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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
1 SPDR S&P 500 ETF TR 2,904,400 684,683 1.41% Put
2 SPDR S&P 500 ETF TR 2,500,000 589,350 1.22% Put
3 SPDR S&P 500 ETF TR 2,400,000 565,776 1.17% Put
4 SPDR S&P 500 ETF TR 2,185,200 515,139 1.06% Call
5 SPDR S&P 500 ETF TR 2,051,100 483,526 1.00% Put
6 SPDR S&P 500 ETF TR 2,000,000 471,480 0.97% Put
7 SPDR S&P 500 ETF TR 2,000,000 471,480 0.97% Call
8 SPDR S&P 500 ETF TR 1,832,400 431,970 0.89% Call
9 SPDR S&P 500 ETF TR 1,812,800 427,349 0.88% Put
10 SPDR S&P 500 ETF TR 1,750,000 412,545 0.85% Put
11 SPDR S&P 500 ETF TR 1,642,600 387,227 0.80% Put
12 ISHARES TR 10,000,000 384,900 0.79% Call
13 SPDR S&P 500 ETF TR 1,541,300 363,346 0.75% Put
14 ILG INC 16,949,100 355,253 0.73% Put
15 POWERSHARES QQQ TRUST 2,500,000 330,950 0.68% Call
16 SPDR S&P 500 ETF TR 1,322,200 311,695 0.64% Put
17 SPDR S&P 500 ETF TR 1,252,500 295,264 0.61% Put
18 SPDR S&P 500 ETF TR 1,131,000 266,622 0.55% Put
19 SPDR S&P 500 ETF TR 1,105,400 260,587 0.54% Put
20 SPDR S&P 500 ETF TR 992,800 234,043 0.48% Put
21 ISHARES TR 1,668,800 229,427 0.47% Put
22 SPDR S&P 500 ETF TR 962,200 226,829 0.47% Put
23 SPDR S&P 500 ETF TR 959,900 226,287 0.47% Put
24 SPDR S&P 500 ETF TR 950,000 223,953 0.46% Put
25 SPDR S&P 500 ETF TR 926,600 218,437 0.45% Put
26 SPDR S&P 500 ETF TR 919,800 216,834 0.45% Put
27 SPDR S&P 500 ETF TR 908,600 214,193 0.44% Put
28 MONDELEZ INTL INC 4,786,574 206,206 0.43%
29 SPDR S&P 500 ETF TR 855,800 201,746 0.42% Put
30 SPDR S&P 500 ETF TR 850,000 200,379 0.41% Put
31 ISHARES TR 5,022,000 197,817 0.41% Call
32 SPDR S&P 500 ETF TR 810,000 190,949 0.39% Call
33 SPDR S&P 500 ETF TR 755,500 178,102 0.37% Put
34 SPDR S&P 500 ETF TR 750,000 176,805 0.36% Put
35 ISHARES 20 YEAR TREASURY BOND ETF 1,420,000 171,408 0.35% Put
36 ISHARES TR 1,215,000 167,038 0.34% Put
37 AT&T INC 4,000,000 166,200 0.34% Call
38 SPDR S&P 500 ETF TR 704,800 166,150 0.34% Call
39 POWERSHARES QQQ TRUST 1,250,000 165,475 0.34% Put
40 SPDR S&P 500 ETF TR 694,700 163,769 0.34% Put
41 SPDR S&P 500 ETF TR 655,400 154,504 0.32% Put
42 SPDR S&P 500 ETF TR 650,000 153,231 0.32% Put
43 SPDR S&P 500 ETF TR 650,000 153,231 0.32% Call
44 SPDR S&P 500 ETF TR 649,800 153,184 0.32% Put
45 SPDR S&P 500 ETF TR 646,100 152,312 0.31% Put
46 ISHARES TR 1,068,700 146,925 0.30% Put
47 SPDR S&P 500 ETF TR 620,000 146,159 0.30% Call
48 ISHARES TR 1,049,900 144,340 0.30% Put
49 SPDR S&P 500 ETF TR 601,800 141,868 0.29% Put
50 SPDR S&P 500 ETF TR 593,900 140,006 0.29% Put
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