Parallax Volatility Advisers, L.P. Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$74.4B

Holdings

2,605

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (2,605 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
117,064,709$30.8T41424.02%Put
2
IWMISHARES TR
40,206,190$6.1T8208.69%Put
3
METAFACEBOOK INC
15,749,333$2.5T3384.04%Put
4
EFAISHARES TR
31,623,591$2.2T2963.07%Put
5
POWERSHARES QQQ TRUST
13,515,701$2.2T2910.28%Put
6
AAPLAPPLE INC
12,719,087$2.1T2869.59%Put
7
MSFTMICROSOFT CORP
15,393,409$1.4T1889.24%Put
8
AMZNAMAZON COM INC
948,932$1.4T1846.84%Put
9
EEMISHARES TR
25,499,502$1.2T1655.48%Put
10
HYGISHARES TR
11,236,101$962.3B1293.94%Put
11
MUMICRON TECHNOLOGY INC
17,340,943$904.2B1215.81%Put
12
TLTISHARES TR
7,218,582$879.9B1183.26%Put
13
BARCLAYS BK PLC
18,538,528$877.1B1179.38%Put
14
GQ9SPDR GOLD TRUST
6,689,421$841.5B1131.51%Put
15
IEFISHARES TR
5,863,901$605.1B813.67%Put
16
BACBANK AMER CORP
20,137,829$603.9B812.10%Put
17
INTCINTEL CORP
11,436,405$595.6B800.91%Put
18
ILG INC
17,679,398$550.0B739.59%Put
19
BABAALIBABA GROUP HLDG LTD
2,834,855$520.3B699.66%Put
20
TRVCCITIGROUP INC
7,132,297$481.4B647.38%Put
21
WFCWELLS FARGO CO NEW
8,654,018$453.6B609.90%Put
22
CSCOCISCO SYS INC
9,826,900$421.5B566.75%Put
23
IBMINTERNATIONAL BUSINESS MACHS
2,461,058$377.6B507.75%Put
24
XLUSELECT SECTOR SPDR TR
7,361,487$372.0B500.19%Put
25
JPMJPMORGAN CHASE & CO
3,127,720$344.0B462.52%Put
26
NFLXNETFLIX INC
1,013,930$299.5B402.69%Put
27
GOOGALPHABET INC
262,772$271.1B364.58%Put
28
LVSLAS VEGAS SANDS CORP
3,624,036$260.6B350.39%Put
29
TAT&T INC
7,276,426$259.4B348.82%Put
30
HDHOME DEPOT INC
1,347,466$240.2B322.96%Put
31
PRKSSEAWORLD ENTMT INC
15,862,020$235.2B316.32%Put
32
NVDANVIDIA CORP
1,006,622$233.1B313.48%Put
33
WMTWALMART INC
2,594,200$230.8B310.36%Put
34
UTXZUNITED TECHNOLOGIES CORP
1,779,700$223.9B301.11%Put
35
ORCLORACLE CORP
4,763,221$217.9B293.03%Put
36
EWJISHARES INC
3,531,778$214.3B288.18%Put
37
FDXFEDEX CORP
880,925$211.5B284.43%Put
38
USOUNITED STATES OIL FUND LP
15,152,601$198.3B266.72%Put
39
BIDUNBAIDU INC
883,260$197.1B265.09%Put
40
SBUXSTARBUCKS CORP
3,275,673$189.6B254.99%Put
41
BACVERIZON COMMUNICATIONS INC
3,650,100$174.5B234.71%Put
42
MDLZMONDELEZ INTL INC
4,088,295$170.6B229.41%Put
43
DEDEERE & CO
1,090,335$169.4B227.72%Put
44
DWDMORGAN STANLEY
3,061,461$165.2B222.14%Put
45
PYPLPAYPAL HLDGS INC
2,116,483$160.6B215.93%Put
46
DISDISNEY WALT CO
1,580,025$158.7B213.40%Put
47
FXIISHARES TR
3,227,791$152.5B205.04%Put
48
BXUSDBLACKSTONE GROUP L P
4,544,365$145.2B195.24%Put
49
COSTCOSTCO WHSL CORP NEW
768,967$144.9B194.84%Put
50
MDTMEDTRONIC PLC
1,792,900$143.8B193.40%Put
51
XBISPDR SERIES TRUST
1,617,503$141.9B190.82%Put
52
VVISA INC
1,181,860$141.4B190.10%Put
53
VMWEURVMWARE INC
1,116,102$135.3B182.00%Put
54
KOCOCA COLA CO
3,091,800$134.3B180.56%Put
55
CATCATERPILLAR INC DEL
896,000$132.1B177.57%Put
56
NKENIKE INC
1,948,759$129.5B174.11%Put
57
DOWDUPONT INC
2,017,495$128.5B172.84%Put
58
EWZISHARES INC
2,838,000$127.4B171.27%Put
59
WYNNWYNN RESORTS LTD
672,035$122.5B164.79%Put
60
QCOMQUALCOMM INC
2,155,700$119.4B160.62%Put
61
AVGOBROADCOM LTD
503,143$118.6B159.44%Put
62
SMHVANECK VECTORS ETF TR
1,102,501$115.0B154.60%Put
63
MCDMCDONALDS CORP
731,656$114.4B153.85%Put
64
EMBISHARES TR
1,000,001$112.8B151.71%Put
65
DONSPDR DOW JONES INDL AVRG ETF
455,145$109.9B147.74%Put
66
UNPUNION PAC CORP
737,155$99.1B133.25%Put
67
SNAPSNAP INC
6,002,966$95.3B128.11%Put
68
GSGOLDMAN SACHS GROUP INC
376,590$94.8B127.54%Put
69
JDJD COM INC
2,331,526$94.4B126.95%Put
70
XOPUSDSPDR SERIES TRUST
2,668,428$94.0B126.38%Put
71
CVXCHEVRON CORP NEW
818,200$93.3B125.47%Put
72
UNGUSDUNITED STATES NATL GAS FUND
4,095,723$92.4B124.20%Put
73
XOMEXXON MOBIL CORP
1,230,700$91.8B123.47%Put
74
MGMMGM RESORTS INTERNATIONAL
2,609,996$91.4B122.91%Put
75
PGPROCTER AND GAMBLE CO
1,124,898$89.2B119.92%Put
76
MONSANTO CO NEW
760,000$88.7B119.25%Put
77
KHCKRAFT HEINZ CO
1,282,098$79.9B107.39%Put
78
GDXVANECK VECTORS ETF TR
3,594,788$79.0B106.25%Put
79
MAMASTERCARD INCORPORATED
450,000$78.8B105.99%Put
80
AXPAMERICAN EXPRESS CO
824,200$76.9B103.38%Put
81
PFEPFIZER INC
2,122,200$75.3B101.28%Put
82
EAELECTRONIC ARTS INC
606,256$73.5B98.84%Put
83
MACMACERICH CO
1,306,775$73.2B98.44%Put
84
AMGNAMGEN INC
420,100$71.6B96.30%Put
85
PEPPEPSICO INC
622,867$68.0B91.42%Put
86
LVLNSPDR SERIES TRUST
1,122,892$67.8B91.18%Call
87
CMCSACOMCAST CORP NEW
1,959,030$66.9B90.02%Put
88
CTRPUSDCTRIP COM INTL LTD
1,424,867$66.4B89.33%Put
89
TSNTYSON FOODS INC
879,175$64.3B86.53%Put
90
TWTRUSDTWITTER INC
2,215,569$64.3B86.43%Put
91
JNJJOHNSON & JOHNSON
490,100$62.8B84.45%Put
92
TEVATEVA PHARMACEUTICAL INDS LTD
3,653,844$62.4B83.97%Put
93
SLVISHARES SILVER TRUST
3,968,092$61.1B82.22%Put
94
AMDADVANCED MICRO DEVICES INC
6,021,500$60.5B81.38%Put
95
ADBEADOBE SYS INC
278,293$60.1B80.86%Put
96
BRK/BBERKSHIRE HATHAWAY INC DEL
297,000$59.2B79.67%Put
97
TSSTOTAL SYS SVCS INC
680,100$58.7B78.89%Call
98
BMYBRISTOL MYERS SQUIBB CO
919,700$58.2B78.22%Put
99
TSLATESLA INC
217,376$57.9B77.79%Put
100
ABXBARRICK GOLD CORP
4,488,313$55.9B75.14%Put
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