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 (2015Q4)
Original 13F HR (0001140361-16-052806) filed in 2016.02.16
#
Name
Shares
Value ($)
%
Options
Notes
151 POWERSHARES QQQ TRUST 510,000 57,049 0.12% Call
152 POWERSHARES QQQ TRUST 510,000 57,049 0.12% Call
153 POWERSHARES QQQ TRUST 510,000 57,049 0.12% Call
154 ISHARES TR 699,400 56,358 0.11% Put
155 KINDER MORGAN INC DEL 3,750,000 55,950 0.11% Call
156 POWERSHARES QQQ TRUST 500,000 55,930 0.11% Put
157 POWERSHARES QQQ TRUST 500,000 55,930 0.11% Call
158 ISHARES TR 493,000 55,522 0.11% Put
159 SPDR S&P 500 ETF TR 264,400 53,903 0.11% Put
160 MICROSOFT CORP 969,000 53,760 0.11% Call
161 ISHARES TR 475,000 53,495 0.11% Call
162 ISHARES TR 475,000 53,495 0.11% Put
163 APPLE INC 508,005 53,473 0.11%
164 QUALCOMM INC 1,052,300 52,599 0.11% Call
165 SPDR S&P 500 ETF TR 257,800 52,558 0.11% Put
166 ISHARES TR 1,485,000 52,406 0.11% Call
167 ISHARES TR 650,000 52,377 0.11% Put
168 ISHARES TR 1,480,000 52,229 0.11% Put
169 SPDR S&P 500 ETF TR 255,800 52,150 0.11% Put
170 SPDR S&P 500 ETF TR 255,400 52,068 0.11% Put
171 FACEBOOK INC 494,100 51,713 0.11% Call
172 ISHARES TR 880,000 51,674 0.11% Call
173 FACEBOOK INC 487,710 51,044 0.10%
174 SPDR S&P 500 ETF TR 250,000 50,968 0.10% Put
175 SPDR S&P 500 ETF TR 250,000 50,968 0.10% Put
176 SPDR S&P 500 ETF TR 250,000 50,968 0.10% Put
177 ISHARES TR 1,435,000 50,641 0.10% Put
178 SPDR S&P 500 ETF TR 247,900 50,539 0.10% Put
179 CITIGROUP INC 975,000 50,456 0.10% Put
180 SPDR S&P 500 ETF TR 244,400 49,826 0.10% Put
181 AMERICAN EXPRESS CO 716,100 49,805 0.10% Call
182 ISHARES 1,000,000 49,670 0.10% Call
183 ISHARES 20 YEAR TREASURY BOND ETF 410,400 49,486 0.10% Call
184 ISHARES TR 1,400,000 49,406 0.10% Put
185 ISHARES TR 1,400,000 49,406 0.10% Put
186 APPLE INC 468,600 49,325 0.10% Call
187 SPDR S&P 500 ETF TR 241,700 49,275 0.10% Put
188 ALIBABA GROUP HLDG LTD 592,200 48,128 0.10% Call
189 UNITED TECHNOLOGIES CORP 500,000 48,035 0.10% Call
190 UNITED TECHNOLOGIES CORP 500,000 48,035 0.10% Put
191 CHIPOTLE MEXICAN GRILL INC 100,000 47,985 0.10% Call
192 GOLDMAN SACHS GROUP INC 265,200 47,797 0.10% Put
193 MICROSOFT CORP 860,600 47,746 0.10% Put
194 SPDR S&P MIDCAP 400 ETF TR 187,000 47,505 0.10% Call
195 RSX - Market Vectors Russia ETF 3,217,700 47,139 0.10% Put
196 JPMORGAN CHASE & CO 695,900 45,950 0.09% Put
197 ISHARES TR 400,000 45,048 0.09% Put
198 POWERSHARES QQQ TRUST 402,300 45,001 0.09% Put
199 SPDR S&P 500 ETF TR 220,200 44,892 0.09% Put
200 SPDR S&P 500 ETF TR 219,600 44,770 0.09% Call
Page 4 of 396