Parallax Volatility Advisers, L.P. Q1 2016 Filing
Filed May 16, 2016
Portfolio Value
$45.6B
Holdings
2,430
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (2,430 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | NEMNEWMONT MINING CORP | 1,894,900 | $50.4B | 110.41% | Put |
| 102 | METMETLIFE INC | 1,135,100 | $49.9B | 109.35% | Put |
| 103 | —RANDGOLD RES LTD | 544,400 | $49.4B | 108.37% | Put |
| 104 | XLNXEURXILINX INC | 1,040,808 | $49.4B | 108.21% | Put |
| 105 | FDXFEDEX CORP | 301,100 | $49.0B | 107.41% | Put |
| 106 | HONHONEYWELL INTL INC | 436,600 | $48.9B | 107.23% | Put |
| 107 | —CHARTER COMMUNICATIONS INC D | 239,900 | $48.6B | 106.45% | Put |
| 108 | LRCXEURLAM RESEARCH CORP | 574,755 | $47.5B | 104.07% | Put |
| 109 | FEZSPDR INDEX SHS FDS | 1,426,192 | $47.4B | 103.89% | Put |
| 110 | BKBANK NEW YORK MELLON CORP | 1,260,200 | $46.4B | 101.74% | Put |
| 111 | CTXSEURCITRIX SYS INC | 585,100 | $46.0B | 100.78% | Put |
| 112 | LOWLOWES COS INC | 592,000 | $44.8B | 98.30% | Put |
| 113 | AXPAMERICAN EXPRESS CO | 723,900 | $44.5B | 97.44% | Put |
| 114 | MDYSPDR S&P MIDCAP 400 ETF TR | 166,301 | $43.7B | 95.77% | Put |
| 115 | —GOLDCORP INC NEW | 2,661,920 | $43.2B | 94.69% | Put |
| 116 | SLBSCHLUMBERGER LTD | 581,700 | $42.9B | 94.06% | Put |
| 117 | COSTCOSTCO WHSL CORP NEW | 266,600 | $42.0B | 92.08% | Put |
| 118 | XLVSELECT SECTOR SPDR TR | 617,601 | $41.9B | 91.76% | Put |
| 119 | NFLXNETFLIX INC | 408,054 | $41.7B | 91.44% | Put |
| 120 | MRKMERCK & CO INC NEW | 779,000 | $41.2B | 90.34% | Put |
| 121 | DHRDANAHER CORP DEL | 427,622 | $40.6B | 88.92% | Put |
| 122 | MHKMOHAWK INDS INC | 211,300 | $40.3B | 88.42% | Put |
| 123 | XHBSPDR SERIES TRUST | 1,190,801 | $40.3B | 88.33% | Put |
| 124 | —AETNA INC NEW | 357,000 | $40.1B | 87.92% | Put |
| 125 | STZCONSTELLATION BRANDS INC | 257,900 | $39.0B | 85.41% | Put |
| 126 | TWTRUSDTWITTER INC | 2,334,500 | $38.6B | 84.70% | Put |
| 127 | AWNADVANCE AUTO PARTS INC | 240,600 | $38.6B | 84.56% | Put |
| 128 | CVXCHEVRON CORP NEW | 400,000 | $38.2B | 83.64% | Put |
| 129 | TSNTYSON FOODS INC | 571,000 | $38.1B | 83.43% | Put |
| 130 | BABOEING CO | 298,327 | $37.9B | 83.01% | Put |
| 131 | XLFSELECT SECTOR SPDR TR | 1,669,501 | $37.6B | 82.34% | Put |
| 132 | FXECURRENCYSHARES EURO TR | 330,001 | $36.7B | 80.42% | Put |
| 133 | GISGENERAL MLS INC | 575,089 | $36.4B | 79.86% | Put |
| 134 | PRUPRUDENTIAL FINL INC | 477,300 | $34.5B | 75.56% | Put |
| 135 | CFCF INDS HLDGS INC | 1,085,336 | $34.0B | 74.56% | Put |
| 136 | HLFHERBALIFE LTD | 550,000 | $33.9B | 74.22% | Put |
| 137 | AOSSMITH A O | 441,000 | $33.7B | 73.77% | Put |
| 138 | PRKSSEAWORLD ENTMT INC | 1,584,300 | $33.4B | 73.14% | Put |
| 139 | DHID R HORTON INC | 1,096,866 | $33.2B | 72.68% | Put |
| 140 | WMTWAL-MART STORES INC | 482,853 | $33.1B | 72.49% | Put |
| 141 | 4I1PHILIP MORRIS INTL INC | 336,000 | $33.0B | 72.26% | Put |
| 142 | —DIAMOND RESORTS INTL INC | 1,322,822 | $32.1B | 70.46% | Put |
| 143 | HALHALLIBURTON CO | 889,944 | $31.8B | 69.65% | Put |
| 144 | HCAHCA HOLDINGS INC | 402,600 | $31.4B | 68.88% | Put |
| 145 | DGDOLLAR GEN CORP NEW | 356,000 | $30.5B | 66.79% | Put |
| 146 | CASYCASEYS GEN STORES INC | 256,100 | $29.0B | 63.62% | Put |
| 147 | VMCVULCAN MATLS CO | 271,700 | $28.7B | 62.88% | Put |
| 148 | CTRPUSDCTRIP COM INTL LTD | 645,116 | $28.5B | 62.57% | Put |
| 149 | CMICUMMINS INC | 258,300 | $28.4B | 62.27% | Put |
| 150 | USX1UNITED STATES STL CORP NEW | 1,763,700 | $28.3B | 62.05% | Put |
| 151 | STTSPDR SERIES TRUST | 809,759 | $27.7B | 60.79% | Put |
| 152 | ILMNILLUMINA INC | 170,828 | $27.7B | 60.70% | Put |
| 153 | —MICHAEL KORS HLDGS LTD | 483,900 | $27.6B | 60.42% | Put |
| 154 | ABTABBOTT LABS | 651,452 | $27.3B | 59.73% | Put |
| 155 | CRMSALESFORCE COM INC | 354,600 | $26.2B | 57.39% | Put |
| 156 | UAAUNDER ARMOUR INC | 308,537 | $26.2B | 57.37% | Put |
| 157 | RRYDER SYS INC | 396,000 | $25.7B | 56.23% | Put |
| 158 | KBESPDR SERIES TRUST | 840,503 | $25.5B | 55.96% | Put |
| 159 | YUMYUM BRANDS INC | 307,874 | $25.2B | 55.24% | Put |
| 160 | TXNTEXAS INSTRS INC | 435,700 | $25.0B | 54.85% | Put |
| 161 | MUMICRON TECHNOLOGY INC | 2,388,844 | $25.0B | 54.83% | Put |
| 162 | AMJEURJPMORGAN CHASE & CO | 914,101 | $24.8B | 54.28% | Put |
| 163 | WHRWHIRLPOOL CORP | 136,868 | $24.7B | 54.10% | Put |
| 164 | RIORIO TINTO PLC | 846,500 | $23.9B | 52.46% | Put |
| 165 | GDGENERAL DYNAMICS CORP | 181,642 | $23.9B | 52.31% | Put |
| 166 | —QIHOO 360 TECHNOLOGY CO LTD | 315,100 | $23.8B | 52.18% | Put |
| 167 | —WISDOMTREE TR | 942,728 | $23.6B | 51.66% | Put |
| 168 | NDAQNASDAQ INC | 351,700 | $23.3B | 51.17% | Put |
| 169 | AVGOBROADCOM LTD | 150,646 | $23.3B | 51.02% | Put |
| 170 | TWXCHFTIME WARNER INC | 319,247 | $23.2B | 50.78% | Put |
| 171 | JBHTHUNT J B TRANS SVCS INC | 271,300 | $22.9B | 50.09% | Put |
| 172 | GILDGILEAD SCIENCES INC | 241,257 | $22.2B | 48.58% | Put |
| 173 | COPCONOCOPHILLIPS | 546,515 | $22.0B | 48.24% | Put |
| 174 | HOGHARLEY DAVIDSON INC | 423,800 | $21.8B | 47.69% | Put |
| 175 | BHPBHP BILLITON LTD | 831,400 | $21.5B | 47.20% | Put |
| 176 | TMTOYOTA MOTOR CORP | 196,250 | $20.9B | 45.73% | Put |
| 177 | LMTLOCKHEED MARTIN CORP | 93,800 | $20.8B | 45.54% | Put |
| 178 | ECLECOLAB INC | 185,505 | $20.7B | 45.35% | Put |
| 179 | JWNUSDNORDSTROM INC | 356,900 | $20.4B | 44.75% | Put |
| 180 | EXPEEXPEDIA INC DEL | 188,820 | $20.4B | 44.63% | Put |
| 181 | HPEHEWLETT PACKARD ENTERPRISE C | 1,132,800 | $20.1B | 44.03% | Put |
| 182 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 320,000 | $20.1B | 43.98% | Put |
| 183 | PYPLPAYPAL HLDGS INC | 513,100 | $19.8B | 43.41% | Put |
| 184 | ETNEATON CORP PLC | 314,900 | $19.7B | 43.17% | Put |
| 185 | —PROSHARES TR II | 1,008,689 | $19.5B | 42.74% | Put |
| 186 | GELGENESIS ENERGY L P | 610,000 | $19.4B | 42.51% | Call |
| 187 | ETENERGY TRANSFER PRTNRS L P | 595,820 | $19.3B | 42.24% | Put |
| 188 | UNPUNION PAC CORP | 240,359 | $19.1B | 41.91% | Put |
| 189 | EXPEAGLE MATERIALS INC | 270,000 | $18.9B | 41.50% | Call |
| 190 | EOGEOG RES INC | 260,500 | $18.9B | 41.45% | Put |
| 191 | —THE ADT CORPORATION | 453,253 | $18.7B | 40.99% | Put |
| 192 | BIDUNBAIDU INC | 97,802 | $18.7B | 40.91% | Put |
| 193 | OXYOCCIDENTAL PETE CORP DEL | 272,700 | $18.7B | 40.90% | Put |
| 194 | POT1EURPOTASH CORP SASK INC | 1,080,250 | $18.4B | 40.30% | Put |
| 195 | —SOLARCITY CORP | 747,367 | $18.4B | 40.27% | Put |
| 196 | LVSLAS VEGAS SANDS CORP | 354,851 | $18.3B | 40.20% | Put |
| 197 | —ENLINK MIDSTREAM PARTNERS LP | 1,498,600 | $18.1B | 39.65% | Call |
| 198 | ULTAULTA SALON COSMETCS & FRAG I | 90,900 | $17.6B | 38.60% | Put |
| 199 | HUNHUNTSMAN CORP | 1,309,392 | $17.4B | 38.17% | Put |
| 200 | LVLNSPDR SERIES TRUST | 459,739 | $17.3B | 37.93% |