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 (2015Q1)
Original 13F HR (0001140361-15-020007) filed in 2015.05.15
#
Name
Shares
Value ($)
%
Options
Notes
23501 ISHARES TR 500,000 32,085 0.08% Put
23502 BANK AMER CORP 500,000 7,695 0.02% Put
23503 FORD MTR CO DEL 500,000 8,070 0.02% Put
23504 COCA COLA CO 500,000 20,275 0.05% Put
23505 UNITED STATES OIL FUND LP 500,000 8,420 0.02% Put
23506 BROADCOM CORP CL A 500,000 21,648 0.05% Call
23507 PROSHARES TR 500,000 20,935 0.05% Call
23508 VALE S A 500,000 2,825 0.01% Call
23509 YAMANA GOLD INC 500,000 1,795 0.00% Put
23510 YAMANA GOLD INC 500,000 1,795 0.00% Put
23511 APPLE INC 500,000 62,215 0.15% Put
23512 UNITED CONTL HLDGS INC 500,000 33,625 0.08% Call
23513 ISHARES TR 500,000 20,065 0.05% Call
23514 ISHARES TR 500,000 20,065 0.05% Put
23515 ISHARES TR 500,000 20,065 0.05% Put
23516 ALIBABA GROUP HLDG LTD 500,000 41,620 0.10% Put
23517 ISHARES 500,000 15,685 0.04% Call
23518 ISHARES SILVER TR 500,000 7,965 0.02% Call
23519 ISHARES TR 500,000 20,065 0.05% Put
23520 ISHARES 500,000 15,685 0.04% Put
23521 MORGAN STANLEY 500,300 17,856 0.04% Put
23522 LENNAR CORP 500,500 25,931 0.06% Call
23523 AMERICAN AIRLS GROUP INC 500,600 26,422 0.06% Call
23524 BARRICK GOLD CORP 501,000 5,491 0.01% Call
23525 Agnico Eagle 501,200 12,811 0.03% Call
23526 ISHARES SILVER TR 501,400 7,987 0.02% Call
23527 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
23528 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
23529 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
23530 SPDR S&P 500 ETF TR 502,300 103,690 0.25% Put
23531 ISHARES TR 504,800 20,258 0.05% Call
23532 AT&T INC 505,000 16,488 0.04% Call
23533 ISHARES TR 505,900 40,128 0.09% Call
23534 BARRICK GOLD CORP 506,000 5,546 0.01% Put
23535 WELLS FARGO CO NEW 506,600 27,559 0.07% Put
23536 FACEBOOK INC 507,139 41,694 0.10%
23537 iPath S&P 500 VIX Short-Term F 507,500 13,007 0.03% Put
23538 PETROLEO BRASILEIRO SA PETRO 510,000 3,065 0.01% Put
23539 DELTA AIRLINES INC DEL 510,000 22,930 0.05% Put
23540 iPath S&P 500 VIX Short-Term F 510,000 13,071 0.03% Put
23541 ISHARES TR 511,800 22,724 0.05% Call
23542 WELLS FARGO CO NEW 514,800 28,005 0.07% Put
23543 SPDR S&P 500 ETF TR 515,700 106,456 0.25% Put
23544 CISCO SYS INC 517,100 14,233 0.03% Put
23545 Alcoa 518,000 6,693 0.02% Put
23546 CORNING INC 520,100 11,796 0.03% Call
23547 INTEL CORP 525,000 16,417 0.04% Put
23548 APPLE INC 528,700 65,786 0.16% Put
23549 APPLE INC 530,000 65,948 0.16% Put
23550 ISHARES 530,000 16,626 0.04% Call
Page 471 of 476