Parallax Volatility Advisers, L.P. Q3 2017 Filing

Filed November 14, 2017

Portfolio Value

$60.6B

Holdings

2,399

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (2,399 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	90,854,501	$22.8B	37.64%	Put
2	IWMISHARES TR	30,868,901	$4.6B	7.54%	Put
3	—POWERSHARES QQQ TRUST	20,683,677	$3.0B	4.96%	Put
4	AAPLAPPLE INC	14,043,563	$2.2B	3.57%	Put
5	EFAISHARES TR	25,757,217	$1.8B	2.91%	Put
6	EEMISHARES TR	32,699,201	$1.5B	2.42%	Put
7	GQ9SPDR GOLD TRUST	6,825,801	$829.9M	1.37%	Put
8	HYGISHARES TR	8,782,501	$779.5M	1.29%	Put
9	TLTISHARES TR	5,350,401	$667.5M	1.10%	Put
10	—ILG INC	24,074,838	$643.5M	1.06%	Put
11	IEFISHARES TR	5,182,601	$552.0M	0.91%	Put
12	TRVCCITIGROUP INC	6,835,561	$497.2M	0.82%	Put
13	BABAALIBABA GROUP HLDG LTD	2,868,600	$495.4M	0.82%	Put
14	AMZNAMAZON COM INC	488,134	$469.3M	0.77%	Put
15	BACBANK AMER CORP	17,496,558	$443.4M	0.73%	Put
16	HDHOME DEPOT INC	2,534,100	$414.5M	0.68%	Put
17	WFCWELLS FARGO CO NEW	7,457,490	$411.3M	0.68%	Put
18	MSFTMICROSOFT CORP	4,620,019	$344.1M	0.57%	Put
19	METAFACEBOOK INC	2,002,723	$342.2M	0.56%	Put
20	GDXVANECK VECTORS ETF TR	13,869,767	$318.4M	0.53%	Put
21	IBMINTERNATIONAL BUSINESS MACHS	2,125,373	$308.4M	0.51%	Put
22	LQDISHARES TR	2,516,173	$305.0M	0.50%	Put
23	FXIISHARES TR	6,455,001	$284.3M	0.47%	Put
24	USOUNITED STATES OIL FUND LP	27,206,688	$283.8M	0.47%	Put
25	JPMJPMORGAN CHASE & CO	2,878,700	$274.9M	0.45%	Put
26	—BARCLAYS BK PLC	6,674,425	$261.6M	0.43%	Put
27	INTCINTEL CORP	6,649,100	$253.2M	0.42%	Put
28	NVDANVIDIA CORP	1,366,635	$244.3M	0.40%	Put
29	CATCATERPILLAR INC DEL	1,955,400	$243.9M	0.40%	Put
30	TAT&T INC	6,109,500	$239.3M	0.39%	Put
31	EWJISHARES INC	4,193,750	$233.6M	0.39%	Put
32	FEZSPDR INDEX SHS FDS	5,600,001	$231.0M	0.38%	Put
33	AXPAMERICAN EXPRESS CO	2,546,600	$230.4M	0.38%	Put
34	EWZISHARES INC	5,388,551	$224.7M	0.37%	Put
35	AVGOBROADCOM LTD	908,062	$220.2M	0.36%	Put
36	JDJD COM INC	5,597,908	$213.8M	0.35%	Put
37	DWDMORGAN STANLEY	4,426,297	$213.2M	0.35%	Put
38	EXPEEXPEDIA INC DEL	1,453,500	$209.2M	0.35%	Put
39	CSCOCISCO SYS INC	5,877,500	$197.7M	0.33%	Put
40	BIDUNBAIDU INC	782,200	$193.7M	0.32%	Put
41	MUMICRON TECHNOLOGY INC	4,778,730	$187.9M	0.31%	Put
42	—POWERSHS DB US DOLLAR INDEX	7,590,872	$183.5M	0.30%	Put
43	—PROSHARES TR II	1,896,175	$177.8M	0.29%	Put
44	IYRISHARES TR	2,173,899	$173.7M	0.29%	Put
45	XOMEXXON MOBIL CORP	2,095,000	$171.7M	0.28%	Put
46	GMGENERAL MTRS CO	4,228,800	$170.8M	0.28%	Put
47	TSLATESLA INC	498,500	$170.0M	0.28%	Put
48	XOPUSDSPDR SERIES TRUST	4,810,101	$164.0M	0.27%	Put
49	PRKSSEAWORLD ENTMT INC	11,702,150	$152.0M	0.25%	Put
50	—DOWDUPONT INC	2,170,986	$150.3M	0.25%	Put
51	FXECURRENCYSHARES EURO TR	1,274,224	$145.4M	0.24%	Put
52	UNPUNION PAC CORP	1,227,850	$142.4M	0.23%	Put
53	GEGENERAL ELECTRIC CO	5,844,400	$141.3M	0.23%	Put
54	ABXBARRICK GOLD CORP	8,677,705	$139.6M	0.23%	Put
55	BXUSDBLACKSTONE GROUP L P	4,175,535	$139.3M	0.23%	Put
56	AALAMERICAN AIRLS GROUP INC	2,834,700	$134.6M	0.22%	Put
57	DONSPDR DOW JONES INDL AVRG ETF	601,140	$134.5M	0.22%	Put
58	—GRUBHUB INC	2,482,500	$130.7M	0.22%	Put
59	LNWOSCIENTIFIC GAMES CORP	2,833,000	$129.9M	0.21%	Put
60	TMUST MOBILE US INC	2,060,873	$127.1M	0.21%	Put
61	GSGOLDMAN SACHS GROUP INC	533,085	$126.4M	0.21%	Put
62	NRANRG ENERGY INC	4,845,985	$124.0M	0.20%	Put
63	METMETLIFE INC	2,370,778	$123.2M	0.20%	Put
64	PYPLPAYPAL HLDGS INC	1,900,944	$121.7M	0.20%	Put
65	ORCLORACLE CORP	2,512,700	$121.5M	0.20%	Put
66	MDYSPDR S&P MIDCAP 400 ETF TR	364,401	$118.9M	0.20%	Put
67	XLFSELECT SECTOR SPDR TR	4,511,874	$116.7M	0.19%
68	STZCONSTELLATION BRANDS INC	533,198	$106.3M	0.18%	Put
69	QCOMQUALCOMM INC	2,048,565	$106.2M	0.18%	Put
70	DISDISNEY WALT CO	1,077,090	$106.2M	0.18%	Put
71	BACVERIZON COMMUNICATIONS INC	2,040,842	$101.0M	0.17%	Put
72	CVSCVS HEALTH CORP	1,204,300	$97.9M	0.16%	Put
73	DALDELTA AIR LINES INC DEL	1,991,106	$96.0M	0.16%	Put
74	CTRPUSDCTRIP COM INTL LTD	1,788,593	$94.3M	0.16%	Put
75	XLESELECT SECTOR SPDR TR	1,346,301	$92.2M	0.15%	Put
76	EPIWISDOMTREE TR	3,632,501	$91.4M	0.15%	Put
77	RIORIO TINTO PLC	1,935,067	$91.3M	0.15%	Put
78	ACWIISHARES TR	1,300,001	$89.5M	0.15%	Put
79	LVLNSPDR SERIES TRUST	1,555,669	$88.3M	0.15%	Put
80	VVISA INC	836,600	$88.0M	0.15%	Put
81	GOOGALPHABET INC	91,724	$88.0M	0.15%	Put
82	SLVISHARES SILVER TRUST	5,380,001	$84.7M	0.14%	Put
83	FDXFEDEX CORP	373,000	$84.1M	0.14%	Put
84	FCXFREEPORT-MCMORAN INC	5,914,700	$83.0M	0.14%	Put
85	XHBSPDR SERIES TRUST	2,000,001	$79.6M	0.13%	Call
86	GOOGLALPHABET INC	79,000	$76.9M	0.13%	Put
87	SMHVANECK VECTORS ETF TR	811,650	$75.7M	0.12%	Put
88	EWYISHARES INC	1,089,983	$75.3M	0.12%	Put
89	UPSUNITED PARCEL SERVICE INC	626,600	$75.2M	0.12%	Put
90	GILDGILEAD SCIENCES INC	869,837	$70.5M	0.12%	Put
91	MRKMERCK & CO INC	1,076,876	$69.0M	0.11%	Put
92	AIGAMERICAN INTL GROUP INC	1,103,018	$67.7M	0.11%	Put
93	EWPISHARES INC	2,000,001	$67.5M	0.11%	Put
94	BKNGPRICELINE GRP INC	36,758	$67.3M	0.11%	Put
95	GWWGRAINGER W W INC	370,993	$66.7M	0.11%	Put
96	USX1UNITED STATES STL CORP NEW	2,553,800	$65.5M	0.11%	Put
97	PANWPALO ALTO NETWORKS INC	453,140	$65.3M	0.11%	Put
98	VALEVALE S A	6,302,319	$63.5M	0.10%	Put
99	NFLXNETFLIX INC	340,747	$61.8M	0.10%	Put
100	URIUNITED RENTALS INC	443,600	$61.5M	0.10%	Put

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