Parallax Volatility Advisers, L.P. Q2 2017 Filing

Filed August 14, 2017

Portfolio Value

$51.6B

Holdings

2,379

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (2,379 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	69,745,101	$16.9T	32694.81%	Put
2	IWMISHARES TR	29,177,047	$4.1T	7971.19%	Put
3	—POWERSHARES QQQ TRUST	11,954,701	$1.6T	3190.00%	Put
4	AAPLAPPLE INC	11,239,315	$1.6T	3138.13%	Put
5	EEMISHARES TR	38,075,252	$1.6T	3055.27%	Put
6	HYGISHARES TR	15,240,501	$1.3T	2611.63%	Put
7	TLTISHARES TR	8,170,701	$1.0T	1981.96%	Put
8	GQ9SPDR GOLD TRUST	7,990,114	$943.0B	1828.18%	Put
9	EFAISHARES TR	12,932,401	$843.2B	1634.69%	Put
10	MSFTMICROSOFT CORP	10,370,224	$714.8B	1385.82%	Put
11	—ILG INC	24,701,163	$679.0B	1316.44%	Put
12	IEFISHARES TR	4,464,501	$476.0B	922.74%	Put
13	AMZNAMAZON COM INC	479,985	$464.6B	900.77%	Put
14	BABAALIBABA GROUP HLDG LTD	2,949,034	$415.5B	805.57%	Put
15	—BARCLAYS BK PLC	31,397,900	$400.6B	776.71%	Put
16	INTCINTEL CORP	11,357,141	$383.2B	742.88%	Put
17	FXIISHARES TR	9,505,001	$377.4B	731.75%	Put
18	GOOGALPHABET INC	394,670	$358.6B	695.31%	Put
19	EWZISHARES	10,259,401	$350.3B	679.04%	Put
20	BACBANK AMER CORP	13,148,033	$319.0B	618.39%	Put
21	CATCATERPILLAR INC DEL	2,771,427	$297.8B	577.38%	Put
22	WFCWELLS FARGO & CO NEW	5,336,900	$295.7B	573.31%	Put
23	IBMINTERNATIONAL BUSINESS MACHS	1,903,878	$292.9B	567.79%	Put
24	JPMJPMORGAN CHASE & CO	3,144,897	$287.4B	557.26%	Put
25	METAFACEBOOK INC	1,763,074	$266.2B	516.06%	Put
26	AXPAMERICAN EXPRESS CO	3,137,900	$264.3B	512.47%	Put
27	HUMHUMANA INC	1,066,600	$256.6B	497.56%	Put
28	GDXVANECK VECTORS ETF TR	11,471,501	$253.3B	491.05%	Put
29	EWJISHARES INC	4,714,131	$252.9B	490.32%	Put
30	TRVCCITIGROUP INC	3,721,500	$248.9B	482.53%	Put
31	TAT&T INC	6,431,502	$242.7B	470.45%	Put
32	USOUNITED STATES OIL FUND LP	24,772,901	$235.3B	456.25%	Put
33	EXPEEXPEDIA INC DEL	1,552,000	$231.2B	448.17%	Put
34	BACVERIZON COMMUNICATIONS INC	5,002,300	$223.4B	433.11%	Put
35	METMETLIFE INC	4,006,300	$220.1B	426.72%	Put
36	XLFSELECT SECTOR SPDR TR	7,799,246	$192.4B	373.02%	Put
37	ABXBARRICK GOLD CORP	11,614,535	$184.8B	358.25%	Put
38	GMGENERAL MTRS CO	5,093,352	$177.9B	344.91%	Put
39	MDLZMONDELEZ INTL INC	3,863,686	$166.9B	323.52%	Put
40	TSLATESLA INC	456,453	$165.1B	320.00%	Put
41	CSCOCISCO SYS INC	5,272,000	$165.0B	319.91%	Put
42	QCOMQUALCOMM INC	2,827,883	$156.2B	302.74%	Put
43	DWDMORGAN STANLEY	3,449,565	$153.7B	298.00%	Put
44	BIDUNBAIDU INC	844,640	$151.1B	292.88%	Put
45	NFLXNETFLIX INC	1,010,512	$151.0B	292.70%	Put
46	FDXFEDEX CORP	679,500	$147.7B	286.30%	Put
47	CVSCVS HEALTH CORP	1,833,600	$147.5B	286.02%	Put
48	PRKSSEAWORLD ENTMT INC	8,952,876	$145.7B	282.40%	Put
49	FEZSPDR INDEX SHS FDS	3,774,601	$145.2B	281.52%	Put
50	TMUST MOBILE US INC	2,192,500	$132.9B	257.67%	Put
51	BXUSDBLACKSTONE GROUP L P	3,953,928	$131.9B	255.65%	Put
52	MDYSPDR S&P MIDCAP 400 ETF TR	411,075	$130.6B	253.13%	Put
53	UNPUNION PAC CORP	1,173,198	$127.8B	247.72%	Put
54	EPIWISDOMTREE TR	5,187,501	$127.1B	246.50%	Put
55	MUMICRON TECHNOLOGY INC	4,189,973	$125.1B	242.56%	Put
56	GWWGRAINGER W W INC	677,994	$122.4B	237.29%	Put
57	AALAMERICAN AIRLS GROUP INC	2,401,100	$120.8B	234.24%	Put
58	ACWIISHARES TR	1,800,001	$117.9B	228.54%	Put
59	JDJD COM INC	2,971,786	$116.6B	225.96%	Put
60	PANWPALO ALTO NETWORKS INC	868,800	$116.3B	225.38%	Put
61	GEGENERAL ELECTRIC CO	4,284,500	$115.7B	224.36%	Put
62	GSGOLDMAN SACHS GROUP INC	519,542	$115.3B	223.50%	Put
63	ENRENERGIZER HLDGS INC NEW	2,390,384	$114.8B	222.53%	Put
64	LVSLAS VEGAS SANDS CORP	1,786,849	$114.2B	221.33%	Put
65	AIGAMERICAN INTL GROUP INC	1,803,400	$112.7B	218.59%	Put
66	AWMSKYWORKS SOLUTIONS INC	1,162,550	$111.6B	216.27%	Put
67	STZCONSTELLATION BRANDS INC	558,242	$108.1B	209.66%	Put
68	—PROSHARES TR II	661,181	$106.6B	206.72%	Put
69	XLESELECT SECTOR SPDR TR	1,633,301	$106.0B	205.57%	Put
70	DALDELTA AIR LINES INC DEL	1,911,226	$102.7B	199.12%	Put
71	NTESNETEASE INC	323,633	$97.3B	188.62%	Put
72	AVGOBROADCOM LTD	414,600	$96.6B	187.32%	Put
73	MRKMERCK & CO INC	1,500,517	$96.2B	186.44%	Put
74	—DOW CHEM CO	1,516,326	$95.6B	185.40%	Put
75	—ALLERGAN PLC	370,700	$90.1B	174.70%	Put
76	CMCSACOMCAST CORP NEW	2,302,800	$89.6B	173.76%	Put
77	SLVISHARES SILVER TRUST	5,500,001	$86.4B	167.51%	Put
78	WYNNWYNN RESORTS LTD	603,937	$81.0B	157.03%	Put
79	MCKMCKESSON CORP	465,544	$76.6B	148.51%	Put
80	ORCLORACLE CORP	1,512,079	$75.8B	146.99%	Put
81	CTRPUSDCTRIP COM INTL LTD	1,349,186	$72.7B	140.87%	Put
82	ULTAULTA BEAUTY INC	251,597	$72.3B	140.15%	Put
83	FCXFREEPORT-MCMORAN INC	6,009,747	$72.2B	139.93%	Put
84	GOOGLALPHABET INC	75,000	$69.7B	135.18%	Put
85	NEMNEWMONT MINING CORP	2,140,200	$69.3B	134.39%	Put
86	—GRUBHUB INC	1,585,000	$69.1B	133.98%	Put
87	ESPRESPERION THERAPEUTICS INC NE	1,471,238	$68.1B	132.00%	Put
88	—AETNA INC NEW	441,799	$67.1B	130.04%	Put
89	KOCOCA COLA CO	1,484,511	$66.6B	129.08%	Put
90	GILDGILEAD SCIENCES INC	918,200	$65.0B	126.00%	Put
91	XMESPDR SERIES TRUST	2,142,187	$64.2B	124.47%	Put
92	VALEVALE S A	7,203,650	$63.0B	122.20%	Put
93	DONSPDR DOW JONES INDL AVRG ETF	294,436	$62.8B	121.72%	Put
94	VMWEURVMWARE INC	716,575	$62.6B	121.46%	Put
95	AMGNAMGEN INC	363,500	$62.6B	121.38%	Put
96	UPSUNITED PARCEL SERVICE INC	564,600	$62.4B	121.05%	Put
97	PYPLPAYPAL HLDGS INC	1,158,980	$62.2B	120.59%	Put
98	CMICUMMINS INC	382,600	$62.1B	120.33%	Put
99	CICIGNA CORPORATION	355,000	$59.4B	115.20%	Call
100	EWAISHARES	2,707,401	$58.7B	113.79%	Put

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