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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
1 SPDR S&P 500 ETF TR 10,000,000 2,038,700 4.14% Call
2 SPDR S&P 500 ETF TR 5,189,300 1,057,943 2.15% Call
3 ISHARES 5,175,000 107,019 0.22% Call
4 ISHARES 4,830,000 99,884 0.20% Call
5 ISHARES TR 4,814,000 282,678 0.57% Put
6 CENTRAL FD CDA LTD 4,385,701 43,813 0.09%
7 ISHARES TR 4,060,000 457,237 0.93% Put
8 KINDER MORGAN INC DEL 3,750,000 55,950 0.11% Call
9 MORGAN STANLEY 3,736,600 118,861 0.24% Put
10 RSX - Market Vectors Russia ETF 3,217,700 47,139 0.10% Put
11 SPDR S&P 500 ETF TR 3,124,100 636,910 1.29% Call
12 Pandora Media Inc 3,112,500 41,739 0.08% Call
13 Ishares - Japan 3,098,200 37,550 0.08% Call
14 SPDR S&P 500 ETF TR 3,078,700 627,655 1.28% Call
15 MORGAN STANLEY 3,074,400 97,797 0.20% Put
16 ZYNGA INC 2,900,000 7,772 0.02% Put
17 SPDR S&P 500 ETF TR 2,878,900 586,921 1.19% Put
18 ISHARES 2,800,000 57,904 0.12% Put
19 VALE S A 2,644,500 8,700 0.02% Call
20 ISHARES TR 2,503,500 80,588 0.16% Put
21 ISHARES TR 2,405,000 77,417 0.16% Put
22 VALE S A 2,331,300 7,670 0.02% Put
23 CITIGROUPINC 2,318,200 119,967 0.24% Call
24 BANK AMER CORP 2,255,658 37,963 0.08%
25 ISHARES TR 2,250,000 72,428 0.15% Call
26 SPDR S&P 500 ETF TR 2,163,500 441,073 0.90% Call
27 VALE S A 2,163,294 7,117 0.01%
28 Alcoa 2,159,735 21,317 0.04%
29 MICROSOFT CORP 2,152,600 119,426 0.24% Put
30 FORD MTR CO DEL 2,120,332 29,875 0.06%
31 ISHARES TR 2,026,400 118,990 0.24% Put
32 ISHARES TR 2,008,808 70,891 0.14%
33 ISHARES TR 2,000,000 225,240 0.46% Put
34 UNITED STATES OIL FUND LP 2,000,000 22,000 0.04% Call
35 ZYNGA INC 2,000,000 5,360 0.01% Call
36 BANK AMER CORP 1,979,400 33,313 0.07% Call
37 ISHARES TR 1,975,500 63,591 0.13% Put
38 ISHARES 1,907,500 39,447 0.08% Put
39 MORGAN STANLEY 1,905,100 60,601 0.12% Call
40 SPDR S&P 500 ETF TR 1,752,000 357,180 0.73% Put
41 SPDR S&P 500 ETF TR 1,732,300 353,164 0.72% Put
42 ISHARES TR 1,700,000 191,454 0.39% Put
43 POWERSHS DB US DOLLAR INDEX 1,700,000 43,605 0.09% Call
44 ISHARES TR 1,690,200 190,350 0.39% Put
45 BANK AMER CORP 1,683,000 28,325 0.06% Put
46 JPMORGAN CHASE & CO 1,660,200 109,623 0.22% Call
47 MICROSOFT CORP 1,651,288 91,613 0.19%
48 UNITED STATES OIL FUND LP 1,648,100 18,129 0.04% Put
49 ISHARES INC 1,610,732 30,539 0.06%
50 RSX - Market Vectors Russia ETF 1,600,000 23,440 0.05% Put
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