Parallax Volatility Advisers, L.P. Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$51.1T
Holdings
2,703
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (2,703 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 49,109,345 | $11.0T | 21.49% | Put |
| 2 | IWMISHARES TR | 33,626,506 | $4.5T | 8.88% | Put |
| 3 | AAPLAPPLE INC | 24,238,711 | $2.8T | 5.50% | Put |
| 4 | —ALLERGAN PLC | 12,445,900 | $2.6T | 5.12% | Put |
| 5 | —POWERSHARES QQQ TRUST | 10,042,228 | $1.2T | 2.33% | Put |
| 6 | EEMISHARES TR | 31,627,201 | $1.1T | 2.17% | Put |
| 7 | TLTISHARES TR | 8,981,201 | $1.1T | 2.09% | Put |
| 8 | EWZISHARES | 27,453,352 | $915.3B | 1.79% | Put |
| 9 | EFAISHARES TR | 13,034,501 | $752.5B | 1.47% | Put |
| 10 | HYGISHARES TR | 8,657,036 | $749.3B | 1.47% | Put |
| 11 | FXIISHARES TR | 18,208,501 | $632.0B | 1.24% | Put |
| 12 | TRVCCITIGROUP INC | 8,689,789 | $516.4B | 1.01% | Put |
| 13 | BABAALIBABA GROUP HLDG LTD | 5,864,914 | $515.0B | 1.01% | Put |
| 14 | METAFACEBOOK INC | 4,418,589 | $508.4B | 1.00% | Put |
| 15 | JPMJPMORGAN CHASE & CO | 5,634,863 | $486.2B | 0.95% | Put |
| 16 | MSFTMICROSOFT CORP | 7,533,500 | $468.1B | 0.92% | Put |
| 17 | BACBANK AMER CORP | 20,740,108 | $458.4B | 0.90% | Put |
| 18 | GQ9SPDR GOLD TRUST | 4,050,601 | $444.0B | 0.87% | Put |
| 19 | AMZNAMAZON COM INC | 567,941 | $425.9B | 0.83% | Put |
| 20 | GSGOLDMAN SACHS GROUP INC | 1,774,800 | $425.0B | 0.83% | Put |
| 21 | GMGENERAL MTRS CO | 12,004,011 | $418.2B | 0.82% | Put |
| 22 | DWDMORGAN STANLEY | 9,406,100 | $397.4B | 0.78% | Put |
| 23 | IEFISHARES TR | 3,715,199 | $389.4B | 0.76% | Put |
| 24 | TAT&T INC | 9,015,686 | $383.4B | 0.75% | Put |
| 25 | —BARCLAYS BK PLC | 14,778,325 | $377.0B | 0.74% | Put |
| 26 | DISDISNEY WALT CO | 3,016,700 | $314.4B | 0.62% | Put |
| 27 | —ILG INC | 14,504,953 | $263.6B | 0.52% | Put |
| 28 | USOUNITED STATES OIL FUND LP | 21,619,688 | $253.4B | 0.50% | Put |
| 29 | MDLZMONDELEZ INTL INC | 5,593,391 | $248.0B | 0.49% | Put |
| 30 | XLBSELECT SECTOR SPDR TR | 4,976,701 | $247.3B | 0.48% | Put |
| 31 | WFCWELLS FARGO & CO NEW | 4,415,689 | $243.3B | 0.48% | Put |
| 32 | XLISELECT SECTOR SPDR TR | 3,829,801 | $238.3B | 0.47% | Call |
| 33 | GOOGALPHABET INC | 286,600 | $221.2B | 0.43% | Put |
| 34 | QCOMQUALCOMM INC | 3,372,848 | $219.9B | 0.43% | Put |
| 35 | CSCOCISCO SYS INC | 7,261,500 | $219.4B | 0.43% | Put |
| 36 | GDXVANECK VECTORS ETF TR | 10,421,868 | $218.0B | 0.43% | Put |
| 37 | XOMEXXON MOBIL CORP | 2,414,754 | $218.0B | 0.43% | Put |
| 38 | CVSCVS HEALTH CORP | 2,635,200 | $207.9B | 0.41% | Put |
| 39 | XLUSELECT SECTOR SPDR TR | 4,176,601 | $202.9B | 0.40% | Put |
| 40 | AALAMERICAN AIRLS GROUP INC | 4,002,400 | $186.9B | 0.37% | Put |
| 41 | DXJWISDOMTREE TR | 3,766,816 | $186.6B | 0.37% | Put |
| 42 | COSTCOSTCO WHSL CORP NEW | 1,165,300 | $186.6B | 0.37% | Put |
| 43 | XOPUSDSPDR SERIES TRUST | 4,464,512 | $184.9B | 0.36% | Put |
| 44 | XLVSELECT SECTOR SPDR TR | 2,663,420 | $183.6B | 0.36% | Put |
| 45 | NFLXNETFLIX INC | 1,372,700 | $169.9B | 0.33% | Put |
| 46 | PRKSSEAWORLD ENTMT INC | 8,936,262 | $169.2B | 0.33% | Put |
| 47 | CRMSALESFORCE COM INC | 2,423,426 | $165.9B | 0.32% | Put |
| 48 | TSLATESLA MTRS INC | 733,370 | $156.7B | 0.31% | Put |
| 49 | EWJISHARES INC | 3,122,124 | $152.5B | 0.30% | Put |
| 50 | CATCATERPILLAR INC DEL | 1,639,821 | $152.1B | 0.30% | Put |
| 51 | IBMINTERNATIONAL BUSINESS MACHS | 910,800 | $151.2B | 0.30% | Put |
| 52 | MMM3M CO | 794,200 | $141.8B | 0.28% | Put |
| 53 | DEDEERE & CO | 1,312,800 | $135.3B | 0.26% | Put |
| 54 | DALDELTA AIR LINES INC DEL | 2,738,930 | $134.7B | 0.26% | Put |
| 55 | MDYSPDR S&P MIDCAP 400 ETF TR | 439,023 | $132.5B | 0.26% | Put |
| 56 | XLESELECT SECTOR SPDR TR | 1,750,501 | $131.8B | 0.26% | Put |
| 57 | MRKMERCK & CO INC | 2,231,689 | $131.4B | 0.26% | Put |
| 58 | ORCLORACLE CORP | 3,416,493 | $131.4B | 0.26% | Put |
| 59 | GWWGRAINGER W W INC | 543,558 | $126.2B | 0.25% | Put |
| 60 | EWAISHARES | 6,188,288 | $125.2B | 0.25% | Put |
| 61 | UNPUNION PAC CORP | 1,157,700 | $120.0B | 0.23% | Put |
| 62 | UPSUNITED PARCEL SERVICE INC | 1,046,300 | $119.9B | 0.23% | Put |
| 63 | WYNNWYNN RESORTS LTD | 1,307,271 | $113.1B | 0.22% | Put |
| 64 | XLFSELECT SECTOR SPDR TR | 4,656,536 | $108.3B | 0.21% | Put |
| 65 | BABOEING CO | 672,900 | $104.8B | 0.21% | Put |
| 66 | EPIWISDOMTREE TR | 5,161,840 | $104.3B | 0.20% | Put |
| 67 | —POWERSHS DB US DOLLAR INDEX | 3,934,201 | $104.1B | 0.20% | Put |
| 68 | BIDUNBAIDU INC | 631,481 | $103.8B | 0.20% | Put |
| 69 | NEMNEWMONT MINING CORP | 2,990,595 | $101.9B | 0.20% | Put |
| 70 | CMCSACOMCAST CORP NEW | 1,437,800 | $99.3B | 0.19% | Put |
| 71 | BXUSDBLACKSTONE GROUP L P | 3,518,617 | $95.1B | 0.19% | Put |
| 72 | FDXFEDEX CORP | 506,400 | $94.3B | 0.18% | Put |
| 73 | JDJD COM INC | 3,593,589 | $91.4B | 0.18% | Call |
| 74 | GEGENERAL ELECTRIC CO | 2,867,100 | $90.6B | 0.18% | Put |
| 75 | BACVERIZON COMMUNICATIONS INC | 1,695,548 | $90.5B | 0.18% | Put |
| 76 | URIUNITED RENTALS INC | 855,055 | $90.3B | 0.18% | Put |
| 77 | ABXBARRICK GOLD CORP | 5,606,300 | $89.6B | 0.18% | Put |
| 78 | KMIKINDER MORGAN INC DEL | 4,253,335 | $88.1B | 0.17% | Put |
| 79 | MCDMCDONALDS CORP | 717,100 | $87.3B | 0.17% | Put |
| 80 | SLVISHARES SILVER TRUST | 5,743,401 | $86.8B | 0.17% | Put |
| 81 | CMICUMMINS INC | 627,557 | $85.8B | 0.17% | Put |
| 82 | —PROSHARES TR II | 942,101 | $85.7B | 0.17% | Put |
| 83 | MGMMGM RESORTS INTERNATIONAL | 2,937,813 | $84.7B | 0.17% | Put |
| 84 | WBAWALGREENS BOOTS ALLIANCE INC | 1,019,815 | $84.4B | 0.17% | Put |
| 85 | NKENIKE INC | 1,659,330 | $84.3B | 0.17% | Put |
| 86 | MUMICRON TECHNOLOGY INC | 3,826,600 | $83.9B | 0.16% | Put |
| 87 | UTXZUNITED TECHNOLOGIES CORP | 761,200 | $83.4B | 0.16% | Put |
| 88 | EWYISHARES | 1,562,720 | $83.2B | 0.16% | Put |
| 89 | SBUXSTARBUCKS CORP | 1,483,731 | $82.4B | 0.16% | Put |
| 90 | PFEPFIZER INC | 2,513,487 | $81.6B | 0.16% | Put |
| 91 | INTCINTEL CORP | 2,247,194 | $81.5B | 0.16% | Put |
| 92 | KOCOCA COLA CO | 1,952,291 | $80.9B | 0.16% | Put |
| 93 | DHRDANAHER CORP DEL | 1,018,100 | $79.3B | 0.16% | Call |
| 94 | FXECURRENCYSHARES EURO TR | 773,701 | $79.1B | 0.15% | Put |
| 95 | HDHOME DEPOT INC | 557,200 | $74.7B | 0.15% | Put |
| 96 | —CARDTRONICS PLC | 1,363,272 | $74.4B | 0.15% | Put |
| 97 | USX1UNITED STATES STL CORP NEW | 2,216,101 | $73.2B | 0.14% | Put |
| 98 | XLFISELECT SECTOR SPDR TR | 1,401,327 | $72.5B | 0.14% | Put |
| 99 | AXPAMERICAN EXPRESS CO | 975,200 | $72.2B | 0.14% | Put |
| 100 | PEPPEPSICO INC | 688,100 | $72.0B | 0.14% | Put |
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