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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
51 SPDR S&P 500 ETF TR 647,200 139,989 0.26% Put
52 ISHARES 20 YEAR TREASURY BOND ETF 1,008,500 138,679 0.26% Call
53 SPDR S&P 500 ETF TR 601,800 130,169 0.24% Put
54 SPDR S&P 500 ETF TR 588,100 127,206 0.24% Call
55 ISHARES TR 2,085,600 123,322 0.23% Put
56 QUALCOMM INC 1,789,300 122,567 0.23% Call
57 ISHARES TR 3,266,701 122,338 0.23%
58 SPDR S&P 500 ETF TR 561,000 121,344 0.22% Put
59 SPDR S&P 500 ETF TR 554,600 119,960 0.22% Call
60 ISHARES TR 960,000 119,242 0.22% Put
61 SPDR S&P 500 ETF TR 543,000 117,451 0.22% Call
62 ALIBABA GROUP HLDG LTD 1,073,900 113,608 0.21% Put
63 ISHARES 20 YEAR TREASURY BOND ETF 825,000 113,446 0.21% Put
64 CITIGROUP INC 2,318,500 109,503 0.20% Call
65 ISHARES TR 1,250,000 109,075 0.20% Put
66 WISDOMTREE TR 2,500,000 107,275 0.20% Call
67 GENERAL MTRS CO 3,326,849 105,694 0.20%
68 SPDR S&P 500 ETF TR 481,100 104,062 0.19% Put
69 ISHARES 3,061,356 103,260 0.19%
70 MORGAN STANLEY 3,094,800 99,219 0.18% Put
71 ISHARES TR 1,658,133 98,045 0.18%
72 APPLE INC 864,300 97,709 0.18% Put
73 ISHARES TR 1,648,800 97,494 0.18% Put
74 HCA HEALTHCARE INC 1,278,900 96,723 0.18% Put
75 ISHARES TR 775,000 96,263 0.18% Put
76 ISHARES 20 YEAR TREASURY BOND ETF 700,000 96,257 0.18% Call
77 GENERAL ELECTRIC CO 3,246,700 96,167 0.18% Call
78 SPDR S&P 500 ETF TR 444,100 96,059 0.18% Put
79 SPDR S&P 500 ETF TR 442,000 95,605 0.18% Put
80 SPDR S&P 500 ETF TR 441,700 95,540 0.18% Put
81 SPDR GOLD TR 755,600 94,934 0.18% Call
82 SPDR S&P 500 ETF TR 438,400 94,826 0.18% Put
83 ISHARES 2,800,000 94,444 0.18% Put
84 SPDR S&P 500 ETF TR 422,700 91,430 0.17% Call
85 SPDR S&P 500 ETF TR 420,400 90,933 0.17% Call
86 SPDR S&P 500 ETF TR 420,000 90,846 0.17% Call
87 ALIBABA GROUP HLDG LTD 858,600 90,831 0.17% Call
88 SPDR S&P 500 ETF TR 416,500 90,089 0.17% Put
89 ISHARES TR 2,405,000 90,067 0.17% Put
90 APPLE INC 793,300 89,683 0.17% Call
91 ISHARES 2,655,000 89,553 0.17% Call
92 ISHARES 2,650,000 89,384 0.17% Call
93 ALIBABA GROUP HLDG LTD 840,500 88,916 0.16% Call
94 POWERSHARES QQQ TRUST 748,900 88,909 0.16% Call
95 SELECT SECTOR SPDR TR 1,500,000 87,570 0.16% Call
96 SPDR S&P 500 ETF TR 402,800 87,126 0.16% Put
97 KINDER MORGAN INC DEL 3,750,000 86,738 0.16% Call
98 SELECT SECTOR SPDR TR 1,200,000 86,532 0.16% Call
99 ISHARES TR 693,100 86,090 0.16% Put
100 SPDR S&P 500 ETF TR 395,900 85,633 0.16% Call
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