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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
16051 GENERAL ELECTRIC CO 594,100 18,886 0.04% Call
16052 SPDR S&P 500 ETF TR 597,900 122,880 0.27% Put
16053 BANK AMER CORP 599,500 8,105 0.02% Put
16054 PROSHARES TR II 600,000 30,318 0.07% Put
16055 VALE S A 600,000 2,526 0.01% Put
16056 ISHARES TR 600,000 20,550 0.05% Put
16057 iPath S&P 500 VIX Short-Term F 600,000 10,572 0.02% Call
16058 SILVERWHEATONCOR 600,000 9,948 0.02% Put
16059 iPath S&P 500 VIX Short-Term F 600,000 10,572 0.02% Put
16060 Market Vectors Gold 600,000 11,982 0.03% Call
16061 APPLE INC 601,700 65,579 0.14% Put
16062 SPDR S&P 500 ETF TR 601,800 123,682 0.27% Put
16063 INTEL CORP 607,800 19,662 0.04% Put
16064 ARRAY BIOPHARMA INC 610,000 1,800 0.00% Put
16065 CITIGROUP INC 614,800 25,668 0.06% Put
16066 SELECT SECTOR SPDR TR 620,000 38,372 0.08% Call
16067 Ishares - Japan 625,000 7,131 0.02% Put
16068 SPDR GOLD TR 626,585 73,711 0.16%
16069 Northstar Realty Fin REIT 630,000 8,266 0.02% Call
16070 MERCK & CO INC 640,000 33,862 0.07% Call
16071 SPDR S&P 500 ETF TR 643,500 132,252 0.29% Call
16072 ISHARES 20 YEAR TREASURY BOND ETF 645,000 84,243 0.18% Put
16073 ISHARES TR 650,000 21,947 0.05% Call
16074 ISHARES 20 YEAR TREASURY BOND ETF 663,700 86,686 0.19% Call
16075 FACEBOOK INC 667,600 76,173 0.17% Call
16076 COBALT INTL ENERGY INC 670,000 1,990 0.00% Call
16077 ISHARES TR 675,000 55,141 0.12% Put
16078 FACEBOOK INC 675,900 77,120 0.17% Call
16079 SELECT SECTOR SPDR TR 679,700 15,293 0.03% Call
16080 WELLS FARGO CO NEW 683,300 33,044 0.07% Put
16081 AT&T INC 685,000 26,831 0.06% Put
16082 ISHARES TR 695,000 39,726 0.09% Put
16083 WISDOMTREE TR 700,000 13,657 0.03% Put
16084 GENERAL ELECTRIC CO 700,000 22,253 0.05% Call
16085 BLUCORA INC 700,000 3,612 0.01% Put
16086 ISHARES TR 700,000 23,636 0.05% Call
16087 SPDR SERIES TRUST 700,000 21,245 0.05% Put
16088 SPDR S&P 500 ETF TR 701,000 144,070 0.32% Put
16089 GENERAL MTRS CO 705,000 22,158 0.05% Put
16090 ISHARES TR 710,000 23,973 0.05% Put
16091 MICRON TECHNOLOGY INC 711,044 7,445 0.02%
16092 ISHARES TR 712,500 24,403 0.05% Put
16093 CISCO SYS INC 713,900 20,325 0.04% Call
16094 iPath S&P 500 VIX Short-Term F 720,000 12,686 0.03% Call
16095 WISDOMTREE TR 720,200 18,005 0.04% Put
16096 SPDR S&P 500 ETF TR 722,500 148,488 0.33% Put
16097 ENERGY TRANSFER L P 724,600 5,166 0.01% Call
16098 CEMEX SAB DE CV 728,000 5,300 0.01% Call
16099 MARATHON OIL CORP 736,500 8,205 0.02% Call
16100 Alcoa 740,000 7,089 0.02% Put
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