Parallax Volatility Advisers, L.P. — Q2 2016 13F Holdings

Name: Parallax Volatility Advisers, L.P. — 13F Holdings, Q2 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 2483 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	24.27%	-0.67%	-15.07%
2	IWM	Ishares Russell 2000 ETF	ETF-Small Cap	8.20%	+1.40%	+12.79%
3	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	4.80%	—	+374.37%
4	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	3.87%	—	+38.73%
5	AAPL	Apple INC	Stock-Tech	3.59%	-0.31%	+129.29%
6	GLD	Spdr Gold Shares	ETF-Commodities	3.57%	-0.46%	+142.62%
7	EWZ	Ishares Msci Brazil ETF	ETF-Other	1.92%	—	+14.32%
8	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	1.88%	+0.80%	+21.89%
9	T	At&t INC	Stock-Comm Services	1.43%	—	+22.18%
10	✓	Powershares Qqq Trust Ser 1	Stock-Other	1.27%	—	+7.82%
11	BABA	Alibaba Group Holding-sp Adr	Stock-Consumer Disc	1.21%	-0.10%	+32.57%
12	AMZN	Amazon.com INC	Stock-Consumer Disc	1.11%	—	+91.50%
13	FXI	Ishares China Large-cap ETF	ETF-Emerging Markets	1.08%	—	+6.24%
14	C	Citigroup INC	Stock-Financials	0.98%	—	+5.85%
15	MSFT	Microsoft CORP	Stock-Tech	0.95%	-0.36%	+35.89%
16	EFA	Ishares Msci Eafe ETF	ETF-Other	0.83%	—	+13.01%
17	ABBV	Abbvie INC	Stock-Healthcare	0.81%	—	+8488.05%
18	DIS	Walt Disney Co/the	Stock-Comm Services	0.79%	—	+159.00%
19	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.77%	—	-22.97%
20	MS	Morgan Stanley	Stock-Financials	0.65%	-0.10%	+8.48%
21	GS	Goldman Sachs Group INC	Stock-Financials	0.60%	—	+17.41%
22	XLI	Ss Industrial Select Sector	ETF-Other	0.60%	—	+320.63%
23	TSLA	Tesla INC	Stock-Consumer Disc	0.59%	-1.97%	+310.62%
24	IBM	Intl Business Machines CORP	Stock-Tech	0.56%	—	+107.32%
25	ORCL	Oracle CORP	Stock-Tech	0.54%	-0.22%	+152.46%
26	META	Meta Platforms Inc-class A	Stock-Comm Services	0.53%	-0.82%	-48.45%
27	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	Stock-Other	0.52%	—	+31.73%
28	AAL	American Airlines Group INC	Stock-Industrials	0.51%	—	+67.67%
29	UPS	United Parcel Service-cl B	Stock-Industrials	0.47%	—	+67.78%
30	JPM	Jpmorgan Chase & Co	Stock-Financials	0.47%	-0.13%	+2.00%
31	UPS	United Parcel Service, Inc.	Stock-Industrials	0.46%	—	-1.00%
32	DAL	Delta Air Lines INC	Stock-Industrials	0.44%	—	+70.17%
33	CSCO	Cisco Systems INC	Stock-Tech	0.44%	—	+13.86%
34	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.42%	—	+54.74%
35	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.42%	—	+119.11%
36	WFC	Wells Fargo & Co	Stock-Financials	0.41%	-0.14%	-8.58%
37	CAT	Caterpillar INC	Stock-Industrials	0.39%	—	+58.65%
38	STZ	Constellation Brands Inc-a	Stock-Consumer Staples	0.38%	—	+346.60%
39	GOF	Guggenheim Strategic Opportunities Fund	Stock-Other	0.37%	—	+424.70%
40	UTXZ	United Tech CORP	Stock-Other	0.35%	—	-61.78%
41	QCOM	Qualcomm INC	Stock-Tech	0.35%	-0.14%	-17.37%
42	INTC	Intel CORP	Stock-Tech	0.33%	—	-46.42%
43	MDLZ	Mondelez International Inc-a	Stock-Consumer Staples	0.32%	—	+13.75%
44	KO	Coca-cola Co/the	Stock-Consumer Staples	0.31%	—	-41.82%
45	GDX	Vaneck Gold Miners ETF	ETF-Commodities	0.30%	+0.47%	—
46	BAC	Bank Of America CORP	Stock-Financials	0.30%	—	+6.55%
47	VZ	Verizon Communications INC	Stock-Comm Services	0.29%	—	+13.71%
48	GM	General Motors Co	Stock-Consumer Disc	0.27%	—	+0.51%
49	NFLX	Netflix INC	Stock-Comm Services	0.27%	—	+265.68%
50	XOM	Exxon Mobil CORP	Stock-Energy	0.26%	—	+30.60%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Parallax Volatility Advisers, L.P. for the quarter ending Q2 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	TLT	Ishares 20+ Year Treasury Bd	+3.7%	+374.37%	Add
2	GLD	Spdr Gold Shares	+2.1%	+142.62%	Add
3	AAPL	Apple INC	+1.6%	+129.29%	Add
4	ABBV	Abbvie INC	+0.8%	+8488.05%	Add
5	EEM	Ishares Msci Emerging Market	+0.8%	+38.73%	Add
6	AMZN	Amazon.com INC	+0.6%	+91.50%	Add
7	DIS	Walt Disney Co/the	+0.4%	+159.00%	Add
8	XLI	Ss Industrial Select Sector	+0.4%	+320.63%	Add
9	IWM	Ishares Russell 2000 ETF	+0.4%	+12.79%	Add
10	TSLA	Tesla INC	+0.4%	+310.62%	Add
11	EWZ	Ishares Msci Brazil ETF	+0.3%	+14.32%	Add
12	ORCL	Oracle CORP	+0.3%	+152.46%	Add
13	STZ	Constellation Brands Inc-a	+0.3%	+346.60%	Add
14	GOF	Guggenheim Strategic Opportunities Fund	+0.3%	+424.70%	Add
15	IBM	Intl Business Machines CORP	+0.3%	+107.32%	Add
16	T	At&t INC	+0.3%	+22.18%	Add
17	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	+0.2%	+21.89%	Add
18	XLU	St Sr Utl Sl Se Spdr Etf-usd	+0.2%	+119.11%	Add
19	BABA	Alibaba Group Holding-sp Adr	+0.2%	+32.57%	Add
20	IBB	Ishares Biotechnology ETF	+0.2%	+2355.74%	Add
21	ATVIEUR	Activision Blizzard INC	+0.2%	+741.12%	Add
22	XLY	Ss Consumer Disc Select Sect	+0.2%	+8936.38%	Add
23	NFLX	Netflix INC	+0.2%	+265.68%	Add
24	BIDU	Baidu INC - Spon Adr	+0.2%	+594.19%	Add
25	UPS	United Parcel Service-cl B	+0.2%	+67.78%	Add
26	XLV	Ss Health Care Select Sector	+0.2%	+191.16%	Add
27	CMCSA	Comcast Corp-class A	+0.1%	+54.74%	Add
28	BA	Boeing Co/the	+0.1%	+184.61%	Add
29	LYB	LyondellBasell Industries N.V.	+0.1%	+1603.16%	Add
30	XME	Ss Spdr S&p Metals Mining	+0.1%	+571.93%	Add
31	CMI	Cummins INC	+0.1%	+227.23%	Add
32	CAT	Caterpillar INC	+0.1%	+58.65%	Add
33	MSFT	Microsoft CORP	+0.1%	+35.89%	Add
34	IYR	Ishares US Real Estate ETF	-0.2%	-74.36%	Trim
35	CMG	Chipotle Mexican Grill INC	-0.3%	-81.69%	Trim
36	KO	Coca-cola Co/the	-0.3%	-41.82%	Trim
37	USB	US Bancorp	-0.3%	-75.67%	Trim
38	INTC	Intel CORP	-0.4%	-46.42%	Trim
39	AEP	American Electric Power Company, Inc.	-0.4%	-22.97%	Trim
40	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	-0.4%	-95.08%	Trim
41	JNJ	Johnson & Johnson	-0.4%	-77.85%	Trim
42	GOOGL	Alphabet Inc-cl A	-0.6%	-89.72%	Trim
43	META	Meta Platforms Inc-class A	-0.6%	-48.45%	Trim
44	UTXZ	United Tech CORP	-0.7%	-61.78%	Trim
45	PFE	Pfizer INC	-2.2%	-92.28%	Trim
46	MCD	Mcdonald's CORP	-2.5%	-93.28%	Trim
47	SPY	Ss Spdr S&p 500 ETF Trust-us	-6.9%	-15.07%	Trim
48	GDX	Vaneck Gold Miners ETF	—	NEW	New buy
49	ENR	Energizer Holdings INC	—	NEW	New buy
50	SMHC	VanEck China Semiconductor ETF	—	EXIT	Sold out