Parallax Volatility Advisers, L.P. Q2 2018 Filing
Filed August 14, 2018
Portfolio Value
$70.7B
Holdings
2,442
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (2,442 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | PFEPFIZER INC | 1,502,900 | $54.5B | 77.08% | Put |
| 102 | GILDGILEAD SCIENCES INC | 758,100 | $53.7B | 75.91% | Put |
| 103 | —SHUTTERFLY INC | 590,089 | $53.1B | 75.09% | Put |
| 104 | TMOTHERMO FISHER SCIENTIFIC INC | 255,800 | $53.0B | 74.90% | Put |
| 105 | DHRB & G FOODS INC NEW | 1,767,805 | $52.9B | 74.71% | Put |
| 106 | CEFCENTRAL FD CDA LTD | 4,158,543 | $52.1B | 73.65% | |
| 107 | FXEINVESCO CURRENCYSHARES EURO | 464,300 | $52.0B | 73.54% | Put |
| 108 | XRTSPDR SERIES TRUST | 1,069,955 | $52.0B | 73.44% | Put |
| 109 | GOOGLALPHABET INC | 45,999 | $51.9B | 73.42% | Put |
| 110 | TSSTOTAL SYS SVCS INC | 604,700 | $51.1B | 72.24% | Call |
| 111 | FCXFREEPORT-MCMORAN INC | 2,941,900 | $50.8B | 71.78% | Put |
| 112 | CHRWC H ROBINSON WORLDWIDE INC | 600,000 | $50.2B | 70.95% | Call |
| 113 | ADMARCHER DANIELS MIDLAND CO | 1,088,400 | $49.9B | 70.51% | Put |
| 114 | HALHALLIBURTON CO | 1,106,145 | $49.8B | 70.45% | Put |
| 115 | SCHWSCHWAB CHARLES CORP NEW | 951,633 | $48.6B | 68.74% | Put |
| 116 | KMXCARMAX INC | 660,798 | $48.2B | 68.06% | Put |
| 117 | LQDISHARES TR | 416,501 | $47.7B | 67.45% | Put |
| 118 | NKTREURNEKTAR THERAPEUTICS | 976,456 | $47.7B | 67.40% | Put |
| 119 | CICIGNA CORPORATION | 275,856 | $46.9B | 66.27% | Put |
| 120 | XOPUSDSPDR SERIES TRUST | 1,080,601 | $46.5B | 65.77% | Put |
| 121 | BPBP PLC | 1,015,072 | $46.3B | 65.51% | Put |
| 122 | SBUXSTARBUCKS CORP | 927,041 | $45.3B | 64.01% | Put |
| 123 | HLFHERBALIFE NUTRITION LTD | 816,000 | $43.8B | 61.96% | Put |
| 124 | MDLZMONDELEZ INTL INC | 1,066,100 | $43.7B | 61.78% | Put |
| 125 | PCGPG&E CORP | 1,013,668 | $43.1B | 60.98% | Put |
| 126 | IRBTQIROBOT CORP | 568,158 | $43.0B | 60.85% | Put |
| 127 | LMTLOCKHEED MARTIN CORP | 145,242 | $42.9B | 60.65% | Put |
| 128 | BRK/BBERKSHIRE HATHAWAY INC DEL | 229,635 | $42.9B | 60.59% | Put |
| 129 | LUVSOUTHWEST AIRLS CO | 841,900 | $42.8B | 60.55% | Put |
| 130 | JNJJOHNSON & JOHNSON | 344,800 | $41.8B | 59.14% | Put |
| 131 | CPBCAMPBELL SOUP CO | 1,029,000 | $41.7B | 58.97% | Call |
| 132 | WTWEURWEIGHT WATCHERS INTL INC NEW | 408,382 | $41.3B | 58.36% | Put |
| 133 | EWYISHARES INC | 589,437 | $39.9B | 56.42% | Put |
| 134 | MRKMERCK & CO INC | 649,700 | $39.4B | 55.74% | Put |
| 135 | ADSKAUTODESK INC | 296,341 | $38.8B | 54.91% | Put |
| 136 | AMATAPPLIED MATLS INC | 839,548 | $38.8B | 54.82% | Put |
| 137 | XLVSELECT SECTOR SPDR TR | 464,499 | $38.8B | 54.80% | Put |
| 138 | CVSCVS HEALTH CORP | 600,941 | $38.7B | 54.66% | Put |
| 139 | TIFEURTIFFANY & CO NEW | 292,511 | $38.5B | 54.42% | Put |
| 140 | IBBISHARES TR | 346,703 | $38.1B | 53.82% | Call |
| 141 | KSSKOHLS CORP | 522,200 | $38.1B | 53.81% | Put |
| 142 | SSS1EURLIFE STORAGE INC | 391,138 | $38.1B | 53.80% | Put |
| 143 | CRMSALESFORCE COM INC | 278,654 | $38.0B | 53.73% | Put |
| 144 | LULULULULEMON ATHLETICA INC | 301,300 | $37.6B | 53.17% | Put |
| 145 | STZCONSTELLATION BRANDS INC | 171,203 | $37.5B | 52.97% | Put |
| 146 | —SODASTREAM INTERNATIONAL LTD | 433,117 | $36.9B | 52.22% | Put |
| 147 | AG8AGILENT TECHNOLOGIES INC | 584,590 | $36.2B | 51.10% | Put |
| 148 | ELVANTHEM INC | 151,000 | $35.9B | 50.81% | Call |
| 149 | WSMWILLIAMS SONOMA INC | 585,100 | $35.9B | 50.77% | Put |
| 150 | ANETEURARISTA NETWORKS INC | 139,427 | $35.9B | 50.75% | Put |
| 151 | REGNREGENERON PHARMACEUTICALS | 103,645 | $35.8B | 50.54% | Put |
| 152 | STTSPDR SERIES TRUST | 1,000,001 | $35.5B | 50.15% | Put |
| 153 | GSGOLDMAN SACHS GROUP INC | 150,500 | $33.2B | 46.92% | Put |
| 154 | —ALLERGAN PLC | 197,000 | $32.8B | 46.43% | Put |
| 155 | ABXBARRICK GOLD CORP | 2,471,649 | $32.5B | 45.87% | Put |
| 156 | CMCSACOMCAST CORP NEW | 973,184 | $31.9B | 45.13% | Put |
| 157 | DGDOLLAR GEN CORP NEW | 322,808 | $31.8B | 44.99% | Put |
| 158 | SLVISHARES SILVER TRUST | 2,004,801 | $30.4B | 42.93% | Put |
| 159 | EPCEDGEWELL PERS CARE CO | 600,000 | $30.3B | 42.80% | Call |
| 160 | UPSUNITED PARCEL SERVICE INC | 282,206 | $30.0B | 42.38% | Put |
| 161 | STTSTATE STR CORP | 321,288 | $29.9B | 42.28% | Put |
| 162 | —SINA CORP | 352,058 | $29.8B | 42.15% | Put |
| 163 | RGLDROYAL GOLD INC | 316,300 | $29.4B | 41.51% | Put |
| 164 | YUMYUM BRANDS INC | 372,824 | $29.2B | 41.22% | Call |
| 165 | USX1UNITED STATES STL CORP NEW | 832,762 | $28.9B | 40.91% | Put |
| 166 | HONHONEYWELL INTL INC | 199,873 | $28.8B | 40.70% | Put |
| 167 | CATCATERPILLAR INC DEL | 210,000 | $28.5B | 40.27% | Put |
| 168 | DVADAVITA INC | 410,000 | $28.5B | 40.24% | Put |
| 169 | UNHUNITEDHEALTH GROUP INC | 115,000 | $28.2B | 39.88% | Call |
| 170 | DALDELTA AIR LINES INC DEL | 557,400 | $27.6B | 39.03% | Put |
| 171 | PANWPALO ALTO NETWORKS INC | 133,351 | $27.4B | 38.73% | Put |
| 172 | CLXCLOROX CO DEL | 200,000 | $27.1B | 38.24% | Put |
| 173 | WYWEYERHAEUSER CO | 737,275 | $26.9B | 38.00% | Put |
| 174 | LRCXEURLAM RESEARCH CORP | 154,507 | $26.7B | 37.75% | Put |
| 175 | LBTYBLIBERTY GLOBAL PLC | 951,146 | $26.2B | 37.03% | Put |
| 176 | GAPGAP INC DEL | 805,940 | $26.1B | 36.90% | Put |
| 177 | XLNXEURXILINX INC | 399,482 | $26.1B | 36.85% | Put |
| 178 | RSX1USDVANECK VECTORS ETF TR | 1,225,001 | $26.0B | 36.78% | Put |
| 179 | BURLBURLINGTON STORES INC | 172,700 | $26.0B | 36.75% | Put |
| 180 | DUKDUKE ENERGY CORP NEW | 323,000 | $25.5B | 36.11% | Put |
| 181 | TSEMTOWER SEMICONDUCTOR LTD | 1,159,522 | $25.5B | 36.08% | Put |
| 182 | MMM3M CO | 129,602 | $25.5B | 36.04% | Put |
| 183 | XLUSELECT SECTOR SPDR TR | 487,001 | $25.3B | 35.77% | Put |
| 184 | MAMASTERCARD INCORPORATED | 128,100 | $25.2B | 35.58% | Put |
| 185 | WWEUSDWORLD WRESTLING ENTMT INC | 345,000 | $25.1B | 35.51% | Call |
| 186 | DKSDICKS SPORTING GOODS INC | 708,200 | $25.0B | 35.29% | Call |
| 187 | YUMCYUM CHINA HLDGS INC | 625,266 | $24.0B | 33.99% | Put |
| 188 | WHRWHIRLPOOL CORP | 164,004 | $24.0B | 33.90% | Call |
| 189 | AFWALIGN TECHNOLOGY INC | 70,000 | $23.9B | 33.85% | Put |
| 190 | NCLHNORWEGIAN CRUISE LINE HLDG L | 496,515 | $23.5B | 33.17% | Put |
| 191 | NSCNORFOLK SOUTHERN CORP | 153,702 | $23.2B | 32.78% | Call |
| 192 | COPCONOCOPHILLIPS | 329,433 | $22.9B | 32.42% | Put |
| 193 | HLTHILTON WORLDWIDE HLDGS INC | 287,053 | $22.7B | 32.12% | Put |
| 194 | OXYOCCIDENTAL PETE CORP DEL | 269,000 | $22.5B | 31.82% | Put |
| 195 | —IMMUNOMEDICS INC | 942,922 | $22.3B | 31.55% | Put |
| 196 | AU3EURANGLOGOLD ASHANTI LTD | 2,699,134 | $22.2B | 31.32% | Put |
| 197 | WPMWHEATON PRECIOUS METALS CORP | 990,772 | $21.9B | 30.89% | Put |
| 198 | KEXKIRBY CORP | 260,509 | $21.8B | 30.78% | Put |
| 199 | STXSEAGATE TECHNOLOGY PLC | 377,089 | $21.3B | 30.10% | Put |
| 200 | LNWOSCIENTIFIC GAMES CORP | 433,176 | $21.3B | 30.09% | Put |