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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
1 ILG INC 16,949,100 355,253 0.73% Put
2 ISHARES TR 10,000,000 384,900 0.79% Call
3 FORD MTR CO DEL 5,440,900 63,332 0.13% Call
4 ISHARES TR 5,022,000 197,817 0.41% Call
5 MONDELEZ INTL INC 4,786,574 206,206 0.43%
6 BARCLAYS BK PLC 4,318,400 68,188 0.14% Put
7 CENTRAL FD CDA LTD 4,158,543 53,479 0.11%
8 AT&T INC 4,000,000 166,200 0.34% Call
9 UNITED STATES OIL FUND LP 3,169,100 33,719 0.07% Put
10 UNITED STATES OIL FUND LP 3,150,000 33,516 0.07% Call
11 FORD MTR CO DEL 3,080,000 35,851 0.07% Put
12 UNITED STATES OIL FUND LP 2,950,800 31,397 0.06% Put
13 SPDR S&P 500 ETF TR 2,904,400 684,683 1.41% Put
14 AMERICA MOVIL SAB DE CV 2,900,000 41,093 0.08% Call
15 ISHARES TR 2,765,000 108,913 0.22% Put
16 ILG INC 2,696,100 56,510 0.12% Put
17 BLACKSTONE GROUP L P 2,546,406 75,628 0.16%
18 ISHARES 2,511,100 94,066 0.19% Call
19 BARCLAYS BK PLC 2,500,000 39,475 0.08% Put
20 SPDR S&P 500 ETF TR 2,500,000 589,350 1.22% Put
21 POWERSHARES QQQ TRUST 2,500,000 330,950 0.68% Call
22 SEAWORLD ENTERTAINMENT INCORPORATED 2,477,000 45,255 0.09% Put
23 TRUECAR INC 2,455,900 37,993 0.08% Call
24 SPDR S&P 500 ETF TR 2,400,000 565,776 1.17% Put
25 ISHARES TR 2,400,000 92,376 0.19% Put
26 BARCLAYS BK PLC 2,245,700 35,460 0.07% Put
27 SPDR S&P 500 ETF TR 2,185,200 515,139 1.06% Call
28 BARRICK GOLD CORP 2,139,443 40,628 0.08%
29 SPDR S&P 500 ETF TR 2,051,100 483,526 1.00% Put
30 ISHARES TR 2,033,200 80,088 0.17% Call
31 SPDR S&P 500 ETF TR 2,000,000 471,480 0.97% Call
32 ISHARES TR 2,000,000 76,980 0.16% Call
33 ISHARES TR 2,000,000 126,520 0.26% Call
34 SPDR S&P 500 ETF TR 2,000,000 471,480 0.97% Put
35 ISHARES TR 2,000,000 126,520 0.26% Put
36 ISHARES TR 2,000,000 78,780 0.16% Put
37 ISHARES TR 2,000,000 78,780 0.16% Put
38 SPRINT CORP 2,000,000 17,360 0.04% Call
39 ISHARES TR 1,926,700 74,159 0.15% Call
40 UNITED STATES OIL FUND LP 1,859,400 19,784 0.04% Put
41 SPDR S&P 500 ETF TR 1,832,400 431,970 0.89% Call
42 SPDR S&P 500 ETF TR 1,812,800 427,349 0.88% Put
43 SPDR INDEX SHS FDS 1,800,000 65,430 0.13% Call
44 UNITED STATES OIL FUND LP 1,773,600 18,871 0.04% Put
45 SPDR S&P 500 ETF TR 1,750,000 412,545 0.85% Put
46 ISHARES TR 1,750,000 109,008 0.22% Put
47 BARCLAYS BK PLC 1,699,000 26,827 0.06% Put
48 ISHARES TR 1,668,800 229,427 0.47% Put
49 SPDR S&P 500 ETF TR 1,642,600 387,227 0.80% Put
50 ACI WORLDWIDE INC 1,625,836 34,777 0.07%
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