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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
1 SPDR S&P 500 ETF TR 10,000,000 1,916,300 4.27% Call
2 Ishares - Japan 5,898,200 67,416 0.15% Call
3 ISHARES TR 5,205,000 170,620 0.38% Call
4 SPDR S&P 500 ETF TR 5,189,300 994,426 2.21% Call
5 SPDR S&P 500 ETF TR 5,148,400 986,588 2.20% Put
6 ISHARES TR 4,524,200 148,303 0.33% Put
7 CENTRAL FD CDA LTD 4,385,701 46,445 0.10%
8 MORGAN STANLEY 4,235,200 133,409 0.30% Put
9 ISHARES 3,830,000 84,069 0.19% Call
10 KINDER MORGAN INC DEL 3,750,000 103,800 0.23% Call
11 ISHARES TR 3,303,500 108,289 0.24% Put
12 ISHARES TR 3,207,570 350,267 0.78%
13 SPDR S&P 500 ETF TR 3,078,700 589,971 1.31% Call
14 SPDR S&P 500 ETF TR 3,031,800 580,984 1.29% Put
15 ISHARES TR 3,000,000 98,340 0.22% Call
16 SPDR S&P 500 ETF TR 2,820,000 540,397 1.20% Call
17 ISHARES TR 2,774,000 98,394 0.22% Put
18 MORGAN STANLEY 2,765,400 87,110 0.19% Put
19 VALE S A 2,644,500 11,107 0.02% Call
20 ISHARES TR 2,620,108 150,185 0.33%
21 Alcoa 2,527,851 24,419 0.05%
22 ISHARES TR 2,500,000 81,950 0.18% Put
23 ISHARES TR 2,433,997 86,334 0.19%
24 ISHARES TR 2,400,000 85,128 0.19% Put
25 TURQUOISE HILL RES LTD 2,379,520 6,068 0.01%
26 ISHARES TR 2,330,000 254,436 0.57% Put
27 UNITED STATES OIL FUND LP 2,248,100 33,002 0.07% Put
28 iPath S&P 500 VIX Short-Term F 2,227,900 57,101 0.13% Put
29 MICROSOFT CORP 2,152,600 95,274 0.21% Put
30 UNITED STATES OIL FUND LP 2,069,700 30,383 0.07% Call
31 JPMORGAN CHASE & CO 2,052,200 125,123 0.28% Call
32 ISHARES TR 2,050,000 67,199 0.15% Put
33 VALE S A 2,030,000 8,526 0.02% Put
34 BANK AMER CORP 2,000,000 31,160 0.07% Call
35 ISHARES 2,000,000 43,900 0.10% Call
36 GENERAL ELECTRIC CO 1,989,400 50,173 0.11% Call
37 BANK AMER CORP 1,979,400 30,839 0.07% Call
38 ISHARES 1,907,500 41,870 0.09% Put
39 BANK AMER CORP 1,833,000 28,558 0.06% Put
40 WISDOMTREE TR 1,800,000 87,588 0.20% Call
41 BARRICK GOLD CORP 1,798,847 11,441 0.03%
42 ISHARES 1,750,000 38,413 0.09% Call
43 ISHARES TR 1,708,174 55,994 0.12%
44 YAMANA GOLD INC 1,680,000 2,856 0.01% Call
45 ISHARES TR 1,650,000 94,578 0.21% Put
46 SPDR S&P 500 ETF TR 1,639,100 314,101 0.70% Put
47 WISDOMTREE TR 1,629,715 79,302 0.18%
48 MORGAN STANLEY 1,611,100 50,750 0.11% Call
49 RSX - Market Vectors Russia ETF 1,600,000 25,120 0.06% Put
50 Vaneck Vectors Gold 1,588,360 21,824 0.05%
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