Parallax Volatility Advisers, L.P. Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$60.6B
Holdings
2,399
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (2,399 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | EWAISHARES INC | 2,707,401 | $60.8B | 100.19% | Put |
| 102 | AABAUSDALTABA INC | 901,171 | $59.7B | 98.44% | Put |
| 103 | NTESNETEASE INC | 224,017 | $59.1B | 97.45% | Put |
| 104 | BBYBEST BUY INC | 1,016,300 | $57.9B | 95.46% | Put |
| 105 | PFEPFIZER INC | 1,584,100 | $56.6B | 93.26% | Put |
| 106 | MAMASTERCARD INCORPORATED | 399,800 | $56.5B | 93.09% | Put |
| 107 | XMESPDR SERIES TRUST | 1,742,917 | $56.1B | 92.49% | Put |
| 108 | USBUS BANCORP DEL | 1,037,385 | $55.6B | 91.68% | Put |
| 109 | NEMNEWMONT MINING CORP | 1,475,200 | $55.3B | 91.25% | Put |
| 110 | DEDEERE & CO | 439,300 | $55.2B | 90.98% | Put |
| 111 | MCDMCDONALDS CORP | 350,600 | $54.9B | 90.59% | Put |
| 112 | PHPARKER HANNIFIN CORP | 307,369 | $53.8B | 88.71% | Put |
| 113 | TSNTYSON FOODS INC | 752,200 | $53.0B | 87.39% | Put |
| 114 | DXJWISDOMTREE TR | 964,560 | $52.8B | 87.01% | Put |
| 115 | CEFCENTRAL FD CDA LTD | 4,158,543 | $52.7B | 86.89% | |
| 116 | LUVSOUTHWEST AIRLS CO | 917,300 | $51.4B | 84.68% | Put |
| 117 | RSX1USDVANECK VECTORS ETF TR | 2,225,001 | $49.6B | 81.79% | Put |
| 118 | QRVOQORVO INC | 665,502 | $47.0B | 77.57% | Put |
| 119 | TWTRUSDTWITTER INC | 2,778,862 | $46.9B | 77.31% | Put |
| 120 | PEPPEPSICO INC | 398,100 | $44.4B | 73.15% | Put |
| 121 | EBAEBAY INC | 1,145,100 | $44.0B | 72.62% | Put |
| 122 | TXNTEXAS INSTRS INC | 486,700 | $43.6B | 71.95% | Put |
| 123 | MDLZMONDELEZ INTL INC | 1,061,981 | $43.2B | 71.21% | Put |
| 124 | —UNITED STATES NATL GAS FUND | 6,424,118 | $42.2B | 69.60% | Put |
| 125 | CSXCSX CORP | 773,100 | $42.0B | 69.18% | Put |
| 126 | CMCSACOMCAST CORP NEW | 1,087,334 | $41.8B | 69.00% | Put |
| 127 | HONHONEYWELL INTL INC | 295,100 | $41.8B | 68.98% | Put |
| 128 | WDCWESTERN DIGITAL CORP | 473,088 | $40.9B | 67.41% | Put |
| 129 | AU3EURANGLOGOLD ASHANTI LTD | 4,255,855 | $39.5B | 65.20% | Put |
| 130 | NKENIKE INC | 755,900 | $39.2B | 64.64% | Put |
| 131 | MTORMERITOR INC | 1,500,000 | $39.0B | 64.34% | Put |
| 132 | KOCOCA COLA CO | 863,700 | $38.9B | 64.11% | Put |
| 133 | —GOLAR LNG PARTNERS LP | 1,660,000 | $38.6B | 63.59% | Call |
| 134 | LULULULULEMON ATHLETICA INC | 615,840 | $38.3B | 63.22% | Put |
| 135 | FFORD MTR CO DEL | 3,168,922 | $37.9B | 62.55% | Put |
| 136 | T7DTRANSDIGM GROUP INC | 148,136 | $37.9B | 62.45% | Put |
| 137 | BKBANK NEW YORK MELLON CORP | 712,837 | $37.8B | 62.33% | Put |
| 138 | GAPGAP INC DEL | 1,266,476 | $37.4B | 61.67% | Put |
| 139 | STTSTATE STR CORP | 381,300 | $36.4B | 60.07% | Put |
| 140 | WBAWALGREENS BOOTS ALLIANCE INC | 462,592 | $35.7B | 58.90% | Put |
| 141 | AWMSKYWORKS SOLUTIONS INC | 345,682 | $35.2B | 58.09% | Put |
| 142 | J40TPROSHARES TR | 981,501 | $34.9B | 57.59% | Put |
| 143 | SBUXSTARBUCKS CORP | 644,889 | $34.6B | 57.12% | Put |
| 144 | MTARCELORMITTAL SA LUXEMBOURG | 1,337,555 | $34.5B | 56.82% | Put |
| 145 | HCAHCA HEALTHCARE INC | 431,500 | $34.3B | 56.63% | Put |
| 146 | DHRDANAHER CORP DEL | 400,000 | $34.3B | 56.58% | Put |
| 147 | STLAFIAT CHRYSLER AUTOMOBILES N | 1,908,824 | $34.2B | 56.38% | Put |
| 148 | BABOEING CO | 133,000 | $33.8B | 55.75% | Call |
| 149 | XLBSELECT SECTOR SPDR TR | 594,568 | $33.8B | 55.69% | Put |
| 150 | TWXCHFTIME WARNER INC | 320,000 | $32.8B | 54.06% | Put |
| 151 | XPOXPO LOGISTICS INC | 482,880 | $32.7B | 53.97% | Put |
| 152 | HOGHARLEY DAVIDSON INC | 675,900 | $32.6B | 53.74% | Put |
| 153 | AMDADVANCED MICRO DEVICES INC | 2,531,420 | $32.3B | 53.22% | Put |
| 154 | BCRUSDBARD C R INC | 99,700 | $32.0B | 52.69% | Call |
| 155 | PRUPRUDENTIAL FINL INC | 291,000 | $30.9B | 51.02% | Put |
| 156 | AMATAPPLIED MATLS INC | 591,972 | $30.8B | 50.85% | Put |
| 157 | UALUNITED CONTL HLDGS INC | 491,200 | $29.9B | 49.31% | Put |
| 158 | BBBLACKBERRY LTD | 2,634,471 | $29.5B | 48.57% | Put |
| 159 | ZTSZOETIS INC | 453,400 | $28.9B | 47.67% | Call |
| 160 | LMTLOCKHEED MARTIN CORP | 93,150 | $28.9B | 47.66% | Put |
| 161 | ADBEADOBE SYS INC | 189,875 | $28.3B | 46.71% | Put |
| 162 | FLT1EURFLEETCOR TECHNOLOGIES INC | 177,166 | $27.4B | 45.22% | Call |
| 163 | KHCKRAFT HEINZ CO | 350,400 | $27.2B | 44.81% | Put |
| 164 | ENRENERGIZER HLDGS INC NEW | 583,755 | $26.9B | 44.33% | Put |
| 165 | CBCHUBB LIMITED | 188,100 | $26.8B | 44.22% | Put |
| 166 | TRVTRAVELERS COMPANIES INC | 218,100 | $26.7B | 44.07% | Call |
| 167 | —STAMPS COM INC | 131,200 | $26.6B | 43.84% | Put |
| 168 | —ARCH COAL INC | 360,625 | $25.9B | 42.66% | Put |
| 169 | CHRWC H ROBINSON WORLDWIDE INC | 337,600 | $25.7B | 42.37% | Put |
| 170 | NUENUCOR CORP | 455,825 | $25.5B | 42.12% | Put |
| 171 | CRMSALESFORCE COM INC | 270,900 | $25.3B | 41.73% | Put |
| 172 | VMWEURVMWARE INC | 227,900 | $24.9B | 41.04% | Put |
| 173 | JBLUJETBLUE AIRWAYS CORP | 1,321,230 | $24.5B | 40.37% | Put |
| 174 | LSTRLANDSTAR SYS INC | 240,000 | $23.9B | 39.44% | Call |
| 175 | POT1EURPOTASH CORP SASK INC | 1,242,800 | $23.9B | 39.43% | Put |
| 176 | CCCHEMOURS CO | 460,000 | $23.3B | 38.39% | Call |
| 177 | ESPRESPERION THERAPEUTICS INC NE | 464,069 | $23.3B | 38.36% | Put |
| 178 | CCLCARNIVAL CORP | 359,828 | $23.2B | 38.31% | Put |
| 179 | CMICUMMINS INC | 135,879 | $22.8B | 37.65% | Put |
| 180 | XBISPDR SERIES TRUST | 261,703 | $22.7B | 37.36% | Put |
| 181 | —ALLERGAN PLC | 109,467 | $22.4B | 37.00% | Put |
| 182 | GTGOODYEAR TIRE & RUBR CO | 670,000 | $22.3B | 36.74% | Put |
| 183 | WYNNWYNN RESORTS LTD | 147,700 | $22.0B | 36.27% | Put |
| 184 | HDSUSDHD SUPPLY HLDGS INC | 606,815 | $21.9B | 36.09% | Put |
| 185 | DYHTARGET CORP | 370,600 | $21.9B | 36.06% | Put |
| 186 | XLUSELECT SECTOR SPDR TR | 400,080 | $21.2B | 35.00% | Put |
| 187 | SPGIS&P GLOBAL INC | 135,000 | $21.1B | 34.80% | Call |
| 188 | JWNUSDNORDSTROM INC | 447,500 | $21.1B | 34.79% | Put |
| 189 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 205,700 | $21.0B | 34.68% | Put |
| 190 | SPGSIMON PPTY GROUP INC NEW | 130,000 | $20.9B | 34.52% | Put |
| 191 | ICEINTERCONTINENTAL EXCHANGE IN | 304,513 | $20.9B | 34.50% | Put |
| 192 | IRBTQIROBOT CORP | 268,925 | $20.7B | 34.17% | Put |
| 193 | IBBISHARES TR | 61,001 | $20.3B | 33.56% | Call |
| 194 | CELGCELGENE CORP | 137,695 | $20.1B | 33.11% | Put |
| 195 | LVSLAS VEGAS SANDS CORP | 312,527 | $20.1B | 33.07% | Put |
| 196 | TECK/BTECK RESOURCES LTD | 941,340 | $19.9B | 32.74% | Put |
| 197 | MDTMEDTRONIC PLC | 254,600 | $19.8B | 32.65% | Call |
| 198 | MOSMOSAIC CO NEW | 914,983 | $19.8B | 32.57% | Put |
| 199 | AMGNAMGEN INC | 105,000 | $19.6B | 32.28% | Put |
| 200 | BRK-BBERKSHIRE HATHAWAY INC DEL | 71 | $19.5B | 32.17% |