Parallax Volatility Advisers, L.P. Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$60.6T
Holdings
2,399
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (2,399 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 90,854,501 | $22.8T | 37.64% | Put |
| 2 | IWMISHARES TR | 30,868,901 | $4.6T | 7.54% | Put |
| 3 | —POWERSHARES QQQ TRUST | 20,683,677 | $3.0T | 4.96% | Put |
| 4 | AAPLAPPLE INC | 14,043,563 | $2.2T | 3.57% | Put |
| 5 | EFAISHARES TR | 25,757,217 | $1.8T | 2.91% | Put |
| 6 | EEMISHARES TR | 32,699,201 | $1.5T | 2.42% | Put |
| 7 | GQ9SPDR GOLD TRUST | 6,825,801 | $829.9B | 1.37% | Put |
| 8 | HYGISHARES TR | 8,782,501 | $779.5B | 1.29% | Put |
| 9 | TLTISHARES TR | 5,350,401 | $667.5B | 1.10% | Put |
| 10 | —ILG INC | 24,074,838 | $643.5B | 1.06% | Put |
| 11 | IEFISHARES TR | 5,182,601 | $552.0B | 0.91% | Put |
| 12 | TRVCCITIGROUP INC | 6,835,561 | $497.2B | 0.82% | Put |
| 13 | BABAALIBABA GROUP HLDG LTD | 2,868,600 | $495.4B | 0.82% | Put |
| 14 | AMZNAMAZON COM INC | 488,134 | $469.3B | 0.77% | Put |
| 15 | BACBANK AMER CORP | 17,496,558 | $443.4B | 0.73% | Put |
| 16 | HDHOME DEPOT INC | 2,534,100 | $414.5B | 0.68% | Put |
| 17 | WFCWELLS FARGO CO NEW | 7,457,490 | $411.3B | 0.68% | Put |
| 18 | MSFTMICROSOFT CORP | 4,620,019 | $344.1B | 0.57% | Put |
| 19 | METAFACEBOOK INC | 2,002,723 | $342.2B | 0.56% | Put |
| 20 | GDXVANECK VECTORS ETF TR | 13,869,767 | $318.4B | 0.53% | Put |
| 21 | IBMINTERNATIONAL BUSINESS MACHS | 2,125,373 | $308.4B | 0.51% | Put |
| 22 | LQDISHARES TR | 2,516,173 | $305.0B | 0.50% | Put |
| 23 | FXIISHARES TR | 6,455,001 | $284.3B | 0.47% | Put |
| 24 | USOUNITED STATES OIL FUND LP | 27,206,688 | $283.8B | 0.47% | Put |
| 25 | JPMJPMORGAN CHASE & CO | 2,878,700 | $274.9B | 0.45% | Put |
| 26 | —BARCLAYS BK PLC | 6,674,425 | $261.6B | 0.43% | Put |
| 27 | INTCINTEL CORP | 6,649,100 | $253.2B | 0.42% | Put |
| 28 | NVDANVIDIA CORP | 1,366,635 | $244.3B | 0.40% | Put |
| 29 | CATCATERPILLAR INC DEL | 1,955,400 | $243.9B | 0.40% | Put |
| 30 | TAT&T INC | 6,109,500 | $239.3B | 0.39% | Put |
| 31 | EWJISHARES INC | 4,193,750 | $233.6B | 0.39% | Put |
| 32 | FEZSPDR INDEX SHS FDS | 5,600,001 | $231.0B | 0.38% | Put |
| 33 | AXPAMERICAN EXPRESS CO | 2,546,600 | $230.4B | 0.38% | Put |
| 34 | EWZISHARES INC | 5,388,551 | $224.7B | 0.37% | Put |
| 35 | AVGOBROADCOM LTD | 908,062 | $220.2B | 0.36% | Put |
| 36 | JDJD COM INC | 5,597,908 | $213.8B | 0.35% | Put |
| 37 | DWDMORGAN STANLEY | 4,426,297 | $213.2B | 0.35% | Put |
| 38 | EXPEEXPEDIA INC DEL | 1,453,500 | $209.2B | 0.35% | Put |
| 39 | CSCOCISCO SYS INC | 5,877,500 | $197.7B | 0.33% | Put |
| 40 | BIDUNBAIDU INC | 782,200 | $193.7B | 0.32% | Put |
| 41 | MUMICRON TECHNOLOGY INC | 4,778,730 | $187.9B | 0.31% | Put |
| 42 | —POWERSHS DB US DOLLAR INDEX | 7,590,872 | $183.5B | 0.30% | Put |
| 43 | —PROSHARES TR II | 1,896,175 | $177.8B | 0.29% | Put |
| 44 | IYRISHARES TR | 2,173,899 | $173.7B | 0.29% | Put |
| 45 | XOMEXXON MOBIL CORP | 2,095,000 | $171.7B | 0.28% | Put |
| 46 | GMGENERAL MTRS CO | 4,228,800 | $170.8B | 0.28% | Put |
| 47 | TSLATESLA INC | 498,500 | $170.0B | 0.28% | Put |
| 48 | XOPUSDSPDR SERIES TRUST | 4,810,101 | $164.0B | 0.27% | Put |
| 49 | PRKSSEAWORLD ENTMT INC | 11,702,150 | $152.0B | 0.25% | Put |
| 50 | —DOWDUPONT INC | 2,170,986 | $150.3B | 0.25% | Put |
| 51 | FXECURRENCYSHARES EURO TR | 1,274,224 | $145.4B | 0.24% | Put |
| 52 | UNPUNION PAC CORP | 1,227,850 | $142.4B | 0.23% | Put |
| 53 | GEGENERAL ELECTRIC CO | 5,844,400 | $141.3B | 0.23% | Put |
| 54 | ABXBARRICK GOLD CORP | 8,677,705 | $139.6B | 0.23% | Put |
| 55 | BXUSDBLACKSTONE GROUP L P | 4,175,535 | $139.3B | 0.23% | Put |
| 56 | AALAMERICAN AIRLS GROUP INC | 2,834,700 | $134.6B | 0.22% | Put |
| 57 | DONSPDR DOW JONES INDL AVRG ETF | 601,140 | $134.5B | 0.22% | Put |
| 58 | —GRUBHUB INC | 2,482,500 | $130.7B | 0.22% | Put |
| 59 | LNWOSCIENTIFIC GAMES CORP | 2,833,000 | $129.9B | 0.21% | Put |
| 60 | TMUST MOBILE US INC | 2,060,873 | $127.1B | 0.21% | Put |
| 61 | GSGOLDMAN SACHS GROUP INC | 533,085 | $126.4B | 0.21% | Put |
| 62 | NRANRG ENERGY INC | 4,845,985 | $124.0B | 0.20% | Put |
| 63 | METMETLIFE INC | 2,370,778 | $123.2B | 0.20% | Put |
| 64 | PYPLPAYPAL HLDGS INC | 1,900,944 | $121.7B | 0.20% | Put |
| 65 | ORCLORACLE CORP | 2,512,700 | $121.5B | 0.20% | Put |
| 66 | MDYSPDR S&P MIDCAP 400 ETF TR | 364,401 | $118.9B | 0.20% | Put |
| 67 | XLFSELECT SECTOR SPDR TR | 4,511,874 | $116.7B | 0.19% | |
| 68 | STZCONSTELLATION BRANDS INC | 533,198 | $106.3B | 0.18% | Put |
| 69 | QCOMQUALCOMM INC | 2,048,565 | $106.2B | 0.18% | Put |
| 70 | DISDISNEY WALT CO | 1,077,090 | $106.2B | 0.18% | Put |
| 71 | BACVERIZON COMMUNICATIONS INC | 2,040,842 | $101.0B | 0.17% | Put |
| 72 | CVSCVS HEALTH CORP | 1,204,300 | $97.9B | 0.16% | Put |
| 73 | DALDELTA AIR LINES INC DEL | 1,991,106 | $96.0B | 0.16% | Put |
| 74 | CTRPUSDCTRIP COM INTL LTD | 1,788,593 | $94.3B | 0.16% | Put |
| 75 | XLESELECT SECTOR SPDR TR | 1,346,301 | $92.2B | 0.15% | Put |
| 76 | EPIWISDOMTREE TR | 3,632,501 | $91.4B | 0.15% | Put |
| 77 | RIORIO TINTO PLC | 1,935,067 | $91.3B | 0.15% | Put |
| 78 | ACWIISHARES TR | 1,300,001 | $89.5B | 0.15% | Put |
| 79 | LVLNSPDR SERIES TRUST | 1,555,669 | $88.3B | 0.15% | Put |
| 80 | VVISA INC | 836,600 | $88.0B | 0.15% | Put |
| 81 | GOOGALPHABET INC | 91,724 | $88.0B | 0.15% | Put |
| 82 | SLVISHARES SILVER TRUST | 5,380,001 | $84.7B | 0.14% | Put |
| 83 | FDXFEDEX CORP | 373,000 | $84.1B | 0.14% | Put |
| 84 | FCXFREEPORT-MCMORAN INC | 5,914,700 | $83.0B | 0.14% | Put |
| 85 | XHBSPDR SERIES TRUST | 2,000,001 | $79.6B | 0.13% | Call |
| 86 | GOOGLALPHABET INC | 79,000 | $76.9B | 0.13% | Put |
| 87 | SMHVANECK VECTORS ETF TR | 811,650 | $75.7B | 0.12% | Put |
| 88 | EWYISHARES INC | 1,089,983 | $75.3B | 0.12% | Put |
| 89 | UPSUNITED PARCEL SERVICE INC | 626,600 | $75.2B | 0.12% | Put |
| 90 | GILDGILEAD SCIENCES INC | 869,837 | $70.5B | 0.12% | Put |
| 91 | MRKMERCK & CO INC | 1,076,876 | $69.0B | 0.11% | Put |
| 92 | AIGAMERICAN INTL GROUP INC | 1,103,018 | $67.7B | 0.11% | Put |
| 93 | EWPISHARES INC | 2,000,001 | $67.5B | 0.11% | Put |
| 94 | BKNGPRICELINE GRP INC | 36,758 | $67.3B | 0.11% | Put |
| 95 | GWWGRAINGER W W INC | 370,993 | $66.7B | 0.11% | Put |
| 96 | USX1UNITED STATES STL CORP NEW | 2,553,800 | $65.5B | 0.11% | Put |
| 97 | PANWPALO ALTO NETWORKS INC | 453,140 | $65.3B | 0.11% | Put |
| 98 | VALEVALE S A | 6,302,319 | $63.5B | 0.10% | Put |
| 99 | NFLXNETFLIX INC | 340,747 | $61.8B | 0.10% | Put |
| 100 | URIUNITED RENTALS INC | 443,600 | $61.5B | 0.10% | Put |
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