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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 (2016Q1)
Original 13F HR (0001140361-16-065409) filed in 2016.05.16
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 3,739,100 768,460 1.68% Put
2 SPDR S&P 500 ETF TR 3,065,400 630,001 1.38% Put
3 SPDR S&P 500 ETF TR 2,730,000 561,070 1.23% Put
4 SPDR S&P 500 ETF TR 2,323,000 477,423 1.05% Put
5 ISHARES TR 4,000,000 442,520 0.97% Put
6 SPDR S&P 500 ETF TR 1,881,600 386,706 0.85% Call
7 SPDR S&P 500 ETF TR 1,820,000 374,046 0.82% Put
8 SPDR S&P 500 ETF TR 1,814,900 372,998 0.82% Put
9 SPDR S&P 500 ETF TR 1,732,300 356,022 0.78% Put
10 SPDR S&P 500 ETF TR 1,515,500 311,466 0.68% Put
11 SPDR S&P 500 ETF TR 1,496,700 307,602 0.67% Put
12 SPDR S&P 500 ETF TR 1,420,000 291,838 0.64% Put
13 SPDR S&P 500 ETF TR 1,346,800 276,794 0.61% Put
14 ISHARES TR 2,450,000 271,044 0.59% Put
15 SPDR S&P 500 ETF TR 1,312,300 269,704 0.59% Put
16 ISHARES TR 2,375,000 262,746 0.58% Put
17 SPDR S&P 500 ETF TR 1,228,900 252,564 0.55% Put
18 SPDR S&P 500 ETF TR 1,107,600 227,634 0.50% Put
19 ISHARES TR 2,025,000 224,026 0.49% Put
20 SPDR S&P 500 ETF TR 1,089,900 223,996 0.49% Put
21 ISHARES 8,200,000 215,660 0.47% Call
22 SPDR S&P 500 ETF TR 1,045,000 214,768 0.47% Call
23 SPDR S&P 500 ETF TR 1,005,500 206,650 0.45% Call
24 SPDR S&P 500 ETF TR 999,900 205,499 0.45% Put
25 SPDR S&P 500 ETF TR 979,700 201,348 0.44% Put
26 ISHARES TR 1,765,000 195,262 0.43% Put
27 SPDR S&P 500 ETF TR 946,000 194,422 0.43% Put
28 MCDONALDS CORP 1,500,000 188,520 0.41% Put
29 MCDONALDS CORP 1,500,000 188,520 0.41% Put
30 MCDONALDS CORP 1,500,000 188,520 0.41% Put
31 MCDONALDS CORP 1,500,000 188,520 0.41% Call
32 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
33 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
34 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
35 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
36 SPDR S&P 500 ETF TR 904,700 185,934 0.41% Put
37 SPDR S&P 500 ETF TR 903,700 185,728 0.41% Put
38 SPDR S&P 500 ETF TR 881,600 181,186 0.40% Call
39 JOHNSON & JOHNSON 1,650,200 178,552 0.39% Call
40 ISHARES TR 1,489,700 177,006 0.39% Put
41 ISHARES TR 1,500,000 165,945 0.36% Put
42 SPDR S&P 500 ETF TR 800,000 164,416 0.36% Call
43 SPDR S&P 500 ETF TR 793,100 162,998 0.36% Put
44 SPDR S&P 500 ETF TR 780,600 160,429 0.35% Call
45 SPDR S&P 500 ETF TR 769,100 158,065 0.35% Call
46 SPDR S&P 500 ETF TR 722,500 148,488 0.33% Put
47 APPLE INC 1,327,000 144,630 0.32% Call
48 SPDR S&P 500 ETF TR 701,000 144,070 0.32% Put
49 ISHARES TR 4,148,221 142,077 0.31%
50 POWERSHARES QQQ TRUST 1,275,000 139,230 0.31% Put
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