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 |
|---|---|---|---|---|---|
| 201 | AVPUSDAVON PRODS INC | 3,565,227 | $17.1B | 37.59% | Put |
| 202 | XLBSELECT SECTOR SPDR TR | 379,901 | $17.0B | 37.32% | Put |
| 203 | —CAPITAL SR LIVING CORP | 912,974 | $16.9B | 37.06% | Put |
| 204 | ROKROCKWELL AUTOMATION INC | 148,551 | $16.9B | 37.04% | Put |
| 205 | HLTHILTON WORLDWIDE HLDGS INC | 740,638 | $16.7B | 36.56% | Put |
| 206 | PAYXPAYCHEX INC | 304,800 | $16.5B | 36.09% | Call |
| 207 | BKNGPRICELINE GRP INC | 12,600 | $16.3B | 35.63% | Put |
| 208 | VODVODAFONE GROUP PLC NEW | 506,684 | $16.2B | 35.59% | Put |
| 209 | TUR*ISHARES | 368,481 | $16.2B | 35.41% | Put |
| 210 | THCTENET HEALTHCARE CORP | 556,000 | $16.1B | 35.26% | Put |
| 211 | FSLRFIRST SOLAR INC | 234,500 | $16.1B | 35.20% | Put |
| 212 | WCGEURWELLCARE HEALTH PLANS INC | 172,500 | $16.0B | 35.07% | Call |
| 213 | MAMASTERCARD INC | 169,100 | $16.0B | 35.03% | Put |
| 214 | TEXTEREX CORP NEW | 641,900 | $16.0B | 35.01% | Call |
| 215 | ELLAUDER ESTEE COS INC | 169,200 | $16.0B | 34.98% | Put |
| 216 | EPDENTERPRISE PRODS PARTNERS L | 648,100 | $16.0B | 34.98% | Call |
| 217 | —DU PONT E I DE NEMOURS & CO | 251,400 | $15.9B | 34.89% | Put |
| 218 | BXUSDBLACKSTONE GROUP L P | 559,043 | $15.7B | 34.36% | Put |
| 219 | APDAIR PRODS & CHEMS INC | 108,500 | $15.6B | 34.26% | Put |
| 220 | CMECME GROUP INC | 162,600 | $15.6B | 34.24% | Put |
| 221 | BPBP PLC | 514,868 | $15.5B | 34.06% | Put |
| 222 | QEPQEP RES INC | 1,100,000 | $15.5B | 34.02% | Put |
| 223 | PNCPNC FINL SVCS GROUP INC | 182,807 | $15.5B | 33.90% | Put |
| 224 | EBAEBAY INC | 644,304 | $15.4B | 33.70% | Put |
| 225 | 9990302DAPACHE CORP | 313,100 | $15.3B | 33.52% | Put |
| 226 | RIGTRANSOCEAN LTD | 1,670,338 | $15.3B | 33.47% | Put |
| 227 | ISRGINTUITIVE SURGICAL INC | 25,000 | $15.0B | 32.94% | Call |
| 228 | GRA1EURGRACE W R & CO DEL NEW | 208,700 | $14.9B | 32.56% | Call |
| 229 | MRO*MARATHON OIL CORP | 1,330,600 | $14.8B | 32.49% | Put |
| 230 | NUENUCOR CORP | 308,300 | $14.6B | 31.97% | Put |
| 231 | WYNNWYNN RESORTS LTD | 154,242 | $14.4B | 31.57% | Put |
| 232 | —PANERA BREAD CO | 69,900 | $14.3B | 31.38% | Put |
| 233 | —SINA CORP | 299,890 | $14.2B | 31.14% | Put |
| 234 | LNWOSCIENTIFIC GAMES CORP | 1,502,985 | $14.2B | 31.07% | Call |
| 235 | WELLWELLTOWER INC | 201,100 | $13.9B | 30.57% | Put |
| 236 | BRK/BBERKSHIRE HATHAWAY INC DEL | 97,100 | $13.8B | 30.20% | Put |
| 237 | —CURRENCYSHS JAPANESE YEN TR | 158,001 | $13.6B | 29.79% | Put |
| 238 | ADBEADOBE SYS INC | 144,600 | $13.6B | 29.74% | Put |
| 239 | RGLDROYAL GOLD INC | 262,400 | $13.5B | 29.50% | Put |
| 240 | FNVFRANCO NEVADA CORP | 217,700 | $13.4B | 29.29% | Put |
| 241 | —LINKEDIN CORP | 116,239 | $13.3B | 29.14% | Put |
| 242 | GTGOODYEAR TIRE & RUBR CO | 396,907 | $13.1B | 28.70% | Put |
| 243 | BIIBBIOGEN INC | 50,154 | $13.1B | 28.62% | Put |
| 244 | APCANADARKO PETE CORP | 278,903 | $13.0B | 28.47% | Put |
| 245 | J40TPROSHARES TR | 347,054 | $12.8B | 28.04% | Put |
| 246 | DEDEERE & CO | 164,200 | $12.6B | 27.71% | Put |
| 247 | CTLEURCENTURYLINK INC | 394,000 | $12.6B | 27.61% | Put |
| 248 | LENLENNAR CORP | 257,100 | $12.4B | 27.25% | Put |
| 249 | —TIME WARNER CABLE INC | 60,000 | $12.3B | 26.91% | Put |
| 250 | —COACH INC | 306,400 | $12.3B | 26.91% | Put |
| 251 | COFCAPITAL ONE FINL CORP | 176,490 | $12.2B | 26.82% | Put |
| 252 | —PROSHARES TR | 310,616 | $12.2B | 26.78% | Put |
| 253 | AXTAAXALTA COATING SYS LTD | 418,100 | $12.2B | 26.76% | Call |
| 254 | ZZILLOW GROUP INC | 513,917 | $12.2B | 26.73% | Put |
| 255 | EQIXEQUINIX INC | 36,774 | $12.2B | 26.66% | Put |
| 256 | NSCNORFOLK SOUTHERN CORP | 144,750 | $12.1B | 26.42% | Put |
| 257 | EMREMERSON ELEC CO | 220,900 | $12.0B | 26.33% | Put |
| 258 | QSRRESTAURANT BRANDS INTL INC | 305,927 | $11.9B | 26.04% | Put |
| 259 | MARMARRIOTT INTL INC NEW | 165,637 | $11.8B | 25.84% | Put |
| 260 | IEFISHARES TR | 106,701 | $11.8B | 25.81% | Call |
| 261 | INFYINFOSYS LTD | 618,183 | $11.8B | 25.77% | Put |
| 262 | —LEXMARK INTL INC | 351,646 | $11.8B | 25.77% | |
| 263 | EAELECTRONIC ARTS INC | 175,177 | $11.6B | 25.38% | Put |
| 264 | REGNREGENERON PHARMACEUTICALS | 30,967 | $11.2B | 24.47% | Put |
| 265 | PAAPLAINS ALL AMERN PIPELINE L | 529,400 | $11.1B | 24.33% | Call |
| 266 | —MYLAN N V | 238,800 | $11.1B | 24.26% | Put |
| 267 | SKAASKECHERS U S A INC | 361,200 | $11.0B | 24.11% | Put |
| 268 | NEENEXTERA ENERGY INC | 92,400 | $10.9B | 23.97% | Put |
| 269 | ATVIEURACTIVISION BLIZZARD INC | 322,855 | $10.9B | 23.95% | Put |
| 270 | CAGCONAGRA FOODS INC | 243,987 | $10.9B | 23.86% | Put |
| 271 | CHKEURCHESAPEAKE ENERGY CORP | 2,627,201 | $10.8B | 23.73% | Put |
| 272 | FQIDIGITAL RLTY TR INC | 122,000 | $10.8B | 23.67% | Put |
| 273 | KHCKRAFT HEINZ CO | 136,352 | $10.7B | 23.48% | Put |
| 274 | VLOVALERO ENERGY CORP NEW | 162,100 | $10.4B | 22.79% | Put |
| 275 | —E M C CORP MASS | 390,000 | $10.4B | 22.78% | Put |
| 276 | WEPMAGELLAN MIDSTREAM PRTNRS LP | 150,000 | $10.3B | 22.62% | Call |
| 277 | LUVSOUTHWEST AIRLS CO | 229,052 | $10.3B | 22.50% | Put |
| 278 | LEALEAR CORP | 92,000 | $10.2B | 22.42% | Call |
| 279 | ROSTROSS STORES INC | 176,500 | $10.2B | 22.40% | Put |
| 280 | SCHWSCHWAB CHARLES CORP NEW | 363,800 | $10.2B | 22.35% | Put |
| 281 | TIFEURTIFFANY & CO NEW | 138,400 | $10.2B | 22.26% | Put |
| 282 | —UNITED STATES NATL GAS FUND | 1,520,171 | $10.1B | 22.19% | Put |
| 283 | YELPYELP INC | 509,223 | $10.1B | 22.19% | Put |
| 284 | CBCHUBB LIMITED | 84,000 | $10.0B | 21.94% | Put |
| 285 | —DIREXION SHS ETF TR | 170,137 | $10.0B | 21.83% | |
| 286 | ACNACCENTURE PLC IRELAND | 86,100 | $9.9B | 21.78% | Put |
| 287 | —TWENTY FIRST CENTY FOX INC | 353,713 | $9.9B | 21.62% | Put |
| 288 | TTMCHFTATA MTRS LTD | 339,000 | $9.8B | 21.59% | Put |
| 289 | XMESPDR SERIES TRUST | 481,001 | $9.8B | 21.57% | Put |
| 290 | —STARWOOD HOTELS&RESORTS WRLD | 117,900 | $9.8B | 21.55% | Put |
| 291 | NXPINXP SEMICONDUCTORS N V | 120,075 | $9.7B | 21.35% | Put |
| 292 | WYWEYERHAEUSER CO | 314,100 | $9.7B | 21.34% | Put |
| 293 | AMTAMERICAN TOWER CORP NEW | 94,700 | $9.7B | 21.25% | Put |
| 294 | ADPAUTOMATIC DATA PROCESSING IN | 107,400 | $9.6B | 21.12% | Put |
| 295 | MPCMARATHON PETE CORP | 258,800 | $9.6B | 21.09% | Put |
| 296 | PPGPPG INDS INC | 86,270 | $9.6B | 21.08% | Put |
| 297 | SNDKSANDISK CORP | 125,965 | $9.6B | 21.01% | Put |
| 298 | LNGCHENIERE ENERGY INC | 281,000 | $9.5B | 20.84% | Put |
| 299 | ABGAMERISOURCEBERGEN CORP | 109,000 | $9.4B | 20.68% | Call |
| 300 | MTNVAIL RESORTS INC | 70,200 | $9.4B | 20.57% | Put |