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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
201 ELECTRONIC ARTS INC 640,000 43,981 0.09% Put
202 CENTRAL FD CDA LTD 4,385,701 43,813 0.09%
203 POWERSHS DB US DOLLAR INDEX 1,700,000 43,605 0.09% Call
204 JPMORGAN CHASE & CO 660,300 43,600 0.09% Put
205 GOLDMAN SACHS GROUP INC 238,400 42,967 0.09% Put
206 ISHARES TR 381,200 42,931 0.09% Call
207 SPDR S&P 500 ETF TR 210,200 42,853 0.09% Put
208 DOW CHEM CO 824,380 42,439 0.09%
209 ISHARES TR 1,310,000 42,169 0.09% Put
210 ISHARES TR 1,300,000 41,847 0.09% Put
211 Pandora Media 3,112,500 41,739 0.08% Call
212 JD COM INC 1,290,700 41,644 0.08% Call
213 CISCO SYS INC 1,531,700 41,593 0.08% Put
214 SPDR S&P 500 ETF TR 203,600 41,508 0.08% Put
215 ISHARES TR 695,000 40,810 0.08% Put
216 DOW CHEM CO 792,600 40,803 0.08% Call
217 SPDR S&P 500 ETF TR 200,000 40,774 0.08% Put
218 ISHARES TR 505,300 40,717 0.08% Put
219 UNITED TECHNOLOGIES CORP 422,000 40,542 0.08% Call
220 SPDR S&P 500 ETF TR 198,600 40,489 0.08% Put
221 SELECT SECTOR SPDR TR 659,800 39,799 0.08% Call
222 CURENCYSHARES EURO TR EURO SHS 370,900 39,464 0.08% Put
223 CURENCYSHARES EURO TR EURO SHS 370,900 39,464 0.08% Call
224 ISHARES 1,907,500 39,447 0.08% Put
225 POWERSHARES QQQ TRUST 350,000 39,151 0.08% Put
226 SPDR S&P 500 ETF TR 191,600 39,061 0.08% Put
227 SPDR S&P 500 ETF TR 191,200 38,980 0.08% Put
228 SPDR S&P 500 ETF TR 189,900 38,715 0.08% Put
229 INTERCONTINENTAL EXCHANGE IN 150,600 38,593 0.08% Call
230 WISDOMTREE TR 770,000 38,562 0.08% Put
231 COCA COLA EUROPEAN PARTNERS SHS 781,958 38,504 0.08%
232 APPLE INC 363,500 38,262 0.08% Put
233 BANK AMER CORP 2,255,658 37,963 0.08%
234 Ishares - Japan 3,098,200 37,550 0.08% Call
235 ISHARES TR 1,166,000 37,534 0.08% Call
236 MONSANTO CO NEW 379,200 37,359 0.08% Put
237 ISHARES TR 330,000 37,165 0.08% Put
238 ISHARES TR 1,041,500 36,755 0.07% Call
239 WELLS FARGO CO NEW 675,600 36,726 0.07% Put
240 MICROSOFT CORP 660,000 36,617 0.07% Put
241 CITIGROUP INC 696,235 36,030 0.07%
242 UNITED TECHNOLOGIES CORP 375,000 36,026 0.07% Call
243 ISHARES TR 1,119,000 36,021 0.07% Call
244 VERIZON COMMUNICATIONS INC 778,000 35,959 0.07% Call
245 SPDR GOLD TR 350,000 35,511 0.07% Put
246 ISHARES TR 1,000,000 35,290 0.07% Put
247 CISCO SYS INC 1,298,700 35,266 0.07% Call
248 WELLS FARGO CO NEW 644,700 35,046 0.07% Call
249 POWERSHARES QQQ TRUST 312,500 34,956 0.07% Call
250 ISHARES TR 983,100 34,694 0.07% Call
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