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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 1,820,000 374,046 0.82% Put
7 SPDR S&P 500 ETF TR 1,814,900 372,998 0.82% Put
8 SPDR S&P 500 ETF TR 1,732,300 356,022 0.78% Put
9 SPDR S&P 500 ETF TR 1,515,500 311,466 0.68% Put
10 SPDR S&P 500 ETF TR 1,496,700 307,602 0.67% Put
11 SPDR S&P 500 ETF TR 1,420,000 291,838 0.64% Put
12 SPDR S&P 500 ETF TR 1,346,800 276,794 0.61% Put
13 ISHARES TR 2,450,000 271,044 0.59% Put
14 SPDR S&P 500 ETF TR 1,312,300 269,704 0.59% Put
15 ISHARES TR 2,375,000 262,746 0.58% Put
16 SPDR S&P 500 ETF TR 1,228,900 252,564 0.55% Put
17 SPDR S&P 500 ETF TR 1,107,600 227,634 0.50% Put
18 ISHARES TR 2,025,000 224,026 0.49% Put
19 SPDR S&P 500 ETF TR 1,089,900 223,996 0.49% Put
20 SPDR S&P 500 ETF TR 999,900 205,499 0.45% Put
21 SPDR S&P 500 ETF TR 979,700 201,348 0.44% Put
22 ISHARES TR 1,765,000 195,262 0.43% Put
23 SPDR S&P 500 ETF TR 946,000 194,422 0.43% Put
24 MCDONALDS CORP 1,500,000 188,520 0.41% Put
25 MCDONALDS CORP 1,500,000 188,520 0.41% Put
26 MCDONALDS CORP 1,500,000 188,520 0.41% Put
27 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
28 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
29 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
30 SPDR S&P 500 ETF TR 910,000 187,023 0.41% Put
31 SPDR S&P 500 ETF TR 904,700 185,934 0.41% Put
32 SPDR S&P 500 ETF TR 903,700 185,728 0.41% Put
33 ISHARES TR 1,489,700 177,006 0.39% Put
34 ISHARES TR 1,500,000 165,945 0.36% Put
35 SPDR S&P 500 ETF TR 793,100 162,998 0.36% Put
36 SPDR S&P 500 ETF TR 722,500 148,488 0.33% Put
37 SPDR S&P 500 ETF TR 701,000 144,070 0.32% Put
38 POWERSHARES QQQ TRUST 1,275,000 139,230 0.31% Put
39 SPDR S&P 500 ETF TR 601,800 123,682 0.27% Put
40 SPDR S&P 500 ETF TR 597,900 122,880 0.27% Put
41 ISHARES TR 1,108,300 122,611 0.27% Put
42 ISHARES TR 3,550,000 119,866 0.26% Put
43 SPDR S&P 500 ETF TR 570,000 117,146 0.26% Put
44 SPDR S&P 500 ETF TR 565,100 116,139 0.25% Put
45 SPDR S&P 500 ETF TR 534,700 109,892 0.24% Put
46 SPDR S&P 500 ETF TR 523,100 107,508 0.24% Put
47 SPDR S&P 500 ETF TR 510,000 104,815 0.23% Put
48 SPDR S&P 500 ETF TR 510,000 104,815 0.23% Put
49 ISHARES TR 940,000 103,992 0.23% Put
50 SPDR S&P 500 ETF TR 504,600 103,705 0.23% Put
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