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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 (2015Q3)
Original 13F HR (0001140361-15-041438) filed in 2015.11.16
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 5,148,400 986,588 2.20% Put
2 SPDR S&P 500 ETF TR 3,031,800 580,984 1.29% Put
3 SPDR S&P 500 ETF TR 1,639,100 314,101 0.70% Put
4 ISHARES TR 2,330,000 254,436 0.57% Put
5 SPDR S&P 500 ETF TR 1,155,000 221,333 0.49% Put
6 SPDR S&P 500 ETF TR 1,101,000 210,985 0.47% Put
7 SPDR S&P 500 ETF TR 1,000,000 191,630 0.43% Put
8 SPDR S&P 500 ETF TR 900,100 172,486 0.38% Put
9 SPDR S&P 500 ETF TR 893,700 171,260 0.38% Put
10 SPDR S&P 500 ETF TR 860,000 164,802 0.37% Put
11 ISHARES TR 1,482,500 161,889 0.36% Put
12 ISHARES TR 4,524,200 148,303 0.33% Put
13 ISHARES TR 1,277,400 139,492 0.31% Put
14 MORGAN STANLEY 4,235,200 133,409 0.30% Put
15 SPDR S&P 500 ETF TR 685,500 131,362 0.29% Put
16 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,500,000 124,935 0.28% Put
17 SPDR S&P 500 ETF TR 621,500 119,098 0.27% Put
18 SPDR S&P 500 ETF TR 610,000 116,894 0.26% Put
19 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,400,000 116,606 0.26% Put
20 SPDR S&P 500 ETF TR 600,000 114,978 0.26% Put
21 SPDR S&P 500 ETF TR 599,400 114,863 0.26% Put
22 ISHARES TR 1,000,000 109,200 0.24% Put
23 ISHARES TR 3,303,500 108,289 0.24% Put
24 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,270,000 105,778 0.24% Put
25 ISHARES TR 955,500 104,341 0.23% Put
26 ISHARES TR 952,300 103,991 0.23% Put
27 SPDR S&P 500 ETF TR 520,000 99,648 0.22% Put
28 SPDR S&P 500 ETF TR 520,000 99,648 0.22% Put
29 ISHARES TR 2,774,000 98,394 0.22% Put
30 SPDR S&P 500 ETF TR 507,600 97,271 0.22% Put
31 SPDR S&P 500 ETF TR 500,500 95,911 0.21% Put
32 SPDR S&P 500 ETF TR 500,000 95,815 0.21% Put
33 SPDR S&P 500 ETF TR 499,500 95,719 0.21% Put
34 MICROSOFT CORP 2,152,600 95,274 0.21% Put
35 SPDR S&P 500 ETF TR 495,100 94,876 0.21% Put
36 ISHARES TR 1,650,000 94,578 0.21% Put
37 ISHARES TR 850,000 92,820 0.21% Put
38 ISHARES TR 825,000 90,090 0.20% Put
39 MORGAN STANLEY 2,765,400 87,110 0.19% Put
40 ISHARES TR 2,400,000 85,128 0.19% Put
41 ISHARES TR 2,500,000 81,950 0.18% Put
42 POWERSHARES QQQ TRUST 792,600 80,655 0.18% Put
43 AMERICAN EXPRESS CO 1,068,800 79,230 0.18% Put
44 SPDR S&P 500 ETF TR 400,000 76,652 0.17% Put
45 ISHARES TR 700,000 76,440 0.17% Put
46 SPDR S&P 500 ETF TR 390,100 74,755 0.17% Put
47 ISHARES TR 1,250,000 71,650 0.16% Put
48 ISHARES TR 652,300 71,231 0.16% Put
49 SPDR S&P 500 ETF TR 363,400 69,638 0.16% Put
50 ISHARES TR 1,210,000 69,357 0.15% Put
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