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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
101 AMAZON COM INC 115,666 78,177 0.16%
102 SPDR S&P 500 ETF TR 383,400 78,164 0.16% Put
103 ISHARES TR 1,329,700 78,080 0.16% Put
104 ISHARES TR 2,405,000 77,417 0.16% Put
105 SPDR S&P 500 ETF TR 375,000 76,451 0.16% Put
106 WISDOMTREE TR 1,520,178 76,131 0.15%
107 FACEBOOK INC 727,300 76,119 0.15% Put
108 SPDR S&P 500 ETF TR 366,500 74,718 0.15% Put
109 JPMORGAN CHASE & CO 1,117,700 73,802 0.15% Put
110 SPDR S&P 500 ETF TR 359,900 73,373 0.15% Put
111 SPDR S&P 500 ETF TR 356,700 72,720 0.15% Put
112 ISHARES TR 2,250,000 72,428 0.15% Call
113 UNITED TECHNOLOGIES CORP 751,600 72,206 0.15% Put
114 SPDR S&P 500 ETF TR 354,100 72,190 0.15% Call
115 ISHARES TR 2,008,808 70,891 0.14%
116 SPDR S&P 500 ETF TR 347,600 70,865 0.14% Put
117 ISHARES TR 1,205,000 70,758 0.14% Call
118 SPDR S&P 500 ETF TR 345,700 70,478 0.14% Put
119 SELECT SECTOR SPDR TR 1,168,000 70,454 0.14% Put
120 FACEBOOK INC 658,800 68,950 0.14% Call
121 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 849,000 68,412 0.14% Put
122 SPDR GOLD TR 670,200 67,998 0.14% Call
123 AMAZON COM INC 100,000 67,589 0.14% Put
124 ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 837,200 67,462 0.14% Call
125 POWERSHARES QQQ TRUST 600,000 67,116 0.14% Call
126 ISHARES TR 594,100 66,908 0.14% Call
127 ISHARES TR 593,900 66,885 0.14% Call
128 SPDR S&P 500 ETF TR 319,500 65,136 0.13% Put
129 SPDR S&P 500 ETF TR 317,700 64,769 0.13% Put
130 SPDR S&P 500 ETF TR 314,000 64,015 0.13% Put
131 ISHARES TR 1,090,000 64,005 0.13% Put
132 ISHARES TR 1,975,500 63,591 0.13% Put
133 APPLE INC 602,500 63,419 0.13% Put
134 SPDR S&P 500 ETF TR 307,000 62,588 0.13% Put
135 SPDR S&P 500 ETF TR 305,400 62,262 0.13% Put
136 POWERSHARES QQQ TRUST 550,000 61,523 0.13% Put
137 SPDR S&P 500 ETF TR 300,000 61,161 0.12% Put
138 SPDR S&P 500 ETF TR 300,000 61,161 0.12% Put
139 SPDR S&P 500 ETF TR 300,000 61,161 0.12% Put
140 SPDR S&P 500 ETF TR 298,700 60,896 0.12% Put
141 MORGAN STANLEY 1,905,100 60,601 0.12% Call
142 ISHARES 20 YEAR TREASURY BOND ETF 500,000 60,290 0.12% Put
143 QUALCOMM INC 1,202,900 60,127 0.12% Call
144 ISHARES TR 1,015,000 59,601 0.12% Call
145 SPDR S&P 500 ETF TR 290,500 59,224 0.12% Put
146 ISHARES TR 1,000,000 58,720 0.12% Put
147 GOLDMAN SACHS GROUP INC 325,800 58,719 0.12% Call
148 APPLE INC 557,100 58,640 0.12% Call
149 ISHARES 2,800,000 57,904 0.12% Put
150 SPDR S&P 500 ETF TR 282,400 57,573 0.12% Put
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