Parallax Volatility Advisers, L.P. Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$50.7B
Holdings
2,483
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (2,483 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | DFSEURDISCOVER FINL SVCS | 1,217,700 | $65.3B | 128.76% | Put |
| 102 | GISGENERAL MLS INC | 910,365 | $64.9B | 128.12% | Put |
| 103 | XHBSPDR SERIES TRUST | 1,892,067 | $63.5B | 125.22% | Put |
| 104 | LULULULULEMON ATHLETICA INC | 826,300 | $61.0B | 120.43% | Put |
| 105 | JNJJOHNSON & JOHNSON | 500,600 | $60.7B | 119.82% | Put |
| 106 | CEFCENTRAL FD CDA LTD | 4,283,543 | $59.5B | 117.49% | |
| 107 | SLBSCHLUMBERGER LTD | 749,100 | $59.2B | 116.88% | Put |
| 108 | DYHTARGET CORP | 847,708 | $59.2B | 116.80% | Put |
| 109 | RHT1EURRED HAT INC | 813,507 | $59.1B | 116.54% | Put |
| 110 | —MICHAEL KORS HLDGS LTD | 1,185,300 | $58.6B | 115.73% | Put |
| 111 | HONHONEYWELL INTL INC | 503,756 | $58.6B | 115.63% | Put |
| 112 | —DOW CHEM CO | 1,173,238 | $58.3B | 115.08% | Put |
| 113 | BALLBALL CORP | 805,165 | $58.2B | 114.85% | Put |
| 114 | XLBSELECT SECTOR SPDR TR | 1,253,101 | $58.1B | 114.58% | Put |
| 115 | PGPROCTER & GAMBLE CO | 684,315 | $57.9B | 114.33% | Put |
| 116 | EMBISHARES TR | 500,001 | $57.6B | 113.61% | Put |
| 117 | —YAHOO INC | 1,524,300 | $57.3B | 112.98% | Put |
| 118 | HDHOME DEPOT INC | 444,800 | $56.8B | 112.07% | Put |
| 119 | FCXFREEPORT-MCMORAN INC | 4,975,968 | $55.4B | 109.38% | Put |
| 120 | TSNTYSON FOODS INC | 823,300 | $55.0B | 108.51% | Put |
| 121 | —GOLDCORP INC NEW | 2,843,500 | $54.4B | 107.34% | Put |
| 122 | —DU PONT E I DE NEMOURS & CO | 836,398 | $54.2B | 106.95% | Put |
| 123 | YUMYUM BRANDS INC | 640,300 | $53.1B | 104.77% | Put |
| 124 | CHTRCHARTER COMMUNICATIONS INC N | 229,250 | $52.4B | 103.43% | Put |
| 125 | MMM3M CO | 297,200 | $52.0B | 102.69% | Put |
| 126 | —PANERA BREAD CO | 242,800 | $51.5B | 101.54% | Put |
| 127 | LOWLOWES COS INC | 643,100 | $50.9B | 100.46% | Put |
| 128 | 4I1PHILIP MORRIS INTL INC | 489,500 | $49.8B | 98.24% | Put |
| 129 | —PROSHARES TR II | 1,004,080 | $49.3B | 97.20% | Put |
| 130 | MDYSPDR S&P MIDCAP 400 ETF TR | 175,801 | $47.9B | 94.43% | Put |
| 131 | USBUS BANCORP DEL | 1,176,446 | $47.5B | 93.63% | Put |
| 132 | —CBS CORP NEW | 861,400 | $46.9B | 92.53% | Put |
| 133 | TWTRUSDTWITTER INC | 2,726,200 | $46.1B | 90.97% | Put |
| 134 | TXNTEXAS INSTRS INC | 732,800 | $45.9B | 90.59% | Put |
| 135 | MOSMOSAIC CO NEW | 1,750,943 | $45.8B | 90.45% | Put |
| 136 | DHID R HORTON INC | 1,434,031 | $45.1B | 89.09% | Put |
| 137 | —RANDGOLD RES LTD | 398,952 | $44.7B | 88.20% | Put |
| 138 | CRMSALESFORCE COM INC | 559,592 | $44.4B | 87.69% | Put |
| 139 | —BUFFALO WILD WINGS INC | 319,734 | $44.4B | 87.67% | Put |
| 140 | LVSLAS VEGAS SANDS CORP | 1,019,156 | $44.3B | 87.46% | Put |
| 141 | MASMASCO CORP | 1,403,200 | $43.4B | 85.67% | Put |
| 142 | FDXFEDEX CORP | 282,850 | $42.9B | 84.71% | Put |
| 143 | AXPAMERICAN EXPRESS CO | 699,200 | $42.5B | 83.84% | Put |
| 144 | MUMICRON TECHNOLOGY INC | 3,043,145 | $41.9B | 82.64% | Put |
| 145 | TWXCHFTIME WARNER INC | 566,957 | $41.7B | 82.27% | Put |
| 146 | IAUISHARES | 3,599,591 | $41.4B | 81.69% | Put |
| 147 | NUENUCOR CORP | 836,167 | $41.3B | 81.53% | Put |
| 148 | METMETLIFE INC | 1,034,779 | $41.2B | 81.34% | Put |
| 149 | OSVEURVANECK VECTORS ETF TR | 1,378,740 | $40.3B | 79.58% | Put |
| 150 | IYRISHARES TR | 481,166 | $39.6B | 78.22% | Put |
| 151 | —CURRENCYSHS BRIT POUND STER | 300,001 | $39.0B | 77.04% | Put |
| 152 | FEZSPDR INDEX SHS FDS | 1,250,001 | $39.0B | 76.88% | Put |
| 153 | BKBANK NEW YORK MELLON CORP | 986,400 | $38.3B | 75.62% | Put |
| 154 | AMGNAMGEN INC | 249,100 | $37.9B | 74.78% | Put |
| 155 | —DIAMOND RESORTS INTL INC | 1,255,231 | $37.6B | 74.21% | Put |
| 156 | BKNGPRICELINE GRP INC | 28,806 | $36.0B | 70.98% | Put |
| 157 | RIORIO TINTO PLC | 1,121,600 | $35.1B | 69.28% | Put |
| 158 | ALRMALARM COM HLDGS INC | 1,354,800 | $34.7B | 68.52% | Put |
| 159 | AIGAMERICAN INTL GROUP INC | 654,379 | $34.6B | 68.30% | Put |
| 160 | XLKSELECT SECTOR SPDR TR | 795,001 | $34.5B | 68.04% | Call |
| 161 | WYNNWYNN RESORTS LTD | 378,787 | $34.3B | 67.75% | Put |
| 162 | CVXCHEVRON CORP NEW | 314,300 | $32.9B | 65.02% | Put |
| 163 | NSCNORFOLK SOUTHERN CORP | 382,770 | $32.6B | 64.30% | Put |
| 164 | AZOAUTOZONE INC | 40,800 | $32.4B | 63.91% | Put |
| 165 | CTRPUSDCTRIP COM INTL LTD | 776,180 | $32.0B | 63.08% | Put |
| 166 | EAELECTRONIC ARTS INC | 421,100 | $31.9B | 62.97% | Put |
| 167 | —WHITEWAVE FOODS CO | 674,380 | $31.7B | 62.46% | Put |
| 168 | XLNXEURXILINX INC | 677,400 | $31.3B | 61.66% | Put |
| 169 | HALHALLIBURTON CO | 683,200 | $31.0B | 61.08% | Put |
| 170 | HCAHCA HOLDINGS INC | 400,000 | $30.8B | 60.78% | Call |
| 171 | HEDJWISDOMTREE TR | 603,940 | $30.5B | 60.22% | Call |
| 172 | DGDOLLAR GEN CORP NEW | 322,600 | $30.3B | 59.84% | Put |
| 173 | AEMAGNICO EAGLE MINES LTD | 566,500 | $30.3B | 59.80% | Put |
| 174 | AMJEURJPMORGAN CHASE & CO | 934,401 | $29.7B | 58.65% | Put |
| 175 | COFCAPITAL ONE FINL CORP | 453,800 | $28.8B | 56.87% | Put |
| 176 | OKEONEOK INC NEW | 596,200 | $28.3B | 55.82% | Put |
| 177 | GOOGLALPHABET INC | 39,733 | $28.0B | 55.16% | Put |
| 178 | BXUSDBLACKSTONE GROUP L P | 1,135,234 | $27.9B | 54.97% | Put |
| 179 | MPCMARATHON PETE CORP | 724,800 | $27.5B | 54.29% | Put |
| 180 | POT1EURPOTASH CORP SASK INC | 1,686,200 | $27.4B | 54.02% | Put |
| 181 | HOGHARLEY DAVIDSON INC | 602,627 | $27.3B | 53.87% | Put |
| 182 | HPEHEWLETT PACKARD ENTERPRISE C | 1,486,416 | $27.2B | 53.59% | Put |
| 183 | ETENERGY TRANSFER PRTNRS L P | 709,428 | $27.0B | 53.29% | Put |
| 184 | ULTAULTA SALON COSMETCS & FRAG I | 110,600 | $26.9B | 53.16% | Put |
| 185 | PYPLPAYPAL HLDGS INC | 737,778 | $26.9B | 53.16% | Put |
| 186 | ECLECOLAB INC | 220,362 | $26.1B | 51.57% | Put |
| 187 | AWNADVANCE AUTO PARTS INC | 157,718 | $25.5B | 50.30% | Put |
| 188 | AMTAMERICAN TOWER CORP NEW | 223,100 | $25.3B | 50.01% | Put |
| 189 | —SILVER WHEATON CORP | 1,075,639 | $25.3B | 49.94% | Put |
| 190 | COPCONOCOPHILLIPS | 575,063 | $25.1B | 49.46% | Put |
| 191 | VVISA INC | 337,500 | $25.0B | 49.39% | Put |
| 192 | PRKSSEAWORLD ENTMT INC | 1,723,274 | $24.7B | 48.72% | Put |
| 193 | KBESPDR SERIES TRUST | 780,408 | $23.8B | 46.94% | Put |
| 194 | ABTABBOTT LABS | 604,800 | $23.8B | 46.91% | Put |
| 195 | VMWEURVMWARE INC | 409,461 | $23.4B | 46.23% | Call |
| 196 | CLCOLGATE PALMOLIVE CO | 316,900 | $23.2B | 45.77% | Put |
| 197 | EXPDEXPEDITORS INTL WASH INC | 472,600 | $23.2B | 45.73% | Put |
| 198 | STLDSTEEL DYNAMICS INC | 940,400 | $23.0B | 45.46% | Put |
| 199 | ETRAE TRADE FINANCIAL CORP | 972,700 | $22.8B | 45.08% | Put |
| 200 | BHCVALEANT PHARMACEUTICALS INTL | 1,126,567 | $22.7B | 44.77% | Put |