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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 (2016Q1)
Original 13F HR (0001140361-16-065409) filed in 2016.05.16
#
Name
Shares
Value ($)
%
Options
Notes
1 iShares iBonds Mar 2023 Term Corp exFncl 1 0 0.00%
2 iShares Ultra Short-Term Bond 1 0 0.00%
3 iShares S&P Asia 50 1 0 0.00%
4 iShares Mortgage Real Estate C 1 0 0.00%
5 iShares MSCI Emerging Markets Asia 1 0 0.00%
6 iPath S&P 500 VIX Short-Term F 800,000 14,096 0.03% Put
7 iPath S&P 500 VIX Short-Term F 600,000 10,572 0.02% Call
8 iPath S&P 500 VIX Short-Term F 910,000 16,034 0.04% Put
9 iPath S&P 500 VIX Short-Term F 450,000 7,929 0.02% Call
10 iPath S&P 500 VIX Short-Term F 473,600 8,345 0.02% Put
11 iPath S&P 500 VIX Short-Term F 150,000 2,643 0.01% Put
12 iPath S&P 500 VIX Short-Term F 520,000 9,162 0.02% Call
13 iPath S&P 500 VIX Short-Term F 600,000 10,572 0.02% Put
14 iPath S&P 500 VIX Short-Term F 720,000 12,686 0.03% Call
15 iPath S&P 500 VIX Short-Term F 500,000 8,810 0.02% Put
16 iPath S&P 500 VIX Short-Term F 250,000 4,405 0.01% Call
17 iPath S&P 500 VIX Short-Term F 160,000 2,819 0.01% Call
18 iPath S&P 500 VIX Short-Term F 265,000 4,669 0.01% Call
19 iPath S&P 500 VIX Short-Term F 300,000 5,286 0.01% Call
20 iPath S&P 500 VIX Short-Term F 275,000 4,846 0.01% Call
21 iPath S&P 500 VIX Short-Term F 300,000 5,286 0.01% Put
22 iPath S&P 500 VIX Short-Term F 350,000 6,167 0.01% Call
23 iPath S&P 500 VIX Short-Term F 103,100 1,817 0.00% Put
24 iPath S&P 500 VIX Short-Term F 110,000 1,938 0.00% Put
25 iPath S&P 500 VIX Short-Term F 60,000 1,057 0.00% Put
26 iPath S&P 500 VIX Short-Term F 60,000 1,057 0.00% Call
27 iPath S&P 500 VIX Short-Term F 62,500 1,101 0.00% Put
28 iPath S&P 500 VIX Short-Term F 82,000 1,445 0.00% Put
29 iPath S&P 500 VIX Short-Term F 75,000 1,322 0.00% Call
30 iPath S&P 500 VIX Short-Term F 73,165 1,289 0.00%
31 iPath S&P 500 VIX Short-Term F 200 4 0.00% Call
32 iPath S&P 500 VIX Short-Term F 38,600 680 0.00% Call
33 iPath S&P 500 VIX Short-Term F 150,000 2,643 0.01% Put
34 iPath S&P 500 VIX Short-Term F 143,400 2,527 0.01% Call
35 iPath S&P 500 VIX Short-Term F 112,000 1,973 0.00% Put
36 iPath S&P 500 VIX Short-Term F 125,000 2,203 0.00% Call
37 iPath S&P 500 VIX Short-Term F 110,000 1,938 0.00% Put
38 iPath S&P 500 VIX Short-Term F 196,000 3,454 0.01% Put
39 iPath S&P 500 VIX Short-Term F 26,400 465 0.00% Put
40 iPath S&P 500 VIX Short-Term F 3,200 56 0.00% Put
41 iPath S&P 500 VIX Short-Term F 900 16 0.00% Call
42 iPath S&P 500 VIX Short-Term F 900 16 0.00% Call
43 iPath S&P 500 VIX Short-Term F 4,500 79 0.00% Call
44 iPath S&P 500 VIX Short-Term F 20,000 352 0.00% Call
45 iPath S&P 500 VIX Short-Term F 14,800 261 0.00% Put
46 iPath S&P 500 VIX Short-Term F 14,800 261 0.00% Call
47 iPath S&P 500 VIX Short-Term F 60,000 1,057 0.00% Put
48 iPath S&P 500 VIX Short-Term F 54,900 967 0.00% Call
49 iPath S&P 500 VIX Short-Term F 50,000 881 0.00% Call
50 iPath S&P 500 VIX Short-Term F 150,000 2,643 0.01% Call
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