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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 (2016Q3)
Original 13F HR (0001140361-16-086163) filed in 2016.11.14
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 12,795,000 2,767,559 5.13% Put
2 SPDR S&P 500 ETF TR 5,494,000 1,188,352 2.20% Put
3 ISHARES TR 5,850,000 726,629 1.35% Put
4 SPDR GOLD TR 3,850,000 483,714 0.90% Call
5 SPDR GOLD TR 3,850,000 483,714 0.90% Call
6 ISHARES TR 3,483,200 432,648 0.80% Put
7 SPDR S&P 500 ETF TR 2,000,000 432,600 0.80% Call
8 SPDR S&P 500 ETF TR 1,914,200 414,041 0.77% Put
9 SPDR S&P 500 ETF TR 1,893,500 409,564 0.76% Put
10 SPDR S&P 500 ETF TR 1,878,000 406,211 0.75% Put
11 SPDR S&P 500 ETF TR 1,855,600 401,366 0.74% Call
12 SPDR S&P 500 ETF TR 1,475,100 319,064 0.59% Put
13 SPDR S&P 500 ETF TR 1,470,000 317,961 0.59% Put
14 SPDR S&P 500 ETF TR 1,388,900 300,419 0.56% Put
15 SPDR S&P 500 ETF TR 1,356,500 293,411 0.54% Put
16 ISHARES 20 YEAR TREASURY BOND ETF 2,000,000 275,020 0.51% Put
17 SPDR S&P 500 ETF TR 1,238,400 267,866 0.50% Put
18 SPDR S&P 500 ETF TR 1,159,100 250,713 0.46% Call
19 SPDR S&P 500 ETF TR 1,089,900 235,745 0.44% Put
20 ISHARES TR 1,880,495 233,576 0.43%
21 SPDR S&P 500 ETF TR 1,062,000 229,711 0.43% Put
22 ISHARES 20 YEAR TREASURY BOND ETF 1,662,500 228,610 0.42% Put
23 SPDR S&P 500 ETF TR 1,045,000 226,034 0.42% Call
24 SPDR S&P 500 ETF TR 1,022,200 221,102 0.41% Put
25 ISHARES TR 1,765,000 219,231 0.41% Put
26 SPDR S&P 500 ETF TR 1,000,300 216,365 0.40% Put
27 SPDR S&P 500 ETF TR 988,000 213,704 0.40% Put
28 SPDR S&P 500 ETF TR 965,100 208,751 0.39% Put
29 SPDR S&P 500 ETF TR 964,100 208,535 0.39% Put
30 PROCTER AND GAMBLE CO 2,274,400 204,127 0.38% Put
31 PROCTER AND GAMBLE CO 2,190,000 196,553 0.36% Call
32 SPDR S&P 500 ETF TR 861,900 186,429 0.35% Put
33 SPDR S&P 500 ETF TR 861,700 186,386 0.35% Call
34 ISHARES TR 1,416,700 175,968 0.33% Put
35 SPDR S&P 500 ETF TR 801,000 173,256 0.32% Call
36 ISHARES 20 YEAR TREASURY BOND ETF 1,254,000 172,438 0.32% Put
37 MICROSOFT CORP 2,988,000 172,109 0.32% Call
38 AT&T INC 4,000,000 162,440 0.30% Call
39 SPDR S&P 500 ETF TR 747,700 161,728 0.30% Put
40 ISHARES TR 1,299,800 161,448 0.30% Put
41 SPDR S&P 500 ETF TR 726,200 157,077 0.29% Put
42 APPLE INC 1,386,000 156,687 0.29% Put
43 ISHARES TR 1,260,000 156,505 0.29% Put
44 ALIBABA GROUP HLDG LTD 1,449,100 153,300 0.28% Call
45 SPDR S&P 500 ETF TR 701,100 151,648 0.28% Put
46 SPDR S&P 500 ETF TR 687,800 148,771 0.28% Call
47 APPLE INC 1,303,800 147,395 0.27% Call
48 MONDELEZ INTL INC 3,227,770 141,699 0.26%
49 ISHARES 20 YEAR TREASURY BOND ETF 1,030,000 141,635 0.26% Call
50 ISHARES TR 1,130,000 140,357 0.26% Put
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