Parallax Volatility Advisers, L.P. Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$48.5B

Holdings

2,940

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (2,940 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	69,657,901	$16.4B	33.87%	Put
2	IWMISHARES TR	23,121,739	$3.2B	6.56%	Put
3	EEMISHARES TR	31,912,301	$1.3B	2.59%	Put
4	—POWERSHARES QQQ TRUST	9,108,801	$1.2B	2.49%	Put
5	FXIISHARES TR	30,698,102	$1.2B	2.44%	Put
6	AAPLAPPLE INC	7,338,300	$1.1B	2.17%	Put
7	TLTISHARES TR	8,310,901	$1.0B	2.07%	Put
8	EFAISHARES TR	13,497,201	$840.7M	1.73%	Put
9	GQ9SPDR GOLD TRUST	5,435,801	$645.3M	1.33%	Put
10	CVSCVS HEALTH CORP	7,011,300	$550.4M	1.14%	Put
11	HYGISHARES TR	6,253,801	$549.0M	1.13%	Put
12	—ILG INC	23,893,445	$500.8M	1.03%	Put
13	ACWIISHARES TR	6,650,001	$420.7M	0.87%	Put
14	JPMJPMORGAN CHASE & CO	4,695,741	$412.5M	0.85%	Put
15	CATCATERPILLAR INC DEL	4,394,948	$407.7M	0.84%	Put
16	TAT&T INC	9,251,131	$384.4M	0.79%	Put
17	METAFACEBOOK INC	2,688,692	$381.9M	0.79%	Put
18	—BARCLAYS BK PLC	24,158,800	$381.5M	0.79%	Put
19	IEFISHARES TR	3,469,101	$366.3M	0.76%	Put
20	MSFTMICROSOFT CORP	5,424,700	$357.3M	0.74%	Put
21	BABAALIBABA GROUP HLDG LTD	3,223,200	$347.6M	0.72%	Put
22	WFCWELLS FARGO & CO NEW	5,707,613	$317.7M	0.66%	Put
23	EWZISHARES	8,063,879	$302.1M	0.62%	Put
24	BACBANK AMER CORP	12,776,900	$301.4M	0.62%	Put
25	BACVERIZON COMMUNICATIONS INC	5,851,300	$285.3M	0.59%	Put
26	MDLZMONDELEZ INTL INC	6,540,474	$281.8M	0.58%	Put
27	GWWGRAINGER W W INC	1,158,450	$269.6M	0.56%	Put
28	GDXVANECK VECTORS ETF TR	11,693,101	$266.7M	0.55%	Put
29	DISDISNEY WALT CO	2,348,300	$266.3M	0.55%	Put
30	AMZNAMAZON COM INC	262,276	$232.5M	0.48%	Put
31	GOOGALPHABET INC	279,462	$231.8M	0.48%	Put
32	HUMHUMANA INC	1,118,165	$230.5M	0.48%	Put
33	GMGENERAL MTRS CO	6,463,165	$228.5M	0.47%	Put
34	UNPUNION PAC CORP	2,106,100	$223.1M	0.46%	Put
35	XOPUSDSPDR SERIES TRUST	5,556,001	$208.0M	0.43%	Put
36	USOUNITED STATES OIL FUND LP	18,276,601	$194.5M	0.40%	Put
37	DWDMORGAN STANLEY	4,348,200	$186.3M	0.38%	Put
38	FEZSPDR INDEX SHS FDS	5,116,141	$186.0M	0.38%	Put
39	ENRENERGIZER HLDGS INC NEW	3,324,957	$185.4M	0.38%	Put
40	TRVCCITIGROUP INC	3,082,097	$184.4M	0.38%	Put
41	METMETLIFE INC	3,345,776	$176.7M	0.36%	Put
42	QCOMQUALCOMM INC	3,049,421	$174.8M	0.36%	Put
43	CSCOCISCO SYS INC	4,908,300	$165.9M	0.34%	Put
44	IBMINTERNATIONAL BUSINESS MACHS	907,990	$158.1M	0.33%	Put
45	PRKSSEAWORLD ENTMT INC	8,464,142	$154.6M	0.32%	Put
46	GEGENERAL ELECTRIC CO	4,975,000	$148.3M	0.31%	Put
47	UTXZUNITED TECHNOLOGIES CORP	1,280,500	$143.7M	0.30%	Put
48	FFORD MTR CO DEL	11,815,242	$137.5M	0.28%	Put
49	AMGNAMGEN INC	826,700	$135.6M	0.28%	Put
50	GSGOLDMAN SACHS GROUP INC	583,840	$134.1M	0.28%	Put
51	MDYSPDR S&P MIDCAP 400 ETF TR	427,381	$133.5M	0.28%	Put
52	MCDMCDONALDS CORP	1,001,700	$129.8M	0.27%	Put
53	BIDUNBAIDU INC	713,972	$123.2M	0.25%	Put
54	AALAMERICAN AIRLS GROUP INC	2,860,800	$121.0M	0.25%	Put
55	COSTCOSTCO WHSL CORP NEW	717,846	$120.4M	0.25%	Put
56	DALDELTA AIR LINES INC DEL	2,609,181	$119.9M	0.25%	Put
57	MMM3M CO	608,600	$116.4M	0.24%	Put
58	BXUSDBLACKSTONE GROUP L P	3,902,206	$115.9M	0.24%	Put
59	PANWPALO ALTO NETWORKS INC	1,000,768	$112.8M	0.23%	Put
60	INTCINTEL CORP	3,088,400	$111.4M	0.23%	Put
61	—ALLERGAN PLC	465,400	$111.2M	0.23%	Put
62	STZCONSTELLATION BRANDS INC	685,773	$111.1M	0.23%	Put
63	CMCSACOMCAST CORP NEW	2,815,275	$105.8M	0.22%	Put
64	AXPAMERICAN EXPRESS CO	1,300,800	$102.9M	0.21%	Put
65	UPSUNITED PARCEL SERVICE INC	951,213	$102.1M	0.21%	Put
66	FXECURRENCYSHARES EURO TR	953,807	$98.6M	0.20%	Put
67	EPIWISDOMTREE TR	4,037,501	$97.4M	0.20%	Put
68	VVISA INC	1,094,300	$97.3M	0.20%	Put
69	MUMICRON TECHNOLOGY INC	3,350,353	$96.8M	0.20%	Put
70	URIUNITED RENTALS INC	747,879	$93.5M	0.19%	Put
71	—AETNA INC NEW	732,500	$93.4M	0.19%	Put
72	HCAHCA HOLDINGS INC	955,700	$85.0M	0.18%	Put
73	NFLXNETFLIX INC	571,377	$84.5M	0.17%	Put
74	ABXBARRICK GOLD CORP	4,425,343	$84.0M	0.17%	Put
75	MRKMERCK & CO INC	1,274,400	$81.0M	0.17%	Put
76	AIGAMERICAN INTL GROUP INC	1,284,350	$80.2M	0.17%	Put
77	XOMEXXON MOBIL CORP	950,200	$77.9M	0.16%	Put
78	SLVISHARES SILVER TRUST	4,477,901	$77.2M	0.16%	Put
79	AVGOBROADCOM LTD	344,400	$75.4M	0.16%	Put
80	XBISPDR SERIES TRUST	1,071,973	$74.3M	0.15%	Put
81	NKENIKE INC	1,327,427	$74.0M	0.15%	Put
82	EBIXEUREBIX INC	1,186,070	$72.6M	0.15%	Put
83	XLESELECT SECTOR SPDR TR	1,032,301	$72.2M	0.15%	Put
84	PGPROCTER AND GAMBLE CO	801,954	$72.1M	0.15%	Put
85	GDGENERAL DYNAMICS CORP	379,600	$71.1M	0.15%	Put
86	NEMNEWMONT MINING CORP	2,054,300	$67.7M	0.14%	Put
87	USBUS BANCORP DEL	1,305,835	$67.2M	0.14%	Put
88	DONSPDR DOW JONES INDL AVRG ETF	325,396	$67.1M	0.14%	Put
89	FDXFEDEX CORP	342,100	$66.8M	0.14%	Put
90	—PROSHARES TR II	468,534	$66.1M	0.14%	Put
91	—POWERSHS DB US DOLLAR INDEX	2,531,872	$65.7M	0.14%	Put
92	TSLATESLA INC	233,849	$65.1M	0.13%	Put
93	KMIKINDER MORGAN INC DEL	2,964,782	$64.5M	0.13%	Put
94	KOCOCA COLA CO	1,459,600	$61.9M	0.13%	Put
95	DYHTARGET CORP	1,117,165	$61.7M	0.13%	Put
96	EWAISHARES	2,707,401	$61.2M	0.13%	Put
97	IYRISHARES TR	772,186	$60.6M	0.13%	Put
98	CMICUMMINS INC	397,300	$60.1M	0.12%	Put
99	DEDEERE & CO	541,900	$59.0M	0.12%	Put
100	FCXFREEPORT-MCMORAN INC	4,344,885	$58.0M	0.12%	Put

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