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 (2015Q3)
Original 13F HR (0001140361-15-041438) filed in 2015.11.16
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 10,000,000 1,916,300 4.27% Call
2 SPDR S&P 500 ETF TR 5,189,300 994,426 2.21% Call
3 SPDR S&P 500 ETF TR 5,148,400 986,588 2.20% Put
4 SPDR S&P 500 ETF TR 3,078,700 589,971 1.31% Call
5 SPDR S&P 500 ETF TR 3,031,800 580,984 1.29% Put
6 SPDR S&P 500 ETF TR 2,820,000 540,397 1.20% Call
7 ISHARES TR 3,207,570 350,267 0.78%
8 SPDR S&P 500 ETF TR 1,639,100 314,101 0.70% Put
9 ISHARES TR 2,330,000 254,436 0.57% Put
10 SPDR S&P 500 ETF TR 1,300,000 249,119 0.55% Call
11 SPDR S&P 500 ETF TR 1,155,000 221,333 0.49% Put
12 SPDR S&P 500 ETF TR 1,112,500 213,188 0.47% Call
13 SPDR S&P 500 ETF TR 1,101,000 210,985 0.47% Put
14 SPDR S&P 500 ETF TR 1,050,000 201,212 0.45% Call
15 SPDR S&P 500 ETF TR 1,045,000 200,253 0.45% Call
16 SPDR S&P 500 ETF TR 1,000,000 191,630 0.43% Put
17 SPDR S&P 500 ETF TR 971,700 186,207 0.41% Call
18 SPDR S&P 500 ETF TR 900,100 172,486 0.38% Put
19 SPDR S&P 500 ETF TR 893,700 171,260 0.38% Put
20 ISHARES TR 5,205,000 170,620 0.38% Call
21 SPDR S&P 500 ETF TR 860,000 164,802 0.37% Put
22 SPDR S&P 500 ETF TR 850,000 162,886 0.36% Call
23 ISHARES TR 1,482,500 161,889 0.36% Put
24 ISHARES TR 2,620,108 150,185 0.33%
25 ISHARES TR 4,524,200 148,303 0.33% Put
26 GOLDMAN SACHS GROUP INC 828,200 143,908 0.32% Call
27 ISHARES TR 1,277,400 139,492 0.31% Put
28 MORGAN STANLEY 4,235,200 133,409 0.30% Put
29 SPDR S&P 500 ETF TR 685,500 131,362 0.29% Put
30 JPMORGAN CHASE & CO 2,052,200 125,123 0.28% Call
31 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,500,000 124,935 0.28% Put
32 GOLDMAN SACHS GROUP INC 687,600 119,477 0.27% Call
33 SPDR S&P 500 ETF TR 621,500 119,098 0.27% Put
34 ISHARES 20 YEAR TREASURY BOND ETF 947,800 117,091 0.26% Call
35 SPDR S&P 500 ETF TR 610,000 116,894 0.26% Put
36 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,400,000 116,606 0.26% Put
37 SPDR S&P 500 ETF TR 600,000 114,978 0.26% Put
38 SPDR S&P 500 ETF TR 599,400 114,863 0.26% Put
39 ISHARES TR 1,000,700 109,276 0.24% Call
40 ISHARES TR 1,000,000 109,200 0.24% Put
41 ISHARES TR 1,000,000 109,200 0.24% Call
42 ISHARES TR 3,303,500 108,289 0.24% Put
43 SPDR S&P 500 ETF TR 553,000 105,971 0.24% Call
44 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 1,270,000 105,778 0.24% Put
45 ISHARES TR 955,500 104,341 0.23% Put
46 ISHARES TR 952,300 103,991 0.23% Put
47 KINDER MORGAN INC DEL 3,750,000 103,800 0.23% Call
48 SPDR S&P 500 ETF TR 520,000 99,648 0.22% Put
49 SPDR S&P 500 ETF TR 520,000 99,648 0.22% Put
50 ISHARES TR 2,774,000 98,394 0.22% Put
Page 1 of 419