Parallax Volatility Advisers, L.P. Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$73.6T
Holdings
4,015
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (4,015 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 123,952,301 | $33.1T | 44.93% | Put |
| 2 | —POWERSHARES QQQ TRUST | 31,845,201 | $5.0T | 6.74% | Put |
| 3 | IWMISHARES TR | 27,339,378 | $4.2T | 5.66% | Put |
| 4 | EFAISHARES TR | 25,953,101 | $1.8T | 2.48% | Put |
| 5 | AAPLAPPLE INC | 9,891,960 | $1.7T | 2.27% | Put |
| 6 | EEMISHARES TR | 31,911,101 | $1.5T | 2.04% | Put |
| 7 | TLTISHARES TR | 8,532,201 | $1.1T | 1.47% | Put |
| 8 | GQ9SPDR GOLD TRUST | 6,145,109 | $759.8B | 1.03% | Put |
| 9 | IEFISHARES TR | 6,148,468 | $649.1B | 0.88% | Put |
| 10 | METAFACEBOOK INC | 3,270,335 | $577.1B | 0.78% | Put |
| 11 | —ILG INC | 19,591,655 | $558.0B | 0.76% | Put |
| 12 | MSFTMICROSOFT CORP | 6,438,467 | $550.7B | 0.75% | Put |
| 13 | FXIISHARES TR | 10,883,601 | $502.5B | 0.68% | Put |
| 14 | WFCWELLS FARGO CO NEW | 7,906,502 | $479.7B | 0.65% | Put |
| 15 | BACBANK AMER CORP | 14,954,429 | $441.5B | 0.60% | Put |
| 16 | HYGISHARES TR | 4,942,701 | $431.3B | 0.59% | Put |
| 17 | AMZNAMAZON COM INC | 354,373 | $414.4B | 0.56% | Put |
| 18 | TRVCCITIGROUP INC | 5,512,143 | $410.2B | 0.56% | Put |
| 19 | TAT&T INC | 10,323,040 | $401.4B | 0.55% | Put |
| 20 | EWZISHARES INC | 9,803,901 | $396.6B | 0.54% | Put |
| 21 | BABAALIBABA GROUP HLDG LTD | 2,168,791 | $374.0B | 0.51% | Put |
| 22 | MUMICRON TECHNOLOGY INC | 8,856,926 | $364.2B | 0.49% | Put |
| 23 | QCOMQUALCOMM INC | 5,143,075 | $329.3B | 0.45% | Put |
| 24 | MACMACERICH CO | 4,675,608 | $307.1B | 0.42% | Call |
| 25 | DWDMORGAN STANLEY | 5,830,798 | $305.9B | 0.42% | Put |
| 26 | —BARCLAYS BK PLC | 10,781,612 | $301.0B | 0.41% | Put |
| 27 | JPMJPMORGAN CHASE & CO | 2,708,340 | $289.6B | 0.39% | Put |
| 28 | —PROSHARES TR II | 2,136,961 | $274.0B | 0.37% | Put |
| 29 | FEZSPDR INDEX SHS FDS | 6,400,001 | $260.5B | 0.35% | Put |
| 30 | INTCINTEL CORP | 5,552,020 | $256.3B | 0.35% | Put |
| 31 | USOUNITED STATES OIL FUND LP | 21,193,388 | $254.5B | 0.35% | Put |
| 32 | GOOGALPHABET INC | 234,251 | $245.1B | 0.33% | Put |
| 33 | GDXVANECK VECTORS ETF TR | 10,492,701 | $243.9B | 0.33% | Put |
| 34 | EXPEEXPEDIA INC DEL | 1,897,803 | $227.3B | 0.31% | Put |
| 35 | PRKSSEAWORLD ENTMT INC | 16,445,926 | $223.2B | 0.30% | Put |
| 36 | BIDUNBAIDU INC | 935,000 | $219.0B | 0.30% | Put |
| 37 | UNPUNION PAC CORP | 1,602,684 | $214.9B | 0.29% | Put |
| 38 | —GRUBHUB INC | 2,930,462 | $210.4B | 0.29% | Put |
| 39 | CSCOCISCO SYS INC | 5,408,180 | $207.1B | 0.28% | Put |
| 40 | IBMINTERNATIONAL BUSINESS MACHS | 1,282,791 | $196.8B | 0.27% | Put |
| 41 | NVDANVIDIA CORP | 995,699 | $192.7B | 0.26% | Put |
| 42 | JDJD COM INC | 4,621,432 | $191.4B | 0.26% | Put |
| 43 | —DOWDUPONT INC | 2,667,412 | $190.0B | 0.26% | Put |
| 44 | AVGOBROADCOM LTD | 719,080 | $184.7B | 0.25% | Put |
| 45 | —POWERSHS DB US DOLLAR INDEX | 7,494,101 | $180.1B | 0.24% | Put |
| 46 | XLFSELECT SECTOR SPDR TR | 6,323,613 | $176.5B | 0.24% | |
| 47 | NRANRG ENERGY INC | 5,730,419 | $163.2B | 0.22% | Put |
| 48 | VVISA INC | 1,414,660 | $161.3B | 0.22% | Put |
| 49 | BXUSDBLACKSTONE GROUP L P | 4,569,867 | $146.3B | 0.20% | Put |
| 50 | AALAMERICAN AIRLS GROUP INC | 2,805,160 | $146.0B | 0.20% | Put |
| 51 | METMETLIFE INC | 2,803,500 | $141.7B | 0.19% | Put |
| 52 | XOMEXXON MOBIL CORP | 1,670,000 | $139.7B | 0.19% | Put |
| 53 | GMGENERAL MTRS CO | 3,257,780 | $133.5B | 0.18% | Put |
| 54 | LVSLAS VEGAS SANDS CORP | 1,895,100 | $131.7B | 0.18% | Put |
| 55 | TWXCHFTIME WARNER INC | 1,427,165 | $130.5B | 0.18% | Put |
| 56 | TSLATESLA INC | 410,700 | $127.9B | 0.17% | Put |
| 57 | WYNNWYNN RESORTS LTD | 749,051 | $126.3B | 0.17% | Put |
| 58 | EWJISHARES INC | 2,095,841 | $125.6B | 0.17% | Put |
| 59 | DISDISNEY WALT CO | 1,134,080 | $121.9B | 0.17% | Put |
| 60 | KOCOCA COLA CO | 2,632,300 | $120.8B | 0.16% | Put |
| 61 | CATCATERPILLAR INC DEL | 742,280 | $117.0B | 0.16% | Put |
| 62 | GSGOLDMAN SACHS GROUP INC | 456,716 | $116.4B | 0.16% | Put |
| 63 | EMBISHARES TR | 1,000,001 | $116.1B | 0.16% | Put |
| 64 | BACVERIZON COMMUNICATIONS INC | 2,116,680 | $112.0B | 0.15% | Put |
| 65 | CVSCVS HEALTH CORP | 1,526,525 | $110.7B | 0.15% | Put |
| 66 | CTRPUSDCTRIP COM INTL LTD | 2,485,481 | $109.6B | 0.15% | Put |
| 67 | PYPLPAYPAL HLDGS INC | 1,466,972 | $108.0B | 0.15% | Put |
| 68 | FCXFREEPORT-MCMORAN INC | 5,670,840 | $107.5B | 0.15% | Put |
| 69 | DALDELTA AIR LINES INC DEL | 1,908,520 | $106.9B | 0.15% | Put |
| 70 | HEDJWISDOMTREE TR | 1,642,433 | $104.6B | 0.14% | Put |
| 71 | LNWOSCIENTIFIC GAMES CORP | 2,000,606 | $102.6B | 0.14% | Call |
| 72 | LVLNSPDR SERIES TRUST | 1,676,219 | $98.6B | 0.13% | Put |
| 73 | MRKMERCK & CO INC | 1,716,680 | $96.6B | 0.13% | Put |
| 74 | —MONSANTO CO NEW | 790,380 | $92.3B | 0.13% | Put |
| 75 | DEDEERE & CO | 586,092 | $91.7B | 0.12% | Put |
| 76 | KHCKRAFT HEINZ CO | 1,169,458 | $90.9B | 0.12% | Put |
| 77 | TMUST MOBILE US INC | 1,397,500 | $88.8B | 0.12% | Put |
| 78 | GEGENERAL ELECTRIC CO | 5,053,672 | $88.2B | 0.12% | Put |
| 79 | XBISPDR SERIES TRUST | 1,005,503 | $85.3B | 0.12% | Put |
| 80 | WMTWAL-MART STORES INC | 855,600 | $84.5B | 0.11% | Put |
| 81 | NXPINXP SEMICONDUCTORS N V | 710,000 | $83.1B | 0.11% | Put |
| 82 | FXECURRENCYSHARES EURO TR | 680,977 | $78.7B | 0.11% | Put |
| 83 | BHCVALEANT PHARMACEUTICALS INTL | 3,704,300 | $77.0B | 0.10% | Put |
| 84 | GWWGRAINGER W W INC | 313,596 | $74.1B | 0.10% | Put |
| 85 | NTESNETEASE INC | 214,188 | $73.9B | 0.10% | Put |
| 86 | HCAHCA HEALTHCARE INC | 838,100 | $73.6B | 0.10% | Put |
| 87 | ORCLORACLE CORP | 1,546,960 | $73.1B | 0.10% | Put |
| 88 | GILDGILEAD SCIENCES INC | 1,015,437 | $72.7B | 0.10% | Put |
| 89 | EPIWISDOMTREE TR | 2,535,404 | $70.6B | 0.10% | Put |
| 90 | ABXBARRICK GOLD CORP | 4,847,420 | $70.1B | 0.10% | Put |
| 91 | VALEVALE S A | 5,694,700 | $69.6B | 0.09% | Put |
| 92 | NFLXNETFLIX INC | 362,838 | $69.6B | 0.09% | Put |
| 93 | HDHOME DEPOT INC | 349,480 | $66.2B | 0.09% | Put |
| 94 | —UNITED STATES NATL GAS FUND | 2,811,018 | $65.6B | 0.09% | Put |
| 95 | J40TPROSHARES TR | 1,925,101 | $65.0B | 0.09% | Put |
| 96 | USX1UNITED STATES STL CORP NEW | 1,844,100 | $64.9B | 0.09% | Put |
| 97 | AXPAMERICAN EXPRESS CO | 640,677 | $63.6B | 0.09% | Put |
| 98 | PEPPEPSICO INC | 528,229 | $63.3B | 0.09% | Put |
| 99 | PANWPALO ALTO NETWORKS INC | 435,510 | $63.1B | 0.09% | Put |
| 100 | XLYSELECT SECTOR SPDR TR | 636,146 | $62.8B | 0.09% | Put |
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