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 |
|---|---|---|---|---|---|
| 301 | EBIXEUREBIX INC | 161,162 | $8.7B | 16.84% | |
| 302 | MOALTRIA GROUP INC | 116,254 | $8.7B | 16.78% | Put |
| 303 | BHPBHP BILLITON LTD | 242,621 | $8.6B | 16.74% | Put |
| 304 | CIENCIENA CORP | 344,079 | $8.6B | 16.69% | Put |
| 305 | HALHALLIBURTON CO | 199,500 | $8.5B | 16.51% | Put |
| 306 | TJXTJX COS INC NEW | 117,500 | $8.5B | 16.44% | Call |
| 307 | —RANDGOLD RES LTD | 95,500 | $8.4B | 16.38% | Put |
| 308 | CHLUSDCHINA MOBILE LIMITED | 158,641 | $8.4B | 16.33% | Put |
| 309 | —FINISAR CORP | 322,800 | $8.4B | 16.26% | Put |
| 310 | IBNICICI BK LTD | 930,259 | $8.3B | 16.18% | Put |
| 311 | —MONSANTO CO NEW | 70,100 | $8.3B | 16.09% | Put |
| 312 | CMACOMERICA INC | 112,520 | $8.2B | 15.98% | Put |
| 313 | KWKENNEDY-WILSON HLDGS INC | 431,716 | $8.2B | 15.95% | Put |
| 314 | —SPRINT CORP | 985,691 | $8.1B | 15.69% | Put |
| 315 | OCOWENS CORNING NEW | 119,691 | $8.0B | 15.53% | Call |
| 316 | PXDEURPIONEER NAT RES CO | 50,000 | $8.0B | 15.47% | Call |
| 317 | APDAIR PRODS & CHEMS INC | 54,975 | $7.9B | 15.25% | Put |
| 318 | FQIDIGITAL RLTY TR INC | 68,300 | $7.7B | 14.96% | Put |
| 319 | REGREGENCY CTRS CORP | 123,063 | $7.7B | 14.95% | Put |
| 320 | ZBHZIMMER BIOMET HLDGS INC | 59,548 | $7.6B | 14.82% | Put |
| 321 | XLVSELECT SECTOR SPDR TR | 95,554 | $7.6B | 14.68% | |
| 322 | SSS1EURLIFE STORAGE INC | 102,157 | $7.6B | 14.67% | Put |
| 323 | CBCHUBB LIMITED | 52,000 | $7.6B | 14.66% | Call |
| 324 | HLTHILTON WORLDWIDE HLDGS INC | 122,150 | $7.6B | 14.65% | Put |
| 325 | VOYAVOYA FINL INC | 204,000 | $7.5B | 14.59% | Put |
| 326 | XLKSELECT SECTOR SPDR TR | 137,501 | $7.5B | 14.59% | Put |
| 327 | JNPJUNIPER NETWORKS INC | 264,966 | $7.4B | 14.32% | Put |
| 328 | RTN1USDRAYTHEON CO | 45,700 | $7.4B | 14.31% | Put |
| 329 | SOSOUTHERN CO | 153,400 | $7.3B | 14.24% | Put |
| 330 | IACIEURIAC INTERACTIVECORP | 70,917 | $7.3B | 14.19% | Put |
| 331 | BBTUSDBB&T CORP | 159,200 | $7.2B | 14.01% | Call |
| 332 | LENLENNAR CORP | 135,199 | $7.2B | 13.98% | Call |
| 333 | —XEROX CORP | 250,000 | $7.2B | 13.93% | Call |
| 334 | DDSDILLARDS INC | 124,000 | $7.2B | 13.87% | Put |
| 335 | BPBP PLC | 202,000 | $7.0B | 13.57% | Call |
| 336 | DOVDOVER CORP | 87,100 | $7.0B | 13.55% | Put |
| 337 | MMM3M CO | 32,300 | $6.7B | 13.04% | Put |
| 338 | EWCISHARES | 250,001 | $6.7B | 12.97% | Put |
| 339 | —IKANG HEALTHCARE GROUP INC | 538,854 | $6.6B | 12.82% | Put |
| 340 | SHAKSHAKE SHACK INC | 186,598 | $6.5B | 12.62% | Put |
| 341 | RHRH | 100,000 | $6.5B | 12.51% | Put |
| 342 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 182,855 | $6.4B | 12.39% | Put |
| 343 | —CHICAGO BRIDGE & IRON CO N V | 323,523 | $6.4B | 12.37% | Put |
| 344 | —PANDORA MEDIA INC | 710,803 | $6.3B | 12.29% | Call |
| 345 | EAELECTRONIC ARTS INC | 59,802 | $6.3B | 12.26% | Put |
| 346 | MTZMASTEC INC | 140,000 | $6.3B | 12.25% | Put |
| 347 | PGPROCTER AND GAMBLE CO | 71,400 | $6.2B | 12.06% | Put |
| 348 | RCLROYAL CARIBBEAN CRUISES LTD | 56,861 | $6.2B | 12.04% | Put |
| 349 | LMTLOCKHEED MARTIN CORP | 21,670 | $6.0B | 11.66% | Put |
| 350 | QSRRESTAURANT BRANDS INTL INC | 95,900 | $6.0B | 11.63% | Put |
| 351 | ALVAUTOLIV INC | 54,360 | $6.0B | 11.57% | Put |
| 352 | TRNTRINITY INDS INC | 210,769 | $5.9B | 11.45% | Put |
| 353 | —ADVISORY BRD CO | 114,400 | $5.9B | 11.42% | Call |
| 354 | BJRIBJS RESTAURANTS INC | 157,237 | $5.9B | 11.35% | Put |
| 355 | —PROSHARES TR II | 392,000 | $5.8B | 11.29% | Put |
| 356 | —LA QUINTA HLDGS INC | 390,000 | $5.8B | 11.17% | Call |
| 357 | CZREURCAESARS ENTMT CORP | 479,000 | $5.7B | 11.14% | Call |
| 358 | PTCPTC INC | 104,092 | $5.7B | 11.12% | Put |
| 359 | EMBISHARES TR | 50,001 | $5.7B | 11.09% | Call |
| 360 | BUDANHEUSER BUSCH INBEV SA/NV | 51,732 | $5.7B | 11.07% | Put |
| 361 | CAGCONAGRA BRANDS INC | 155,000 | $5.5B | 10.75% | Put |
| 362 | KMXCARMAX INC | 87,286 | $5.5B | 10.67% | Call |
| 363 | —AK STL HLDG CORP | 835,000 | $5.5B | 10.64% | Put |
| 364 | —NEWFIELD EXPL CO | 192,486 | $5.5B | 10.62% | Call |
| 365 | PBRPETROLEO BRASILEIRO SA PETRO | 676,500 | $5.4B | 10.48% | Put |
| 366 | CIMCHIMERA INVT CORP | 290,000 | $5.4B | 10.47% | Call |
| 367 | —WPX ENERGY INC | 554,812 | $5.4B | 10.39% | Put |
| 368 | AKAMAKAMAI TECHNOLOGIES INC | 103,782 | $5.2B | 10.02% | Put |
| 369 | LYBLYONDELLBASELL INDUSTRIES N | 60,700 | $5.1B | 9.93% | Put |
| 370 | TRIPTRIPADVISOR INC | 133,765 | $5.1B | 9.91% | Put |
| 371 | ZGZILLOW GROUP INC | 104,197 | $5.1B | 9.87% | Put |
| 372 | CTXSEURCITRIX SYS INC | 63,739 | $5.1B | 9.83% | Put |
| 373 | —VERIFONE SYS INC | 280,000 | $5.1B | 9.83% | Put |
| 374 | SRGSERITAGE GROWTH PPTYS | 120,743 | $5.1B | 9.82% | Call |
| 375 | YUMCYUM CHINA HLDGS INC | 127,383 | $5.0B | 9.74% | Put |
| 376 | KSUEURKANSAS CITY SOUTHERN | 47,900 | $5.0B | 9.72% | Put |
| 377 | GDDYGODADDY INC | 117,500 | $5.0B | 9.66% | Call |
| 378 | NOWSERVICENOW INC | 46,800 | $5.0B | 9.62% | Put |
| 379 | JNJJOHNSON & JOHNSON | 37,100 | $4.9B | 9.52% | Put |
| 380 | ALXNALEXION PHARMACEUTICALS INC | 40,000 | $4.9B | 9.44% | Call |
| 381 | OIEUROWENS ILL INC | 203,000 | $4.9B | 9.41% | Call |
| 382 | FMCF M C CORP | 66,000 | $4.8B | 9.35% | Put |
| 383 | AGOASSURED GUARANTY LTD | 114,900 | $4.8B | 9.29% | Put |
| 384 | REGNREGENERON PHARMACEUTICALS | 9,506 | $4.7B | 9.05% | Put |
| 385 | PIIPOLARIS INDS INC | 50,296 | $4.6B | 9.00% | Put |
| 386 | —SILVER WHEATON CORP | 231,600 | $4.6B | 8.93% | Put |
| 387 | KBESPDR SERIES TRUST | 105,698 | $4.6B | 8.92% | |
| 388 | ZAYOEURZAYO GROUP HLDGS INC | 147,425 | $4.6B | 8.83% | Put |
| 389 | IDIINTERDIGITAL INC | 58,774 | $4.5B | 8.81% | Put |
| 390 | VIPSVIPSHOP HLDGS LTD | 427,500 | $4.5B | 8.75% | Call |
| 391 | WELLWELLTOWER INC | 60,200 | $4.5B | 8.74% | Put |
| 392 | —DELPHI AUTOMOTIVE PLC | 51,209 | $4.5B | 8.70% | Put |
| 393 | JACKJACK IN THE BOX INC | 45,040 | $4.4B | 8.60% | Put |
| 394 | BHCVALEANT PHARMACEUTICALS INTL | 254,000 | $4.4B | 8.52% | Put |
| 395 | CSIQCANADIAN SOLAR INC | 275,591 | $4.4B | 8.51% | Put |
| 396 | R6C2ROYAL DUTCH SHELL PLC | 80,000 | $4.4B | 8.44% | Call |
| 397 | WBWEIBO CORP | 65,202 | $4.3B | 8.40% | Put |
| 398 | —RADIUS HEALTH INC | 95,300 | $4.3B | 8.36% | Put |
| 399 | RSX1USDVANECK VECTORS ETF TR | 223,460 | $4.3B | 8.31% | Put |
| 400 | DLTRDOLLAR TREE INC | 60,906 | $4.3B | 8.26% | Put |