Parallax Volatility Advisers, L.P. Q1 2016 Filing
Filed May 16, 2016
Portfolio Value
$45.6T
Holdings
2,430
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (2,430 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 69,152,405 | $14.2T | 31.15% | Put |
| 2 | IWMISHARES TR | 32,034,001 | $3.5T | 7.77% | Put |
| 3 | EEMISHARES TR | 41,130,021 | $1.4T | 3.09% | Put |
| 4 | MCDMCDONALDS CORP | 9,494,600 | $1.2T | 2.62% | Put |
| 5 | PFEPFIZER INC | 37,251,600 | $1.1T | 2.42% | Put |
| 6 | AAPLAPPLE INC | 8,308,787 | $905.6B | 1.99% | Put |
| 7 | HYGISHARES TR | 9,252,701 | $755.9B | 1.66% | Put |
| 8 | EWZISHARES | 28,144,701 | $740.2B | 1.62% | Put |
| 9 | GQ9SPDR GOLD TRUST | 5,902,285 | $694.3B | 1.52% | Put |
| 10 | —POWERSHARES QQQ TRUST | 5,543,966 | $605.4B | 1.33% | Put |
| 11 | TAT&T INC | 13,687,338 | $536.1B | 1.18% | Put |
| 12 | METAFACEBOOK INC | 4,541,800 | $518.2B | 1.14% | Put |
| 13 | GEGENERAL ELECTRIC CO | 16,096,100 | $511.7B | 1.12% | Put |
| 14 | FXIISHARES TR | 15,109,620 | $510.2B | 1.12% | Put |
| 15 | TLTISHARES TR | 3,690,501 | $482.0B | 1.06% | Put |
| 16 | TRVCCITIGROUP INC | 11,059,933 | $461.8B | 1.01% | Put |
| 17 | BABAALIBABA GROUP HLDG LTD | 5,806,500 | $458.9B | 1.01% | Put |
| 18 | UTXZUNITED TECHNOLOGIES CORP | 4,580,200 | $458.5B | 1.00% | Put |
| 19 | EFAISHARES TR | 6,705,201 | $383.3B | 0.84% | Put |
| 20 | MSFTMICROSOFT CORP | 6,918,100 | $382.1B | 0.84% | Put |
| 21 | INTCINTEL CORP | 9,582,300 | $310.0B | 0.68% | Put |
| 22 | GOOGLALPHABET INC | 386,606 | $294.9B | 0.65% | Put |
| 23 | DWDMORGAN STANLEY | 11,765,173 | $294.3B | 0.65% | Put |
| 24 | GSGOLDMAN SACHS GROUP INC | 1,757,431 | $275.9B | 0.60% | Put |
| 25 | KOCOCA COLA CO | 5,892,900 | $273.4B | 0.60% | Put |
| 26 | —BARCLAYS BK PLC | 14,586,265 | $257.0B | 0.56% | Put |
| 27 | JNJJOHNSON & JOHNSON | 2,259,800 | $244.5B | 0.54% | Put |
| 28 | AMZNAMAZON COM INC | 409,778 | $243.3B | 0.53% | Put |
| 29 | WFCWELLS FARGO & CO NEW | 4,853,198 | $234.7B | 0.51% | Put |
| 30 | AALAMERICAN AIRLS GROUP INC | 5,415,552 | $222.1B | 0.49% | Put |
| 31 | JPMJPMORGAN CHASE & CO | 3,731,257 | $221.0B | 0.48% | Put |
| 32 | QCOMQUALCOMM INC | 4,019,692 | $205.6B | 0.45% | Put |
| 33 | USOUNITED STATES OIL FUND LP | 20,425,255 | $198.1B | 0.43% | Put |
| 34 | USBUS BANCORP DEL | 4,835,805 | $196.3B | 0.43% | Put |
| 35 | LQDISHARES TR | 1,641,601 | $195.1B | 0.43% | Put |
| 36 | CSCOCISCO SYS INC | 6,794,500 | $193.4B | 0.42% | Put |
| 37 | DALDELTA AIR LINES INC DEL | 3,601,321 | $175.3B | 0.38% | Put |
| 38 | DISDISNEY WALT CO | 1,586,700 | $157.6B | 0.35% | Put |
| 39 | GMGENERAL MTRS CO | 4,842,300 | $152.2B | 0.33% | Put |
| 40 | XLESELECT SECTOR SPDR TR | 2,409,801 | $149.1B | 0.33% | Put |
| 41 | IYRISHARES TR | 1,876,701 | $146.1B | 0.32% | Put |
| 42 | BACBANK AMER CORP | 10,596,974 | $143.3B | 0.31% | Put |
| 43 | UPSUNITED PARCEL SERVICE INC | 1,314,800 | $138.7B | 0.30% | Put |
| 44 | CMGCHIPOTLE MEXICAN GRILL INC | 294,297 | $138.6B | 0.30% | Put |
| 45 | IBMINTERNATIONAL BUSINESS MACHS | 909,437 | $137.7B | 0.30% | Put |
| 46 | CMCSACOMCAST CORP NEW | 2,128,300 | $130.0B | 0.28% | Put |
| 47 | JDJD COM INC | 4,851,859 | $128.6B | 0.28% | Put |
| 48 | DXJWISDOMTREE TR | 2,908,922 | $127.1B | 0.28% | Put |
| 49 | BACVERIZON COMMUNICATIONS INC | 2,328,025 | $125.9B | 0.28% | Put |
| 50 | MDLZMONDELEZ INTL INC | 3,133,351 | $125.7B | 0.28% | Put |
| 51 | CATCATERPILLAR INC DEL | 1,637,262 | $125.3B | 0.27% | Put |
| 52 | EWAISHARES | 5,793,022 | $111.9B | 0.25% | Put |
| 53 | DYHTARGET CORP | 1,350,300 | $111.1B | 0.24% | Put |
| 54 | GOOGALPHABET INC | 148,167 | $110.4B | 0.24% | Put |
| 55 | XBISPDR SERIES TRUST | 2,107,303 | $108.9B | 0.24% | Put |
| 56 | ORCLORACLE CORP | 2,628,700 | $107.5B | 0.24% | Put |
| 57 | —MONSANTO CO NEW | 1,211,600 | $106.3B | 0.23% | Put |
| 58 | EPIWISDOMTREE TR | 5,109,019 | $99.7B | 0.22% | Put |
| 59 | UALUNITED CONTL HLDGS INC | 1,582,797 | $94.7B | 0.21% | Put |
| 60 | MMM3M CO | 559,600 | $93.2B | 0.20% | Put |
| 61 | —POWERSHS DB US DOLLAR INDEX | 3,776,001 | $92.7B | 0.20% | Call |
| 62 | XLUSELECT SECTOR SPDR TR | 1,862,901 | $92.4B | 0.20% | Put |
| 63 | XOPUSDSPDR SERIES TRUST | 2,941,958 | $89.3B | 0.20% | Put |
| 64 | XOMEXXON MOBIL CORP | 1,067,700 | $89.2B | 0.20% | Put |
| 65 | KMIKINDER MORGAN INC DEL | 4,863,000 | $86.9B | 0.19% | Put |
| 66 | —MARKET VECTORS ETF TR | 4,243,801 | $84.7B | 0.19% | Put |
| 67 | LULULULULEMON ATHLETICA INC | 1,223,200 | $82.8B | 0.18% | Put |
| 68 | FFORD MTR CO DEL | 5,824,835 | $78.6B | 0.17% | Put |
| 69 | TSLATESLA MTRS INC | 342,000 | $78.6B | 0.17% | Put |
| 70 | URIUNITED RENTALS INC | 1,242,962 | $77.3B | 0.17% | Put |
| 71 | PEPPEPSICO INC | 731,730 | $75.0B | 0.16% | Put |
| 72 | SBUXSTARBUCKS CORP | 1,226,316 | $73.2B | 0.16% | Put |
| 73 | XLISELECT SECTOR SPDR TR | 1,301,226 | $72.2B | 0.16% | Put |
| 74 | NKENIKE INC | 1,121,532 | $68.9B | 0.15% | Put |
| 75 | CVSCVS HEALTH CORP | 664,400 | $68.9B | 0.15% | Put |
| 76 | PGPROCTER & GAMBLE CO | 826,200 | $68.0B | 0.15% | Put |
| 77 | HDHOME DEPOT INC | 501,800 | $67.0B | 0.15% | Put |
| 78 | DONSPDR DOW JONES INDL AVRG ETF | 376,428 | $66.5B | 0.15% | Call |
| 79 | —YAHOO INC | 1,776,103 | $65.4B | 0.14% | Put |
| 80 | BALLBALL CORP | 916,200 | $65.3B | 0.14% | Put |
| 81 | EWYISHARES | 1,232,403 | $65.1B | 0.14% | Put |
| 82 | AIGAMERICAN INTL GROUP INC | 1,198,596 | $64.8B | 0.14% | Put |
| 83 | WBAWALGREENS BOOTS ALLIANCE INC | 752,583 | $63.4B | 0.14% | Put |
| 84 | DFSEURDISCOVER FINL SVCS | 1,210,100 | $61.6B | 0.14% | Put |
| 85 | VVISA INC | 804,000 | $61.5B | 0.13% | Put |
| 86 | —PROSHARES TR II | 1,213,195 | $61.3B | 0.13% | Put |
| 87 | FCXFREEPORT-MCMORAN INC | 5,903,104 | $61.0B | 0.13% | Put |
| 88 | —SILVER WHEATON CORP | 3,485,200 | $57.8B | 0.13% | Put |
| 89 | —MARKET VECTORS ETF TR | 2,168,786 | $57.7B | 0.13% | Put |
| 90 | XRTSPDR SERIES TRUST | 1,234,002 | $57.0B | 0.12% | Put |
| 91 | —EXPRESS SCRIPTS HLDG CO | 815,733 | $56.0B | 0.12% | Put |
| 92 | AAALCOA INC | 5,797,200 | $55.5B | 0.12% | Put |
| 93 | IAUISHARES | 4,856,160 | $55.4B | 0.12% | Put |
| 94 | SYYSYSCO CORP | 1,181,200 | $55.2B | 0.12% | Put |
| 95 | —DOW CHEM CO | 1,084,334 | $55.1B | 0.12% | Put |
| 96 | CPBCAMPBELL SOUP CO | 847,942 | $54.1B | 0.12% | Put |
| 97 | ABXBARRICK GOLD CORP | 3,898,500 | $52.9B | 0.12% | Put |
| 98 | SLVISHARES SILVER TRUST | 3,588,292 | $52.7B | 0.12% | Put |
| 99 | CEFCENTRAL FD CDA LTD | 4,385,701 | $52.6B | 0.12% | |
| 100 | —BUFFALO WILD WINGS INC | 352,615 | $52.2B | 0.11% | Put |
Page 1 of 25Next