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 |
|---|---|---|---|---|---|
| 301 | 9990302DAPACHE CORP | 183,400 | $10.2B | 20.14% | Put |
| 302 | CTLEURCENTURYLINK INC | 346,500 | $10.1B | 19.83% | Put |
| 303 | LQDISHARES TR | 80,831 | $9.9B | 19.58% | Put |
| 304 | MGMMGM RESORTS INTERNATIONAL | 435,900 | $9.9B | 19.46% | Put |
| 305 | SJMSMUCKER J M CO | 64,600 | $9.8B | 19.43% | Put |
| 306 | TRVTRAVELERS COMPANIES INC | 82,431 | $9.8B | 19.36% | Put |
| 307 | NBL2EURNOBLE ENERGY INC | 273,000 | $9.8B | 19.32% | Put |
| 308 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 170,000 | $9.7B | 19.20% | Put |
| 309 | CAGCONAGRA FOODS INC | 202,824 | $9.7B | 19.14% | Put |
| 310 | UAUNDER ARMOUR INC | 263,952 | $9.6B | 18.96% | Put |
| 311 | MACMACERICH CO | 112,000 | $9.6B | 18.87% | Put |
| 312 | POSTPOST HLDGS INC | 115,413 | $9.5B | 18.83% | Put |
| 313 | CNRCANADIAN NATL RY CO | 159,956 | $9.4B | 18.64% | Put |
| 314 | XRTSPDR SERIES TRUST | 225,002 | $9.4B | 18.63% | Call |
| 315 | —MYLAN N V | 217,380 | $9.4B | 18.55% | Put |
| 316 | PRIMPRIMORIS SVCS CORP | 492,800 | $9.3B | 18.41% | Call |
| 317 | CFCF INDS HLDGS INC | 385,200 | $9.3B | 18.32% | Put |
| 318 | KHCKRAFT HEINZ CO | 103,800 | $9.2B | 18.12% | Put |
| 319 | —OUTERWALL INC | 218,203 | $9.2B | 18.08% | Put |
| 320 | —INTREXON CORP | 363,329 | $8.9B | 17.64% | Put |
| 321 | VALEVALE S A | 1,766,644 | $8.9B | 17.64% | Put |
| 322 | VMCVULCAN MATLS CO | 74,192 | $8.9B | 17.62% | Put |
| 323 | —AK STL HLDG CORP | 1,913,583 | $8.9B | 17.60% | Put |
| 324 | DLTRDOLLAR TREE INC | 94,432 | $8.9B | 17.56% | Put |
| 325 | GWWGRAINGER W W INC | 39,000 | $8.9B | 17.49% | Put |
| 326 | —TWENTY FIRST CENTY FOX INC | 323,073 | $8.7B | 17.24% | Put |
| 327 | ABGAMERISOURCEBERGEN CORP | 109,000 | $8.6B | 17.06% | Call |
| 328 | FASTFASTENAL CO | 191,443 | $8.5B | 16.77% | Put |
| 329 | BBBLACKBERRY LTD | 1,264,002 | $8.5B | 16.73% | Put |
| 330 | DNKNDUNKIN BRANDS GROUP INC | 194,316 | $8.5B | 16.73% | Put |
| 331 | RLRALPH LAUREN CORP | 94,222 | $8.4B | 16.66% | Put |
| 332 | PEOEXELON CORP | 228,800 | $8.3B | 16.42% | Put |
| 333 | IAUISHARES TR | 541,251 | $8.3B | 16.42% | Call |
| 334 | TIPISHARES TR | 69,201 | $8.1B | 15.93% | Call |
| 335 | ADBEADOBE SYS INC | 82,900 | $7.9B | 15.67% | Put |
| 336 | AZNASTRAZENECA PLC | 261,959 | $7.9B | 15.61% | Call |
| 337 | SYFSYNCHRONY FINL | 310,700 | $7.9B | 15.50% | Put |
| 338 | —COACH INC | 191,300 | $7.8B | 15.37% | Put |
| 339 | —DIREXION SHS ETF TR | 250,001 | $7.7B | 15.20% | Put |
| 340 | DRIDARDEN RESTAURANTS INC | 120,229 | $7.6B | 15.03% | Put |
| 341 | HLFHERBALIFE LTD | 130,100 | $7.6B | 15.03% | Put |
| 342 | LNGCHENIERE ENERGY INC | 200,800 | $7.5B | 14.87% | Put |
| 343 | CQPCHENIERE ENERGY PARTNERS LP | 250,000 | $7.5B | 14.79% | Put |
| 344 | T77LENDINGTREE INC NEW | 84,500 | $7.5B | 14.73% | Call |
| 345 | KMTKENNAMETAL INC | 331,965 | $7.3B | 14.48% | Put |
| 346 | ZIONZIONS BANCORPORATION | 289,669 | $7.3B | 14.37% | Put |
| 347 | GLPIGAMING & LEISURE PPTYS INC | 211,100 | $7.3B | 14.36% | Call |
| 348 | —PHILLIPS 66 PARTNERS LP | 130,000 | $7.3B | 14.33% | Call |
| 349 | —ARIAD PHARMACEUTICALS INC | 977,689 | $7.2B | 14.26% | Put |
| 350 | RFREGIONS FINL CORP NEW | 846,000 | $7.2B | 14.21% | Put |
| 351 | KIMKIMCO RLTY CORP | 229,421 | $7.2B | 14.21% | Put |
| 352 | EBIXEUREBIX INC | 150,000 | $7.2B | 14.18% | Call |
| 353 | DUKDUKE ENERGY CORP NEW | 83,500 | $7.2B | 14.13% | Put |
| 354 | BKRBAKER HUGHES INC | 157,755 | $7.1B | 14.05% | Put |
| 355 | XLFISELECT SECTOR SPDR TR | 129,001 | $7.1B | 14.04% | Put |
| 356 | —TYCO INTL PLC | 166,600 | $7.1B | 14.00% | Put |
| 357 | KMBKIMBERLY CLARK CORP | 51,500 | $7.1B | 13.97% | Put |
| 358 | ZGZILLOW GROUP INC | 191,302 | $7.0B | 13.84% | Put |
| 359 | BXPBOSTON PROPERTIES INC | 53,100 | $7.0B | 13.82% | Put |
| 360 | RTN1USDRAYTHEON CO | 51,100 | $6.9B | 13.71% | Put |
| 361 | SEASEABRIDGE GOLD INC | 472,806 | $6.9B | 13.70% | Put |
| 362 | VGKVANGUARD INTL EQUITY INDEX F | 146,944 | $6.9B | 13.53% | Put |
| 363 | —UNITED STATES NATL GAS FUND | 783,101 | $6.8B | 13.35% | Put |
| 364 | —PENNEY J C INC | 761,000 | $6.8B | 13.34% | Put |
| 365 | OIEUROWENS ILL INC | 375,000 | $6.8B | 13.33% | Call |
| 366 | NVDANVIDIA CORP | 142,296 | $6.7B | 13.20% | Put |
| 367 | ADSKAUTODESK INC | 123,100 | $6.7B | 13.15% | Put |
| 368 | —WESTERN REFNG INC | 322,000 | $6.6B | 13.11% | Put |
| 369 | PGRPROGRESSIVE CORP OHIO | 198,200 | $6.6B | 13.10% | Put |
| 370 | CELGCELGENE CORP | 66,900 | $6.6B | 13.02% | Put |
| 371 | CHKPCHECK POINT SOFTWARE TECH LT | 80,956 | $6.5B | 12.73% | Put |
| 372 | AU3EURANGLOGOLD ASHANTI LTD | 352,400 | $6.4B | 12.56% | Call |
| 373 | 7HPHP INC | 505,414 | $6.3B | 12.51% | Put |
| 374 | CHRWC H ROBINSON WORLDWIDE INC | 85,300 | $6.3B | 12.50% | Put |
| 375 | —WESTERN GAS EQUITY PARTNERS | 162,556 | $6.2B | 12.27% | Put |
| 376 | YELPYELP INC | 204,300 | $6.2B | 12.24% | Put |
| 377 | CHLUSDCHINA MOBILE LIMITED | 107,000 | $6.2B | 12.23% | Put |
| 378 | DPZDOMINOS PIZZA INC | 47,070 | $6.2B | 12.20% | Put |
| 379 | LENLENNAR CORP | 132,135 | $6.1B | 12.02% | Put |
| 380 | EWEDWARDS LIFESCIENCES CORP | 60,834 | $6.1B | 11.97% | Put |
| 381 | FSLRFIRST SOLAR INC | 124,290 | $6.0B | 11.89% | Put |
| 382 | AONAON PLC | 54,900 | $6.0B | 11.83% | Put |
| 383 | CCLCARNIVAL CORP | 135,438 | $6.0B | 11.81% | Put |
| 384 | SERVUSDSERVICEMASTER GLOBAL HLDGS I | 150,000 | $6.0B | 11.78% | Call |
| 385 | CYBRCYBERARK SOFTWARE LTD | 122,593 | $6.0B | 11.75% | Call |
| 386 | ALKALASKA AIR GROUP INC | 102,062 | $6.0B | 11.74% | Put |
| 387 | —CLIFFS NAT RES INC | 1,045,863 | $5.9B | 11.70% | Put |
| 388 | —PROSHARES TR II | 1,900,000 | $5.9B | 11.57% | Put |
| 389 | —GOLAR LNG PARTNERS LP | 318,700 | $5.8B | 11.53% | Call |
| 390 | ALXNALEXION PHARMACEUTICALS INC | 50,000 | $5.8B | 11.52% | Call |
| 391 | ADMARCHER DANIELS MIDLAND CO | 135,953 | $5.8B | 11.51% | Put |
| 392 | MRO*MARATHON OIL CORP | 388,400 | $5.8B | 11.50% | Put |
| 393 | SHWSHERWIN WILLIAMS CO | 19,800 | $5.8B | 11.47% | Put |
| 394 | —AGRIUM INC | 63,943 | $5.8B | 11.41% | Put |
| 395 | WDCWESTERN DIGITAL CORP | 119,880 | $5.7B | 11.18% | Put |
| 396 | IEFISHARES TR | 50,001 | $5.6B | 11.14% | Call |
| 397 | CERNCHFCERNER CORP | 96,364 | $5.6B | 11.14% | Put |
| 398 | PXDEURPIONEER NAT RES CO | 37,159 | $5.6B | 11.08% | Put |
| 399 | ADPAUTOMATIC DATA PROCESSING IN | 61,077 | $5.6B | 11.07% | Put |
| 400 | —GIGAMON INC | 150,000 | $5.6B | 11.07% | Call |