Parallax Volatility Advisers, L.P. Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$51.6B
Holdings
2,379
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (2,379 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | MCDMCDONALDS CORP | 372,200 | $57.0B | 110.52% | Put |
| 102 | DISHDISH NETWORK CORP | 897,111 | $56.3B | 109.15% | Put |
| 103 | URIUNITED RENTALS INC | 496,320 | $55.9B | 108.45% | Put |
| 104 | BRK-BBERKSHIRE HATHAWAY INC DEL | 218 | $55.5B | 107.65% | |
| 105 | SMHVANECK VECTORS ETF TR | 654,901 | $53.6B | 103.93% | Put |
| 106 | XOPUSDSPDR SERIES TRUST | 1,667,701 | $53.2B | 103.20% | Put |
| 107 | HDHOME DEPOT INC | 342,910 | $52.6B | 101.98% | Call |
| 108 | COSTCOSTCO WHSL CORP NEW | 325,143 | $52.0B | 100.81% | Put |
| 109 | SBUXSTARBUCKS CORP | 881,723 | $51.4B | 99.68% | Put |
| 110 | CEFCENTRAL FD CDA LTD | 4,158,543 | $51.3B | 99.41% | |
| 111 | CELGCELGENE CORP | 382,316 | $49.6B | 96.26% | Put |
| 112 | BKNGPRICELINE GRP INC | 26,482 | $49.5B | 96.03% | Put |
| 113 | KMIKINDER MORGAN INC DEL | 2,492,996 | $47.8B | 92.60% | Put |
| 114 | NKENIKE INC | 793,100 | $46.8B | 90.72% | Put |
| 115 | AMXNAMERICA MOVIL SAB DE CV | 2,915,000 | $46.4B | 89.97% | Call |
| 116 | GAPGAP INC DEL | 2,100,154 | $46.2B | 89.53% | Put |
| 117 | MGMMGM RESORTS INTERNATIONAL | 1,446,067 | $45.2B | 87.72% | Put |
| 118 | TSNTYSON FOODS INC | 700,202 | $43.9B | 85.02% | Put |
| 119 | FSLRFIRST SOLAR INC | 1,083,352 | $43.2B | 83.76% | Put |
| 120 | XOMEXXON MOBIL CORP | 530,600 | $42.8B | 83.05% | Put |
| 121 | ATVIEURACTIVISION BLIZZARD INC | 742,463 | $42.7B | 82.86% | Put |
| 122 | VVISA INC | 446,000 | $41.8B | 81.09% | Put |
| 123 | —DU PONT E I DE NEMOURS & CO | 511,800 | $41.3B | 80.09% | Put |
| 124 | POT1EURPOTASH CORP SASK INC | 2,496,641 | $40.7B | 78.90% | Put |
| 125 | DISDISNEY WALT CO | 369,500 | $39.3B | 76.12% | Put |
| 126 | BIIBBIOGEN INC | 137,392 | $37.3B | 72.28% | Put |
| 127 | CMGCHIPOTLE MEXICAN GRILL INC | 87,954 | $36.6B | 70.95% | Put |
| 128 | DEDEERE & CO | 293,000 | $36.2B | 70.20% | Put |
| 129 | AZNASTRAZENECA PLC | 1,054,728 | $36.0B | 69.70% | Put |
| 130 | ZTSZOETIS INC | 573,400 | $35.8B | 69.35% | Put |
| 131 | PEPPEPSICO INC | 307,269 | $35.5B | 68.80% | Put |
| 132 | PRUPRUDENTIAL FINL INC | 321,400 | $34.8B | 67.38% | Put |
| 133 | TIFEURTIFFANY & CO NEW | 365,800 | $34.3B | 66.58% | Put |
| 134 | IYRISHARES TR | 427,934 | $34.1B | 66.18% | Put |
| 135 | DYHTARGET CORP | 651,668 | $34.1B | 66.06% | Put |
| 136 | LRCXEURLAM RESEARCH CORP | 240,092 | $34.0B | 65.83% | Put |
| 137 | XBISPDR SERIES TRUST | 435,203 | $33.6B | 65.12% | Put |
| 138 | CRMSALESFORCE COM INC | 384,075 | $33.3B | 64.48% | Put |
| 139 | WMTWAL-MART STORES INC | 435,752 | $33.0B | 63.93% | Put |
| 140 | EBAEBAY INC | 937,800 | $32.7B | 63.49% | Put |
| 141 | HASHASBRO INC | 292,683 | $32.6B | 63.27% | Put |
| 142 | LNWOSCIENTIFIC GAMES CORP | 1,245,475 | $32.5B | 63.02% | Call |
| 143 | TWXCHFTIME WARNER INC | 320,000 | $32.1B | 62.29% | Put |
| 144 | MHKMOHAWK INDS INC | 130,000 | $31.4B | 60.91% | Call |
| 145 | HONHONEYWELL INTL INC | 235,000 | $31.3B | 60.73% | Put |
| 146 | RIORIO TINTO PLC | 734,300 | $31.1B | 60.23% | Put |
| 147 | XPOXPO LOGISTICS INC | 477,831 | $30.9B | 59.87% | Call |
| 148 | SKAASKECHERS U S A INC | 1,038,330 | $30.6B | 59.38% | Put |
| 149 | INTUINTUIT | 228,494 | $30.3B | 58.83% | Put |
| 150 | FFORD MTR CO DEL | 2,666,913 | $29.8B | 57.86% | Put |
| 151 | —ARCH COAL INC | 433,101 | $29.6B | 57.35% | Put |
| 152 | ADBEADOBE SYS INC | 205,961 | $29.1B | 56.48% | Put |
| 153 | —FOUNDATION MEDICINE INC | 727,800 | $28.9B | 56.09% | Put |
| 154 | FLT1EURFLEETCOR TECHNOLOGIES INC | 197,766 | $28.5B | 55.29% | Call |
| 155 | IBBISHARES TR | 91,901 | $28.5B | 55.24% | Call |
| 156 | YUMYUM BRANDS INC | 384,300 | $28.3B | 54.95% | Put |
| 157 | DXCDXC TECHNOLOGY CO | 368,900 | $28.3B | 54.87% | Put |
| 158 | CSXCSX CORP | 513,900 | $28.0B | 54.36% | Put |
| 159 | STXSEAGATE TECHNOLOGY PLC | 718,900 | $27.9B | 54.02% | Put |
| 160 | KHCKRAFT HEINZ CO | 322,742 | $27.6B | 53.58% | Put |
| 161 | SPGIS&P GLOBAL INC | 187,396 | $27.4B | 53.04% | Call |
| 162 | PFEPFIZER INC | 811,300 | $27.3B | 52.83% | Put |
| 163 | —UNITED STATES NATL GAS FUND | 3,995,192 | $27.1B | 52.52% | Put |
| 164 | USX1UNITED STATES STL CORP NEW | 1,213,491 | $26.9B | 52.08% | Put |
| 165 | CLCOLGATE PALMOLIVE CO | 359,167 | $26.6B | 51.62% | Put |
| 166 | HCAHCA HOLDINGS INC | 300,000 | $26.2B | 50.72% | Call |
| 167 | WBAWALGREENS BOOTS ALLIANCE INC | 329,600 | $25.8B | 50.04% | Put |
| 168 | ABTABBOTT LABS | 524,839 | $25.5B | 49.46% | Put |
| 169 | LNGCHENIERE ENERGY INC | 523,700 | $25.5B | 49.45% | Put |
| 170 | RLRALPH LAUREN CORP | 343,586 | $25.4B | 49.16% | Put |
| 171 | LVLNSPDR SERIES TRUST | 460,783 | $25.3B | 49.09% | Put |
| 172 | DHRDANAHER CORP DEL | 300,000 | $25.3B | 49.08% | Call |
| 173 | TECK/BTECK RESOURCES LTD | 1,430,790 | $24.8B | 48.07% | Put |
| 174 | NUENUCOR CORP | 424,231 | $24.5B | 47.59% | Put |
| 175 | AMATAPPLIED MATLS INC | 592,862 | $24.5B | 47.48% | Put |
| 176 | FXECURRENCYSHARES EURO TR | 221,401 | $24.5B | 47.42% | Put |
| 177 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 332,438 | $24.4B | 47.29% | Put |
| 178 | STTSTATE STR CORP | 271,367 | $24.4B | 47.21% | Put |
| 179 | YELPYELP INC | 787,602 | $23.6B | 45.84% | Put |
| 180 | VLOVALERO ENERGY CORP NEW | 349,400 | $23.6B | 45.69% | Call |
| 181 | —GOLDCORP INC NEW | 1,800,022 | $23.2B | 45.05% | Put |
| 182 | STLAFIAT CHRYSLER AUTOMOBILES N | 2,184,875 | $23.2B | 45.03% | Put |
| 183 | LULULULULEMON ATHLETICA INC | 388,644 | $23.2B | 44.96% | Put |
| 184 | BURLBURLINGTON STORES INC | 241,500 | $22.2B | 43.07% | Put |
| 185 | USBUS BANCORP DEL | 415,200 | $21.6B | 41.79% | Put |
| 186 | COFCAPITAL ONE FINL CORP | 259,205 | $21.4B | 41.52% | Put |
| 187 | XLISELECT SECTOR SPDR TR | 312,465 | $21.3B | 41.26% | Put |
| 188 | —YAHOO INC | 390,658 | $21.3B | 41.26% | Put |
| 189 | AMDADVANCED MICRO DEVICES INC | 1,683,855 | $21.0B | 40.74% | Put |
| 190 | RFREGIONS FINL CORP NEW | 1,428,408 | $20.9B | 40.54% | Put |
| 191 | CVXCHEVRON CORP NEW | 199,596 | $20.8B | 40.37% | Put |
| 192 | CCLCARNIVAL CORP | 317,000 | $20.8B | 40.29% | Put |
| 193 | ICEINTERCONTINENTAL EXCHANGE IN | 314,952 | $20.8B | 40.25% | Put |
| 194 | IRBTQIROBOT CORP | 245,831 | $20.7B | 40.10% | Put |
| 195 | DXJWISDOMTREE TR | 396,542 | $20.6B | 39.98% | Call |
| 196 | CLRUSDCONTINENTAL RESOURCES INC | 634,690 | $20.5B | 39.78% | Put |
| 197 | HOUSREALOGY HLDGS CORP | 629,800 | $20.4B | 39.62% | Call |
| 198 | EQTEQT CORP | 347,691 | $20.4B | 39.50% | Put |
| 199 | UALUNITED CONTL HLDGS INC | 268,800 | $20.2B | 39.22% | Put |
| 200 | —BUNGE LIMITED | 268,368 | $20.0B | 38.81% | Call |