Parallax Volatility Advisers, L.P. — Q1 2016 13F Holdings

Name: Parallax Volatility Advisers, L.P. — 13F Holdings, Q1 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001521001

Total reported value

$38.6B

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Full holdings list this quarter

Showing top 200 holdings (of 2430 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	31.15%	-0.67%	-12.70%
2	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	7.77%	+1.40%	-8.63%
3	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	3.09%	—	+28.82%
4	MCD	Mcdonald's CORP	Stock-Consumer Disc	2.62%	—	+2878.70%
5	PFE	Pfizer INC	Stock-Healthcare	2.42%	—	+2788.25%
6	AAPL	Apple INC	Stock-Tech	1.99%	-0.31%	+27.52%
7	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	1.66%	+0.80%	-7.40%
8	EWZ	Ishares Msci Brazil ETF	ETF-Other	1.62%	—	-23.27%
9	GLD	Spdr Gold Shares	ETF-Commodities	1.52%	-0.46%	-6.41%
10	✓	Powershares Qqq Trust Ser 1	Stock-Other	1.33%	—	-35.19%
11	T	At&t INC	Stock-Comm Services	1.18%	—	+67.62%
12	META	Meta Platforms Inc-class A	Stock-Comm Services	1.14%	-0.82%	-21.61%
13	AEP	American Electric Power Company, Inc.	Stock-Utilities	1.12%	—	+405.83%
14	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.12%	—	-23.34%
15	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	1.06%	—	+169.25%
16	C	Citigroup INC	Stock-Financials	1.01%	—	+7.78%
17	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	1.01%	-0.10%	+87.24%
18	UTXZ	United Tech CORP	Stock-Other	1.00%	—	+2.53%
19	EFA	Ishares Msci Eafe ETF	ETF-Other	0.84%	—	-64.35%
20	MSFT	Microsoft CORP	Stock-Tech	0.84%	-0.36%	-46.95%
21	INTC	Intel CORP	Stock-Tech	0.68%	—	+22.15%
22	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.65%	-0.73%	+139.09%
23	MS	Morgan Stanley	Stock-Financials	0.65%	-0.10%	-11.75%
24	GS	Goldman Sachs Group INC	Stock-Financials	0.60%	—	-51.67%
25	KO	Coca-cola Co/the	Stock-Consumer Staples	0.60%	—	+13.18%
26	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	Stock-Other	0.56%	—	+57.06%
27	JNJ	Johnson & Johnson	Stock-Healthcare	0.54%	—	+2693.33%
28	AMZN	Amazon.com INC	Stock-Consumer Disc	0.53%	—	-27.81%
29	WFC	Wells Fargo & Co	Stock-Financials	0.51%	-0.14%	-14.11%
30	AAL	American Airlines Group INC	Stock-Industrials	0.49%	—	+27.28%
31	JPM	Jpmorgan Chase & Co	Stock-Financials	0.48%	-0.13%	-49.40%
32	QCOM	Qualcomm INC	Stock-Tech	0.45%	-0.14%	-6.53%
33	UPS	United Parcel Service, Inc.	Stock-Industrials	0.43%	—	+25.33%
34	USB	US Bancorp	Stock-Financials	0.43%	—	+136.91%
35	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	0.43%	—	+2425.50%
36	CSCO	Cisco Systems INC	Stock-Tech	0.42%	—	-12.70%
37	DAL	Delta Air Lines INC	Stock-Industrials	0.38%	—	+48.79%
38	DIS	Walt Disney Co/the	Stock-Comm Services	0.35%	—	+26.49%
39	GM	General Motors Co	Stock-Consumer Disc	0.33%	—	+82.81%
40	XLE	Ss Energy Select Sector	ETF-Other	0.33%	+0.66%	-48.23%
41	IYR	Ishares US Real Estate ETF	ETF-Other	0.32%	—	+251.15%
42	BAC	Bank Of America CORP	Stock-Financials	0.31%	—	+2.06%
43	UPS	United Parcel Service-cl B	Stock-Industrials	0.30%	—	-9.50%
44	CMG	Chipotle Mexican Grill INC	Stock-Consumer Disc	0.30%	-0.17%	-32.40%
45	IBM	Intl Business Machines CORP	Stock-Tech	0.30%	—	-24.67%
46	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.28%	—	-19.68%
47	JD	Jd.com Inc-adr	Stock-Consumer Disc	0.28%	—	+143.19%
48	DXJ	Wisdomtree Japan Hedged Eq	ETF-Other	0.28%	—	-33.81%
49	VZ	Verizon Communications INC	Stock-Comm Services	0.28%	—	-52.71%
50	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.28%	—	+1284.29%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Parallax Volatility Advisers, L.P. for the quarter ending Q1 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MCD	Mcdonald's CORP	+2.5%	+2878.70%	Add
2	PFE	Pfizer INC	+2.3%	+2788.25%	Add
3	EEM	Ishares Msci Emerging Market	+1%	+28.82%	Add
4	AEP	American Electric Power Company, Inc.	+0.9%	+405.83%	Add
5	TLT	Ishares 20+ Year Treasury Bd	+0.7%	+169.25%	Add
6	T	At&t INC	+0.6%	+67.62%	Add
7	AAPL	Apple INC	+0.6%	+27.52%	Add
8	JNJ	Johnson & Johnson	+0.5%	+2693.33%	Add
9	BABA	Alibaba Group Holding-sp Adr	+0.5%	+87.24%	Add
10	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	+0.4%	+2425.50%	Add
11	GOOGL	Alphabet Inc-cl A	+0.4%	+139.09%	Add
12	MDLZ	Mondelez International Inc-a	+0.3%	+1284.29%	Add
13	USB	US Bancorp	+0.3%	+136.91%	Add
14	IYR	Ishares US Real Estate ETF	+0.2%	+251.15%	Add
15	XBI	Ss Spdr S&p Biotech ETF	+0.2%	+953.64%	Add
16	TGT	Target CORP	+0.2%	+161.62%	Add
17	UAL	United Airlines Holdings INC	+0.2%	+285.40%	Add
18	META	Meta Platforms Inc-class A	-0.1%	-21.61%	Trim
19	WFC	Wells Fargo & Co	-0.1%	-14.11%	Trim
20	PEP	Pepsico INC	-0.1%	-50.98%	Trim
21	✓	Yahoo INC	-0.1%	-56.67%	Trim
22	EWW	Ishares Msci Mexico ETF	-0.2%	-98.20%	Trim
23	CRM	Salesforce INC	-0.2%	-74.88%	Trim
24	SYY	Sysco CORP	-0.2%	-64.76%	Trim
25	MU	Micron Technology INC	-0.2%	-67.17%	Trim
26	DXJ	Wisdomtree Japan Hedged Eq	-0.2%	-33.81%	Trim
27	MET	Metlife INC	-0.2%	-60.01%	Trim
28	IBB	Ishares Biotechnology ETF	-0.2%	-93.46%	Trim
29	VZ	Verizon Communications INC	-0.2%	-52.71%	Trim
30	GILD	Gilead Sciences INC	-0.2%	-78.80%	Trim
31	TWTRUSD	Twitter INC	-0.2%	-57.28%	Trim
32	KO	The Coca-Cola Company	-0.2%	-98.14%	Trim
33	DOW	Dow Chem Co	-0.2%	-64.59%	Trim
34	SMHC	VanEck China Semiconductor ETF	-0.2%	-92.74%	Trim
35	MS	Morgan Stanley	-0.2%	-11.75%	Trim
36	XLE	Ss Energy Select Sector	-0.2%	-48.23%	Trim
37	IWM	Ishares Russell 2000 ETF	-0.3%	-8.63%	Trim
38	AMZN	Amazon.com INC	-0.3%	-27.81%	Trim
39	GOF	Guggenheim Strategic Opportunities Fund	-0.3%	-78.75%	Trim
40	EA	Electronic Arts INC	-0.3%	-91.90%	Trim
41	FXI	Ishares China Large-cap ETF	-0.3%	-23.34%	Trim
42	PG	Procter & Gamble Co/the	-0.3%	-69.66%	Trim
43	AXP	American Express Co	-0.3%	-76.18%	Trim
44	JPM	Jpmorgan Chase & Co	-0.5%	-49.40%	Trim
45	✓		-0.6%	-70.11%	Trim
46	✓	Powershares Qqq Trust Ser 1	-0.6%	-35.19%	Trim
47	MSFT	Microsoft CORP	-0.6%	-46.95%	Trim
48	GS	Goldman Sachs Group INC	-0.7%	-51.67%	Trim
49	EFA	Ishares Msci Eafe ETF	-1.4%	-64.35%	Trim
50	SPY	Ss Spdr S&p 500 ETF Trust-us	-1.7%	-12.70%	Trim