Parallax Volatility Advisers, L.P. Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$74.4B

Holdings

2,605

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (2,605 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	117,064,709	$30.8B	41.42%	Put
2	IWMISHARES TR	40,206,190	$6.1B	8.21%	Put
3	METAFACEBOOK INC	15,749,333	$2.5B	3.38%	Put
4	EFAISHARES TR	31,623,591	$2.2B	2.96%	Put
5	—POWERSHARES QQQ TRUST	13,515,701	$2.2B	2.91%	Put
6	AAPLAPPLE INC	12,719,087	$2.1B	2.87%	Put
7	MSFTMICROSOFT CORP	15,393,409	$1.4B	1.89%	Put
8	AMZNAMAZON COM INC	948,932	$1.4B	1.85%	Put
9	EEMISHARES TR	25,499,502	$1.2B	1.66%	Put
10	HYGISHARES TR	11,236,101	$962.3M	1.29%	Put
11	MUMICRON TECHNOLOGY INC	17,340,943	$904.2M	1.22%	Put
12	TLTISHARES TR	7,218,582	$879.9M	1.18%	Put
13	—BARCLAYS BK PLC	18,538,528	$877.1M	1.18%	Put
14	GQ9SPDR GOLD TRUST	6,689,421	$841.5M	1.13%	Put
15	IEFISHARES TR	5,863,901	$605.1M	0.81%	Put
16	BACBANK AMER CORP	20,137,829	$603.9M	0.81%	Put
17	INTCINTEL CORP	11,436,405	$595.6M	0.80%	Put
18	—ILG INC	17,679,398	$550.0M	0.74%	Put
19	BABAALIBABA GROUP HLDG LTD	2,834,855	$520.3M	0.70%	Put
20	TRVCCITIGROUP INC	7,132,297	$481.4M	0.65%	Put
21	WFCWELLS FARGO CO NEW	8,654,018	$453.6M	0.61%	Put
22	CSCOCISCO SYS INC	9,826,900	$421.5M	0.57%	Put
23	IBMINTERNATIONAL BUSINESS MACHS	2,461,058	$377.6M	0.51%	Put
24	XLUSELECT SECTOR SPDR TR	7,361,487	$372.0M	0.50%	Put
25	JPMJPMORGAN CHASE & CO	3,127,720	$344.0M	0.46%	Put
26	NFLXNETFLIX INC	1,013,930	$299.5M	0.40%	Put
27	GOOGALPHABET INC	262,772	$271.1M	0.36%	Put
28	LVSLAS VEGAS SANDS CORP	3,624,036	$260.6M	0.35%	Put
29	TAT&T INC	7,276,426	$259.4M	0.35%	Put
30	HDHOME DEPOT INC	1,347,466	$240.2M	0.32%	Put
31	PRKSSEAWORLD ENTMT INC	15,862,020	$235.2M	0.32%	Put
32	NVDANVIDIA CORP	1,006,622	$233.1M	0.31%	Put
33	WMTWALMART INC	2,594,200	$230.8M	0.31%	Put
34	UTXZUNITED TECHNOLOGIES CORP	1,779,700	$223.9M	0.30%	Put
35	ORCLORACLE CORP	4,763,221	$217.9M	0.29%	Put
36	EWJISHARES INC	3,531,778	$214.3M	0.29%	Put
37	FDXFEDEX CORP	880,925	$211.5M	0.28%	Put
38	USOUNITED STATES OIL FUND LP	15,152,601	$198.3M	0.27%	Put
39	BIDUNBAIDU INC	883,260	$197.1M	0.27%	Put
40	SBUXSTARBUCKS CORP	3,275,673	$189.6M	0.25%	Put
41	BACVERIZON COMMUNICATIONS INC	3,650,100	$174.5M	0.23%	Put
42	MDLZMONDELEZ INTL INC	4,088,295	$170.6M	0.23%	Put
43	DEDEERE & CO	1,090,335	$169.4M	0.23%	Put
44	DWDMORGAN STANLEY	3,061,461	$165.2M	0.22%	Put
45	PYPLPAYPAL HLDGS INC	2,116,483	$160.6M	0.22%	Put
46	DISDISNEY WALT CO	1,580,025	$158.7M	0.21%	Put
47	FXIISHARES TR	3,227,791	$152.5M	0.21%	Put
48	BXUSDBLACKSTONE GROUP L P	4,544,365	$145.2M	0.20%	Put
49	COSTCOSTCO WHSL CORP NEW	768,967	$144.9M	0.19%	Put
50	MDTMEDTRONIC PLC	1,792,900	$143.8M	0.19%	Put
51	XBISPDR SERIES TRUST	1,617,503	$141.9M	0.19%	Put
52	VVISA INC	1,181,860	$141.4M	0.19%	Put
53	VMWEURVMWARE INC	1,116,102	$135.3M	0.18%	Put
54	KOCOCA COLA CO	3,091,800	$134.3M	0.18%	Put
55	CATCATERPILLAR INC DEL	896,000	$132.1M	0.18%	Put
56	NKENIKE INC	1,948,759	$129.5M	0.17%	Put
57	—DOWDUPONT INC	2,017,495	$128.5M	0.17%	Put
58	EWZISHARES INC	2,838,000	$127.4M	0.17%	Put
59	WYNNWYNN RESORTS LTD	672,035	$122.5M	0.16%	Put
60	QCOMQUALCOMM INC	2,155,700	$119.4M	0.16%	Put
61	AVGOBROADCOM LTD	503,143	$118.6M	0.16%	Put
62	SMHVANECK VECTORS ETF TR	1,102,501	$115.0M	0.15%	Put
63	MCDMCDONALDS CORP	731,656	$114.4M	0.15%	Put
64	EMBISHARES TR	1,000,001	$112.8M	0.15%	Put
65	DONSPDR DOW JONES INDL AVRG ETF	455,145	$109.9M	0.15%	Put
66	UNPUNION PAC CORP	737,155	$99.1M	0.13%	Put
67	SNAPSNAP INC	6,002,966	$95.3M	0.13%	Put
68	GSGOLDMAN SACHS GROUP INC	376,590	$94.8M	0.13%	Put
69	JDJD COM INC	2,331,526	$94.4M	0.13%	Put
70	XOPUSDSPDR SERIES TRUST	2,668,428	$94.0M	0.13%	Put
71	CVXCHEVRON CORP NEW	818,200	$93.3M	0.13%	Put
72	UNGUSDUNITED STATES NATL GAS FUND	4,095,723	$92.4M	0.12%	Put
73	XOMEXXON MOBIL CORP	1,230,700	$91.8M	0.12%	Put
74	MGMMGM RESORTS INTERNATIONAL	2,609,996	$91.4M	0.12%	Put
75	PGPROCTER AND GAMBLE CO	1,124,898	$89.2M	0.12%	Put
76	—MONSANTO CO NEW	760,000	$88.7M	0.12%	Put
77	KHCKRAFT HEINZ CO	1,282,098	$79.9M	0.11%	Put
78	GDXVANECK VECTORS ETF TR	3,594,788	$79.0M	0.11%	Put
79	MAMASTERCARD INCORPORATED	450,000	$78.8M	0.11%	Put
80	AXPAMERICAN EXPRESS CO	824,200	$76.9M	0.10%	Put
81	PFEPFIZER INC	2,122,200	$75.3M	0.10%	Put
82	EAELECTRONIC ARTS INC	606,256	$73.5M	0.10%	Put
83	MACMACERICH CO	1,306,775	$73.2M	0.10%	Put
84	AMGNAMGEN INC	420,100	$71.6M	0.10%	Put
85	PEPPEPSICO INC	622,867	$68.0M	0.09%	Put
86	LVLNSPDR SERIES TRUST	1,122,892	$67.8M	0.09%	Call
87	CMCSACOMCAST CORP NEW	1,959,030	$66.9M	0.09%	Put
88	CTRPUSDCTRIP COM INTL LTD	1,424,867	$66.4M	0.09%	Put
89	TSNTYSON FOODS INC	879,175	$64.3M	0.09%	Put
90	TWTRUSDTWITTER INC	2,215,569	$64.3M	0.09%	Put
91	JNJJOHNSON & JOHNSON	490,100	$62.8M	0.08%	Put
92	TEVATEVA PHARMACEUTICAL INDS LTD	3,653,844	$62.4M	0.08%	Put
93	SLVISHARES SILVER TRUST	3,968,092	$61.1M	0.08%	Put
94	AMDADVANCED MICRO DEVICES INC	6,021,500	$60.5M	0.08%	Put
95	ADBEADOBE SYS INC	278,293	$60.1M	0.08%	Put
96	BRK/BBERKSHIRE HATHAWAY INC DEL	297,000	$59.2M	0.08%	Put
97	TSSTOTAL SYS SVCS INC	680,100	$58.7M	0.08%	Call
98	BMYBRISTOL MYERS SQUIBB CO	919,700	$58.2M	0.08%	Put
99	TSLATESLA INC	217,376	$57.9M	0.08%	Put
100	ABXBARRICK GOLD CORP	4,488,313	$55.9M	0.08%	Put

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