13F-HR filed by Parallax Volatility Advisers, L.P.
Parallax Volatility Advisers, L.P. filed this 13F-HR for the quarter ended 2015-12-31, filed 2016-02-16, with 4,124 holding rows worth $49,209,368,000.
- Accession
- 0001140361-16-052806
- Filer
- CIK 1521001
- Filed
- 2016-02-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2015
A holdings report, 19,796 entries on the cover page, a total value of $49,209,368,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $49,209,368,000 with VALUE read as thousands by filing date, 13F file number 028-14500. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| CREDIT SUISSE NASSAU BRH | 22542D480 | X LINK GOLD SHS | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIREXION SHS ETF TR | 25459Y371 | DLY S&P 500 BEAR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ALPS ETF TR | 00162Q643 | SPROTT GL MINE | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WISDOMTREE TR | 97717W356 | JAPAN CP GOODS | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WISDOMTREE TR | 97717W448 | GERMANY HEDEQ FD | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WISDOMTREE TR | 97717W463 | JAPAN HDG FINL | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| POWERSHARES ETF TR II | 73937B621 | PWRS INT BUYBK | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES TR | 46434V712 | MIN VOL JAPN ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS | 78463X376 | MSCI CDA STRTGIC | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BARCLAYS BK PLC | 06742W430 | LKD PERF BCLY | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74348A426 | ULTSHRT QQQ | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UBS AG LONDON BRH | 90270L842 | ETRACS MTH 2XLV | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GLOBAL X FDS | 37950E192 | GBL X MSCI PT ET | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES TR | 46434V571 | ISHARES TR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CLAYMORE EXCHANGE TRD FD TR | 18383M258 | CLAYMORE EXCHANGE TRD FD TR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CLAYMORE EXCHANGE TRD FD TR | 18383M266 | CLAYMORE EXCHANGE TRD FD TR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OPPENHEIMER ETF TR | 68386C302 | S&P SMALLCAP 600 | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WBI BULLBEAR GLOBAL INCOME ETF | 00400R874 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DBX ETF TR | 233051762 | XTRACK MSCI CHNA | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Guggenheim BulletShares 2023 C | 18383M241 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES ULTRASHORT MIDCAP 400 ETF | 74348A343 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES TR | 46434V720 | MIN VOL EUROPE | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OPPENHEIMER ETF TR | 68386C203 | S&P MDCP 400 REV | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| POWERSHARES ETF TR II | 73937B597 | VAR RATE PFD POR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ALPS ETF TR | 00162Q650 | WRKPLC EQL PRT | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES U S ETF TR | 46431W309 | ENH INTL SMCAP | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES U S ETF TR | 46431W101 | ENH US LCP ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| KRANESHARES TR | 500767207 | CICC CHINA 100 | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CREDIT SUISSE AG NASSAU BRH | 22539T597 | VELOCITY SHS EXC | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WISDOMTREE EMERGING MARKETS CONSUMER GROWTH FUND | 97717W539 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BulletShares 2024 Corporate | 18383M233 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ABSOLUTE SHS TR | 00400R502 | WBI BBR RNG 3000 | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| J P MORGAN EXCHANGE-TRADED F | 46641Q100 | DIV RTN GLB EQ | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SSGA ACTIVE ETF TR | 78467V871 | MFS SYS VAL EQ | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WISDOMTREE TR | 97717W398 | NEGT DUR HIG YLD | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CLAYMORE EXCHANGE TRD FD TR | 18383M225 | 2021 HG YLD CB | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CLAYMORE EXCHANGE TRD FD TR | 18383M217 | 2022 HG YLD CB | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CLAYMORE EXCHANGE TRD FD TR | 18383M365 | GUG BUL 2020 HY | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OPPENHEIMER ETF TR | 68386C401 | ULTRA DIVID REV | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SSGA ACTIVE ETF TR | 78467V806 | MFS SYS COR EQ | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FI ENHANCED LRG CAP GROWTH CS | 22542D423 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BARCLAYS BK PLC | 06740D830 | RTRN DISABILIT | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74347B706 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BIT MINING LIMITED | 33829R100 | SPON ADR REP A | 8 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES TR | 46432FBC0 | IBONDS MAR20 ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| RECON CAP NASDAQ 100 COVERED C | 75623u102 | INDX FD | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIREXION SHS ETF TR ZACKS MLP | 25459y298 | INDX FD | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74348A319 | ULTSHT RUSS2000 | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Proshs UltraPro Shrt QQQ | 74348A418 | Equity | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISRA VANECK VECTORS ETF TR | 57061R676 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS SOLACTIVE JAPAN | 78463X368 | CEF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS EUR STOXX SMCP | 78463X392 | CEF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BARCLAYS BANK PLC INV USTREA ETN | 06742W570 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SSGA ACTIVE ETF TR MFS SYS GWT EQ | 78467V889 | CEF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EXCHANGE LISTED FDS TR HRZN SP500 CV C | 30151E103 | CEF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74348A368 | ULTRASHORT INDL | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS | 78463X335 | SOLACTIVE UK ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS | 78463X350 | SOLACTIVE GERMNY | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74348A327 | ULTSHT SMLCP600 | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIREXION SHS ETF TR | 25459Y413 | DLY JPN BULL 3X | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CITIGROUP INC NEW | 17321F201 | CTRAKS ETN MILLR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CITIGROUP INC NEW | 17322H149 | HOW STRAT DIV | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UBS AG LONDON BRH | 90267L409 | ETRACS 2XLVS&P | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UBS AG LONDON BRH | 90268G607 | ETRACS MP2X DJ | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIREXION SHS ETF TR | 25459Y355 | DLY DEV MKT BEAR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIREXION SHS ETF TR | 25459Y363 | DLY R/E BEAR3X | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74347B870 | CDS SH NA HYCR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UBS AG LONDON BRH | 90270L859 | ETRAC MP2X LEV | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES TR | 46434V746 | MIN VOL ASIA JAP | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74348A392 | ULTPRO SHT MDCP | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DEUTSCHE BK AG LONDON BRH | 25155L293 | FI ENH GL0BAL HY | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OPPENHEIMER ETF TR | 68386C807 | S&P FINCIAL REVE | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FIRST TR EXCHANGE TRADED FD | 33738R803 | RBA QUALIN ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| iShares Currency Hedged MSCI Japan ETF | 97717X503 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| iShares Currency Hedged MSCI Germany ETF | 97717W638 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| iShares MSCI Russia | 46434G806 | ISHARES MSCI RUSSIA ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| INTERNATIONAL MULTI-ASSET DIVERSIFIED INCOME INDEX FUND | 33738R209 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES ULTRASHORT FTSE CHINA 50 | 74348A350 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ROYAL BANK OF CANADA EXCHANGE TRADED NOTES DUE JULY 19, 2034 LINKED TO THE | 78011D104 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES ULTRA BLOOMBERG CRUDE OIL | 74347W320 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR MSCI SOUTH KOREA STRATEGICFACTORS ETF | 78463X277 | ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CREDIT SUISSE NASSAU BRH | 22542D100 | ETN STOXX EUR 50 | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIREXION SHS ETF TR | 25459Y264 | IBILLION INDEX | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIREXION SHS ETF TR | 25490K760 | TECH BEAR 3X SHS | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR SER TR | 78468R846 | BRCLY HGH YIEL | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Neothetics Inc | 64066G101 | COM | 151 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UBS AG LONDON BRH | 90270L792 | ETRACS 2XLEV | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DBX ETF TR | 233051796 | XTRACK MSCI MEX | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| BARCLAYS BK PLC | 06740P320 | IPTH LIVESTK | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Nashville Area ETF | 53957P106 | NASHVILLE AREA E | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ADVISORSHARES TR | 00768Y628 | ATHENA HGH DIV | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GLOBAL X FDS | 37950E176 | GURU INTL IDX | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| USCF ETF TR | 90290T106 | STK SPLT IDX FD | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| POWERSHARES ETF TR II | 73937B613 | CONTRARIAN OPP | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR SER TR | 78468R879 | BLOOMBERG 0 5 YR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OPPENHEIMER REV WEIGHTED ETF | 68386C609 | NAVELR A100 ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| QESP | 78463X343 | ETP | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS | 78463X384 | MSCI AUS STRTGIC | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| JAN VELOCITY VELOCITY HED | 00162Q791 | Equities | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CREDIT SUISSE AG NASSAU BRH | 22539T563 | BG CP GRTH ETN | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ADVISORSHARES TR | 00768Y636 | MKT ADPTV ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WISDOMTREE TR | 97717W372 | KOREA HEDG EQT | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| OPPENHEIMER REV WEIGHTED ETF | 68386C500 | ADR REV ETF | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| WISDOMTREE TR | 97717W489 | JP TECH MEDIA | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74348A335 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CREDIT SUISSE AG NASSAU BRH | 22539T100 | EXCH TRAD SPVXSP | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CREDIT SUISSE AG NASSAU BRH | 22539T621 | EXCHTRADE MIDTER | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| FIRST TR EXCHANGE TRADED FD | 33734X820 | Cmn | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ADVISORSHARES TR | 00768Y644 | Cmn | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES U S ETF TR | 46431W408 | Cmn | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MARKET VECTORS ETF TR | 57061R361 | Cmn | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DIREXION SHS ETF TR | 25459Y330 | Cmn | 4 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS | 78463X293 | MSCI MEXCO STRGC | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS | 78463X228 | MSCI TAWN STRGIC | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| Janus Velocity Tail Risk Hdgd Lg Cp ETF | 00162Q817 | com | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UBS AG LONDON BRH | 90273A108 | WLS FRG MLP EX | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| DEUTSCHE BK AG LONDON BRH | 25154W209 | DB 3X JAP GOV BD | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SSGA ACTIVE ETF TR | 78467V863 | SSGA RISK AWAR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| CALAMOS ETF TR | 12811T100 | FOCUS GROWTH | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SPDR INDEX SHS FDS | 78463X442 | SPDR MSCI BEYOND | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| PROSHARES TR | 74347B888 | CDS NA HY CRDT | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| HORIZONS ETF TR | 44052C108 | KOREA KOSP 200 | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MARKET VECTORS ETF TR | 57061R585 | RUSSIA SMALLCP | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| EXCHANGE TRADED CONCEPTS TR | 301505608 | JANUS EQL RSK W | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-16-052806 | this filing | 2016-02-16 | acceptance time not in the bulk data set |