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 |
|---|---|---|---|---|---|
| 201 | TQJSIGNATURE BK NEW YORK N Y | 181,288 | $22.6B | 44.69% | Put |
| 202 | —QIHOO 360 TECHNOLOGY CO LTD | 310,000 | $22.6B | 44.69% | Call |
| 203 | CSXCSX CORP | 859,494 | $22.4B | 44.23% | Put |
| 204 | WHRWHIRLPOOL CORP | 134,000 | $22.3B | 44.07% | Put |
| 205 | INFYINFOSYS LTD | 1,234,051 | $22.0B | 43.47% | Put |
| 206 | CMGCHIPOTLE MEXICAN GRILL INC | 53,888 | $21.7B | 42.83% | Put |
| 207 | SCHWSCHWAB CHARLES CORP NEW | 854,100 | $21.6B | 42.66% | Put |
| 208 | J40TPROSHARES TR | 681,254 | $21.6B | 42.60% | Put |
| 209 | EWWISHARES | 423,928 | $21.4B | 42.13% | Put |
| 210 | —CURRENCYSHS JAPANESE YEN TR | 223,201 | $20.9B | 41.21% | Call |
| 211 | DEODIAGEO P L C | 184,000 | $20.8B | 40.98% | Put |
| 212 | —SHIRE PLC | 111,500 | $20.5B | 40.50% | Put |
| 213 | HSYHERSHEY CO | 179,242 | $20.3B | 40.14% | Put |
| 214 | GDXJVANECK VECTORS ETF TR | 475,001 | $20.2B | 39.93% | Put |
| 215 | LRCXEURLAM RESEARCH CORP | 234,730 | $19.7B | 38.93% | Put |
| 216 | —SOLARCITY CORP | 815,410 | $19.5B | 38.51% | Put |
| 217 | RGLDROYAL GOLD INC | 270,700 | $19.5B | 38.47% | Put |
| 218 | BLKCHFBLACKROCK INC | 56,557 | $19.4B | 38.23% | Put |
| 219 | UAAUNDER ARMOUR INC | 480,846 | $19.3B | 38.07% | Put |
| 220 | FNVFRANCO NEVADA CORP | 251,700 | $19.1B | 37.78% | Put |
| 221 | CPBCAMPBELL SOUP CO | 286,415 | $19.1B | 37.60% | Put |
| 222 | PAYXPAYCHEX INC | 319,192 | $19.0B | 37.48% | Put |
| 223 | BBBYEURBED BATH & BEYOND INC | 436,791 | $18.9B | 37.24% | Put |
| 224 | RSX1USDVANECK VECTORS ETF TR | 1,081,491 | $18.8B | 37.18% | Put |
| 225 | —LINKEDIN CORP | 98,044 | $18.6B | 36.62% | Put |
| 226 | WCGEURWELLCARE HEALTH PLANS INC | 172,500 | $18.5B | 36.52% | Call |
| 227 | EOGEOG RES INC | 219,700 | $18.3B | 36.16% | Put |
| 228 | LUVSOUTHWEST AIRLS CO | 467,030 | $18.3B | 36.13% | Put |
| 229 | ACNACCENTURE PLC IRELAND | 161,512 | $18.3B | 36.11% | Put |
| 230 | USX1UNITED STATES STL CORP NEW | 1,082,327 | $18.2B | 36.01% | Put |
| 231 | ROSTROSS STORES INC | 315,700 | $17.9B | 35.31% | Put |
| 232 | MAMASTERCARD INC | 202,229 | $17.8B | 35.14% | Put |
| 233 | OXYOCCIDENTAL PETE CORP DEL | 235,375 | $17.8B | 35.09% | Put |
| 234 | TRGPTARGA RES CORP | 421,500 | $17.8B | 35.05% | Put |
| 235 | NXPINXP SEMICONDUCTORS N V | 225,500 | $17.7B | 34.87% | Put |
| 236 | SPGSIMON PPTY GROUP INC NEW | 78,200 | $17.0B | 33.47% | Put |
| 237 | BHPBHP BILLITON LTD | 584,300 | $16.7B | 32.93% | Put |
| 238 | GELGENESIS ENERGY L P | 433,200 | $16.6B | 32.80% | Call |
| 239 | AVGOBROADCOM LTD | 106,546 | $16.6B | 32.67% | Put |
| 240 | DKSDICKS SPORTING GOODS INC | 367,000 | $16.5B | 32.63% | Put |
| 241 | ISRGINTUITIVE SURGICAL INC | 25,000 | $16.5B | 32.63% | Call |
| 242 | GILDGILEAD SCIENCES INC | 198,000 | $16.5B | 32.59% | Put |
| 243 | —SINA CORP | 318,207 | $16.5B | 32.57% | Put |
| 244 | DEDEERE & CO | 203,300 | $16.5B | 32.51% | Put |
| 245 | NRANRG ENERGY INC | 1,096,900 | $16.4B | 32.45% | Put |
| 246 | ZZILLOW GROUP INC | 447,539 | $16.2B | 32.04% | Put |
| 247 | PRUPRUDENTIAL FINL INC | 225,547 | $16.1B | 31.76% | Put |
| 248 | AGIALAMOS GOLD INC NEW | 1,826,400 | $15.7B | 30.99% | Put |
| 249 | MARMARRIOTT INTL INC NEW | 234,498 | $15.6B | 30.75% | Put |
| 250 | MOALTRIA GROUP INC | 225,000 | $15.5B | 30.63% | Put |
| 251 | APCANADARKO PETE CORP | 288,760 | $15.4B | 30.34% | Put |
| 252 | THCTENET HEALTHCARE CORP | 556,000 | $15.4B | 30.32% | Put |
| 253 | —SYNGENTA AG | 200,000 | $15.4B | 30.30% | Call |
| 254 | EXPEEXPEDIA INC DEL | 143,154 | $15.2B | 30.03% | Put |
| 255 | —WHOLE FOODS MKT INC | 468,998 | $15.0B | 29.63% | Put |
| 256 | HBC2HSBC HLDGS PLC | 476,700 | $14.9B | 29.45% | Put |
| 257 | ELLAUDER ESTEE COS INC | 163,000 | $14.8B | 29.27% | Call |
| 258 | TMUST MOBILE US INC | 340,400 | $14.7B | 29.06% | Put |
| 259 | TRIPTRIPADVISOR INC | 225,959 | $14.5B | 28.67% | Put |
| 260 | CVSCVS HEALTH CORP | 150,500 | $14.4B | 28.43% | Put |
| 261 | VODVODAFONE GROUP PLC NEW | 462,000 | $14.3B | 28.17% | Put |
| 262 | CYHCOMMUNITY HEALTH SYS INC NEW | 1,180,883 | $14.2B | 28.08% | Put |
| 263 | MLMMARTIN MARIETTA MATLS INC | 73,800 | $14.2B | 27.96% | Put |
| 264 | PSXPHILLIPS 66 | 178,168 | $14.1B | 27.90% | Put |
| 265 | WDAYWORKDAY INC | 188,101 | $14.0B | 27.71% | Put |
| 266 | UNHUNITEDHEALTH GROUP INC | 99,334 | $14.0B | 27.67% | Put |
| 267 | AMATAPPLIED MATLS INC | 581,900 | $14.0B | 27.53% | Put |
| 268 | TIFEURTIFFANY & CO NEW | 229,449 | $13.9B | 27.45% | Put |
| 269 | RCLROYAL CARIBBEAN CRUISES LTD | 205,700 | $13.8B | 27.26% | Put |
| 270 | BRK/BBERKSHIRE HATHAWAY INC DEL | 94,300 | $13.7B | 26.94% | Put |
| 271 | JWNUSDNORDSTROM INC | 355,287 | $13.5B | 26.67% | Put |
| 272 | WMWASTE MGMT INC DEL | 202,367 | $13.4B | 26.47% | Put |
| 273 | GLWCORNING INC | 650,958 | $13.3B | 26.31% | Put |
| 274 | RIGTRANSOCEAN LTD | 1,096,597 | $13.0B | 25.73% | Put |
| 275 | LNWOSCIENTIFIC GAMES CORP | 1,417,544 | $13.0B | 25.71% | Call |
| 276 | GPROGOPRO INC | 1,184,335 | $12.8B | 25.27% | Put |
| 277 | CBCHUBB LIMITED | 96,700 | $12.6B | 24.94% | Put |
| 278 | BKHBLACK HILLS CORP | 200,000 | $12.6B | 24.88% | Put |
| 279 | DISHDISH NETWORK CORP | 236,976 | $12.4B | 24.50% | Put |
| 280 | ITWILLINOIS TOOL WKS INC | 115,100 | $12.0B | 23.66% | Put |
| 281 | PAAPLAINS ALL AMERN PIPELINE L | 427,900 | $11.8B | 23.21% | Call |
| 282 | HUNHUNTSMAN CORP | 872,700 | $11.7B | 23.17% | Put |
| 283 | PNCPNC FINL SVCS GROUP INC | 142,823 | $11.6B | 22.94% | Put |
| 284 | SIGSIGNET JEWELERS LIMITED | 140,600 | $11.6B | 22.86% | Put |
| 285 | DVNDEVON ENERGY CORP NEW | 317,700 | $11.5B | 22.73% | Put |
| 286 | ACHCACADIA HEALTHCARE COMPANY IN | 206,671 | $11.4B | 22.59% | Put |
| 287 | ETNEATON CORP PLC | 189,719 | $11.3B | 22.36% | Put |
| 288 | AFLAFLAC INC | 157,000 | $11.3B | 22.35% | Put |
| 289 | PBRPETROLEO BRASILEIRO SA PETRO | 1,555,955 | $11.1B | 21.98% | Put |
| 290 | —SHUTTERFLY INC | 238,100 | $11.1B | 21.90% | Put |
| 291 | MPLXMPLX LP | 330,000 | $11.1B | 21.90% | Call |
| 292 | TTMCHFTATA MTRS LTD | 320,000 | $11.1B | 21.89% | Put |
| 293 | REGNREGENERON PHARMACEUTICALS | 30,749 | $10.7B | 21.19% | Put |
| 294 | GDGENERAL DYNAMICS CORP | 76,698 | $10.7B | 21.07% | Put |
| 295 | MNSTMONSTER BEVERAGE CORP NEW | 65,514 | $10.5B | 20.77% | Put |
| 296 | —SOVRAN SELF STORAGE INC | 99,926 | $10.5B | 20.69% | Put |
| 297 | —SPRINT CORP | 2,305,904 | $10.4B | 20.61% | Put |
| 298 | —SONIC CORP | 385,972 | $10.4B | 20.60% | Put |
| 299 | CMACOMERICA INC | 252,786 | $10.4B | 20.52% | Call |
| 300 | MCKMCKESSON CORP | 55,000 | $10.3B | 20.26% | Call |