Parallax Volatility Advisers, L.P. Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$51.6B
Holdings
2,379
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (2,379 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 69,745,101 | $16.9T | 32694.81% | Put |
| 2 | IWMISHARES TR | 29,177,047 | $4.1T | 7971.19% | Put |
| 3 | —POWERSHARES QQQ TRUST | 11,954,701 | $1.6T | 3190.00% | Put |
| 4 | AAPLAPPLE INC | 11,239,315 | $1.6T | 3138.13% | Put |
| 5 | EEMISHARES TR | 38,075,252 | $1.6T | 3055.27% | Put |
| 6 | HYGISHARES TR | 15,240,501 | $1.3T | 2611.63% | Put |
| 7 | TLTISHARES TR | 8,170,701 | $1.0T | 1981.96% | Put |
| 8 | GQ9SPDR GOLD TRUST | 7,990,114 | $943.0B | 1828.18% | Put |
| 9 | EFAISHARES TR | 12,932,401 | $843.2B | 1634.69% | Put |
| 10 | MSFTMICROSOFT CORP | 10,370,224 | $714.8B | 1385.82% | Put |
| 11 | —ILG INC | 24,701,163 | $679.0B | 1316.44% | Put |
| 12 | IEFISHARES TR | 4,464,501 | $476.0B | 922.74% | Put |
| 13 | AMZNAMAZON COM INC | 479,985 | $464.6B | 900.77% | Put |
| 14 | BABAALIBABA GROUP HLDG LTD | 2,949,034 | $415.5B | 805.57% | Put |
| 15 | —BARCLAYS BK PLC | 31,397,900 | $400.6B | 776.71% | Put |
| 16 | INTCINTEL CORP | 11,357,141 | $383.2B | 742.88% | Put |
| 17 | FXIISHARES TR | 9,505,001 | $377.4B | 731.75% | Put |
| 18 | GOOGALPHABET INC | 394,670 | $358.6B | 695.31% | Put |
| 19 | EWZISHARES | 10,259,401 | $350.3B | 679.04% | Put |
| 20 | BACBANK AMER CORP | 13,148,033 | $319.0B | 618.39% | Put |
| 21 | CATCATERPILLAR INC DEL | 2,771,427 | $297.8B | 577.38% | Put |
| 22 | WFCWELLS FARGO & CO NEW | 5,336,900 | $295.7B | 573.31% | Put |
| 23 | IBMINTERNATIONAL BUSINESS MACHS | 1,903,878 | $292.9B | 567.79% | Put |
| 24 | JPMJPMORGAN CHASE & CO | 3,144,897 | $287.4B | 557.26% | Put |
| 25 | METAFACEBOOK INC | 1,763,074 | $266.2B | 516.06% | Put |
| 26 | AXPAMERICAN EXPRESS CO | 3,137,900 | $264.3B | 512.47% | Put |
| 27 | HUMHUMANA INC | 1,066,600 | $256.6B | 497.56% | Put |
| 28 | GDXVANECK VECTORS ETF TR | 11,471,501 | $253.3B | 491.05% | Put |
| 29 | EWJISHARES INC | 4,714,131 | $252.9B | 490.32% | Put |
| 30 | TRVCCITIGROUP INC | 3,721,500 | $248.9B | 482.53% | Put |
| 31 | TAT&T INC | 6,431,502 | $242.7B | 470.45% | Put |
| 32 | USOUNITED STATES OIL FUND LP | 24,772,901 | $235.3B | 456.25% | Put |
| 33 | EXPEEXPEDIA INC DEL | 1,552,000 | $231.2B | 448.17% | Put |
| 34 | BACVERIZON COMMUNICATIONS INC | 5,002,300 | $223.4B | 433.11% | Put |
| 35 | METMETLIFE INC | 4,006,300 | $220.1B | 426.72% | Put |
| 36 | XLFSELECT SECTOR SPDR TR | 7,799,246 | $192.4B | 373.02% | Put |
| 37 | ABXBARRICK GOLD CORP | 11,614,535 | $184.8B | 358.25% | Put |
| 38 | GMGENERAL MTRS CO | 5,093,352 | $177.9B | 344.91% | Put |
| 39 | MDLZMONDELEZ INTL INC | 3,863,686 | $166.9B | 323.52% | Put |
| 40 | TSLATESLA INC | 456,453 | $165.1B | 320.00% | Put |
| 41 | CSCOCISCO SYS INC | 5,272,000 | $165.0B | 319.91% | Put |
| 42 | QCOMQUALCOMM INC | 2,827,883 | $156.2B | 302.74% | Put |
| 43 | DWDMORGAN STANLEY | 3,449,565 | $153.7B | 298.00% | Put |
| 44 | BIDUNBAIDU INC | 844,640 | $151.1B | 292.88% | Put |
| 45 | NFLXNETFLIX INC | 1,010,512 | $151.0B | 292.70% | Put |
| 46 | FDXFEDEX CORP | 679,500 | $147.7B | 286.30% | Put |
| 47 | CVSCVS HEALTH CORP | 1,833,600 | $147.5B | 286.02% | Put |
| 48 | PRKSSEAWORLD ENTMT INC | 8,952,876 | $145.7B | 282.40% | Put |
| 49 | FEZSPDR INDEX SHS FDS | 3,774,601 | $145.2B | 281.52% | Put |
| 50 | TMUST MOBILE US INC | 2,192,500 | $132.9B | 257.67% | Put |
| 51 | BXUSDBLACKSTONE GROUP L P | 3,953,928 | $131.9B | 255.65% | Put |
| 52 | MDYSPDR S&P MIDCAP 400 ETF TR | 411,075 | $130.6B | 253.13% | Put |
| 53 | UNPUNION PAC CORP | 1,173,198 | $127.8B | 247.72% | Put |
| 54 | EPIWISDOMTREE TR | 5,187,501 | $127.1B | 246.50% | Put |
| 55 | MUMICRON TECHNOLOGY INC | 4,189,973 | $125.1B | 242.56% | Put |
| 56 | GWWGRAINGER W W INC | 677,994 | $122.4B | 237.29% | Put |
| 57 | AALAMERICAN AIRLS GROUP INC | 2,401,100 | $120.8B | 234.24% | Put |
| 58 | ACWIISHARES TR | 1,800,001 | $117.9B | 228.54% | Put |
| 59 | JDJD COM INC | 2,971,786 | $116.6B | 225.96% | Put |
| 60 | PANWPALO ALTO NETWORKS INC | 868,800 | $116.3B | 225.38% | Put |
| 61 | GEGENERAL ELECTRIC CO | 4,284,500 | $115.7B | 224.36% | Put |
| 62 | GSGOLDMAN SACHS GROUP INC | 519,542 | $115.3B | 223.50% | Put |
| 63 | ENRENERGIZER HLDGS INC NEW | 2,390,384 | $114.8B | 222.53% | Put |
| 64 | LVSLAS VEGAS SANDS CORP | 1,786,849 | $114.2B | 221.33% | Put |
| 65 | AIGAMERICAN INTL GROUP INC | 1,803,400 | $112.7B | 218.59% | Put |
| 66 | AWMSKYWORKS SOLUTIONS INC | 1,162,550 | $111.6B | 216.27% | Put |
| 67 | STZCONSTELLATION BRANDS INC | 558,242 | $108.1B | 209.66% | Put |
| 68 | —PROSHARES TR II | 661,181 | $106.6B | 206.72% | Put |
| 69 | XLESELECT SECTOR SPDR TR | 1,633,301 | $106.0B | 205.57% | Put |
| 70 | DALDELTA AIR LINES INC DEL | 1,911,226 | $102.7B | 199.12% | Put |
| 71 | NTESNETEASE INC | 323,633 | $97.3B | 188.62% | Put |
| 72 | AVGOBROADCOM LTD | 414,600 | $96.6B | 187.32% | Put |
| 73 | MRKMERCK & CO INC | 1,500,517 | $96.2B | 186.44% | Put |
| 74 | —DOW CHEM CO | 1,516,326 | $95.6B | 185.40% | Put |
| 75 | —ALLERGAN PLC | 370,700 | $90.1B | 174.70% | Put |
| 76 | CMCSACOMCAST CORP NEW | 2,302,800 | $89.6B | 173.76% | Put |
| 77 | SLVISHARES SILVER TRUST | 5,500,001 | $86.4B | 167.51% | Put |
| 78 | WYNNWYNN RESORTS LTD | 603,937 | $81.0B | 157.03% | Put |
| 79 | MCKMCKESSON CORP | 465,544 | $76.6B | 148.51% | Put |
| 80 | ORCLORACLE CORP | 1,512,079 | $75.8B | 146.99% | Put |
| 81 | CTRPUSDCTRIP COM INTL LTD | 1,349,186 | $72.7B | 140.87% | Put |
| 82 | ULTAULTA BEAUTY INC | 251,597 | $72.3B | 140.15% | Put |
| 83 | FCXFREEPORT-MCMORAN INC | 6,009,747 | $72.2B | 139.93% | Put |
| 84 | GOOGLALPHABET INC | 75,000 | $69.7B | 135.18% | Put |
| 85 | NEMNEWMONT MINING CORP | 2,140,200 | $69.3B | 134.39% | Put |
| 86 | —GRUBHUB INC | 1,585,000 | $69.1B | 133.98% | Put |
| 87 | ESPRESPERION THERAPEUTICS INC NE | 1,471,238 | $68.1B | 132.00% | Put |
| 88 | —AETNA INC NEW | 441,799 | $67.1B | 130.04% | Put |
| 89 | KOCOCA COLA CO | 1,484,511 | $66.6B | 129.08% | Put |
| 90 | GILDGILEAD SCIENCES INC | 918,200 | $65.0B | 126.00% | Put |
| 91 | XMESPDR SERIES TRUST | 2,142,187 | $64.2B | 124.47% | Put |
| 92 | VALEVALE S A | 7,203,650 | $63.0B | 122.20% | Put |
| 93 | DONSPDR DOW JONES INDL AVRG ETF | 294,436 | $62.8B | 121.72% | Put |
| 94 | VMWEURVMWARE INC | 716,575 | $62.6B | 121.46% | Put |
| 95 | AMGNAMGEN INC | 363,500 | $62.6B | 121.38% | Put |
| 96 | UPSUNITED PARCEL SERVICE INC | 564,600 | $62.4B | 121.05% | Put |
| 97 | PYPLPAYPAL HLDGS INC | 1,158,980 | $62.2B | 120.59% | Put |
| 98 | CMICUMMINS INC | 382,600 | $62.1B | 120.33% | Put |
| 99 | CICIGNA CORPORATION | 355,000 | $59.4B | 115.20% | Call |
| 100 | EWAISHARES | 2,707,401 | $58.7B | 113.79% | Put |
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