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 |
|---|---|---|---|---|---|
| 201 | STLDSTEEL DYNAMICS INC | 516,900 | $18.0B | 37.06% | Put |
| 202 | WMBWILLIAMS COS INC DEL | 601,900 | $17.8B | 36.74% | Call |
| 203 | VIABVIACOM INC NEW | 379,300 | $17.7B | 36.47% | Put |
| 204 | BRK/BBERKSHIRE HATHAWAY INC DEL | 106,000 | $17.7B | 36.44% | Call |
| 205 | —DOW CHEM CO | 272,900 | $17.3B | 35.76% | Put |
| 206 | PNCPNC FINL SVCS GROUP INC | 141,500 | $17.0B | 35.09% | Put |
| 207 | COFCAPITAL ONE FINL CORP | 194,245 | $16.8B | 34.72% | Put |
| 208 | LVSLAS VEGAS SANDS CORP | 291,790 | $16.7B | 34.34% | Put |
| 209 | CCLCARNIVAL CORP | 282,259 | $16.6B | 34.29% | Put |
| 210 | DBDEUTSCHE BANK AG | 968,281 | $16.6B | 34.27% | Put |
| 211 | T7DTRANSDIGM GROUP INC | 75,406 | $16.6B | 34.24% | Put |
| 212 | MPCMARATHON PETE CORP | 327,200 | $16.5B | 34.10% | Put |
| 213 | —UNITED STATES NATL GAS FUND | 2,178,801 | $16.5B | 34.02% | Put |
| 214 | STLAFIAT CHRYSLER AUTOMOBILES N | 1,459,743 | $16.0B | 32.91% | Put |
| 215 | MAMASTERCARD INCORPORATED | 141,682 | $15.9B | 32.86% | Put |
| 216 | —WHOLE FOODS MKT INC | 535,302 | $15.9B | 32.82% | Put |
| 217 | GISGENERAL MLS INC | 267,428 | $15.8B | 32.55% | Put |
| 218 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 264,300 | $15.7B | 32.45% | Put |
| 219 | BBYBEST BUY INC | 312,722 | $15.4B | 31.70% | Put |
| 220 | RCLROYAL CARIBBEAN CRUISES LTD | 156,153 | $15.3B | 31.60% | Put |
| 221 | LDOSLEIDOS HLDGS INC | 292,312 | $14.9B | 30.83% | Call |
| 222 | TXNTEXAS INSTRS INC | 184,300 | $14.8B | 30.62% | Put |
| 223 | SCHWSCHWAB CHARLES CORP NEW | 362,600 | $14.8B | 30.52% | Put |
| 224 | MGMMGM RESORTS INTERNATIONAL | 537,238 | $14.7B | 30.36% | Put |
| 225 | INFYINFOSYS LTD | 925,639 | $14.6B | 30.17% | Put |
| 226 | RIORIO TINTO PLC | 359,037 | $14.6B | 30.13% | Put |
| 227 | BBTUSDBB&T CORP | 326,400 | $14.6B | 30.09% | Put |
| 228 | LULULULULEMON ATHLETICA INC | 280,422 | $14.5B | 30.00% | Put |
| 229 | SEESEALED AIR CORP NEW | 333,300 | $14.5B | 29.96% | Put |
| 230 | NOCNORTHROP GRUMMAN CORP | 60,500 | $14.4B | 29.68% | Put |
| 231 | ESEVERSOURCE ENERGY | 242,000 | $14.2B | 29.34% | Put |
| 232 | CHRWC H ROBINSON WORLDWIDE INC | 182,400 | $14.1B | 29.08% | Put |
| 233 | XMESPDR SERIES TRUST | 462,601 | $14.1B | 29.02% | Put |
| 234 | MOALTRIA GROUP INC | 196,932 | $14.1B | 29.01% | Put |
| 235 | UAAUNDER ARMOUR INC | 710,185 | $14.0B | 28.98% | Put |
| 236 | ARNCCHFARCONIC INC | 532,200 | $14.0B | 28.91% | Put |
| 237 | AFWALIGN TECHNOLOGY INC | 122,000 | $14.0B | 28.87% | Call |
| 238 | CELGCELGENE CORP | 112,390 | $14.0B | 28.84% | Put |
| 239 | ATVIEURACTIVISION BLIZZARD INC | 278,688 | $13.9B | 28.66% | Put |
| 240 | CFCF INDS HLDGS INC | 471,029 | $13.8B | 28.51% | Put |
| 241 | TIFEURTIFFANY & CO NEW | 142,900 | $13.6B | 28.10% | Put |
| 242 | —ENCANA CORP | 1,149,985 | $13.5B | 27.77% | Put |
| 243 | FQIDIGITAL RLTY TR INC | 125,839 | $13.4B | 27.61% | Put |
| 244 | MDTMEDTRONIC PLC | 165,600 | $13.3B | 27.52% | Call |
| 245 | HPEHEWLETT PACKARD ENTERPRISE C | 554,151 | $13.1B | 27.09% | Put |
| 246 | AMATAPPLIED MATLS INC | 335,189 | $13.0B | 26.90% | Put |
| 247 | HALHALLIBURTON CO | 264,900 | $13.0B | 26.88% | Put |
| 248 | BIIBBIOGEN INC | 46,909 | $12.8B | 26.45% | Put |
| 249 | UALUNITED CONTL HLDGS INC | 178,900 | $12.6B | 26.06% | Put |
| 250 | —SONIC CORP | 491,986 | $12.5B | 25.74% | Put |
| 251 | FDO.FMACYS INC | 416,999 | $12.4B | 25.50% | Put |
| 252 | PEPPEPSICO INC | 110,053 | $12.3B | 25.39% | Put |
| 253 | VRTXVERTEX PHARMACEUTICALS INC | 112,216 | $12.3B | 25.31% | Put |
| 254 | FITBFIFTH THIRD BANCORP | 482,500 | $12.3B | 25.28% | Put |
| 255 | DISHDISH NETWORK CORP | 192,554 | $12.2B | 25.21% | Call |
| 256 | TECK/BTECK RESOURCES LTD | 557,600 | $12.2B | 25.19% | Put |
| 257 | DGDOLLAR GEN CORP NEW | 173,545 | $12.1B | 24.96% | Put |
| 258 | IPINTL PAPER CO | 235,500 | $12.0B | 24.66% | Put |
| 259 | EX9EXELIXIS INC | 550,000 | $11.9B | 24.59% | Put |
| 260 | CCCHEMOURS CO | 308,500 | $11.9B | 24.51% | Put |
| 261 | FIVEFIVE BELOW INC | 270,700 | $11.7B | 24.19% | Put |
| 262 | NEENEXTERA ENERGY INC | 88,700 | $11.4B | 23.48% | Put |
| 263 | EAELECTRONIC ARTS INC | 127,021 | $11.4B | 23.46% | Put |
| 264 | TTMCHFTATA MTRS LTD | 318,000 | $11.3B | 23.39% | Put |
| 265 | RFREGIONS FINL CORP NEW | 775,800 | $11.3B | 23.25% | Put |
| 266 | MBIMBIA INC | 1,321,875 | $11.2B | 23.09% | Put |
| 267 | AEMAGNICO EAGLE MINES LTD | 263,400 | $11.2B | 23.06% | Put |
| 268 | MTORMERITOR INC | 651,000 | $11.2B | 23.00% | Put |
| 269 | KSUEURKANSAS CITY SOUTHERN | 129,819 | $11.1B | 22.97% | Put |
| 270 | DLTRDOLLAR TREE INC | 141,200 | $11.1B | 22.86% | Put |
| 271 | SYYSYSCO CORP | 213,200 | $11.1B | 22.83% | Call |
| 272 | WELLWELLTOWER INC | 155,900 | $11.0B | 22.77% | Put |
| 273 | XLYSELECT SECTOR SPDR TR | 125,001 | $11.0B | 22.68% | Put |
| 274 | TRUTRANSUNION | 285,425 | $10.9B | 22.58% | Call |
| 275 | MASMASCO CORP | 319,500 | $10.9B | 22.40% | Put |
| 276 | EWWISHARES | 212,165 | $10.9B | 22.39% | Put |
| 277 | TMUST MOBILE US INC | 168,041 | $10.9B | 22.39% | Put |
| 278 | ARCCARES CAP CORP | 623,349 | $10.8B | 22.35% | Put |
| 279 | —PANDORA MEDIA INC | 898,146 | $10.6B | 21.88% | Put |
| 280 | —TAHOE RES INC | 1,314,800 | $10.6B | 21.77% | Call |
| 281 | DRIDARDEN RESTAURANTS INC | 124,295 | $10.4B | 21.44% | Put |
| 282 | DUKDUKE ENERGY CORP NEW | 126,100 | $10.3B | 21.32% | Put |
| 283 | AXTAAXALTA COATING SYS LTD | 313,118 | $10.1B | 20.79% | Put |
| 284 | CLXCLOROX CO DEL | 74,600 | $10.1B | 20.75% | Put |
| 285 | PAYXPAYCHEX INC | 170,700 | $10.1B | 20.74% | Put |
| 286 | ULTAULTA BEAUTY INC | 34,500 | $9.8B | 20.30% | Put |
| 287 | ADMARCHER DANIELS MIDLAND CO | 211,300 | $9.7B | 20.06% | Put |
| 288 | TRVTRAVELERS COMPANIES INC | 80,300 | $9.7B | 19.96% | Put |
| 289 | IBNICICI BK LTD | 1,123,935 | $9.7B | 19.94% | Put |
| 290 | BBBYEURBED BATH & BEYOND INC | 244,100 | $9.6B | 19.86% | Put |
| 291 | JBLUJETBLUE AIRWAYS CORP | 467,100 | $9.6B | 19.86% | Put |
| 292 | ROSTROSS STORES INC | 145,500 | $9.6B | 19.77% | Put |
| 293 | XLKSELECT SECTOR SPDR TR | 179,101 | $9.5B | 19.69% | Put |
| 294 | CBCHUBB LIMITED | 70,000 | $9.5B | 19.67% | Put |
| 295 | —TWENTY FIRST CENTY FOX INC | 293,600 | $9.5B | 19.62% | Put |
| 296 | BCSBARCLAYS PLC | 845,499 | $9.5B | 19.60% | Put |
| 297 | TRNTRINITY INDS INC | 355,320 | $9.4B | 19.46% | Put |
| 298 | MCKMCKESSON CORP | 62,746 | $9.3B | 19.19% | Put |
| 299 | BBDBANCO BRADESCO S A | 908,000 | $9.3B | 19.18% | Put |
| 300 | BHPBHP BILLITON LTD | 255,789 | $9.3B | 19.16% | Put |