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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
16101 INTEL CORP 742,600 24,023 0.05% Call
16102 SELECT SECTOR SPDR TR 745,000 36,967 0.08% Put
16103 MORGAN STANLEY 745,000 18,632 0.04% Call
16104 ISHARES TR 748,000 82,751 0.18% Put
16105 UNITED STATES OIL FUND LP 750,000 7,275 0.02% Call
16106 AK STL HLDG CORP 750,000 3,098 0.01% Put
16107 VALE S A 750,000 3,158 0.01% Call
16108 ISHARES TR 750,000 61,268 0.13% Call
16109 ISHARES 750,000 19,725 0.04% Put
16110 SPDR SERIES TRUST 750,000 25,380 0.06% Call
16111 WELLS FARGO CO NEW 750,000 36,270 0.08% Call
16112 VERIZON COMMUNICATIONS INC 750,000 40,560 0.09% Call
16113 ISHARES TR 750,200 61,284 0.13% Put
16114 AT&T INC 755,000 29,573 0.06% Put
16115 SELECT SECTOR SPDR TR 757,000 41,991 0.09% Call
16116 MICROSOFT CORP 759,400 41,942 0.09% Call
16117 SPDR SERIES TRUST 760,059 26,032 0.06%
16118 UNITED TECHNOLOGIES CORP 765,900 76,667 0.17% Put
16119 GENERAL MTRS CO 769,100 24,173 0.05% Call
16120 SPDR S&P 500 ETF TR 769,100 158,065 0.35% Call
16121 AMERICAN AIRLS GROUP INC 770,000 31,578 0.07% Put
16122 ISHARES SILVER TR 770,000 11,304 0.02% Call
16123 ARRAY BIOPHARMA INC 771,893 2,277 0.00%
16124 ISHARES TR 772,500 26,458 0.06% Call
16125 INTEL CORP 773,800 25,032 0.05% Call
16126 ISHARES TR 775,000 85,738 0.19% Put
16127 SPDR S&P 500 ETF TR 780,600 160,429 0.35% Call
16128 WISDOMTREE TR 788,800 34,478 0.08% Put
16129 SPDR S&P 500 ETF TR 793,100 162,998 0.36% Put
16130 QUALCOMM INC 795,392 40,676 0.09%
16131 ISHARES 797,200 20,966 0.05% Put
16132 iPath S&P 500 VIX Short-Term F 800,000 14,096 0.03% Put
16133 ISHARES TR 800,000 65,352 0.14% Call
16134 SPDR S&P 500 ETF TR 800,000 164,416 0.36% Call
16135 WISDOMTREE TR 800,000 15,608 0.03% Call
16136 ISHARES TR 800,000 45,728 0.10% Call
16137 ISHARES TR 800,000 45,728 0.10% Put
16138 CITIGROUP INC 819,300 34,206 0.07% Call
16139 POWERSHS DB US DOLLAR INDEX 826,000 20,270 0.04% Call
16140 BARRICK GOLD CORP 830,300 11,275 0.02% Call
16141 INTEL CORP 844,700 27,326 0.06% Call
16142 FORD MTR CO DEL 850,000 11,475 0.03% Put
16143 ISHARES TR 850,000 94,036 0.21% Put
16144 GENERAL ELECTRIC CO 854,800 27,174 0.06% Call
16145 SPRINT CORP 858,492 2,988 0.01%
16146 ISHARES SILVER TR 880,000 12,918 0.03% Call
16147 SPDR S&P 500 ETF TR 881,600 181,186 0.40% Call
16148 ALIBABA GROUP HLDG LTD 892,200 70,511 0.15% Call
16149 DIAMOND RESORTS INTL INC COM 900,000 21,870 0.05% Call
16150 ISHARES TR 900,000 30,825 0.07% Call
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