Parallax Volatility Advisers, L.P. Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$48.5B
Holdings
2,940
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (2,940 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | USX1UNITED STATES STL CORP NEW | 1,714,142 | $58.0B | 119.54% | Put |
| 102 | GOOGLALPHABET INC | 68,177 | $57.8B | 119.22% | Put |
| 103 | CEFCENTRAL FD CDA LTD | 4,158,543 | $53.5B | 110.30% | |
| 104 | —CARDTRONICS PLC | 1,140,792 | $53.3B | 110.00% | Put |
| 105 | WMTWAL-MART STORES INC | 720,000 | $51.9B | 107.04% | Put |
| 106 | AZNASTRAZENECA PLC | 1,623,000 | $50.5B | 104.24% | Put |
| 107 | AWMSKYWORKS SOLUTIONS INC | 511,100 | $50.1B | 103.29% | Put |
| 108 | TWTRUSDTWITTER INC | 3,296,924 | $49.3B | 101.67% | Put |
| 109 | FNVFRANCO NEVADA CORP | 747,500 | $49.0B | 101.01% | Put |
| 110 | NVDANVIDIA CORP | 439,422 | $47.9B | 98.73% | Put |
| 111 | XLFISELECT SECTOR SPDR TR | 871,701 | $47.6B | 98.13% | Put |
| 112 | STTSTATE STR CORP | 575,300 | $45.8B | 94.47% | Put |
| 113 | VMWEURVMWARE INC | 495,600 | $45.7B | 94.19% | Put |
| 114 | EWJISHARES INC | 878,750 | $45.3B | 93.35% | Put |
| 115 | XLISELECT SECTOR SPDR TR | 679,301 | $44.2B | 91.16% | Put |
| 116 | WYNNWYNN RESORTS LTD | 368,200 | $42.2B | 87.04% | Put |
| 117 | NUENUCOR CORP | 703,624 | $42.0B | 86.67% | Put |
| 118 | JDJD COM INC | 1,329,595 | $41.4B | 85.32% | Put |
| 119 | AMXNAMERICA MOVIL SAB DE CV | 2,902,000 | $41.1B | 84.81% | Call |
| 120 | CTRPUSDCTRIP COM INTL LTD | 830,038 | $40.8B | 84.14% | Put |
| 121 | HONHONEYWELL INTL INC | 323,800 | $40.4B | 83.39% | Put |
| 122 | HBC2HSBC HLDGS PLC | 979,106 | $40.0B | 82.43% | Put |
| 123 | BABOEING CO | 225,400 | $39.9B | 82.22% | Put |
| 124 | NSCNORFOLK SOUTHERN CORP | 350,600 | $39.3B | 80.98% | Put |
| 125 | SBUXSTARBUCKS CORP | 667,745 | $39.0B | 80.42% | Put |
| 126 | RLRALPH LAUREN CORP | 472,430 | $38.6B | 79.53% | Put |
| 127 | 5TCTRUECAR INC | 2,492,300 | $38.6B | 79.52% | Put |
| 128 | EBAEBAY INC | 1,098,592 | $36.9B | 76.06% | Put |
| 129 | CVXCHEVRON CORP NEW | 343,000 | $36.8B | 75.96% | Put |
| 130 | PFEPFIZER INC | 1,061,749 | $36.3B | 74.92% | Put |
| 131 | CSXCSX CORP | 768,500 | $35.8B | 73.79% | Put |
| 132 | CITUSDCIT GROUP INC | 832,595 | $35.7B | 73.72% | Put |
| 133 | ORCLORACLE CORP | 799,300 | $35.7B | 73.54% | Put |
| 134 | TSAACI WORLDWIDE INC | 1,625,836 | $34.8B | 71.73% | |
| 135 | WBAWALGREENS BOOTS ALLIANCE INC | 405,815 | $33.7B | 69.51% | Put |
| 136 | KMXCARMAX INC | 567,911 | $33.6B | 69.36% | Put |
| 137 | GAPGAP INC DEL | 1,380,829 | $33.5B | 69.18% | Put |
| 138 | POT1EURPOTASH CORP SASK INC | 1,960,784 | $33.5B | 69.08% | Put |
| 139 | BKNGPRICELINE GRP INC | 18,799 | $33.5B | 69.02% | Put |
| 140 | EWHISHARES | 1,500,001 | $33.4B | 68.84% | Put |
| 141 | SKAASKECHERS U S A INC | 1,204,486 | $33.1B | 68.20% | Put |
| 142 | —ELLIE MAE INC | 329,000 | $33.0B | 68.04% | Put |
| 143 | CRMSALESFORCE COM INC | 393,712 | $32.5B | 66.98% | Put |
| 144 | HDHOME DEPOT INC | 217,700 | $32.0B | 65.93% | Put |
| 145 | XLVSELECT SECTOR SPDR TR | 410,201 | $30.5B | 62.91% | Put |
| 146 | ABBVABBVIE INC | 467,497 | $30.5B | 62.83% | Put |
| 147 | —GOLDCORP INC NEW | 2,035,870 | $29.7B | 61.26% | Put |
| 148 | REGNREGENERON PHARMACEUTICALS | 76,083 | $29.5B | 60.81% | Put |
| 149 | PRUPRUDENTIAL FINL INC | 273,800 | $29.2B | 60.24% | Put |
| 150 | SLBSCHLUMBERGER LTD | 367,842 | $28.7B | 59.26% | Put |
| 151 | 4I1PHILIP MORRIS INTL INC | 250,200 | $28.2B | 58.26% | Put |
| 152 | LBEURL BRANDS INC | 594,019 | $28.0B | 57.71% | Put |
| 153 | ADBEADOBE SYS INC | 214,556 | $27.9B | 57.59% | Put |
| 154 | AFLAFLAC INC | 384,600 | $27.9B | 57.45% | Put |
| 155 | DXJWISDOMTREE TR | 540,001 | $27.3B | 56.38% | Put |
| 156 | GLWCORNING INC | 1,008,000 | $27.2B | 56.13% | Put |
| 157 | LNWOSCIENTIFIC GAMES CORP | 1,146,240 | $27.1B | 55.92% | Put |
| 158 | XLUSELECT SECTOR SPDR TR | 527,501 | $27.1B | 55.83% | Put |
| 159 | —RANDGOLD RES LTD | 307,800 | $26.9B | 55.41% | Put |
| 160 | ABTABBOTT LABS | 604,748 | $26.9B | 55.39% | Put |
| 161 | —PLATFORM SPECIALTY PRODS COR | 2,050,295 | $26.7B | 55.06% | Put |
| 162 | LMTLOCKHEED MARTIN CORP | 99,685 | $26.7B | 55.02% | Put |
| 163 | DHRDANAHER CORP DEL | 306,900 | $26.2B | 54.14% | Put |
| 164 | LOWLOWES COS INC | 315,500 | $25.9B | 53.49% | Put |
| 165 | FMCF M C CORP | 368,078 | $25.6B | 52.83% | Put |
| 166 | KSSKOHLS CORP | 635,499 | $25.3B | 52.19% | Put |
| 167 | LYBLYONDELLBASELL INDUSTRIES N | 274,100 | $25.0B | 51.56% | Put |
| 168 | VLOVALERO ENERGY CORP NEW | 373,055 | $24.7B | 51.01% | Put |
| 169 | RTN1USDRAYTHEON CO | 160,300 | $24.4B | 50.42% | Put |
| 170 | SRGSERITAGE GROWTH PPTYS | 558,679 | $24.1B | 49.72% | Put |
| 171 | OXYOCCIDENTAL PETE CORP DEL | 380,443 | $24.1B | 49.72% | Put |
| 172 | VALEVALE S A | 2,535,162 | $24.1B | 49.68% | Put |
| 173 | —DU PONT E I DE NEMOURS & CO | 293,100 | $23.5B | 48.56% | Put |
| 174 | BUDANHEUSER BUSCH INBEV SA/NV | 213,425 | $23.4B | 48.32% | Put |
| 175 | JNJJOHNSON & JOHNSON | 187,700 | $23.4B | 48.22% | Put |
| 176 | CLCOLGATE PALMOLIVE CO | 318,500 | $23.3B | 48.08% | Put |
| 177 | IBBISHARES TR | 78,501 | $23.0B | 47.48% | Call |
| 178 | MOSMOSAIC CO NEW | 788,300 | $23.0B | 47.44% | Put |
| 179 | XLBSELECT SECTOR SPDR TR | 435,901 | $22.8B | 47.12% | Put |
| 180 | —CABOT MICROELECTRONICS CORP | 294,000 | $22.5B | 46.46% | Call |
| 181 | —SPRINT CORP | 2,523,991 | $21.9B | 45.19% | Put |
| 182 | VFCV F CORP | 384,493 | $21.1B | 43.59% | Put |
| 183 | HOUSREALOGY HLDGS CORP | 682,200 | $20.3B | 41.92% | Put |
| 184 | PYPLPAYPAL HLDGS INC | 471,700 | $20.3B | 41.86% | Put |
| 185 | CHKPCHECK POINT SOFTWARE TECH LT | 197,000 | $20.2B | 41.71% | Put |
| 186 | SMHVANECK VECTORS ETF TR | 253,158 | $20.2B | 41.62% | Put |
| 187 | XPOXPO LOGISTICS INC | 408,403 | $19.6B | 40.34% | Call |
| 188 | TWXCHFTIME WARNER INC | 200,000 | $19.5B | 40.31% | Put |
| 189 | —KATE SPADE & CO | 836,066 | $19.4B | 40.06% | Put |
| 190 | LVLNSPDR SERIES TRUST | 353,001 | $19.3B | 39.76% | Put |
| 191 | HIGHARTFORD FINL SVCS GROUP INC | 399,033 | $19.2B | 39.56% | Put |
| 192 | AMTAMERICAN TOWER CORP NEW | 157,600 | $19.1B | 39.50% | Put |
| 193 | —ROCKWELL COLLINS INC | 196,500 | $19.1B | 39.38% | Put |
| 194 | ETRAE TRADE FINANCIAL CORP | 545,770 | $19.0B | 39.28% | Put |
| 195 | —MOBILEYE N V AMSTELVEEN | 305,544 | $18.8B | 38.70% | Put |
| 196 | —PANERA BREAD CO | 71,233 | $18.7B | 38.47% | Put |
| 197 | LNGCHENIERE ENERGY INC | 389,800 | $18.4B | 38.00% | Put |
| 198 | ASHASHLAND GLOBAL HLDGS INC | 147,661 | $18.3B | 37.71% | Put |
| 199 | J40TPROSHARES TR | 463,820 | $18.1B | 37.44% | Put |
| 200 | ESPRESPERION THERAPEUTICS INC NE | 509,976 | $18.0B | 37.14% | Put |