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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 (2015Q4)
Original 13F HR (0001140361-16-052806) filed in 2016.02.16
#
Name
Shares
Value ($)
%
Options
Notes
51 MICROSOFT CORP 2,152,600 119,426 0.24% Put
52 SPDR S&P 500 ETF TR 585,706 119,408 0.24%
53 ISHARES TR 2,026,400 118,990 0.24% Put
54 MORGAN STANLEY 3,736,600 118,861 0.24% Put
55 SPDR S&P 500 ETF TR 570,000 116,206 0.24% Put
56 ISHARES TR 1,025,700 115,514 0.23% Put
57 SPDR S&P 500 ETF TR 547,600 111,639 0.23% Put
58 ISHARES TR 983,400 110,751 0.23% Put
59 SPDR S&P 500 ETF TR 539,400 109,967 0.22% Put
60 JPMORGAN CHASE & CO 1,660,200 109,623 0.22% Call
61 UNITED TECHNOLOGIES CORP 1,125,000 108,079 0.22% Call
62 ISHARES 5,175,000 107,019 0.22% Call
63 GOLDMAN SACHS GROUP INC 586,900 105,777 0.21% Call
64 SPDR S&P 500 ETF TR 510,700 104,116 0.21% Put
65 POWERSHARES QQQ TRUST 930,000 104,030 0.21% Call
66 SPDR S&P 500 ETF TR 510,100 103,994 0.21% Call
67 SPDR S&P 500 ETF TR 510,000 103,974 0.21% Call
68 SPDR S&P 500 ETF TR 510,000 103,974 0.21% Put
69 SPDR S&P 500 ETF TR 510,000 103,974 0.21% Put
70 SPDR S&P 500 ETF TR 502,300 102,404 0.21% Call
71 SPDR S&P 500 ETF TR 501,400 102,220 0.21% Put
72 SPDR S&P 500 ETF TR 500,000 101,935 0.21% Call
73 SPDR S&P 500 ETF TR 500,000 101,935 0.21% Call
74 SPDR S&P 500 ETF TR 500,000 101,935 0.21% Call
75 SPDR S&P 500 ETF TR 490,900 100,080 0.20% Put
76 ISHARES TR 1,241,500 100,040 0.20% Put
77 ISHARES 4,830,000 99,884 0.20% Call
78 MONSANTO CO NEW 1,000,000 98,520 0.20% Call
79 MONSANTO CO NEW 1,000,000 98,520 0.20% Call
80 MORGAN STANLEY 3,074,400 97,797 0.20% Put
81 ISHARES TR 864,700 97,383 0.20% Put
82 SPDR S&P 500 ETF TR 476,600 97,164 0.20% Call
83 SPDR S&P 500 ETF TR 464,800 94,759 0.19% Put
84 MICROSOFT CORP 1,651,288 91,613 0.19%
85 AMERICAN EXPRESS CO 1,304,000 90,693 0.18% Put
86 ISHARES TR 805,000 90,659 0.18% Put
87 SPDR GOLD TR 891,713 90,473 0.18%
88 ISHARES TR 775,000 87,281 0.18% Put
89 SPDR GOLD TR 855,500 86,799 0.18% Call
90 GOLDMAN SACHS GROUP INC 478,600 86,258 0.18% Call
91 SPDR S&P 500 ETF TR 419,500 85,523 0.17% Put
92 ISHARES TR 750,000 84,465 0.17% Call
93 SPDR S&P 500 ETF TR 407,700 83,118 0.17% Put
94 SPDR S&P 500 ETF TR 404,500 82,465 0.17% Put
95 SPDR S&P 500 ETF TR 400,000 81,548 0.17% Put
96 ISHARES TR 2,503,500 80,588 0.16% Put
97 ISHARES TR 1,000,000 80,580 0.16% Put
98 ISHARES TR 1,000,000 80,580 0.16% Put
99 ISHARES TR 1,000,000 80,580 0.16% Call
100 FACEBOOK INC 759,800 79,521 0.16% Call
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