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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 (2015Q4)
Original 13F HR (0001140361-16-052806) filed in 2016.02.16
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 10,000,000 2,038,700 4.14% Call
2 SPDR S&P 500 ETF TR 5,189,300 1,057,943 2.15% Call
3 SPDR S&P 500 ETF TR 3,124,100 636,910 1.29% Call
4 SPDR S&P 500 ETF TR 3,078,700 627,655 1.28% Call
5 SPDR S&P 500 ETF TR 2,878,900 586,921 1.19% Put
6 ISHARES TR 4,060,000 457,237 0.93% Put
7 SPDR S&P 500 ETF TR 2,163,500 441,073 0.90% Call
8 SPDR S&P 500 ETF TR 1,752,000 357,180 0.73% Put
9 SPDR S&P 500 ETF TR 1,732,300 353,164 0.72% Put
10 SPDR S&P 500 ETF TR 1,400,000 285,418 0.58% Put
11 ISHARES TR 4,814,000 282,678 0.57% Put
12 SPDR S&P 500 ETF TR 1,348,000 274,817 0.56% Call
13 SPDR S&P 500 ETF TR 1,312,300 267,539 0.54% Put
14 SPDR S&P 500 ETF TR 1,289,900 262,972 0.53% Put
15 ISHARES TR 2,000,000 225,240 0.46% Put
16 SPDR S&P 500 ETF TR 1,055,500 215,185 0.44% Put
17 SPDR S&P 500 ETF TR 1,045,000 213,044 0.43% Call
18 SPDR S&P 500 ETF TR 988,100 201,444 0.41% Put
19 SPDR S&P 500 ETF TR 987,100 201,240 0.41% Put
20 SPDR S&P 500 ETF TR 987,100 201,240 0.41% Call
21 SPDR S&P 500 ETF TR 961,800 196,082 0.40% Put
22 ISHARES TR 1,700,000 191,454 0.39% Put
23 ISHARES TR 1,690,200 190,350 0.39% Put
24 ISHARES TR 1,550,000 174,561 0.35% Put
25 ISHARES TR 1,491,100 167,928 0.34% Call
26 SPDR S&P 500 ETF TR 816,000 166,358 0.34% Put
27 SPDR S&P 500 ETF TR 811,700 165,481 0.34% Put
28 SPDR S&P 500 ETF TR 807,300 164,584 0.33% Put
29 POWERSHARES QQQ TRUST 1,400,000 156,604 0.32% Put
30 SPDR S&P 500 ETF TR 763,600 155,675 0.32% Put
31 ISHARES TR 1,370,600 154,357 0.31% Call
32 ISHARES TR 1,361,100 153,287 0.31% Put
33 SPDR GOLD TR 1,487,500 150,922 0.31% Call
34 SPDR S&P 500 ETF TR 712,500 145,257 0.30% Put
35 SPDR S&P 500 ETF TR 710,200 144,788 0.29% Put
36 SPDR S&P 500 ETF TR 702,100 143,137 0.29% Put
37 SPDR S&P 500 ETF TR 699,700 142,648 0.29% Put
38 SPDR S&P 500 ETF TR 682,600 139,162 0.28% Put
39 SPDR S&P 500 ETF TR 680,600 138,754 0.28% Put
40 ISHARES TR 1,160,000 130,639 0.27% Put
41 SPDR S&P 500 ETF TR 631,500 128,744 0.26% Put
42 SPDR S&P 500 ETF TR 627,900 128,010 0.26% Call
43 SPDR S&P 500 ETF TR 620,000 126,399 0.26% Put
44 FACEBOOK INC 1,197,500 125,330 0.25% Call
45 SPDR S&P 500 ETF TR 613,100 124,993 0.25% Put
46 SPDR S&P 500 ETF TR 610,000 124,361 0.25% Put
47 SPDR S&P 500 ETF TR 606,700 123,688 0.25% Put
48 SPDR S&P 500 ETF TR 602,200 122,771 0.25% Put
49 SPDR S&P 500 ETF TR 599,700 122,261 0.25% Put
50 CITIGROUP INC 2,318,200 119,967 0.24% Call
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