Parallax Volatility Advisers, L.P. Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$50.7B
Holdings
2,483
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (2,483 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 58,728,101 | $12.3T | 24274.78% | Put |
| 2 | IWMISHARES TR | 36,130,201 | $4.2T | 8197.28% | Put |
| 3 | TLTISHARES TR | 17,506,701 | $2.4T | 4798.26% | Put |
| 4 | EEMISHARES TR | 57,058,888 | $2.0T | 3868.60% | Put |
| 5 | AAPLAPPLE INC | 19,051,597 | $1.8T | 3593.88% | Put |
| 6 | GQ9SPDR GOLD TRUST | 14,320,201 | $1.8T | 3573.67% | Put |
| 7 | EWZISHARES | 32,175,871 | $970.9B | 1915.83% | Put |
| 8 | HYGISHARES TR | 11,278,301 | $955.3B | 1884.97% | Put |
| 9 | TAT&T INC | 16,723,259 | $722.6B | 1425.88% | Put |
| 10 | —POWERSHARES QQQ TRUST | 5,977,401 | $642.8B | 1268.41% | Put |
| 11 | BABAALIBABA GROUP HLDG LTD | 7,697,800 | $612.2B | 1208.02% | Put |
| 12 | AMZNAMAZON COM INC | 784,713 | $561.6B | 1108.08% | Put |
| 13 | FXIISHARES TR | 16,052,198 | $549.3B | 1083.91% | Put |
| 14 | TRVCCITIGROUP INC | 11,707,015 | $496.3B | 979.24% | Put |
| 15 | MSFTMICROSOFT CORP | 9,401,083 | $481.1B | 949.22% | Put |
| 16 | EFAISHARES TR | 7,577,501 | $423.0B | 834.63% | Put |
| 17 | ABBVABBVIE INC | 6,612,800 | $409.4B | 807.84% | Put |
| 18 | DISDISNEY WALT CO | 4,109,483 | $402.0B | 793.24% | Put |
| 19 | GEGENERAL ELECTRIC CO | 12,398,500 | $390.3B | 770.17% | Put |
| 20 | DWDMORGAN STANLEY | 12,763,246 | $331.6B | 654.31% | Put |
| 21 | GSGOLDMAN SACHS GROUP INC | 2,063,369 | $306.6B | 604.93% | Put |
| 22 | XLISELECT SECTOR SPDR TR | 5,473,301 | $306.6B | 604.91% | Put |
| 23 | TSLATESLA MTRS INC | 1,404,334 | $298.1B | 588.24% | Put |
| 24 | IBMINTERNATIONAL BUSINESS MACHS | 1,885,474 | $286.2B | 564.70% | Put |
| 25 | ORCLORACLE CORP | 6,636,400 | $271.6B | 535.98% | Put |
| 26 | METAFACEBOOK INC | 2,341,115 | $267.5B | 527.93% | Put |
| 27 | —BARCLAYS BK PLC | 19,213,901 | $265.3B | 523.58% | Put |
| 28 | AALAMERICAN AIRLS GROUP INC | 9,079,997 | $257.1B | 507.23% | Put |
| 29 | UPSUNITED PARCEL SERVICE INC | 2,206,000 | $237.6B | 468.90% | Put |
| 30 | JPMJPMORGAN CHASE & CO | 3,805,700 | $236.5B | 466.64% | Put |
| 31 | USOUNITED STATES OIL FUND LP | 20,220,459 | $234.0B | 461.64% | Put |
| 32 | DALDELTA AIR LINES INC DEL | 6,128,296 | $223.3B | 440.54% | Put |
| 33 | CSCOCISCO SYS INC | 7,736,300 | $222.0B | 437.96% | Put |
| 34 | CMCSACOMCAST CORP NEW | 3,293,400 | $214.7B | 423.65% | Put |
| 35 | XLUSELECT SECTOR SPDR TR | 4,081,801 | $214.2B | 422.61% | Put |
| 36 | WFCWELLS FARGO & CO NEW | 4,436,656 | $210.0B | 414.37% | Put |
| 37 | CATCATERPILLAR INC DEL | 2,597,566 | $196.9B | 388.58% | Put |
| 38 | STZCONSTELLATION BRANDS INC | 1,151,776 | $190.5B | 375.91% | Put |
| 39 | FXECURRENCYSHARES EURO TR | 1,731,501 | $187.3B | 369.58% | Put |
| 40 | UTXZUNITED TECHNOLOGIES CORP | 1,750,600 | $179.5B | 354.24% | Put |
| 41 | QCOMQUALCOMM INC | 3,321,345 | $177.9B | 351.07% | Put |
| 42 | INTCINTEL CORP | 5,133,800 | $168.4B | 332.28% | Put |
| 43 | MDLZMONDELEZ INTL INC | 3,564,100 | $162.2B | 320.07% | Put |
| 44 | KOCOCA COLA CO | 3,428,618 | $155.4B | 306.69% | Put |
| 45 | GDXVANECK VECTORS ETF TR | 5,462,401 | $151.4B | 298.68% | Put |
| 46 | BACBANK AMER CORP | 11,290,715 | $149.8B | 295.65% | Put |
| 47 | BACVERIZON COMMUNICATIONS INC | 2,647,084 | $147.8B | 291.67% | Put |
| 48 | GMGENERAL MTRS CO | 4,867,000 | $137.7B | 271.78% | Put |
| 49 | NFLXNETFLIX INC | 1,492,153 | $136.5B | 269.36% | Put |
| 50 | XOMEXXON MOBIL CORP | 1,394,400 | $130.7B | 257.91% | Put |
| 51 | XLVSELECT SECTOR SPDR TR | 1,798,201 | $128.9B | 254.43% | Put |
| 52 | NKENIKE INC | 2,331,495 | $128.7B | 253.95% | Put |
| 53 | PEPPEPSICO INC | 1,161,200 | $123.0B | 242.75% | Put |
| 54 | EWAISHARES | 6,279,018 | $122.1B | 240.99% | Put |
| 55 | ABXBARRICK GOLD CORP | 5,557,400 | $118.7B | 234.12% | Put |
| 56 | BIDUNBAIDU INC | 678,933 | $112.1B | 221.25% | Put |
| 57 | KMIKINDER MORGAN INC DEL | 5,960,500 | $111.6B | 220.17% | Put |
| 58 | ENRENERGIZER HLDGS INC NEW | 2,147,324 | $110.6B | 218.17% | Put |
| 59 | BABOEING CO | 849,056 | $110.3B | 217.59% | Put |
| 60 | DXJWISDOMTREE TR | 2,803,647 | $108.7B | 214.54% | Put |
| 61 | NEMNEWMONT MINING CORP | 2,778,200 | $108.7B | 214.45% | Put |
| 62 | ATVIEURACTIVISION BLIZZARD INC | 2,715,600 | $107.6B | 212.35% | Put |
| 63 | IBBISHARES TR | 417,501 | $107.4B | 212.00% | Put |
| 64 | XLESELECT SECTOR SPDR TR | 1,563,901 | $106.7B | 210.58% | Put |
| 65 | DHRDANAHER CORP DEL | 1,019,300 | $103.0B | 203.14% | Put |
| 66 | PFEPFIZER INC | 2,875,400 | $101.2B | 199.78% | Put |
| 67 | EPIWISDOMTREE TR | 4,973,395 | $100.4B | 198.14% | Put |
| 68 | JDJD COM INC | 4,703,730 | $99.9B | 197.04% | Put |
| 69 | WMTWAL-MART STORES INC | 1,341,000 | $97.9B | 193.22% | Put |
| 70 | XLYSELECT SECTOR SPDR TR | 1,220,001 | $95.2B | 187.92% | Put |
| 71 | CMICUMMINS INC | 845,234 | $95.0B | 187.54% | Put |
| 72 | —POWERSHS DB US DOLLAR INDEX | 3,710,001 | $92.2B | 181.84% | Put |
| 73 | DONSPDR DOW JONES INDL AVRG ETF | 503,454 | $90.1B | 177.82% | Put |
| 74 | WBAWALGREENS BOOTS ALLIANCE INC | 1,071,859 | $89.3B | 176.12% | Put |
| 75 | —EXPRESS SCRIPTS HLDG CO | 1,173,400 | $88.9B | 175.51% | Put |
| 76 | MRKMERCK & CO INC | 1,537,900 | $88.6B | 174.82% | Put |
| 77 | XLFSELECT SECTOR SPDR TR | 3,749,801 | $85.7B | 169.11% | Put |
| 78 | XBISPDR SERIES TRUST | 1,554,103 | $84.0B | 165.84% | Put |
| 79 | GOOGALPHABET INC | 120,267 | $83.2B | 164.24% | Put |
| 80 | XOPUSDSPDR SERIES TRUST | 2,364,201 | $82.3B | 162.39% | Put |
| 81 | SBUXSTARBUCKS CORP | 1,411,411 | $80.6B | 159.07% | Put |
| 82 | XMESPDR SERIES TRUST | 3,232,001 | $78.9B | 155.68% | Put |
| 83 | MCDMCDONALDS CORP | 637,796 | $76.8B | 151.45% | Put |
| 84 | LYBLYONDELLBASELL INDUSTRIES N | 1,025,300 | $76.3B | 150.56% | Put |
| 85 | SLVISHARES SILVER TRUST | 4,025,745 | $71.9B | 141.91% | Put |
| 86 | URIUNITED RENTALS INC | 1,050,103 | $70.5B | 139.03% | Put |
| 87 | —MONSANTO CO NEW | 677,700 | $70.1B | 138.28% | Put |
| 88 | FFORD MTR CO DEL | 5,544,800 | $69.7B | 137.53% | Put |
| 89 | UALUNITED CONTL HLDGS INC | 1,695,006 | $69.6B | 137.26% | Put |
| 90 | FLRFLUOR CORP NEW | 1,404,300 | $69.2B | 136.56% | Put |
| 91 | UNPUNION PAC CORP | 788,000 | $68.8B | 135.69% | Put |
| 92 | HOUSREALOGY HLDGS CORP | 2,342,800 | $68.0B | 134.16% | Call |
| 93 | ETENERGY TRANSFER EQUITY L P | 4,704,100 | $67.6B | 133.39% | Put |
| 94 | EWYISHARES | 1,294,209 | $67.4B | 132.98% | Put |
| 95 | COSTCOSTCO WHSL CORP NEW | 427,474 | $67.1B | 132.46% | Put |
| 96 | BPBP PLC | 1,860,764 | $66.1B | 130.38% | Put |
| 97 | EBAEBAY INC | 2,818,699 | $66.0B | 130.21% | Put |
| 98 | BUDANHEUSER BUSCH INBEV SA/NV | 499,203 | $65.7B | 129.71% | Put |
| 99 | AAALCOA INC | 7,074,829 | $65.6B | 129.41% | Put |
| 100 | SYMCEURSYMANTEC CORP | 3,192,028 | $65.6B | 129.37% | Put |
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