Parallax Volatility Advisers, L.P. Q4 2017 Filing

Filed February 14, 2018

Portfolio Value

$73.6B

Holdings

4,015

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (4,015 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	123,952,301	$33.1T	44933.57%	Put
2	—POWERSHARES QQQ TRUST	31,845,201	$5.0T	6738.02%	Put
3	IWMISHARES TR	27,339,378	$4.2T	5662.10%	Put
4	EFAISHARES TR	25,953,101	$1.8T	2478.79%	Put
5	AAPLAPPLE INC	9,891,960	$1.7T	2274.02%	Put
6	EEMISHARES TR	31,911,101	$1.5T	2042.58%	Put
7	TLTISHARES TR	8,532,201	$1.1T	1470.34%	Put
8	GQ9SPDR GOLD TRUST	6,145,109	$759.8B	1032.18%	Put
9	IEFISHARES TR	6,148,468	$649.1B	881.74%	Put
10	METAFACEBOOK INC	3,270,335	$577.1B	783.92%	Put
11	—ILG INC	19,591,655	$558.0B	757.95%	Put
12	MSFTMICROSOFT CORP	6,438,467	$550.7B	748.15%	Put
13	FXIISHARES TR	10,883,601	$502.5B	682.60%	Put
14	WFCWELLS FARGO CO NEW	7,906,502	$479.7B	651.62%	Put
15	BACBANK AMER CORP	14,954,429	$441.5B	599.68%	Put
16	HYGISHARES TR	4,942,701	$431.3B	585.89%	Put
17	AMZNAMAZON COM INC	354,373	$414.4B	562.96%	Put
18	TRVCCITIGROUP INC	5,512,143	$410.2B	557.17%	Put
19	TAT&T INC	10,323,040	$401.4B	545.21%	Put
20	EWZISHARES INC	9,803,901	$396.6B	538.71%	Put
21	BABAALIBABA GROUP HLDG LTD	2,168,791	$374.0B	508.00%	Put
22	MUMICRON TECHNOLOGY INC	8,856,926	$364.2B	494.73%	Put
23	QCOMQUALCOMM INC	5,143,075	$329.3B	447.27%	Put
24	MACMACERICH CO	4,675,608	$307.1B	417.16%	Call
25	DWDMORGAN STANLEY	5,830,798	$305.9B	415.60%	Put
26	—BARCLAYS BK PLC	10,781,612	$301.0B	408.91%	Put
27	JPMJPMORGAN CHASE & CO	2,708,340	$289.6B	393.44%	Put
28	—PROSHARES TR II	2,136,961	$274.0B	372.18%	Put
29	FEZSPDR INDEX SHS FDS	6,400,001	$260.5B	353.93%	Put
30	INTCINTEL CORP	5,552,020	$256.3B	348.14%	Put
31	USOUNITED STATES OIL FUND LP	21,193,388	$254.5B	345.76%	Put
32	GOOGALPHABET INC	234,251	$245.1B	332.97%	Put
33	GDXVANECK VECTORS ETF TR	10,492,701	$243.9B	331.25%	Put
34	EXPEEXPEDIA INC DEL	1,897,803	$227.3B	308.77%	Put
35	PRKSSEAWORLD ENTMT INC	16,445,926	$223.2B	303.16%	Put
36	BIDUNBAIDU INC	935,000	$219.0B	297.48%	Put
37	UNPUNION PAC CORP	1,602,684	$214.9B	291.95%	Put
38	—GRUBHUB INC	2,930,462	$210.4B	285.82%	Put
39	CSCOCISCO SYS INC	5,408,180	$207.1B	281.38%	Put
40	IBMINTERNATIONAL BUSINESS MACHS	1,282,791	$196.8B	267.34%	Put
41	NVDANVIDIA CORP	995,699	$192.7B	261.72%	Put
42	JDJD COM INC	4,621,432	$191.4B	260.03%	Put
43	—DOWDUPONT INC	2,667,412	$190.0B	258.06%	Put
44	AVGOBROADCOM LTD	719,080	$184.7B	250.94%	Put
45	—POWERSHS DB US DOLLAR INDEX	7,494,101	$180.1B	244.63%	Put
46	XLFSELECT SECTOR SPDR TR	6,323,613	$176.5B	239.75%
47	NRANRG ENERGY INC	5,730,419	$163.2B	221.69%	Put
48	VVISA INC	1,414,660	$161.3B	219.11%	Put
49	BXUSDBLACKSTONE GROUP L P	4,569,867	$146.3B	198.77%	Put
50	AALAMERICAN AIRLS GROUP INC	2,805,160	$146.0B	198.26%	Put
51	METMETLIFE INC	2,803,500	$141.7B	192.55%	Put
52	XOMEXXON MOBIL CORP	1,670,000	$139.7B	189.74%	Put
53	GMGENERAL MTRS CO	3,257,780	$133.5B	181.40%	Put
54	LVSLAS VEGAS SANDS CORP	1,895,100	$131.7B	178.89%	Put
55	TWXCHFTIME WARNER INC	1,427,165	$130.5B	177.33%	Put
56	TSLATESLA INC	410,700	$127.9B	173.70%	Put
57	WYNNWYNN RESORTS LTD	749,051	$126.3B	171.55%	Put
58	EWJISHARES INC	2,095,841	$125.6B	170.62%	Put
59	DISDISNEY WALT CO	1,134,080	$121.9B	165.62%	Put
60	KOCOCA COLA CO	2,632,300	$120.8B	164.06%	Put
61	CATCATERPILLAR INC DEL	742,280	$117.0B	158.89%	Put
62	GSGOLDMAN SACHS GROUP INC	456,716	$116.4B	158.05%	Put
63	EMBISHARES TR	1,000,001	$116.1B	157.71%	Put
64	BACVERIZON COMMUNICATIONS INC	2,116,680	$112.0B	152.19%	Put
65	CVSCVS HEALTH CORP	1,526,525	$110.7B	150.34%	Put
66	CTRPUSDCTRIP COM INTL LTD	2,485,481	$109.6B	148.89%	Put
67	PYPLPAYPAL HLDGS INC	1,466,972	$108.0B	146.71%	Put
68	FCXFREEPORT-MCMORAN INC	5,670,840	$107.5B	146.06%	Put
69	DALDELTA AIR LINES INC DEL	1,908,520	$106.9B	145.18%	Put
70	HEDJWISDOMTREE TR	1,642,433	$104.6B	142.14%	Put
71	LNWOSCIENTIFIC GAMES CORP	2,000,606	$102.6B	139.42%	Call
72	LVLNSPDR SERIES TRUST	1,676,219	$98.6B	134.00%	Put
73	MRKMERCK & CO INC	1,716,680	$96.6B	131.22%	Put
74	—MONSANTO CO NEW	790,380	$92.3B	125.38%	Put
75	DEDEERE & CO	586,092	$91.7B	124.61%	Put
76	KHCKRAFT HEINZ CO	1,169,458	$90.9B	123.53%	Put
77	TMUST MOBILE US INC	1,397,500	$88.8B	120.57%	Put
78	GEGENERAL ELECTRIC CO	5,053,672	$88.2B	119.80%	Put
79	XBISPDR SERIES TRUST	1,005,503	$85.3B	115.93%	Put
80	WMTWAL-MART STORES INC	855,600	$84.5B	114.78%	Put
81	NXPINXP SEMICONDUCTORS N V	710,000	$83.1B	112.93%	Put
82	FXECURRENCYSHARES EURO TR	680,977	$78.7B	106.95%	Put
83	BHCVALEANT PHARMACEUTICALS INTL	3,704,300	$77.0B	104.56%	Put
84	GWWGRAINGER W W INC	313,596	$74.1B	100.64%	Put
85	NTESNETEASE INC	214,188	$73.9B	100.40%	Put
86	HCAHCA HEALTHCARE INC	838,100	$73.6B	100.01%	Put
87	ORCLORACLE CORP	1,546,960	$73.1B	99.35%	Put
88	GILDGILEAD SCIENCES INC	1,015,437	$72.7B	98.82%	Put
89	EPIWISDOMTREE TR	2,535,404	$70.6B	95.89%	Put
90	ABXBARRICK GOLD CORP	4,847,420	$70.1B	95.28%	Put
91	NFLXNETFLIX INC	362,838	$69.6B	94.61%	Put
92	VALEVALE S A	5,694,700	$69.6B	94.61%	Put
93	HDHOME DEPOT INC	349,480	$66.2B	89.98%	Put
94	—UNITED STATES NATL GAS FUND	2,811,018	$65.6B	89.05%	Put
95	J40TPROSHARES TR	1,925,101	$65.0B	88.34%	Put
96	USX1UNITED STATES STL CORP NEW	1,844,100	$64.9B	88.16%	Put
97	AXPAMERICAN EXPRESS CO	640,677	$63.6B	86.43%	Put
98	PEPPEPSICO INC	528,229	$63.3B	86.05%	Put
99	PANWPALO ALTO NETWORKS INC	435,510	$63.1B	85.75%	Put
100	XLYSELECT SECTOR SPDR TR	636,146	$62.8B	85.28%	Put

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