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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 (2015Q3)
Original 13F HR (0001140361-15-041438) filed in 2015.11.16
#
Name
Shares
Value ($)
%
Options
Notes
101 ISHARES TR 575,000 62,790 0.14% Put
102 ISHARES 20 YEAR TREASURY BOND ETF 500,000 61,770 0.14% Call
103 ISHARES 20 YEAR TREASURY BOND ETF 500,000 61,770 0.14% Put
104 SPDR S&P 500 ETF TR 321,300 61,571 0.14% Call
105 SPDR S&P 500 ETF TR 320,000 61,322 0.14% Call
106 POWERSHARES QQQ TRUST 600,000 61,056 0.14% Put
107 SPDR S&P 500 ETF TR 313,900 60,153 0.13% Put
108 ISHARES TR 550,000 60,060 0.13% Call
109 SPDR S&P 500 ETF TR 306,200 58,677 0.13% Call
110 AMERICAN EXPRESS CO 779,439 57,780 0.13%
111 SPDR S&P 500 ETF TR 300,000 57,489 0.13% Put
112 SPDR S&P 500 ETF TR 300,000 57,489 0.13% Put
113 SPDR S&P 500 ETF TR 300,000 57,489 0.13% Call
114 iPath S&P 500 VIX Short-Term F 2,227,900 57,101 0.13% Put
115 GOLDMAN SACHS GROUP INC 325,800 56,611 0.13% Call
116 ISHARES TR 1,708,174 55,994 0.12%
117 ISHARES 20 YEAR TREASURY BOND ETF 450,000 55,593 0.12% Call
118 ISHARES TR 500,000 54,600 0.12% Put
119 ISHARES TR 495,400 54,098 0.12% Put
120 SPDR S&P 500 ETF TR 278,900 53,446 0.12% Put
121 SPDR S&P 500 ETF TR 267,600 51,280 0.11% Call
122 AMAZON COM INC 100,000 51,189 0.11% Put
123 AMAZON COM INC 100,000 51,189 0.11% Call
124 ISHARES TR 1,441,500 51,130 0.11% Call
125 MICROSOFT CORP 1,150,000 50,899 0.11% Call
126 POWERSHARES QQQ TRUST 500,000 50,880 0.11% Put
127 POWERSHARES QQQ TRUST 500,000 50,880 0.11% Put
128 MORGAN STANLEY 1,611,100 50,750 0.11% Call
129 SPDR S&P 500 ETF TR 264,400 50,667 0.11% Put
130 ISHARES TR 461,800 50,429 0.11% Put
131 GENERAL ELECTRIC CO 1,989,400 50,173 0.11% Call
132 ALIBABA GROUP HLDG LTD 850,000 50,125 0.11% Call
133 ISHARES TR 600,000 49,974 0.11% Put
134 SPDR S&P 500 ETF TR 260,600 49,939 0.11% Put
135 GOLDMAN SACHS GROUP INC 285,500 49,608 0.11% Put
136 SELECT SECTOR SPDR TR 805,000 49,266 0.11% Put
137 ISHARES TR 1,500,000 49,170 0.11% Call
138 STANLEY BLACK &DECKER INC 501,600 48,645 0.11% Call
139 ISHARES TR 1,472,800 48,278 0.11% Put
140 SPDR S&P 500 ETF TR 250,000 47,908 0.11% Put
141 SPDR S&P 500 ETF TR 250,000 47,908 0.11% Put
142 CHIPOTLE MEXICAN GRILL INC 66,471 47,876 0.11%
143 SPDR S&P MIDCAP 400 ETF TR 187,000 46,542 0.10% Call
144 CENTRAL FD CDA LTD 4,385,701 46,445 0.10%
145 FACEBOOK INC 514,300 46,236 0.10% Call
146 POWERSHARES QQQ TRUST 452,000 45,996 0.10% Put
147 ISHARES TR 1,400,000 45,892 0.10% Call
148 POWERSHARES QQQ TRUST 446,300 45,415 0.10% Call
149 DBX ETF TR 1,400,000 45,276 0.10% Put
150 APPLE INC 403,500 44,506 0.10% Put
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