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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 (2017Q1)
Original 13F HR (0001140361-17-020422) filed in 2017.05.15
#
Name
Shares
Value ($)
%
Options
Notes
51 POWERSHARES QQQ TRUST 1,000,000 132,380 0.27% Put
52 ISHARES TR 1,500,000 131,670 0.27% Put
53 SPDR S&P 500 ETF TR 543,000 128,007 0.26% Call
54 SPDR S&P 500 ETF TR 542,000 127,771 0.26% Put
55 ISHARES TR 2,000,000 126,520 0.26% Put
56 ISHARES TR 2,000,000 126,520 0.26% Call
57 SPDR S&P 500 ETF TR 535,500 126,239 0.26% Put
58 SPDR S&P 500 ETF TR 519,800 122,538 0.25% Put
59 POWERSHARES QQQ TRUST 923,900 122,306 0.25% Call
60 ISHARES TR 875,000 120,295 0.25% Put
61 SPDR S&P 500 ETF TR 510,200 120,275 0.25% Put
62 APPLE INC 826,900 118,792 0.25% Call
63 ISHARES TR 853,400 117,325 0.24% Put
64 SPDR S&P 500 ETF TR 487,800 114,994 0.24% Call
65 SPDR S&P 500 ETF TR 477,900 112,660 0.23% Put
66 SPDR S&P 500 ETF TR 465,500 109,737 0.23% Call
67 ISHARES TR 1,750,000 109,008 0.22% Put
68 ISHARES TR 2,765,000 108,913 0.22% Put
69 ISHARES 20 YEAR TREASURY BOND ETF 900,000 108,639 0.22% Put
70 ISHARES TR 790,000 108,609 0.22% Put
71 SPDR S&P 500 ETF TR 455,600 107,403 0.22% Call
72 SPDR GOLD TR 900,000 106,848 0.22% Call
73 SPDR S&P 500 ETF TR 448,800 105,800 0.22% Put
74 SPDR S&P 500 ETF TR 444,900 104,881 0.22% Put
75 ISHARES TR 751,900 103,371 0.21% Put
76 AMGEN INC 628,300 103,085 0.21% Put
77 APPLE INC 707,400 101,625 0.21% Call
78 SPDR S&P 500 ETF TR 420,000 99,011 0.20% Call
79 APPLE INC 670,000 96,252 0.20% Put
80 SPDR S&P 500 ETF TR 400,000 94,296 0.19% Put
81 SPDR S&P 500 ETF TR 400,000 94,296 0.19% Call
82 ISHARES 2,511,100 94,066 0.19% Call
83 SPDR S&P 500 ETF TR 397,300 93,660 0.19% Put
84 ISHARES TR 1,500,000 93,435 0.19% Put
85 ISHARES TR 2,400,000 92,376 0.19% Put
86 ISHARES TR 669,600 92,057 0.19% Put
87 SPDR S&P 500 ETF TR 386,300 91,066 0.19% Put
88 SPDR S&P 500 ETF TR 384,600 90,666 0.19% Put
89 ISHARES 20 YEAR TREASURY BOND ETF 750,000 90,533 0.19% Put
90 ISHARES 20 YEAR TREASURY BOND ETF 750,000 90,533 0.19% Put
91 ISHARES TR 1,450,500 90,352 0.19% Put
92 AMAZON COM INC 101,800 90,250 0.19% Put
93 SPDR S&P 500 ETF TR 382,700 90,218 0.19% Put
94 SPDR GOLD TR 750,000 89,040 0.18% Put
95 ISHARES TR 1,010,000 88,658 0.18% Put
96 ISHARES 20 YEAR TREASURY BOND ETF 730,000 88,118 0.18% Put
97 APPLE INC 600,000 86,196 0.18% Call
98 ISHARES TR 975,000 85,586 0.18% Call
99 FACEBOOK INC 600,000 85,230 0.18% Put
100 ISHARES 20 YEAR TREASURY BOND ETF 700,000 84,497 0.17% Call
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