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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 ISHARES TR 3,483,200 432,648 0.80% Put
5 SPDR S&P 500 ETF TR 1,914,200 414,041 0.77% Put
6 SPDR S&P 500 ETF TR 1,893,500 409,564 0.76% Put
7 SPDR S&P 500 ETF TR 1,878,000 406,211 0.75% Put
8 SPDR S&P 500 ETF TR 1,475,100 319,064 0.59% Put
9 SPDR S&P 500 ETF TR 1,470,000 317,961 0.59% Put
10 SPDR S&P 500 ETF TR 1,388,900 300,419 0.56% Put
11 SPDR S&P 500 ETF TR 1,356,500 293,411 0.54% Put
12 ISHARES 20 YEAR TREASURY BOND ETF 2,000,000 275,020 0.51% Put
13 SPDR S&P 500 ETF TR 1,238,400 267,866 0.50% Put
14 SPDR S&P 500 ETF TR 1,089,900 235,745 0.44% Put
15 SPDR S&P 500 ETF TR 1,062,000 229,711 0.43% Put
16 ISHARES 20 YEAR TREASURY BOND ETF 1,662,500 228,610 0.42% Put
17 SPDR S&P 500 ETF TR 1,022,200 221,102 0.41% Put
18 ISHARES TR 1,765,000 219,231 0.41% Put
19 SPDR S&P 500 ETF TR 1,000,300 216,365 0.40% Put
20 SPDR S&P 500 ETF TR 988,000 213,704 0.40% Put
21 SPDR S&P 500 ETF TR 965,100 208,751 0.39% Put
22 SPDR S&P 500 ETF TR 964,100 208,535 0.39% Put
23 PROCTER AND GAMBLE CO 2,274,400 204,127 0.38% Put
24 SPDR S&P 500 ETF TR 861,900 186,429 0.35% Put
25 ISHARES TR 1,416,700 175,968 0.33% Put
26 ISHARES 20 YEAR TREASURY BOND ETF 1,254,000 172,438 0.32% Put
27 SPDR S&P 500 ETF TR 747,700 161,728 0.30% Put
28 ISHARES TR 1,299,800 161,448 0.30% Put
29 SPDR S&P 500 ETF TR 726,200 157,077 0.29% Put
30 APPLE INC 1,386,000 156,687 0.29% Put
31 ISHARES TR 1,260,000 156,505 0.29% Put
32 SPDR S&P 500 ETF TR 701,100 151,648 0.28% Put
33 ISHARES TR 1,130,000 140,357 0.26% Put
34 SPDR S&P 500 ETF TR 647,200 139,989 0.26% Put
35 SPDR S&P 500 ETF TR 601,800 130,169 0.24% Put
36 ISHARES TR 2,085,600 123,322 0.23% Put
37 SPDR S&P 500 ETF TR 561,000 121,344 0.22% Put
38 ISHARES TR 960,000 119,242 0.22% Put
39 ALIBABA GROUP HLDG LTD 1,073,900 113,608 0.21% Put
40 ISHARES 20 YEAR TREASURY BOND ETF 825,000 113,446 0.21% Put
41 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,250,000 109,075 0.20% Put
42 SPDR S&P 500 ETF TR 481,100 104,062 0.19% Put
43 MORGAN STANLEY 3,094,800 99,219 0.18% Put
44 APPLE INC 864,300 97,709 0.18% Put
45 ISHARES TR 1,648,800 97,494 0.18% Put
46 HCA HOLDINGS INC 1,278,900 96,723 0.18% Put
47 ISHARES TR 775,000 96,263 0.18% Put
48 SPDR S&P 500 ETF TR 444,100 96,059 0.18% Put
49 SPDR S&P 500 ETF TR 442,000 95,605 0.18% Put
50 SPDR S&P 500 ETF TR 441,700 95,540 0.18% Put
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