Parallax Volatility Advisers, L.P. Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$54.0T
Holdings
2,622
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (2,622 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 76,740,601 | $16.6T | 30.76% | Put |
| 2 | IWMISHARES TR | 32,041,995 | $4.0T | 7.38% | Put |
| 3 | TLTISHARES TR | 16,717,301 | $2.3T | 4.26% | Put |
| 4 | AAPLAPPLE INC | 14,960,543 | $1.7T | 3.13% | Put |
| 5 | GQ9SPDR GOLD TRUST | 12,870,955 | $1.6T | 3.00% | Put |
| 6 | EEMISHARES TR | 33,016,301 | $1.2T | 2.29% | Put |
| 7 | EWZISHARES | 27,807,756 | $938.0B | 1.74% | Put |
| 8 | MSFTMICROSOFT CORP | 14,037,600 | $808.6B | 1.50% | Put |
| 9 | FXIISHARES TR | 15,569,962 | $591.8B | 1.10% | Put |
| 10 | BABAALIBABA GROUP HLDG LTD | 5,516,000 | $583.5B | 1.08% | Put |
| 11 | EFAISHARES TR | 9,839,333 | $581.8B | 1.08% | Put |
| 12 | HYGISHARES TR | 6,475,671 | $565.1B | 1.05% | Put |
| 13 | TAT&T INC | 13,841,234 | $562.1B | 1.04% | Put |
| 14 | PGPROCTER AND GAMBLE CO | 5,364,901 | $481.5B | 0.89% | Put |
| 15 | —POWERSHARES QQQ TRUST | 4,036,101 | $479.2B | 0.89% | Put |
| 16 | TRVCCITIGROUP INC | 9,401,751 | $444.0B | 0.82% | Put |
| 17 | —BARCLAYS BK PLC | 12,840,849 | $437.5B | 0.81% | Put |
| 18 | JPMJPMORGAN CHASE & CO | 6,353,284 | $423.1B | 0.78% | Put |
| 19 | GSGOLDMAN SACHS GROUP INC | 2,377,803 | $383.5B | 0.71% | Put |
| 20 | DISDISNEY WALT CO | 4,060,132 | $377.0B | 0.70% | Put |
| 21 | AMZNAMAZON COM INC | 442,400 | $370.4B | 0.69% | Put |
| 22 | QCOMQUALCOMM INC | 5,072,600 | $347.5B | 0.64% | Put |
| 23 | METAFACEBOOK INC | 2,629,109 | $337.2B | 0.62% | Put |
| 24 | DWDMORGAN STANLEY | 9,360,335 | $300.1B | 0.56% | Put |
| 25 | USOUNITED STATES OIL FUND LP | 26,652,938 | $291.3B | 0.54% | Put |
| 26 | GEGENERAL ELECTRIC CO | 9,378,300 | $277.8B | 0.51% | Put |
| 27 | CMCSACOMCAST CORP NEW | 3,920,300 | $260.1B | 0.48% | Put |
| 28 | GMGENERAL MTRS CO | 8,078,349 | $256.7B | 0.48% | Put |
| 29 | XLISELECT SECTOR SPDR TR | 4,249,501 | $248.1B | 0.46% | Put |
| 30 | UPSUNITED PARCEL SERVICE INC | 2,201,500 | $240.8B | 0.45% | Put |
| 31 | XLESELECT SECTOR SPDR TR | 3,202,001 | $226.1B | 0.42% | Put |
| 32 | IBMINTERNATIONAL BUSINESS MACHS | 1,364,000 | $216.7B | 0.40% | Put |
| 33 | INTCINTEL CORP | 5,620,800 | $212.2B | 0.39% | Put |
| 34 | BACVERIZON COMMUNICATIONS INC | 4,013,107 | $208.6B | 0.39% | Put |
| 35 | COSTCOSTCO WHSL CORP NEW | 1,300,977 | $198.4B | 0.37% | Put |
| 36 | AALAMERICAN AIRLS GROUP INC | 5,247,028 | $192.1B | 0.36% | Put |
| 37 | ORCLORACLE CORP | 4,880,267 | $191.7B | 0.36% | Put |
| 38 | CSCOCISCO SYS INC | 6,020,400 | $191.0B | 0.35% | Put |
| 39 | DXJWISDOMTREE TR | 4,346,501 | $186.5B | 0.35% | Put |
| 40 | DALDELTA AIR LINES INC DEL | 4,524,100 | $178.1B | 0.33% | Put |
| 41 | WFCWELLS FARGO & CO NEW | 3,943,104 | $174.6B | 0.32% | Put |
| 42 | BACBANK AMER CORP | 11,116,600 | $174.0B | 0.32% | Put |
| 43 | NFLXNETFLIX INC | 1,752,711 | $172.7B | 0.32% | Put |
| 44 | HCAHCA HOLDINGS INC | 2,218,064 | $167.8B | 0.31% | Put |
| 45 | NKENIKE INC | 3,150,331 | $165.9B | 0.31% | Put |
| 46 | XLVSELECT SECTOR SPDR TR | 2,200,001 | $158.6B | 0.29% | Put |
| 47 | MDLZMONDELEZ INTL INC | 3,558,170 | $156.2B | 0.29% | Put |
| 48 | HDHOME DEPOT INC | 1,187,300 | $152.8B | 0.28% | Put |
| 49 | TSLATESLA MTRS INC | 737,695 | $150.5B | 0.28% | Put |
| 50 | EWWISHARES | 3,024,553 | $146.6B | 0.27% | Put |
| 51 | XLUSELECT SECTOR SPDR TR | 2,904,801 | $142.3B | 0.26% | Put |
| 52 | CATCATERPILLAR INC DEL | 1,600,419 | $142.1B | 0.26% | Put |
| 53 | GDXVANECK VECTORS ETF TR | 5,314,570 | $140.5B | 0.26% | Put |
| 54 | XOMEXXON MOBIL CORP | 1,535,400 | $134.0B | 0.25% | Put |
| 55 | XLFSELECT SECTOR SPDR TR | 6,816,501 | $131.6B | 0.24% | Put |
| 56 | EWAISHARES | 6,288,971 | $131.4B | 0.24% | Put |
| 57 | XBISPDR SERIES TRUST | 1,938,303 | $128.5B | 0.24% | Put |
| 58 | WMTWAL-MART STORES INC | 1,719,000 | $124.0B | 0.23% | Put |
| 59 | 4I1PHILIP MORRIS INTL INC | 1,227,283 | $119.3B | 0.22% | Put |
| 60 | BIDUNBAIDU INC | 650,487 | $118.4B | 0.22% | Put |
| 61 | EAELECTRONIC ARTS INC | 1,372,400 | $117.2B | 0.22% | Put |
| 62 | GWWGRAINGER W W INC | 517,501 | $116.4B | 0.22% | Put |
| 63 | ABXBARRICK GOLD CORP | 6,305,800 | $111.7B | 0.21% | Put |
| 64 | PEPPEPSICO INC | 996,800 | $108.4B | 0.20% | Put |
| 65 | HOUSREALOGY HLDGS CORP | 4,057,600 | $104.9B | 0.19% | Put |
| 66 | URIUNITED RENTALS INC | 1,315,938 | $103.3B | 0.19% | Put |
| 67 | ENRENERGIZER HLDGS INC NEW | 2,038,578 | $101.8B | 0.19% | Put |
| 68 | EPIWISDOMTREE TR | 4,687,501 | $101.3B | 0.19% | Put |
| 69 | MCDMCDONALDS CORP | 875,499 | $101.0B | 0.19% | Put |
| 70 | JDJD COM INC | 3,838,343 | $100.1B | 0.19% | Put |
| 71 | KMIKINDER MORGAN INC DEL | 4,279,691 | $99.0B | 0.18% | Put |
| 72 | KOCOCA COLA CO | 2,312,089 | $97.8B | 0.18% | Put |
| 73 | DEDEERE & CO | 1,139,512 | $97.3B | 0.18% | Put |
| 74 | MUMICRON TECHNOLOGY INC | 5,445,500 | $96.8B | 0.18% | Put |
| 75 | SLVISHARES SILVER TRUST | 5,255,445 | $95.6B | 0.18% | Put |
| 76 | DHRDANAHER CORP DEL | 1,200,300 | $94.1B | 0.17% | Put |
| 77 | LYBLYONDELLBASELL INDUSTRIES N | 1,135,700 | $91.6B | 0.17% | Put |
| 78 | WBAWALGREENS BOOTS ALLIANCE INC | 1,121,567 | $90.4B | 0.17% | Put |
| 79 | —CARDTRONICS PLC | 2,017,471 | $90.0B | 0.17% | Put |
| 80 | EWYISHARES | 1,537,971 | $89.4B | 0.17% | Put |
| 81 | MDYSPDR S&P MIDCAP 400 ETF TR | 315,301 | $89.0B | 0.16% | Put |
| 82 | SBUXSTARBUCKS CORP | 1,641,715 | $88.9B | 0.16% | Put |
| 83 | UTXZUNITED TECHNOLOGIES CORP | 871,100 | $88.5B | 0.16% | Put |
| 84 | XOPUSDSPDR SERIES TRUST | 2,208,496 | $84.9B | 0.16% | Put |
| 85 | —POWERSHS DB US DOLLAR INDEX | 3,425,001 | $84.5B | 0.16% | Call |
| 86 | BUDANHEUSER BUSCH INBEV SA/NV | 643,200 | $84.5B | 0.16% | Put |
| 87 | SLBSCHLUMBERGER LTD | 1,008,000 | $79.3B | 0.15% | Put |
| 88 | GOOGALPHABET INC | 101,900 | $79.2B | 0.15% | Put |
| 89 | AXPAMERICAN EXPRESS CO | 1,209,700 | $77.5B | 0.14% | Put |
| 90 | CMICUMMINS INC | 597,320 | $76.5B | 0.14% | Put |
| 91 | BABOEING CO | 563,200 | $74.2B | 0.14% | Put |
| 92 | FDXFEDEX CORP | 422,700 | $73.8B | 0.14% | Put |
| 93 | —MONSANTO CO NEW | 713,500 | $72.9B | 0.14% | Put |
| 94 | NEMNEWMONT MINING CORP | 1,845,969 | $72.5B | 0.13% | Put |
| 95 | —PROSHARES TR II | 990,584 | $72.5B | 0.13% | Put |
| 96 | DYHTARGET CORP | 1,029,800 | $70.7B | 0.13% | Put |
| 97 | PFEPFIZER INC | 1,993,500 | $67.5B | 0.13% | Put |
| 98 | TXNTEXAS INSTRS INC | 953,600 | $66.9B | 0.12% | Put |
| 99 | —INTERVAL LEISURE GROUP INC | 3,835,500 | $65.9B | 0.12% | Put |
| 100 | FFORD MTR CO DEL | 5,346,568 | $64.5B | 0.12% | Put |
Page 1 of 27Next