Parallax Volatility Advisers, L.P. Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$70.7B

Holdings

2,442

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (2,442 positions)

#	Stock	Shares	Value	% Portfolio	Type
501	CSTMCONSTELLIUM NV	293,700	$3.0B	4.28%	Put
502	CARAEURCARA THERAPEUTICS INC	157,958	$3.0B	4.28%	Put
503	SSRMSSR MNG INC	305,000	$3.0B	4.25%	Call
504	—EXPRESS SCRIPTS HLDG CO	38,683	$3.0B	4.22%	Put
505	ANFABERCROMBIE & FITCH CO	122,000	$3.0B	4.22%	Put
506	CHTRCHARTER COMMUNICATIONS INC N	10,012	$2.9B	4.15%
507	PTCTPTC THERAPEUTICS INC	85,000	$2.9B	4.05%	Put
508	WMWASTE MGMT INC DEL	35,000	$2.8B	4.02%	Put
509	MOALTRIA GROUP INC	50,000	$2.8B	4.01%	Put
510	UTXZUNITED TECHNOLOGIES CORP	22,500	$2.8B	3.98%	Call
511	LN5LANNET INC	204,595	$2.8B	3.93%	Put
512	APOAPOLLO GLOBAL MGMT LLC	86,670	$2.8B	3.90%	Call
513	BDCBELDEN INC	45,000	$2.8B	3.89%	Call
514	EMREMERSON ELEC CO	39,270	$2.7B	3.84%	Call
515	VIPSVIPSHOP HLDGS LTD	250,000	$2.7B	3.83%	Call
516	URBNURBAN OUTFITTERS INC	60,600	$2.7B	3.82%	Put
517	CHKEURCHESAPEAKE ENERGY CORP	515,342	$2.7B	3.82%	Put
518	DLTHDULUTH HLDGS INC	113,194	$2.7B	3.81%	Put
519	—CNX MIDSTREAM PARTNERS LP	137,728	$2.7B	3.78%	Put
520	—INTELSAT S A	159,123	$2.7B	3.75%	Put
521	NAVNAVISTAR INTL CORP NEW	65,000	$2.6B	3.74%	Call
522	MRVLMARVELL TECHNOLOGY GROUP LTD	123,200	$2.6B	3.73%	Put
523	—VITAMIN SHOPPE INC	379,244	$2.6B	3.73%	Put
524	LGIHLGI HOMES INC	45,000	$2.6B	3.67%	Put
525	AZNASTRAZENECA PLC	73,720	$2.6B	3.66%	Call
526	COFCAPITAL ONE FINL CORP	27,719	$2.5B	3.60%	Put
527	G2CEVERI HLDGS INC	352,500	$2.5B	3.59%	Call
528	DFSEURDISCOVER FINL SVCS	35,824	$2.5B	3.57%	Call
529	EWEDWARDS LIFESCIENCES CORP	17,278	$2.5B	3.56%
530	ARNAEURARENA PHARMACEUTICALS INC	57,278	$2.5B	3.53%	Put
531	MARMARRIOTT INTL INC NEW	19,441	$2.5B	3.48%
532	BHFBRIGHTHOUSE FINL INC	60,640	$2.4B	3.43%	Put
533	MIC2EURMACQUARIE INFRASTRUCTURE COR	57,581	$2.4B	3.43%	Call
534	JBLUJETBLUE AIRWAYS CORP	127,967	$2.4B	3.43%	Put
535	OKEONEOK INC NEW	34,744	$2.4B	3.43%
536	—IMPERVA INC	49,350	$2.4B	3.37%	Put
537	ISRGINTUITIVE SURGICAL INC	4,936	$2.4B	3.34%
538	CZREURCAESARS ENTMT CORP	220,306	$2.4B	3.33%	Call
539	ALKSALKERMES PLC	56,374	$2.3B	3.28%
540	AYXEURALTERYX INC	60,000	$2.3B	3.24%	Put
541	LENLENNAR CORP	43,500	$2.3B	3.23%	Put
542	AWNADVANCE AUTO PARTS INC	16,800	$2.3B	3.22%	Call
543	TSAACI WORLDWIDE INC	91,900	$2.3B	3.20%	Call
544	HIGHARTFORD FINL SVCS GROUP INC	44,267	$2.3B	3.20%	Put
545	—BOFI HLDG INC	55,100	$2.3B	3.19%
546	HAINHAIN CELESTIAL GROUP INC	75,000	$2.2B	3.16%	Put
547	VRTXVERTEX PHARMACEUTICALS INC	13,073	$2.2B	3.14%	Put
548	NVRIHARSCO CORP	100,000	$2.2B	3.12%	Put
549	HBC2HSBC HLDGS PLC	46,500	$2.2B	3.10%	Call
550	NVCRNOVOCURE LTD	69,020	$2.2B	3.05%	Put
551	ACNACCENTURE PLC IRELAND	13,162	$2.2B	3.04%	Put
552	JPXAEROVIRONMENT INC	30,000	$2.1B	3.03%	Call
553	ITUBITAU UNIBANCO HLDG SA	205,227	$2.1B	3.01%	Put
554	SPPIUSDSPECTRUM PHARMACEUTICALS INC	101,600	$2.1B	3.01%	Call
555	PVG1EURPRETIUM RES INC	290,000	$2.1B	3.01%	Call
556	AMJEURJPMORGAN CHASE & CO	80,001	$2.1B	3.01%	Call
557	AYAEURSTARS GROUP INC	58,318	$2.1B	2.99%
558	OIIOCEANEERING INTL INC	83,000	$2.1B	2.99%	Put
559	—DSW INC	80,000	$2.1B	2.92%	Call
560	VLOVALERO ENERGY CORP NEW	18,453	$2.0B	2.89%
561	—CYPRESS SEMICONDUCTOR CORP	131,100	$2.0B	2.89%	Call
562	ARCCARES CAP CORP	124,117	$2.0B	2.89%	Put
563	DCHAMERICAN AXLE & MFG HLDGS IN	130,000	$2.0B	2.86%	Put
564	AYATLANTICA YIELD PLC	100,000	$2.0B	2.85%	Call
565	AZOAUTOZONE INC	3,004	$2.0B	2.85%	Call
566	SPUSDSP PLUS CORP	54,111	$2.0B	2.85%	Put
567	EQREQUITY RESIDENTIAL	31,515	$2.0B	2.84%	Call
568	CMACOMERICA INC	22,000	$2.0B	2.83%	Call
569	—EQT MIDSTREAM PARTNERS LP	38,700	$2.0B	2.82%	Call
570	LIVNLIVANOVA PLC	20,000	$2.0B	2.82%	Put
571	2L9BLUEPRINT MEDICINES CORP	31,385	$2.0B	2.82%	Put
572	IACIEURIAC INTERACTIVECORP	13,000	$2.0B	2.80%	Put
573	—ROSETTA STONE INC	123,319	$2.0B	2.79%
574	ABJAABB LTD	90,000	$2.0B	2.77%	Call
575	XPOXPO LOGISTICS INC	19,500	$2.0B	2.76%	Call
576	J40TPROSHARES TR	54,270	$2.0B	2.76%	Put
577	—HORTONWORKS INC	106,300	$1.9B	2.74%	Call
578	TTWOTAKE-TWO INTERACTIVE SOFTWAR	16,236	$1.9B	2.72%	Put
579	NXSTNEXSTAR MEDIA GROUP INC	25,964	$1.9B	2.69%	Call
580	LYBLYONDELLBASELL INDUSTRIES N	17,142	$1.9B	2.66%
581	ISIIONIS PHARMACEUTICALS INC	45,074	$1.9B	2.65%	Put
582	EX9EXELIXIS INC	85,000	$1.8B	2.59%	Call
583	—SPIRIT RLTY CAP INC NEW	226,600	$1.8B	2.57%	Call
584	DOEURDIAMOND OFFSHORE DRILLING IN	87,130	$1.8B	2.57%
585	TELTE CONNECTIVITY LTD	20,000	$1.8B	2.55%	Call
586	OIEUROWENS ILL INC	105,397	$1.8B	2.50%	Put
587	HFCUSDHOLLYFRONTIER CORP	25,890	$1.8B	2.50%
588	—ANDEAVOR	13,500	$1.8B	2.50%	Call
589	—PORTOLA PHARMACEUTICALS INC	46,700	$1.8B	2.49%	Call
590	CXWCORECIVIC INC	73,697	$1.8B	2.49%
591	TEN1TENNECO INC	40,000	$1.8B	2.48%	Call
592	AM6AMICUS THERAPEUTICS INC	112,225	$1.8B	2.48%	Put
593	AGIOAGIOS PHARMACEUTICALS INC	20,784	$1.8B	2.48%
594	—ALDER BIOPHARMACEUTICALS INC	107,469	$1.7B	2.40%	Put
595	DDOMINION ENERGY INC	24,900	$1.7B	2.40%	Call
596	—SYSTEMAX INC	49,431	$1.7B	2.40%	Put
597	RRRRED ROCK RESORTS INC	50,119	$1.7B	2.37%	Call
598	—MCDERMOTT INTL INC	85,332	$1.7B	2.37%	Put
599	PAASPAN AMERICAN SILVER CORP	92,257	$1.7B	2.34%	Put
600	—RANDGOLD RES LTD	20,976	$1.6B	2.28%	Put

PreviousPage 6 of 25Next