Dark
Light
System
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 (2014Q4)
Original 13F HR (0001140361-15-006957) filed in 2015.02.17
#
Name
Shares
Value ($)
%
Options
Notes
34501 ISHARES TR 1,261,200 113,004 0.33% Put
34502 APPLE INC 1,103,600 121,815 0.36% Put
34503 SPDR S&P 500 ETF TR 625,700 128,606 0.38% Call
34504 SPDR S&P 500 ETF TR 656,900 135,019 0.39% Call
34505 SPDR S&P 500 ETF TR 671,700 138,061 0.40% Call
34506 SPDR S&P 500 ETF TR 696,600 143,179 0.42% Call
34507 CITIGROUP INC 2,851,100 154,273 0.45% Put
34508 GOLDMAN SACHS GROUP INC 886,900 171,908 0.50% Put
34509 SPDR S&P 500 ETF TR 1,000,000 205,540 0.60% Put
34510 ISHARES 5,749,349 210,254 0.61%
34511 SPDR S&P 500 ETF TR 1,030,700 211,850 0.62% Put
34512 SPDR S&P 500 ETF TR 1,045,000 214,789 0.63% Call
34513 APPLE INC 2,390,617 263,876 0.77%
Page 691 of 691