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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
251 POWERSHARES QQQ TRUST 284,400 37,649 0.08% Put
252 SPDR SERIES TRUST 1,002,100 37,519 0.08% Put
253 ISHARES 1,000,000 37,460 0.08% Put
254 JPMORGAN CHASE & CO 425,300 37,358 0.08% Put
255 SPDR S&P 500 ETF TR 158,400 37,341 0.08% Put
256 GENERAL ELECTRIC CO 1,250,000 37,250 0.08% Call
257 SPDR GOLD TR 310,000 36,803 0.08% Call
258 SPDR S&P 500 ETF TR 154,900 36,516 0.08% Put
259 APPLE INC 253,000 36,346 0.07% Call
260 SPDR S&P 500 ETF TR 154,100 36,328 0.07% Put
261 SPDR S&P 500 ETF TR 154,000 36,304 0.07% Put
262 SPDR SER TR 522,700 36,244 0.07% Put
263 ISHARES 20 YEAR TREASURY BOND ETF 300,000 36,213 0.07% Put
264 ISHARES TR 940,000 36,181 0.07% Put
265 COSTCO WHSL CORP NEW 214,200 35,919 0.07% Put
266 FORD MTR CO DEL 3,080,000 35,851 0.07% Put
267 HCA HEALTHCARE INC 402,300 35,801 0.07% Call
268 SPDR S&P 500 ETF TR 150,800 35,550 0.07% Put
269 BANK AMER CORP 1,504,900 35,501 0.07% Put
270 BARCLAYS BK PLC 2,245,700 35,460 0.07% Put
271 SPDR S&P 500 ETF TR 150,000 35,361 0.07% Call
272 SPDR S&P 500 ETF TR 150,000 35,361 0.07% Call
273 PROSHARES TR II 250,000 35,288 0.07% Put
274 ALIBABA GROUP HLDG LTD 325,000 35,045 0.07% Put
275 ISHARES TR 254,500 34,989 0.07% Put
276 CVS HEALTH CORP 445,000 34,933 0.07% Call
277 ACI WORLDWIDE INC 1,625,836 34,777 0.07%
278 AT&T INC 833,900 34,649 0.07% Call
279 FACEBOOK INC 243,800 34,632 0.07% Call
280 SPDR INDEX SHS FDS 950,000 34,533 0.07% Call
281 QUALCOMM INC 601,700 34,501 0.07% Put
282 UNITED TECHNOLOGIES CORP 307,300 34,482 0.07% Call
283 DELTA AIRLINES INC DEL 750,000 34,470 0.07% Call
284 CATERPILLAR INC 370,600 34,377 0.07% Put
285 ISHARES TR 250,000 34,370 0.07% Put
286 ISHARES TR 250,000 34,370 0.07% Call
287 ISHARES TR 250,000 34,370 0.07% Put
288 ISHARES TR 250,000 34,370 0.07% Put
289 PALO ALTO NETWORKS INC 300,000 33,804 0.07% Call
290 UNITED STATES OIL FUND LP 3,169,100 33,719 0.07% Put
291 SPDR S&P 500 ETF TR 143,000 33,711 0.07% Call
292 ISHARES TR 245,100 33,696 0.07% Put
293 ISHARES TR 245,000 33,683 0.07% Put
294 UNITED STATES OIL FUND LP 3,150,000 33,516 0.07% Call
295 COSTCO WHSL CORP NEW 199,000 33,370 0.07% Call
296 ISHARES TR 242,000 33,270 0.07% Put
297 CATERPILLAR INC 356,100 33,032 0.07% Put
298 FACEBOOK INC 232,200 32,984 0.07% Call
299 ISHARES TR 823,900 32,453 0.07% Put
300 MICROSOFT CORP 488,900 32,199 0.07% Call
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