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 |
|---|---|---|---|---|---|
| 201 | MAMASTERCARD INCORPORATED | 163,800 | $19.9B | 38.57% | Put |
| 202 | QRVOQORVO INC | 310,020 | $19.6B | 38.06% | Put |
| 203 | FNVFRANCO NEVADA CORP | 271,900 | $19.6B | 38.04% | Put |
| 204 | WMBWILLIAMS COS INC DEL | 646,700 | $19.6B | 37.96% | Call |
| 205 | XLBSELECT SECTOR SPDR TR | 358,835 | $19.3B | 37.43% | Put |
| 206 | UTHUNITED THERAPEUTICS CORP DEL | 143,909 | $18.7B | 36.19% | Put |
| 207 | —GOLAR LNG PARTNERS LP | 920,706 | $18.5B | 35.83% | Put |
| 208 | CHRWC H ROBINSON WORLDWIDE INC | 267,045 | $18.3B | 35.55% | Put |
| 209 | BBYBEST BUY INC | 318,600 | $18.3B | 35.41% | Put |
| 210 | —STRAIGHT PATH COMMUNICATNS I | 100,671 | $18.1B | 35.06% | Call |
| 211 | ETENERGY TRANSFER EQUITY L P | 986,053 | $17.7B | 34.33% | Put |
| 212 | DUKDUKE ENERGY CORP NEW | 211,800 | $17.7B | 34.32% | Put |
| 213 | UTXZUNITED TECHNOLOGIES CORP | 144,100 | $17.6B | 34.11% | Put |
| 214 | INFYINFOSYS LTD | 1,140,092 | $17.1B | 33.20% | Put |
| 215 | ARNCCHFARCONIC INC | 751,736 | $17.0B | 33.01% | Put |
| 216 | LKQ1LKQ CORP | 513,221 | $16.9B | 32.79% | Put |
| 217 | TXNTEXAS INSTRS INC | 219,701 | $16.9B | 32.76% | Put |
| 218 | NXDRKINDRED HEALTHCARE INC | 1,450,000 | $16.9B | 32.75% | Put |
| 219 | NXPINXP SEMICONDUCTORS N V | 149,539 | $16.4B | 31.73% | Put |
| 220 | AU3EURANGLOGOLD ASHANTI LTD | 1,649,695 | $16.0B | 31.09% | Put |
| 221 | PBVPRESTIGE BRANDS HLDGS INC | 301,600 | $15.9B | 30.88% | Call |
| 222 | LOWLOWES COS INC | 205,000 | $15.9B | 30.82% | Put |
| 223 | ETDETHAN ALLEN INTERIORS INC | 490,000 | $15.8B | 30.68% | Put |
| 224 | J40TPROSHARES TR | 441,170 | $15.8B | 30.68% | Put |
| 225 | IPINTL PAPER CO | 279,500 | $15.8B | 30.68% | Put |
| 226 | BABOEING CO | 79,799 | $15.8B | 30.59% | |
| 227 | KSSKOHLS CORP | 406,956 | $15.7B | 30.51% | Put |
| 228 | GTGOODYEAR TIRE & RUBR CO | 445,600 | $15.6B | 30.20% | Put |
| 229 | XLFISELECT SECTOR SPDR TR | 281,449 | $15.5B | 29.98% | Put |
| 230 | EWYISHARES | 225,001 | $15.3B | 29.58% | Put |
| 231 | AQLTISHARES TR | 164,501 | $15.2B | 29.41% | Call |
| 232 | MDTMEDTRONIC PLC | 170,000 | $15.1B | 29.25% | Call |
| 233 | WWAYFAIR INC | 196,000 | $15.1B | 29.21% | Call |
| 234 | SCHWSCHWAB CHARLES CORP NEW | 350,600 | $15.1B | 29.20% | Call |
| 235 | BANCBANC OF CALIFORNIA INC | 695,097 | $14.9B | 28.97% | Put |
| 236 | —POWERSHS DB US DOLLAR INDEX | 600,872 | $14.9B | 28.83% | Put |
| 237 | —WEBMD HEALTH CORP | 252,577 | $14.8B | 28.72% | Put |
| 238 | MRVLMARVELL TECHNOLOGY GROUP LTD | 886,992 | $14.7B | 28.41% | Put |
| 239 | PRAAPRA GROUP INC | 385,831 | $14.6B | 28.35% | Put |
| 240 | MARMARRIOTT INTL INC NEW | 143,100 | $14.4B | 27.83% | Put |
| 241 | WEPMAGELLAN MIDSTREAM PRTNRS LP | 200,000 | $14.3B | 27.63% | Call |
| 242 | UAAUNDER ARMOUR INC | 628,900 | $13.7B | 26.53% | Put |
| 243 | TWTRUSDTWITTER INC | 759,387 | $13.6B | 26.31% | Put |
| 244 | XLNXEURXILINX INC | 210,367 | $13.5B | 26.23% | Put |
| 245 | JWNUSDNORDSTROM INC | 280,500 | $13.4B | 26.01% | Put |
| 246 | GLWCORNING INC | 442,256 | $13.3B | 25.76% | Put |
| 247 | HBC2HSBC HLDGS PLC | 286,276 | $13.3B | 25.75% | Put |
| 248 | GISGENERAL MLS INC | 239,454 | $13.3B | 25.72% | Put |
| 249 | NVDANVIDIA CORP | 91,600 | $13.2B | 25.67% | Put |
| 250 | TTMCHFTATA MTRS LTD | 394,500 | $13.0B | 25.25% | Put |
| 251 | NSCNORFOLK SOUTHERN CORP | 106,426 | $13.0B | 25.11% | Put |
| 252 | FNFABRINET | 301,607 | $12.9B | 24.95% | Call |
| 253 | TROWPRICE T ROWE GROUP INC | 169,126 | $12.6B | 24.33% | Put |
| 254 | HAINHAIN CELESTIAL GROUP INC | 320,222 | $12.4B | 24.10% | Put |
| 255 | TSEMTOWER SEMICONDUCTOR LTD | 520,500 | $12.4B | 24.07% | Put |
| 256 | APCANADARKO PETE CORP | 270,520 | $12.3B | 23.78% | Put |
| 257 | EMREMERSON ELEC CO | 204,824 | $12.2B | 23.68% | Put |
| 258 | STLDSTEEL DYNAMICS INC | 338,500 | $12.1B | 23.50% | Put |
| 259 | WTWEURWEIGHT WATCHERS INTL INC NEW | 350,126 | $11.7B | 22.68% | Put |
| 260 | FITBFIFTH THIRD BANCORP | 449,100 | $11.7B | 22.60% | Put |
| 261 | SBACSBA COMMUNICATIONS CORP NEW | 86,402 | $11.7B | 22.60% | Put |
| 262 | —IMMUNOMEDICS INC | 1,319,409 | $11.7B | 22.59% | Put |
| 263 | LUVSOUTHWEST AIRLS CO | 187,140 | $11.6B | 22.55% | Put |
| 264 | XHBSPDR SERIES TRUST | 300,001 | $11.6B | 22.41% | Put |
| 265 | AFLAFLAC INC | 144,300 | $11.2B | 21.73% | Put |
| 266 | GDGENERAL DYNAMICS CORP | 56,500 | $11.2B | 21.70% | Put |
| 267 | JBLUJETBLUE AIRWAYS CORP | 489,700 | $11.2B | 21.67% | Call |
| 268 | —CBS CORP NEW | 174,351 | $11.1B | 21.56% | Call |
| 269 | ASMLASML HOLDING N V | 83,464 | $10.9B | 21.09% | Put |
| 270 | BCSBARCLAYS PLC | 1,007,632 | $10.7B | 20.69% | Put |
| 271 | CCCHEMOURS CO | 280,700 | $10.6B | 20.64% | Put |
| 272 | OXYOCCIDENTAL PETE CORP DEL | 177,800 | $10.6B | 20.64% | Put |
| 273 | MPCMARATHON PETE CORP | 203,300 | $10.6B | 20.63% | Put |
| 274 | 4I1PHILIP MORRIS INTL INC | 90,500 | $10.6B | 20.61% | Call |
| 275 | AMTTD AMERITRADE HLDG CORP | 246,000 | $10.6B | 20.50% | Call |
| 276 | FEYECHFFIREEYE INC | 692,984 | $10.5B | 20.44% | Put |
| 277 | WDCWESTERN DIGITAL CORP | 118,434 | $10.5B | 20.34% | Put |
| 278 | ITBISHARES TR | 301,874 | $10.2B | 19.86% | |
| 279 | MBIMBIA INC | 1,075,298 | $10.1B | 19.66% | Put |
| 280 | CFCF INDS HLDGS INC | 361,676 | $10.1B | 19.60% | Put |
| 281 | VIABVIACOM INC NEW | 300,700 | $10.1B | 19.57% | Put |
| 282 | CITUSDCIT GROUP INC | 206,800 | $10.1B | 19.52% | Put |
| 283 | —NOVADAQ TECHNOLOGIES INC | 853,900 | $10.0B | 19.40% | Call |
| 284 | RRCRANGE RES CORP | 428,600 | $9.9B | 19.25% | Put |
| 285 | HLFHERBALIFE LTD | 139,200 | $9.9B | 19.25% | Put |
| 286 | ALRMALARM COM HLDGS INC | 262,500 | $9.9B | 19.15% | Call |
| 287 | XLYSELECT SECTOR SPDR TR | 109,801 | $9.8B | 19.08% | Put |
| 288 | FDO.FMACYS INC | 420,870 | $9.8B | 18.96% | Put |
| 289 | BBBLACKBERRY LTD | 974,700 | $9.7B | 18.88% | Put |
| 290 | HPEHEWLETT PACKARD ENTERPRISE C | 585,162 | $9.7B | 18.82% | Put |
| 291 | GCOGENESCO INC | 281,652 | $9.5B | 18.51% | Call |
| 292 | —EXPRESS SCRIPTS HLDG CO | 148,500 | $9.5B | 18.38% | Put |
| 293 | PAYXPAYCHEX INC | 166,200 | $9.5B | 18.35% | Call |
| 294 | NOCNORTHROP GRUMMAN CORP | 36,600 | $9.4B | 18.21% | Put |
| 295 | CTLEURCENTURYLINK INC | 383,700 | $9.2B | 17.76% | Put |
| 296 | LDOSLEIDOS HLDGS INC | 177,032 | $9.2B | 17.74% | Put |
| 297 | PNCPNC FINL SVCS GROUP INC | 73,100 | $9.1B | 17.70% | Put |
| 298 | WYNEURWYNDHAM WORLDWIDE CORP | 90,000 | $9.0B | 17.52% | Call |
| 299 | MOSMOSAIC CO NEW | 393,623 | $9.0B | 17.42% | Put |
| 300 | 7HPHP INC | 505,243 | $8.8B | 17.12% | Call |