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 |
|---|---|---|---|---|---|
| 201 | MRKMERCK & CO INC | 368,100 | $23.0B | 42.57% | Put |
| 202 | VODVODAFONE GROUP PLC NEW | 785,150 | $22.9B | 42.42% | Put |
| 203 | GPCGENUINE PARTS CO | 227,273 | $22.8B | 42.31% | Put |
| 204 | AMTAMERICAN TOWER CORP NEW | 200,600 | $22.7B | 42.13% | Put |
| 205 | WEPMAGELLAN MIDSTREAM PRTNRS LP | 320,000 | $22.6B | 41.95% | Call |
| 206 | CHTRCHARTER COMMUNICATIONS INC N | 83,387 | $22.5B | 41.72% | Put |
| 207 | ETENERGY TRANSFER PRTNRS L P | 608,169 | $22.5B | 41.70% | Put |
| 208 | APCANADARKO PETE CORP | 354,335 | $22.5B | 41.61% | Put |
| 209 | SRPTSAREPTA THERAPEUTICS INC | 362,549 | $22.3B | 41.26% | Put |
| 210 | TRVTRAVELERS COMPANIES INC | 194,151 | $22.2B | 41.21% | Put |
| 211 | —CURRENCYSHS JAPANESE YEN TR | 232,301 | $22.1B | 40.99% | Call |
| 212 | DONSPDR DOW JONES INDL AVRG ETF | 120,001 | $21.9B | 40.65% | Call |
| 213 | STLDSTEEL DYNAMICS INC | 861,300 | $21.5B | 39.89% | Put |
| 214 | IAUISHARES | 1,711,877 | $21.5B | 39.78% | Put |
| 215 | WYNNWYNN RESORTS LTD | 220,205 | $21.5B | 39.76% | Put |
| 216 | APDAIR PRODS & CHEMS INC | 142,300 | $21.4B | 39.65% | Put |
| 217 | VIABVIACOM INC NEW | 555,500 | $21.2B | 39.22% | Put |
| 218 | PNCPNC FINL SVCS GROUP INC | 234,600 | $21.1B | 39.17% | Put |
| 219 | DISHDISH NETWORK CORP | 384,481 | $21.1B | 39.03% | Put |
| 220 | TIFEURTIFFANY & CO NEW | 288,782 | $21.0B | 38.87% | Put |
| 221 | COFCAPITAL ONE FINL CORP | 291,800 | $21.0B | 38.84% | Put |
| 222 | GAPGAP INC DEL | 930,627 | $20.7B | 38.34% | Put |
| 223 | COTYCOTY INC | 870,756 | $20.5B | 37.92% | Put |
| 224 | CMGCHIPOTLE MEXICAN GRILL INC | 47,900 | $20.3B | 37.60% | Put |
| 225 | WDAYWORKDAY INC | 219,192 | $20.1B | 37.24% | Put |
| 226 | VALEVALE S A | 3,615,171 | $19.9B | 36.85% | Put |
| 227 | WHRWHIRLPOOL CORP | 122,500 | $19.9B | 36.82% | Put |
| 228 | CXCEMEX SAB DE CV | 2,493,700 | $19.8B | 36.69% | Put |
| 229 | AMJEURJPMORGAN CHASE & CO | 623,865 | $19.7B | 36.42% | Put |
| 230 | CSXCSX CORP | 644,000 | $19.6B | 36.40% | Put |
| 231 | PRUPRUDENTIAL FINL INC | 238,995 | $19.5B | 36.16% | Put |
| 232 | CVSCVS HEALTH CORP | 218,542 | $19.4B | 36.04% | Put |
| 233 | GLWCORNING INC | 801,832 | $19.0B | 35.14% | Put |
| 234 | TAPMOLSON COORS BREWING CO | 169,569 | $18.6B | 34.50% | Put |
| 235 | CPBCAMPBELL SOUP CO | 337,676 | $18.5B | 34.22% | Put |
| 236 | AVGOBROADCOM LTD | 105,429 | $18.2B | 33.70% | Put |
| 237 | WMWASTE MGMT INC DEL | 284,481 | $18.1B | 33.62% | Put |
| 238 | RCLROYAL CARIBBEAN CRUISES LTD | 240,700 | $18.0B | 33.43% | Put |
| 239 | BHCVALEANT PHARMACEUTICALS INTL | 720,618 | $17.7B | 32.79% | Put |
| 240 | HAINHAIN CELESTIAL GROUP INC | 491,100 | $17.5B | 32.38% | Put |
| 241 | SMHVANECK VECTORS ETF TR | 250,001 | $17.4B | 32.19% | Put |
| 242 | FNVFRANCO NEVADA CORP | 245,400 | $17.1B | 31.78% | Put |
| 243 | SIGSIGNET JEWELERS LIMITED | 229,300 | $17.1B | 31.67% | Put |
| 244 | FXECURRENCYSHARES EURO TR | 154,825 | $16.9B | 31.37% | Put |
| 245 | UAAUNDER ARMOUR INC | 437,626 | $16.9B | 31.37% | Put |
| 246 | EXPEEXPEDIA INC DEL | 144,600 | $16.9B | 31.28% | Put |
| 247 | VMWEURVMWARE INC | 229,000 | $16.8B | 31.13% | Put |
| 248 | AZOAUTOZONE INC | 21,781 | $16.7B | 31.01% | Put |
| 249 | NXPINXP SEMICONDUCTORS N V | 161,200 | $16.4B | 30.47% | Put |
| 250 | LNWOSCIENTIFIC GAMES CORP | 1,438,296 | $16.2B | 30.04% | Call |
| 251 | LVSLAS VEGAS SANDS CORP | 280,700 | $16.1B | 29.93% | Put |
| 252 | —COLUMBIA PIPELINE PARTNERS L | 1,000,000 | $16.1B | 29.91% | Call |
| 253 | AKAMAKAMAI TECHNOLOGIES INC | 303,200 | $16.1B | 29.78% | Put |
| 254 | DLTRDOLLAR TREE INC | 201,914 | $15.9B | 29.54% | Put |
| 255 | KHCKRAFT HEINZ CO | 177,328 | $15.9B | 29.42% | Put |
| 256 | CITCINTAS CORP | 139,623 | $15.7B | 29.13% | Put |
| 257 | ZZILLOW GROUP INC | 452,363 | $15.7B | 29.05% | Put |
| 258 | ITWILLINOIS TOOL WKS INC | 130,700 | $15.7B | 29.03% | Put |
| 259 | DRIDARDEN RESTAURANTS INC | 255,300 | $15.7B | 29.01% | Put |
| 260 | —FITBIT INC | 1,048,986 | $15.6B | 28.85% | Put |
| 261 | CERNCHFCERNER CORP | 250,000 | $15.4B | 28.61% | Call |
| 262 | XMESPDR SERIES TRUST | 581,005 | $15.4B | 28.56% | Put |
| 263 | TMOTHERMO FISHER SCIENTIFIC INC | 96,500 | $15.3B | 28.44% | Put |
| 264 | DFSEURDISCOVER FINL SVCS | 270,171 | $15.3B | 28.31% | Put |
| 265 | NTESNETEASE INC | 63,100 | $15.2B | 28.15% | Put |
| 266 | BRK/BBERKSHIRE HATHAWAY INC DEL | 102,825 | $14.9B | 27.53% | Put |
| 267 | POT1EURPOTASH CORP SASK INC | 908,743 | $14.8B | 27.49% | Put |
| 268 | VFCV F CORP | 264,219 | $14.8B | 27.44% | Put |
| 269 | LBTYBLIBERTY GLOBAL PLC | 432,881 | $14.8B | 27.42% | Put |
| 270 | WYWEYERHAEUSER CO | 458,259 | $14.6B | 27.13% | Put |
| 271 | KBESPDR SERIES TRUST | 434,809 | $14.5B | 26.90% | Put |
| 272 | —LINKEDIN CORP | 75,706 | $14.5B | 26.81% | Put |
| 273 | PSXPHILLIPS 66 | 179,300 | $14.4B | 26.77% | Put |
| 274 | —PANDORA MEDIA INC | 1,007,804 | $14.4B | 26.76% | Put |
| 275 | RLRALPH LAUREN CORP | 142,183 | $14.4B | 26.65% | Put |
| 276 | —SWIFT TRANSN CO | 661,852 | $14.2B | 26.34% | Put |
| 277 | CLXCLOROX CO DEL | 113,143 | $14.2B | 26.25% | Put |
| 278 | SPGSIMON PPTY GROUP INC NEW | 68,369 | $14.2B | 26.23% | Put |
| 279 | EMNEASTMAN CHEM CO | 206,100 | $13.9B | 25.85% | Put |
| 280 | J40TPROSHARES TR | 434,254 | $13.7B | 25.43% | Put |
| 281 | UNHUNITEDHEALTH GROUP INC | 96,821 | $13.6B | 25.12% | Put |
| 282 | BMYBRISTOL MYERS SQUIBB CO | 249,000 | $13.4B | 24.88% | Put |
| 283 | DVNDEVON ENERGY CORP NEW | 302,300 | $13.3B | 24.71% | Put |
| 284 | —SOLARCITY CORP | 681,500 | $13.3B | 24.70% | Put |
| 285 | —TESARO INC | 132,508 | $13.3B | 24.61% | Put |
| 286 | TXTTEXTRON INC | 333,718 | $13.3B | 24.59% | Put |
| 287 | LMTLOCKHEED MARTIN CORP | 55,200 | $13.2B | 24.52% | Put |
| 288 | ESEVERSOURCE ENERGY | 240,900 | $13.1B | 24.19% | Put |
| 289 | MGMMGM RESORTS INTERNATIONAL | 497,723 | $13.0B | 24.01% | Put |
| 290 | XPOXPO LOGISTICS INC | 352,046 | $12.9B | 23.92% | Put |
| 291 | GDXJVANECK VECTORS ETF TR | 288,001 | $12.8B | 23.64% | Call |
| 292 | NEENEXTERA ENERGY INC | 104,000 | $12.7B | 23.57% | Put |
| 293 | PANWPALO ALTO NETWORKS INC | 79,600 | $12.7B | 23.50% | Put |
| 294 | —SUNTRUST BKS INC | 288,900 | $12.7B | 23.46% | Put |
| 295 | WUBAUSD58 COM INC | 263,600 | $12.6B | 23.28% | Put |
| 296 | TQJSIGNATURE BK NEW YORK N Y | 105,694 | $12.5B | 23.20% | Put |
| 297 | TTMCHFTATA MTRS LTD | 312,000 | $12.5B | 23.12% | Put |
| 298 | —SILVER WHEATON CORP | 456,800 | $12.3B | 22.88% | Put |
| 299 | AEMAGNICO EAGLE MINES LTD | 227,400 | $12.3B | 22.83% | Put |
| 300 | BKHBLACK HILLS CORP | 200,000 | $12.2B | 22.69% | Put |