Parallax Volatility Advisers, L.P. Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$73.6B
Holdings
4,015
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (4,015 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | AFLAFLAC INC | 714,800 | $62.7B | 85.24% | Put |
| 102 | XOPUSDSPDR SERIES TRUST | 1,671,501 | $62.1B | 84.42% | Put |
| 103 | IBBISHARES TR | 564,203 | $60.2B | 81.83% | Put |
| 104 | EWYISHARES INC | 794,987 | $59.6B | 80.92% | Put |
| 105 | SBUXSTARBUCKS CORP | 1,017,630 | $58.4B | 79.39% | Put |
| 106 | SLVISHARES SILVER TRUST | 3,640,001 | $58.2B | 79.07% | Put |
| 107 | HLFHERBALIFE LTD | 856,000 | $58.0B | 78.74% | Put |
| 108 | SMHVANECK VECTORS ETF TR | 583,001 | $57.0B | 77.46% | Put |
| 109 | NEMNEWMONT MINING CORP | 1,510,640 | $56.7B | 77.00% | Put |
| 110 | NKENIKE INC | 893,480 | $55.9B | 75.92% | Put |
| 111 | CEFCENTRAL FD CDA LTD | 4,158,543 | $55.7B | 75.70% | |
| 112 | XLISELECT SECTOR SPDR TR | 716,753 | $54.2B | 73.68% | Put |
| 113 | TWTRUSDTWITTER INC | 2,240,661 | $53.8B | 73.08% | Put |
| 114 | AIGAMERICAN INTL GROUP INC | 900,225 | $53.6B | 72.86% | Put |
| 115 | LUVSOUTHWEST AIRLS CO | 811,660 | $53.1B | 72.16% | Put |
| 116 | DHRDANAHER CORP DEL | 571,820 | $53.1B | 72.10% | Put |
| 117 | RSX1USDVANECK VECTORS ETF TR | 2,497,406 | $53.0B | 71.96% | Put |
| 118 | QRVOQORVO INC | 759,709 | $50.6B | 68.73% | Put |
| 119 | MGMMGM RESORTS INTERNATIONAL | 1,514,487 | $50.6B | 68.70% | Put |
| 120 | EWAISHARES INC | 2,182,401 | $50.6B | 68.69% | Put |
| 121 | PHMPULTE GROUP INC | 1,486,929 | $49.4B | 67.16% | Put |
| 122 | FLT1EURFLEETCOR TECHNOLOGIES INC | 255,819 | $49.2B | 66.87% | Call |
| 123 | XPOXPO LOGISTICS INC | 537,088 | $49.2B | 66.82% | Put |
| 124 | MDLZMONDELEZ INTL INC | 1,146,220 | $49.1B | 66.64% | Put |
| 125 | ACWIISHARES TR | 657,774 | $47.4B | 64.41% | Put |
| 126 | AABAUSDALTABA INC | 664,118 | $46.4B | 63.01% | Put |
| 127 | PFEPFIZER INC | 1,245,493 | $45.1B | 61.28% | Put |
| 128 | MNSTMONSTER BEVERAGE CORP NEW | 705,700 | $44.7B | 60.67% | Put |
| 129 | AMDADVANCED MICRO DEVICES INC | 4,255,689 | $43.7B | 59.43% | Put |
| 130 | UPSUNITED PARCEL SERVICE INC | 363,119 | $43.3B | 58.77% | Put |
| 131 | MTORMERITOR INC | 1,803,447 | $42.3B | 57.47% | Put |
| 132 | BRK/BBERKSHIRE HATHAWAY INC DEL | 210,828 | $41.8B | 56.77% | Call |
| 133 | GOOGLALPHABET INC | 39,328 | $41.4B | 56.28% | Put |
| 134 | RIORIO TINTO PLC | 760,530 | $40.3B | 54.68% | Put |
| 135 | EBAEBAY INC | 1,064,980 | $40.2B | 54.60% | Put |
| 136 | BMYBRISTOL MYERS SQUIBB CO | 653,240 | $40.0B | 54.38% | Put |
| 137 | CMCSACOMCAST CORP NEW | 997,024 | $39.9B | 54.24% | Put |
| 138 | LOWLOWES COS INC | 422,582 | $39.3B | 53.35% | Put |
| 139 | BABOEING CO | 133,080 | $39.2B | 53.31% | Put |
| 140 | AU3EURANGLOGOLD ASHANTI LTD | 3,836,466 | $39.1B | 53.11% | Put |
| 141 | HONHONEYWELL INTL INC | 252,800 | $38.8B | 52.66% | Put |
| 142 | CRMSALESFORCE COM INC | 378,040 | $38.6B | 52.50% | Put |
| 143 | MAMASTERCARD INCORPORATED | 254,980 | $38.6B | 52.43% | Put |
| 144 | RDS/AROYAL DUTCH SHELL PLC | 573,300 | $38.2B | 51.95% | Put |
| 145 | MOSMOSAIC CO NEW | 1,426,400 | $36.6B | 49.72% | Put |
| 146 | DONSPDR DOW JONES INDL AVRG ETF | 147,639 | $36.5B | 49.61% | Put |
| 147 | HPEHEWLETT PACKARD ENTERPRISE C | 2,530,080 | $36.3B | 49.35% | Put |
| 148 | STZCONSTELLATION BRANDS INC | 158,040 | $36.1B | 49.07% | Put |
| 149 | TSNTYSON FOODS INC | 439,960 | $35.7B | 48.45% | Put |
| 150 | GAPGAP INC DEL | 1,045,859 | $35.6B | 48.39% | Put |
| 151 | DISHDISH NETWORK CORP | 732,755 | $35.0B | 47.53% | Put |
| 152 | STLAFIAT CHRYSLER AUTOMOBILES N | 1,955,433 | $34.9B | 47.39% | Put |
| 153 | PRUPRUDENTIAL FINL INC | 300,920 | $34.6B | 47.00% | Put |
| 154 | MCDMCDONALDS CORP | 199,255 | $34.3B | 46.59% | Put |
| 155 | ZTSZOETIS INC | 464,800 | $33.5B | 45.49% | Call |
| 156 | GLNGGOLAR LNG LTD BERMUDA | 1,115,148 | $33.2B | 45.16% | Put |
| 157 | GTGOODYEAR TIRE & RUBR CO | 1,020,166 | $33.0B | 44.77% | Put |
| 158 | XLESELECT SECTOR SPDR TR | 450,001 | $32.5B | 44.17% | Put |
| 159 | —GGP INC | 1,319,916 | $30.9B | 41.94% | Put |
| 160 | —HERTZ GLOBAL HLDGS INC | 1,373,484 | $30.4B | 41.23% | Put |
| 161 | PCGPG&E CORP | 675,140 | $30.3B | 41.12% | Put |
| 162 | XMESPDR SERIES TRUST | 820,101 | $29.8B | 40.52% | Put |
| 163 | JWNUSDNORDSTROM INC | 609,530 | $28.9B | 39.23% | Put |
| 164 | ICEINTERCONTINENTAL EXCHANGE IN | 406,504 | $28.7B | 38.96% | Put |
| 165 | WDCWESTERN DIGITAL CORP | 360,465 | $28.7B | 38.94% | Put |
| 166 | NUENUCOR CORP | 450,740 | $28.7B | 38.93% | Put |
| 167 | TEVATEVA PHARMACEUTICAL INDS LTD | 1,493,897 | $28.3B | 38.46% | Put |
| 168 | PXDEURPIONEER NAT RES CO | 163,614 | $28.3B | 38.42% | Put |
| 169 | VMWEURVMWARE INC | 219,674 | $27.5B | 37.40% | Put |
| 170 | EAELECTRONIC ARTS INC | 259,253 | $27.2B | 37.00% | Put |
| 171 | FFORD MTR CO DEL | 2,162,860 | $27.0B | 36.70% | Put |
| 172 | CVXCHEVRON CORP NEW | 214,679 | $26.9B | 36.51% | Put |
| 173 | XYZSQUARE INC | 769,767 | $26.7B | 36.25% | Put |
| 174 | DGDOLLAR GEN CORP NEW | 283,393 | $26.4B | 35.81% | Put |
| 175 | ROSTROSS STORES INC | 325,213 | $26.1B | 35.45% | Call |
| 176 | —MYLAN N V | 615,921 | $26.1B | 35.40% | Put |
| 177 | TSEMTOWER SEMICONDUCTOR LTD | 764,323 | $26.0B | 35.38% | Put |
| 178 | CERNCHFCERNER CORP | 385,538 | $26.0B | 35.29% | Put |
| 179 | TPRTAPESTRY INC | 573,986 | $25.4B | 34.49% | Put |
| 180 | COSTCOSTCO WHSL CORP NEW | 135,680 | $25.3B | 34.31% | Put |
| 181 | LQDISHARES TR | 205,303 | $25.0B | 33.90% | Put |
| 182 | FTNTFORTINET INC | 569,933 | $24.9B | 33.83% | Put |
| 183 | MDYSPDR S&P MIDCAP 400 ETF TR | 72,001 | $24.9B | 33.78% | Put |
| 184 | AMATAPPLIED MATLS INC | 483,443 | $24.7B | 33.57% | Put |
| 185 | NSCNORFOLK SOUTHERN CORP | 166,385 | $24.1B | 32.75% | Put |
| 186 | PTCTPTC THERAPEUTICS INC | 1,440,384 | $24.0B | 32.64% | Put |
| 187 | FDXFEDEX CORP | 95,960 | $23.9B | 32.53% | Put |
| 188 | TECK/BTECK RESOURCES LTD | 909,468 | $23.8B | 32.33% | Put |
| 189 | DXJWISDOMTREE TR | 400,001 | $23.7B | 32.24% | Put |
| 190 | LMTLOCKHEED MARTIN CORP | 73,712 | $23.7B | 32.15% | Put |
| 191 | SPGSIMON PPTY GROUP INC NEW | 137,280 | $23.6B | 32.03% | Put |
| 192 | DYHTARGET CORP | 357,077 | $23.3B | 31.65% | Put |
| 193 | MDTMEDTRONIC PLC | 286,240 | $23.1B | 31.40% | Call |
| 194 | —ALLERGAN PLC | 140,760 | $23.0B | 31.28% | Put |
| 195 | UNITUNITI GROUP INC | 1,286,354 | $22.9B | 31.09% | Put |
| 196 | STXSEAGATE TECHNOLOGY PLC | 535,715 | $22.4B | 30.45% | Put |
| 197 | USBUS BANCORP DEL | 412,802 | $22.1B | 30.04% | Put |
| 198 | GDGENERAL DYNAMICS CORP | 107,061 | $21.8B | 29.59% | Put |
| 199 | YELPYELP INC | 512,620 | $21.5B | 29.22% | Put |
| 200 | —FOUNDATION MEDICINE INC | 312,226 | $21.3B | 28.93% | Call |