10 YEAR TREASURY BOND ETF 750,000 79,193 0.16% Put
106 ISHARES TR 2,000,000 78,780 0.16% Put
107 ISHARES TR 2,000,000 78,780 0.16% Put
108 UNITED TECHNOLOGIES CORP 700,000 78,547 0.16% Call
109 CVS HEALTH CORP 999,800 78,484 0.16% Call
110 ISHARES TR 2,000,000 76,980 0.16% Call
111 ISHARES TR 559,639 76,939 0.16%
112 ISHARES TR 875,000 76,808 0.16% Put
113 BLACKSTONE GROUP L P 2,546,406 75,628 0.16%
114 SPDR S&P 500 ETF TR 320,600 75,578 0.16% Put
115 SPDR S&P 500 ETF TR 320,000 75,437 0.16% Put
116 METLIFE INC 1,422,000 75,110 0.15% Put
117 CVS HEALTH CORP 954,100 74,897 0.15% Put
118 ALPHABET INC 90,000 74,660 0.15% Call
119 ISHARES TR 1,926,700 74,159 0.15% Call
120 VERIZON COMMUNICATIONS INC 1,500,700 73,159 0.15% Call
121 APPLE INC 500,000 71,830 0.15% Call
122 ISHARES TR 518,000 71,215 0.15% Put
123 ALPHABET INC 85,500 70,927 0.15% Put
124 SPDR S&P 500 ETF TR 300,000 70,722 0.15% Put
125 SPDR S&P 500 ETF TR 300,000 70,722 0.15% Call
126 SPDR S&P 500 ETF TR 300,000 70,722 0.15% Put
127 ISHARES TR 514,100 70,678 0.15% Put
128 SPDR S&P 500 ETF TR 298,000 70,251 0.14% Put
129 POWERSHARES QQQ TRUST 522,200 69,129 0.14% Call
130 SPDR S&P 500 ETF TR 293,200 69,119 0.14% Put
131 SPDR S&P 500 ETF TR 290,000 68,365 0.14% Put
132 BARCLAYS BK PLC 4,318,400 68,188 0.14% Put
133 APPLE INC 470,100 67,535 0.14% Call
134 SPDR S&P 500 ETF TR 285,300 67,257 0.14% Put
135 SPDR S&P 500 ETF TR 283,700 66,879 0.14% Put
136 DISNEY WALT CO 588,600 66,741 0.14% Put
137 SPDR S&P 500 ETF TR 282,300 66,549 0.14% Call
138 ISHARES 20 YEAR TREASURY BOND ETF 550,000 66,391 0.14% Put
139 POWERSHARES QQQ TRUST 500,000 66,190 0.14% Put
140 SPDR S&P 500 ETF TR 280,000 66,007 0.14% Put
141 ISHARES TR 750,000 65,835 0.14% Call
142 SPDR INDEX SHS FDS 1,800,000 65,430 0.13% Call
143 MONDELEZ INTL INC 1,500,000 64,620 0.13% Put
144 SPDR S&P 500 ETF TR 273,000 64,357 0.13% Put
145 SPDR S&P 500 ETF TR 269,700 63,579 0.13% Put
146 CATERPILLAR INC 684,948 63,536 0.13%
147 FORD MTR CO DEL 5,440,900 63,332 0.13% Call
148 SPDR S&P 500 ETF TR 265,900 62,683 0.13% Call
149 ISHARES TR 1,000,000 62,290 0.13% Put
150 ISHARES TR 450,000 61,866 0.13% Put
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