Parallax Volatility Advisers, L.P. Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$48.5T
Holdings
2,940
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (2,940 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 69,657,901 | $16.4T | 33.87% | Put |
| 2 | IWMISHARES TR | 23,121,739 | $3.2T | 6.56% | Put |
| 3 | EEMISHARES TR | 31,912,301 | $1.3T | 2.59% | Put |
| 4 | —POWERSHARES QQQ TRUST | 9,108,801 | $1.2T | 2.49% | Put |
| 5 | FXIISHARES TR | 30,698,102 | $1.2T | 2.44% | Put |
| 6 | AAPLAPPLE INC | 7,338,300 | $1.1T | 2.17% | Put |
| 7 | TLTISHARES TR | 8,310,901 | $1.0T | 2.07% | Put |
| 8 | EFAISHARES TR | 13,497,201 | $840.7B | 1.73% | Put |
| 9 | GQ9SPDR GOLD TRUST | 5,435,801 | $645.3B | 1.33% | Put |
| 10 | CVSCVS HEALTH CORP | 7,011,300 | $550.4B | 1.14% | Put |
| 11 | HYGISHARES TR | 6,253,801 | $549.0B | 1.13% | Put |
| 12 | —ILG INC | 23,893,445 | $500.8B | 1.03% | Put |
| 13 | ACWIISHARES TR | 6,650,001 | $420.7B | 0.87% | Put |
| 14 | JPMJPMORGAN CHASE & CO | 4,695,741 | $412.5B | 0.85% | Put |
| 15 | CATCATERPILLAR INC DEL | 4,394,948 | $407.7B | 0.84% | Put |
| 16 | TAT&T INC | 9,251,131 | $384.4B | 0.79% | Put |
| 17 | METAFACEBOOK INC | 2,688,692 | $381.9B | 0.79% | Put |
| 18 | —BARCLAYS BK PLC | 24,158,800 | $381.5B | 0.79% | Put |
| 19 | IEFISHARES TR | 3,469,101 | $366.3B | 0.76% | Put |
| 20 | MSFTMICROSOFT CORP | 5,424,700 | $357.3B | 0.74% | Put |
| 21 | BABAALIBABA GROUP HLDG LTD | 3,223,200 | $347.6B | 0.72% | Put |
| 22 | WFCWELLS FARGO & CO NEW | 5,707,613 | $317.7B | 0.66% | Put |
| 23 | EWZISHARES | 8,063,879 | $302.1B | 0.62% | Put |
| 24 | BACBANK AMER CORP | 12,776,900 | $301.4B | 0.62% | Put |
| 25 | BACVERIZON COMMUNICATIONS INC | 5,851,300 | $285.3B | 0.59% | Put |
| 26 | MDLZMONDELEZ INTL INC | 6,540,474 | $281.8B | 0.58% | Put |
| 27 | GWWGRAINGER W W INC | 1,158,450 | $269.6B | 0.56% | Put |
| 28 | GDXVANECK VECTORS ETF TR | 11,693,101 | $266.7B | 0.55% | Put |
| 29 | DISDISNEY WALT CO | 2,348,300 | $266.3B | 0.55% | Put |
| 30 | AMZNAMAZON COM INC | 262,276 | $232.5B | 0.48% | Put |
| 31 | GOOGALPHABET INC | 279,462 | $231.8B | 0.48% | Put |
| 32 | HUMHUMANA INC | 1,118,165 | $230.5B | 0.48% | Put |
| 33 | GMGENERAL MTRS CO | 6,463,165 | $228.5B | 0.47% | Put |
| 34 | UNPUNION PAC CORP | 2,106,100 | $223.1B | 0.46% | Put |
| 35 | XOPUSDSPDR SERIES TRUST | 5,556,001 | $208.0B | 0.43% | Put |
| 36 | USOUNITED STATES OIL FUND LP | 18,276,601 | $194.5B | 0.40% | Put |
| 37 | DWDMORGAN STANLEY | 4,348,200 | $186.3B | 0.38% | Put |
| 38 | FEZSPDR INDEX SHS FDS | 5,116,141 | $186.0B | 0.38% | Put |
| 39 | ENRENERGIZER HLDGS INC NEW | 3,324,957 | $185.4B | 0.38% | Put |
| 40 | TRVCCITIGROUP INC | 3,082,097 | $184.4B | 0.38% | Put |
| 41 | METMETLIFE INC | 3,345,776 | $176.7B | 0.36% | Put |
| 42 | QCOMQUALCOMM INC | 3,049,421 | $174.8B | 0.36% | Put |
| 43 | CSCOCISCO SYS INC | 4,908,300 | $165.9B | 0.34% | Put |
| 44 | IBMINTERNATIONAL BUSINESS MACHS | 907,990 | $158.1B | 0.33% | Put |
| 45 | PRKSSEAWORLD ENTMT INC | 8,464,142 | $154.6B | 0.32% | Put |
| 46 | GEGENERAL ELECTRIC CO | 4,975,000 | $148.3B | 0.31% | Put |
| 47 | UTXZUNITED TECHNOLOGIES CORP | 1,280,500 | $143.7B | 0.30% | Put |
| 48 | FFORD MTR CO DEL | 11,815,242 | $137.5B | 0.28% | Put |
| 49 | AMGNAMGEN INC | 826,700 | $135.6B | 0.28% | Put |
| 50 | GSGOLDMAN SACHS GROUP INC | 583,840 | $134.1B | 0.28% | Put |
| 51 | MDYSPDR S&P MIDCAP 400 ETF TR | 427,381 | $133.5B | 0.28% | Put |
| 52 | MCDMCDONALDS CORP | 1,001,700 | $129.8B | 0.27% | Put |
| 53 | BIDUNBAIDU INC | 713,972 | $123.2B | 0.25% | Put |
| 54 | AALAMERICAN AIRLS GROUP INC | 2,860,800 | $121.0B | 0.25% | Put |
| 55 | COSTCOSTCO WHSL CORP NEW | 717,846 | $120.4B | 0.25% | Put |
| 56 | DALDELTA AIR LINES INC DEL | 2,609,181 | $119.9B | 0.25% | Put |
| 57 | MMM3M CO | 608,600 | $116.4B | 0.24% | Put |
| 58 | BXUSDBLACKSTONE GROUP L P | 3,902,206 | $115.9B | 0.24% | Put |
| 59 | PANWPALO ALTO NETWORKS INC | 1,000,768 | $112.8B | 0.23% | Put |
| 60 | INTCINTEL CORP | 3,088,400 | $111.4B | 0.23% | Put |
| 61 | —ALLERGAN PLC | 465,400 | $111.2B | 0.23% | Put |
| 62 | STZCONSTELLATION BRANDS INC | 685,773 | $111.1B | 0.23% | Put |
| 63 | CMCSACOMCAST CORP NEW | 2,815,275 | $105.8B | 0.22% | Put |
| 64 | AXPAMERICAN EXPRESS CO | 1,300,800 | $102.9B | 0.21% | Put |
| 65 | UPSUNITED PARCEL SERVICE INC | 951,213 | $102.1B | 0.21% | Put |
| 66 | FXECURRENCYSHARES EURO TR | 953,807 | $98.6B | 0.20% | Put |
| 67 | EPIWISDOMTREE TR | 4,037,501 | $97.4B | 0.20% | Put |
| 68 | VVISA INC | 1,094,300 | $97.3B | 0.20% | Put |
| 69 | MUMICRON TECHNOLOGY INC | 3,350,353 | $96.8B | 0.20% | Put |
| 70 | URIUNITED RENTALS INC | 747,879 | $93.5B | 0.19% | Put |
| 71 | —AETNA INC NEW | 732,500 | $93.4B | 0.19% | Put |
| 72 | HCAHCA HOLDINGS INC | 955,700 | $85.0B | 0.18% | Put |
| 73 | NFLXNETFLIX INC | 571,377 | $84.5B | 0.17% | Put |
| 74 | ABXBARRICK GOLD CORP | 4,425,343 | $84.0B | 0.17% | Put |
| 75 | MRKMERCK & CO INC | 1,274,400 | $81.0B | 0.17% | Put |
| 76 | AIGAMERICAN INTL GROUP INC | 1,284,350 | $80.2B | 0.17% | Put |
| 77 | XOMEXXON MOBIL CORP | 950,200 | $77.9B | 0.16% | Put |
| 78 | SLVISHARES SILVER TRUST | 4,477,901 | $77.2B | 0.16% | Put |
| 79 | AVGOBROADCOM LTD | 344,400 | $75.4B | 0.16% | Put |
| 80 | XBISPDR SERIES TRUST | 1,071,973 | $74.3B | 0.15% | Put |
| 81 | NKENIKE INC | 1,327,427 | $74.0B | 0.15% | Put |
| 82 | EBIXEUREBIX INC | 1,186,070 | $72.6B | 0.15% | Put |
| 83 | XLESELECT SECTOR SPDR TR | 1,032,301 | $72.2B | 0.15% | Put |
| 84 | PGPROCTER AND GAMBLE CO | 801,954 | $72.1B | 0.15% | Put |
| 85 | GDGENERAL DYNAMICS CORP | 379,600 | $71.1B | 0.15% | Put |
| 86 | NEMNEWMONT MINING CORP | 2,054,300 | $67.7B | 0.14% | Put |
| 87 | USBUS BANCORP DEL | 1,305,835 | $67.2B | 0.14% | Put |
| 88 | DONSPDR DOW JONES INDL AVRG ETF | 325,396 | $67.1B | 0.14% | Put |
| 89 | FDXFEDEX CORP | 342,100 | $66.8B | 0.14% | Put |
| 90 | —PROSHARES TR II | 468,534 | $66.1B | 0.14% | Put |
| 91 | —POWERSHS DB US DOLLAR INDEX | 2,531,872 | $65.7B | 0.14% | Put |
| 92 | TSLATESLA INC | 233,849 | $65.1B | 0.13% | Put |
| 93 | KMIKINDER MORGAN INC DEL | 2,964,782 | $64.5B | 0.13% | Put |
| 94 | KOCOCA COLA CO | 1,459,600 | $61.9B | 0.13% | Put |
| 95 | DYHTARGET CORP | 1,117,165 | $61.7B | 0.13% | Put |
| 96 | EWAISHARES | 2,707,401 | $61.2B | 0.13% | Put |
| 97 | IYRISHARES TR | 772,186 | $60.6B | 0.13% | Put |
| 98 | CMICUMMINS INC | 397,300 | $60.1B | 0.12% | Put |
| 99 | DEDEERE & CO | 541,900 | $59.0B | 0.12% | Put |
| 100 | FCXFREEPORT-MCMORAN INC | 4,344,885 | $58.0B | 0.12% | Put |
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