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 |
|---|---|---|---|---|---|
| 201 | AXPAMERICAN EXPRESS CO | 215,800 | $21.1B | 29.89% | Put |
| 202 | FDCFIRST DATA CORP NEW | 1,008,500 | $21.1B | 29.84% | Put |
| 203 | SKAASKECHERS U S A INC | 700,060 | $21.0B | 29.70% | Put |
| 204 | XYZSQUARE INC | 330,903 | $20.4B | 28.83% | Put |
| 205 | BIIBBIOGEN INC | 69,612 | $20.2B | 28.56% | Put |
| 206 | —TWENTY FIRST CENTY FOX INC | 405,567 | $20.2B | 28.49% | Put |
| 207 | XMESPDR SERIES TRUST | 567,224 | $20.1B | 28.44% | Put |
| 208 | INTUINTUIT | 97,504 | $19.9B | 28.16% | Put |
| 209 | WDCWESTERN DIGITAL CORP | 256,368 | $19.8B | 28.05% | Put |
| 210 | NUENUCOR CORP | 312,326 | $19.5B | 27.59% | Put |
| 211 | IWFISHARES TR | 135,001 | $19.4B | 27.44% | Put |
| 212 | JAZZJAZZ PHARMACEUTICALS PLC | 112,500 | $19.4B | 27.40% | Call |
| 213 | —LENDINGCLUB CORP | 5,073,665 | $19.2B | 27.18% | Put |
| 214 | PHMPULTE GROUP INC | 666,344 | $19.2B | 27.08% | Put |
| 215 | FEZSPDR INDEX SHS FDS | 490,001 | $18.8B | 26.55% | Put |
| 216 | PEOEXELON CORP | 440,000 | $18.7B | 26.50% | Call |
| 217 | WPPWPP PLC NEW | 236,791 | $18.6B | 26.30% | Put |
| 218 | ICEINTERCONTINENTAL EXCHANGE IN | 248,096 | $18.2B | 25.79% | Put |
| 219 | BKBANK NEW YORK MELLON CORP | 334,840 | $18.1B | 25.53% | Put |
| 220 | BANCBANC OF CALIFORNIA INC | 917,815 | $17.9B | 25.36% | Put |
| 221 | —GOLDCORP INC NEW | 1,269,689 | $17.4B | 24.61% | Put |
| 222 | VALEVALE S A | 1,320,000 | $16.9B | 23.92% | Put |
| 223 | GDXJVANECK VECTORS ETF TR | 513,660 | $16.8B | 23.74% | Put |
| 224 | DNKNDUNKIN BRANDS GROUP INC | 242,700 | $16.8B | 23.70% | Put |
| 225 | MLMMARTIN MARIETTA MATLS INC | 75,006 | $16.8B | 23.68% | Put |
| 226 | FQIDIGITAL RLTY TR INC | 150,000 | $16.7B | 23.66% | Call |
| 227 | AALAMERICAN AIRLS GROUP INC | 439,835 | $16.7B | 23.60% | Put |
| 228 | ETRAE TRADE FINANCIAL CORP | 270,008 | $16.5B | 23.34% | Put |
| 229 | HN9HANESBRANDS INC | 747,424 | $16.5B | 23.26% | Put |
| 230 | XLESELECT SECTOR SPDR TR | 215,197 | $16.3B | 23.10% | |
| 231 | SLBSCHLUMBERGER LTD | 241,500 | $16.2B | 22.88% | Put |
| 232 | XLYSELECT SECTOR SPDR TR | 147,382 | $16.1B | 22.77% | |
| 233 | FCFRANKLIN COVEY CO | 645,451 | $15.8B | 22.40% | Call |
| 234 | MNSTMONSTER BEVERAGE CORP NEW | 276,500 | $15.8B | 22.39% | Call |
| 235 | MTCHEURMATCH GROUP INC | 406,771 | $15.8B | 22.28% | Put |
| 236 | SPLKCHFSPLUNK INC | 159,000 | $15.8B | 22.27% | Call |
| 237 | KRKROGER CO | 544,900 | $15.5B | 21.91% | Put |
| 238 | CRTOCRITEO S A | 469,723 | $15.4B | 21.81% | Call |
| 239 | ROSTROSS STORES INC | 181,816 | $15.4B | 21.78% | Call |
| 240 | GTLSCHART INDS INC | 249,200 | $15.4B | 21.73% | Put |
| 241 | QUREUNIQURE NV | 406,269 | $15.4B | 21.71% | Call |
| 242 | FDO.FMACYS INC | 406,100 | $15.2B | 21.48% | Put |
| 243 | RUNSUNRUN INC | 1,148,938 | $15.1B | 21.36% | Call |
| 244 | UALUNITED CONTL HLDGS INC | 215,000 | $15.0B | 21.19% | Put |
| 245 | —PINNACLE FOODS INC DEL | 224,593 | $14.6B | 20.65% | Put |
| 246 | DHID R HORTON INC | 356,000 | $14.6B | 20.63% | Put |
| 247 | KBESPDR SERIES TRUST | 306,496 | $14.5B | 20.43% | |
| 248 | CBCHUBB LIMITED | 113,100 | $14.4B | 20.31% | Put |
| 249 | FFORD MTR CO DEL | 1,282,000 | $14.2B | 20.06% | Put |
| 250 | VFCV F CORP | 173,159 | $14.1B | 19.95% | Put |
| 251 | CFCF INDS HLDGS INC | 316,776 | $14.1B | 19.88% | Put |
| 252 | TSNTYSON FOODS INC | 202,978 | $14.0B | 19.76% | Put |
| 253 | MCDMCDONALDS CORP | 88,642 | $13.9B | 19.63% | Put |
| 254 | TPRTAPESTRY INC | 290,900 | $13.6B | 19.21% | Put |
| 255 | TRNTRINITY INDS INC | 395,167 | $13.5B | 19.14% | Call |
| 256 | LKQ1LKQ CORP | 424,206 | $13.5B | 19.13% | |
| 257 | JWNUSDNORDSTROM INC | 260,900 | $13.5B | 19.10% | Put |
| 258 | MOSMOSAIC CO NEW | 481,162 | $13.5B | 19.08% | Put |
| 259 | SPGSIMON PPTY GROUP INC NEW | 77,700 | $13.2B | 18.69% | Call |
| 260 | —KKR & CO L P DEL | 530,112 | $13.2B | 18.62% | Put |
| 261 | WDAYWORKDAY INC | 108,749 | $13.2B | 18.62% | Put |
| 262 | MLCOMELCO RESORT ENTERTAINMENT L | 468,877 | $13.1B | 18.56% | Put |
| 263 | FITBFIFTH THIRD BANCORP | 453,832 | $13.0B | 18.41% | Put |
| 264 | FOXATWENTY FIRST CENTY FOX INC | 264,000 | $13.0B | 18.39% | Put |
| 265 | OSVEURVANECK VECTORS ETF TR | 479,104 | $12.6B | 17.79% | Put |
| 266 | GTGOODYEAR TIRE & RUBR CO | 538,407 | $12.5B | 17.73% | Put |
| 267 | —SUPERVALU INC | 609,765 | $12.5B | 17.69% | Call |
| 268 | —TESARO INC | 276,616 | $12.3B | 17.39% | Put |
| 269 | TRVTRAVELERS COMPANIES INC | 100,000 | $12.2B | 17.29% | Call |
| 270 | ABTABBOTT LABS | 200,000 | $12.2B | 17.24% | Call |
| 271 | RHT1EURRED HAT INC | 90,565 | $12.2B | 17.20% | Put |
| 272 | CVXCHEVRON CORP NEW | 95,300 | $12.0B | 17.03% | Put |
| 273 | SOSOUTHERN CO | 259,200 | $12.0B | 16.97% | Call |
| 274 | COUPEURCOUPA SOFTWARE INC | 192,100 | $12.0B | 16.90% | Put |
| 275 | CCLCARNIVAL CORP | 208,000 | $11.9B | 16.85% | Put |
| 276 | HESHESS CORP | 178,067 | $11.9B | 16.84% | |
| 277 | —CARDTRONICS PLC | 490,700 | $11.9B | 16.77% | Call |
| 278 | MPCMARATHON PETE CORP | 168,527 | $11.8B | 16.71% | Put |
| 279 | GLNGGOLAR LNG LTD BERMUDA | 397,500 | $11.7B | 16.55% | Put |
| 280 | SEDGSOLAREDGE TECHNOLOGIES INC | 240,109 | $11.5B | 16.24% | Put |
| 281 | CLCOLGATE PALMOLIVE CO | 174,000 | $11.3B | 15.94% | Call |
| 282 | —XL GROUP LTD | 200,000 | $11.2B | 15.82% | Put |
| 283 | WBWEIBO CORP | 125,644 | $11.2B | 15.76% | Put |
| 284 | TEVATEVA PHARMACEUTICAL INDS LTD | 456,181 | $11.1B | 15.68% | Put |
| 285 | GSKGLAXOSMITHKLINE PLC | 272,600 | $11.0B | 15.53% | Call |
| 286 | NTNXNUTANIX INC | 211,874 | $10.9B | 15.44% | Put |
| 287 | —MEDICINES CO | 295,000 | $10.8B | 15.30% | Call |
| 288 | ALLYALLY FINL INC | 408,309 | $10.7B | 15.16% | Put |
| 289 | JBHTHUNT J B TRANS SVCS INC | 88,000 | $10.7B | 15.12% | Call |
| 290 | TUR*ISHARES INC | 353,573 | $10.7B | 15.10% | Put |
| 291 | AKAMAKAMAI TECHNOLOGIES INC | 144,990 | $10.6B | 15.01% | Put |
| 292 | —BUNGE LIMITED | 150,757 | $10.5B | 14.85% | Call |
| 293 | HRLHORMEL FOODS CORP | 278,500 | $10.4B | 14.65% | Put |
| 294 | XLKSELECT SECTOR SPDR TR | 148,804 | $10.3B | 14.61% | Put |
| 295 | FEYECHFFIREEYE INC | 671,336 | $10.3B | 14.60% | Put |
| 296 | 8CWCROWN CASTLE INTL CORP NEW | 94,404 | $10.2B | 14.39% | Put |
| 297 | MGMMGM RESORTS INTERNATIONAL | 348,267 | $10.1B | 14.29% | Put |
| 298 | HSYHERSHEY CO | 107,700 | $10.0B | 14.17% | Put |
| 299 | CNCCENTENE CORP DEL | 80,000 | $9.9B | 13.93% | Call |
| 300 | JCIJOHNSON CTLS INTL PLC | 292,000 | $9.8B | 13.81% | Call |