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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
51 SPDR S&P 500 ETF TR 643,500 132,252 0.29% Call
52 GENERAL ELECTRIC CO 4,021,900 127,856 0.28% Call
53 SPDR S&P 500 ETF TR 601,800 123,682 0.27% Put
54 SPDR S&P 500 ETF TR 597,900 122,880 0.27% Put
55 ISHARES TR 1,108,300 122,611 0.27% Put
56 ISHARES TR 3,550,000 119,866 0.26% Put
57 UNITED TECHNOLOGIES CORP 1,194,200 119,539 0.26% Call
58 SPDR S&P 500 ETF TR 570,000 117,146 0.26% Put
59 SPDR S&P 500 ETF TR 565,100 116,139 0.25% Put
60 ISHARES TR 1,033,000 114,281 0.25% Call
61 SPDR S&P 500 ETF TR 534,700 109,892 0.24% Put
62 ALIBABA GROUP HLDG LTD 1,368,400 108,145 0.24% Call
63 SPDR S&P 500 ETF TR 523,100 107,508 0.24% Put
64 SPDR S&P 500 ETF TR 510,000 104,815 0.23% Put
65 SPDR S&P 500 ETF TR 510,000 104,815 0.23% Put
66 ISHARES TR 940,000 103,992 0.23% Put
67 SPDR S&P 500 ETF TR 504,600 103,705 0.23% Put
68 ISHARES TR 3,026,900 103,671 0.23% Put
69 SPDR S&P 500 ETF TR 500,000 102,760 0.23% Call
70 SPDR S&P 500 ETF TR 488,100 100,314 0.22% Put
71 SPDR S&P 500 ETF TR 480,300 98,711 0.22% Put
72 MICROSOFT CORP 1,780,300 98,326 0.22% Call
73 CITIGROUPINC 2,318,500 96,797 0.21% Call
74 SPDR S&P 500 ETF TR 470,200 96,636 0.21% Put
75 MORGAN STANLEY 3,794,900 94,910 0.21% Put
76 MONDELEZ INTL INC 2,350,100 94,286 0.21% Call
77 ISHARES TR 850,000 94,036 0.21% Put
78 SPDR S&P 500 ETF TR 444,800 91,415 0.20% Put
79 SPDR S&P 500 ETF TR 433,000 88,990 0.20% Put
80 PFIZER INC 3,000,000 88,920 0.19% Put
81 PFIZER INC 3,000,000 88,920 0.19% Call
82 PFIZER INC 3,000,000 88,920 0.19% Call
83 PFIZER INC 3,000,000 88,920 0.19% Call
84 PFIZER INC 3,000,000 88,920 0.19% Call
85 PFIZER INC 3,000,000 88,920 0.19% Call
86 PFIZER INC 3,000,000 88,920 0.19% Put
87 PFIZER INC 3,000,000 88,920 0.19% Put
88 PFIZER INC 3,000,000 88,920 0.19% Put
89 PFIZER INC 3,000,000 88,920 0.19% Put
90 PFIZER INC 3,000,000 88,920 0.19% Put
91 PFIZER INC 3,000,000 88,920 0.19% Call
92 SPDR S&P 500 ETF TR 425,000 87,346 0.19% Call
93 ISHARES 20 YEAR TREASURY BOND ETF 663,700 86,686 0.19% Call
94 SPDR S&P 500 ETF TR 420,000 86,318 0.19% Call
95 AT&T INC 2,200,000 86,174 0.19% Call
96 ISHARES TR 1,500,000 85,740 0.19% Put
97 ISHARES TR 775,000 85,738 0.19% Put
98 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,044,300 85,309 0.19% Put
99 ISHARES 20 YEAR TREASURY BOND ETF 645,000 84,243 0.18% Put
100 ISHARES TR 2,490,000 84,075 0.18% Put
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