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
401	FLEXFLEX LTD	260,118	$4.2B	8.23%	Put
402	SG7SAGE THERAPEUTICS INC	52,996	$4.2B	8.18%	Put
403	HOGHARLEY DAVIDSON INC	78,000	$4.2B	8.17%	Put
404	ADNTADIENT PLC	63,840	$4.2B	8.09%	Call
405	ROSTROSS STORES INC	72,196	$4.2B	8.08%	Put
406	—PARK ELECTROCHEMICAL CORP	225,500	$4.2B	8.06%	Put
407	MNSTMONSTER BEVERAGE CORP NEW	83,458	$4.1B	8.04%	Put
408	—TRONOX LTD	274,083	$4.1B	8.03%	Call
409	ATRAPTARGROUP INC	47,516	$4.1B	8.00%	Put
410	AMLPUSDALPS ETF TR	342,070	$4.1B	7.93%	Put
411	DBDEUTSCHE BANK AG	229,700	$4.1B	7.92%	Put
412	—CLIFFS NAT RES INC	589,500	$4.1B	7.91%	Put
413	CBOECBOE HLDGS INC	44,100	$4.0B	7.81%	Call
414	ANFABERCROMBIE & FITCH CO	321,794	$4.0B	7.76%	Put
415	—DIREXION SHS ETF TR	96,637	$4.0B	7.73%
416	CMECME GROUP INC	31,800	$4.0B	7.72%	Put
417	RIGTRANSOCEAN LTD	483,455	$4.0B	7.71%	Put
418	STWDSTARWOOD PPTY TR INC	177,000	$4.0B	7.68%	Put
419	MIC2EURMACQUARIE INFRASTRUCTURE COR	50,400	$4.0B	7.66%	Put
420	SYFSYNCHRONY FINL	130,000	$3.9B	7.52%	Put
421	SUNSUNOCO LP	125,000	$3.8B	7.42%	Call
422	OREALTY INCOME CORP	69,301	$3.8B	7.41%	Put
423	XLRNACCELERON PHARMA INC	124,672	$3.8B	7.35%	Put
424	RYROYAL BK CDA MONTREAL QUE	52,200	$3.8B	7.34%	Put
425	SOHUNSOHU COM INC	83,806	$3.8B	7.32%	Put
426	COPCONOCOPHILLIPS	85,796	$3.8B	7.31%	Put
427	CA8ACACI INTL INC	30,000	$3.8B	7.27%	Call
428	GLUUGLU MOBILE INC	1,500,000	$3.8B	7.27%	Put
429	RDS/AROYAL DUTCH SHELL PLC	70,000	$3.7B	7.22%	Call
430	PCARPACCAR INC	54,300	$3.6B	6.95%	Put
431	NOKNOKIA CORP	580,000	$3.6B	6.93%	Call
432	CHKEURCHESAPEAKE ENERGY CORP	711,700	$3.5B	6.86%	Put
433	STTSPDR SERIES TRUST	95,001	$3.5B	6.85%	Put
434	AVPUSDAVON PRODS INC	929,685	$3.5B	6.85%	Put
435	SCCOSOUTHERN COPPER CORP	102,000	$3.5B	6.85%	Put
436	PPGPPG INDS INC	32,000	$3.5B	6.82%	Put
437	CYHCOMMUNITY HEALTH SYS INC NEW	350,000	$3.5B	6.76%	Call
438	—ADAMIS PHARMACEUTICALS CORP	662,600	$3.4B	6.68%	Call
439	GRMNGARMIN LTD	67,343	$3.4B	6.67%	Put
440	MATMATTEL INC	159,659	$3.4B	6.66%	Put
441	—ALTISOURCE RESIDENTIAL CORP	264,068	$3.4B	6.62%	Call
442	XLUSELECT SECTOR SPDR TR	65,001	$3.4B	6.55%	Put
443	EWEDWARDS LIFESCIENCES CORP	27,800	$3.3B	6.37%	Put
444	IWPISHARES TR	30,001	$3.2B	6.29%	Call
445	—PANERA BREAD CO	10,269	$3.2B	6.26%	Call
446	MLCOMELCO CROWN ENTMT LTD	142,114	$3.2B	6.19%	Put
447	SFMSPROUTS FMRS MKT INC	139,568	$3.2B	6.13%	Put
448	AAOIAPPLIED OPTOELECTRONICS INC	50,000	$3.1B	5.99%	Call
449	ADMARCHER DANIELS MIDLAND CO	73,900	$3.1B	5.93%	Put
450	CIKCREDIT SUISSE GROUP	208,276	$3.0B	5.90%	Put
451	CHS1USDCHICOS FAS INC	320,512	$3.0B	5.85%	Put
452	5TCTRUECAR INC	150,743	$3.0B	5.82%	Call
453	—ENSCO PLC	581,180	$3.0B	5.81%	Call
454	MRO*MARATHON OIL CORP	252,822	$3.0B	5.81%	Put
455	SRPTSAREPTA THERAPEUTICS INC	88,700	$3.0B	5.80%	Call
456	—SILVER STD RES INC	305,000	$3.0B	5.74%	Call
457	PBFPBF ENERGY INC	132,500	$2.9B	5.72%	Put
458	—COACH INC	62,286	$2.9B	5.72%	Put
459	KEYKEYCORP NEW	154,883	$2.9B	5.63%	Put
460	TXTERNIUM SA	102,000	$2.9B	5.56%	Put
461	LITELUMENTUM HLDGS INC	50,000	$2.9B	5.53%	Call
462	FTVFORTIVE CORP	45,000	$2.9B	5.53%	Call
463	NUANEURNUANCE COMMUNICATIONS INC	161,809	$2.8B	5.46%	Put
464	GRA1EURGRACE W R & CO DEL NEW	39,000	$2.8B	5.44%	Put
465	AXTAAXALTA COATING SYS LTD	86,100	$2.8B	5.35%	Put
466	CLBCORE LABORATORIES N V	27,000	$2.7B	5.30%	Call
467	—CHANGYOU COM LTD	70,100	$2.7B	5.27%	Call
468	EOGEOG RES INC	30,000	$2.7B	5.27%	Call
469	—CABELAS INC	45,100	$2.7B	5.20%	Call
470	VYXNCR CORP NEW	65,600	$2.7B	5.19%	Call
471	SSTKSHUTTERSTOCK INC	59,606	$2.6B	5.10%	Put
472	SSNCSS&C TECHNOLOGIES HLDGS INC	68,103	$2.6B	5.07%	Put
473	SF9SANDERSON FARMS INC	22,400	$2.6B	5.02%	Put
474	QUADQUAD / GRAPHICS INC	112,185	$2.6B	4.98%	Put
475	CACCCREDIT ACCEP CORP MICH	10,000	$2.6B	4.98%	Call
476	—STAPLES INC	255,150	$2.6B	4.98%	Call
477	CLVSEURCLOVIS ONCOLOGY INC	27,393	$2.6B	4.97%	Put
478	APOAPOLLO GLOBAL MGMT LLC	96,970	$2.6B	4.97%	Put
479	—GGP INC	107,995	$2.5B	4.93%	Put
480	ABBVABBVIE INC	35,000	$2.5B	4.92%	Put
481	MXIMMAXIM INTEGRATED PRODS INC	56,429	$2.5B	4.91%	Put
482	JBLJABIL CIRCUIT INC	86,500	$2.5B	4.90%	Put
483	—BEMIS INC	54,362	$2.5B	4.88%	Put
484	PDCOEURPATTERSON COMPANIES INC	53,496	$2.5B	4.87%	Put
485	—SHIRE PLC	15,088	$2.5B	4.84%	Call
486	ACADACADIA PHARMACEUTICALS INC	89,196	$2.5B	4.82%	Put
487	TEVATEVA PHARMACEUTICAL INDS LTD	74,641	$2.5B	4.81%
488	CAMPEURCALAMP CORP	121,544	$2.5B	4.79%	Put
489	MCRIMONARCH CASINO & RESORT INC	81,614	$2.5B	4.78%	Put
490	—ACCELERATE DIAGNOSTICS INC	89,755	$2.5B	4.76%	Put
491	—SUNTRUST BKS INC	43,037	$2.4B	4.73%	Put
492	CHKPCHECK POINT SOFTWARE TECH LT	22,232	$2.4B	4.70%	Put
493	SNAPSNAP INC	136,300	$2.4B	4.70%	Put
494	BYDBOYD GAMING CORP	97,500	$2.4B	4.69%	Call
495	—CYPRESS SEMICONDUCTOR CORP	176,000	$2.4B	4.66%	Put
496	—TERRAFORM PWR INC	200,000	$2.4B	4.65%	Call
497	—COLONY NORTHSTAR INC	167,413	$2.4B	4.57%	Put
498	CFGCITIZENS FINL GROUP INC	65,868	$2.3B	4.55%	Put
499	LLYLILLY ELI & CO	28,541	$2.3B	4.55%	Put
500	WMWASTE MGMT INC DEL	32,000	$2.3B	4.55%	Call

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