Parallax Volatility Advisers, L.P. Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$54.0B
Holdings
2,622
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (2,622 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | UNPUNION PAC CORP | 629,400 | $61.4B | 113.75% | Put |
| 102 | HONHONEYWELL INTL INC | 519,500 | $60.6B | 112.24% | Put |
| 103 | MNSTMONSTER BEVERAGE CORP NEW | 410,676 | $60.3B | 111.73% | Put |
| 104 | MMM3M CO | 337,000 | $59.4B | 110.06% | Put |
| 105 | ORLYO REILLY AUTOMOTIVE INC NEW | 208,346 | $58.4B | 108.15% | Put |
| 106 | PYPLPAYPAL HLDGS INC | 1,408,600 | $57.7B | 106.95% | Put |
| 107 | CEFCENTRAL FD CDA LTD | 4,158,543 | $57.5B | 106.58% | |
| 108 | TWTRUSDTWITTER INC | 2,488,800 | $57.4B | 106.32% | Put |
| 109 | USBUS BANCORP DEL | 1,298,700 | $55.7B | 103.24% | Put |
| 110 | NUENUCOR CORP | 1,121,039 | $55.4B | 102.73% | Put |
| 111 | XLFISELECT SECTOR SPDR TR | 1,012,201 | $53.9B | 99.81% | Put |
| 112 | GOOGLALPHABET INC | 66,153 | $53.2B | 98.58% | Put |
| 113 | EBAEBAY INC | 1,596,200 | $52.5B | 97.33% | Put |
| 114 | UALUNITED CONTL HLDGS INC | 966,000 | $50.7B | 93.94% | Put |
| 115 | TMTOYOTA MOTOR CORP | 433,700 | $50.3B | 93.28% | Put |
| 116 | FCXFREEPORT-MCMORAN INC | 4,623,169 | $50.2B | 93.05% | Put |
| 117 | BXUSDBLACKSTONE GROUP L P | 1,929,278 | $49.3B | 91.27% | Put |
| 118 | HASHASBRO INC | 620,374 | $49.2B | 91.21% | Put |
| 119 | BKBANK NEW YORK MELLON CORP | 1,227,100 | $48.9B | 90.70% | Put |
| 120 | PRKSSEAWORLD ENTMT INC | 3,620,897 | $48.8B | 90.45% | Put |
| 121 | —DU PONT E I DE NEMOURS & CO | 724,719 | $48.5B | 89.95% | Put |
| 122 | IYRISHARES TR | 596,601 | $48.1B | 89.15% | Put |
| 123 | —DOW CHEM CO | 912,000 | $47.3B | 87.60% | Put |
| 124 | GDGENERAL DYNAMICS CORP | 303,455 | $47.1B | 87.26% | Put |
| 125 | NVDANVIDIA CORP | 657,182 | $45.0B | 83.45% | Call |
| 126 | —GOLDCORP INC NEW | 2,603,223 | $43.0B | 79.70% | Put |
| 127 | GISGENERAL MLS INC | 669,030 | $42.7B | 79.20% | Put |
| 128 | —RANDGOLD RES LTD | 406,918 | $40.7B | 75.46% | Put |
| 129 | NSCNORFOLK SOUTHERN CORP | 418,500 | $40.6B | 75.28% | Put |
| 130 | FLRFLUOR CORP NEW | 782,332 | $40.1B | 74.41% | Put |
| 131 | ABTABBOTT LABS | 911,807 | $38.6B | 71.46% | Put |
| 132 | CTRPUSDCTRIP COM INTL LTD | 827,392 | $38.5B | 71.40% | Put |
| 133 | HALHALLIBURTON CO | 851,800 | $38.2B | 70.86% | Put |
| 134 | AIGAMERICAN INTL GROUP INC | 643,602 | $38.2B | 70.78% | Put |
| 135 | CP.TOCANADIAN PAC RY LTD | 249,900 | $38.2B | 70.71% | Put |
| 136 | HPEHEWLETT PACKARD ENTERPRISE C | 1,675,987 | $38.1B | 70.67% | Put |
| 137 | PVHPVH CORP | 341,172 | $37.7B | 69.87% | Put |
| 138 | XLBSELECT SECTOR SPDR TR | 789,401 | $37.7B | 69.85% | Put |
| 139 | —WHITEWAVE FOODS CO | 691,525 | $37.6B | 69.75% | Put |
| 140 | DHID R HORTON INC | 1,204,524 | $36.4B | 67.41% | Put |
| 141 | EWCISHARES | 1,411,882 | $36.3B | 67.22% | Put |
| 142 | LULULULULEMON ATHLETICA INC | 591,476 | $36.1B | 66.85% | Put |
| 143 | OSVEURVANECK VECTORS ETF TR | 1,220,939 | $35.7B | 66.25% | Put |
| 144 | LRCXEURLAM RESEARCH CORP | 374,848 | $35.5B | 65.79% | Put |
| 145 | XLNXEURXILINX INC | 635,500 | $34.5B | 64.00% | Put |
| 146 | CLCOLGATE PALMOLIVE CO | 459,600 | $34.1B | 63.14% | Put |
| 147 | XLYSELECT SECTOR SPDR TR | 423,701 | $33.9B | 62.85% | Call |
| 148 | HLFHERBALIFE LTD | 546,000 | $33.8B | 62.73% | Put |
| 149 | ATVIEURACTIVISION BLIZZARD INC | 754,458 | $33.4B | 61.94% | Put |
| 150 | PPLPPL CORP | 965,971 | $33.4B | 61.89% | Put |
| 151 | RGLDROYAL GOLD INC | 429,600 | $33.3B | 61.65% | Put |
| 152 | XLKSELECT SECTOR SPDR TR | 695,001 | $33.2B | 61.54% | Call |
| 153 | —SPRINT CORP | 5,001,001 | $33.2B | 61.45% | Put |
| 154 | LNGCHENIERE ENERGY INC | 737,600 | $32.2B | 59.60% | Put |
| 155 | TWXCHFTIME WARNER INC | 403,102 | $32.1B | 59.47% | Put |
| 156 | ELLAUDER ESTEE COS INC | 358,179 | $31.7B | 58.78% | Put |
| 157 | KELKELLOGG CO | 408,400 | $31.6B | 58.63% | Put |
| 158 | BIIBBIOGEN INC | 101,000 | $31.6B | 58.59% | Put |
| 159 | RIORIO TINTO PLC | 944,800 | $31.6B | 58.48% | Put |
| 160 | TSNTYSON FOODS INC | 421,700 | $31.5B | 58.35% | Put |
| 161 | ACNACCENTURE PLC IRELAND | 257,567 | $31.5B | 58.31% | Put |
| 162 | ETENERGY TRANSFER EQUITY L P | 1,846,393 | $31.0B | 57.45% | Put |
| 163 | AAALCOA INC | 3,032,969 | $30.8B | 57.00% | Put |
| 164 | BPBP PLC | 867,400 | $30.5B | 56.52% | Put |
| 165 | USX1UNITED STATES STL CORP NEW | 1,608,000 | $30.3B | 56.20% | Put |
| 166 | ADBEADOBE SYS INC | 277,812 | $30.2B | 55.88% | Put |
| 167 | —EXPRESS SCRIPTS HLDG CO | 426,464 | $30.1B | 55.74% | Put |
| 168 | ULTAULTA SALON COSMETCS & FRAG I | 123,839 | $29.5B | 54.62% | Put |
| 169 | VLOVALERO ENERGY CORP NEW | 556,000 | $29.5B | 54.61% | Put |
| 170 | VVISA INC | 354,200 | $29.3B | 54.28% | Put |
| 171 | ADSKAUTODESK INC | 401,524 | $29.0B | 53.82% | Call |
| 172 | ALRMALARM COM HLDGS INC | 1,000,000 | $28.9B | 53.48% | Call |
| 173 | BBBYEURBED BATH & BEYOND INC | 664,869 | $28.7B | 53.11% | Put |
| 174 | BALLBALL CORP | 346,200 | $28.4B | 52.58% | Put |
| 175 | LOWLOWES COS INC | 391,800 | $28.3B | 52.42% | Put |
| 176 | LVLNSPDR SERIES TRUST | 668,540 | $28.3B | 52.37% | Call |
| 177 | —MICHAEL KORS HLDGS LTD | 593,839 | $27.8B | 51.49% | Put |
| 178 | COPCONOCOPHILLIPS | 625,845 | $27.2B | 50.42% | Put |
| 179 | STZCONSTELLATION BRANDS INC | 162,708 | $27.1B | 50.20% | Put |
| 180 | MAMASTERCARD INCORPORATED | 265,572 | $27.0B | 50.09% | Put |
| 181 | METMETLIFE INC | 602,847 | $26.8B | 49.64% | Put |
| 182 | FSLRFIRST SOLAR INC | 675,859 | $26.7B | 49.46% | Put |
| 183 | XLRESELECT SECTOR SPDR TR | 811,799 | $26.6B | 49.30% | Put |
| 184 | AWNADVANCE AUTO PARTS INC | 178,340 | $26.6B | 49.28% | Put |
| 185 | —SINA CORP | 359,713 | $26.6B | 49.22% | Put |
| 186 | CMACOMERICA INC | 557,586 | $26.4B | 48.90% | Put |
| 187 | GILDGILEAD SCIENCES INC | 330,900 | $26.2B | 48.52% | Put |
| 188 | FDO.FMACYS INC | 700,410 | $25.9B | 48.09% | Put |
| 189 | CELGCELGENE CORP | 247,967 | $25.9B | 48.04% | Put |
| 190 | FTVFORTIVE CORP | 508,050 | $25.9B | 47.92% | Call |
| 191 | AMGNAMGEN INC | 153,500 | $25.6B | 47.45% | Put |
| 192 | HUMHUMANA INC | 144,200 | $25.5B | 47.27% | Call |
| 193 | —TWENTY FIRST CENTY FOX INC | 1,016,500 | $24.6B | 45.62% | Put |
| 194 | RSX1USDVANECK VECTORS ETF TR | 1,310,001 | $24.6B | 45.54% | Put |
| 195 | CVXCHEVRON CORP NEW | 238,100 | $24.5B | 45.41% | Put |
| 196 | MDTMEDTRONIC PLC | 275,000 | $23.8B | 44.03% | Put |
| 197 | ROSTROSS STORES INC | 367,307 | $23.6B | 43.77% | Put |
| 198 | TSCOTRACTOR SUPPLY CO | 348,394 | $23.5B | 43.49% | Put |
| 199 | KSUEURKANSAS CITY SOUTHERN | 251,200 | $23.4B | 43.45% | Put |
| 200 | PAYXPAYCHEX INC | 400,539 | $23.2B | 42.96% | Put |