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 |
|---|---|---|---|---|---|
| 201 | NSCNORFOLK SOUTHERN CORP | 147,423 | $19.5B | 32.15% | Put |
| 202 | ETDETHAN ALLEN INTERIORS INC | 600,000 | $19.4B | 32.06% | Put |
| 203 | TRNTRINITY INDS INC | 608,087 | $19.4B | 31.99% | Put |
| 204 | DISHDISH NETWORK CORP | 354,253 | $19.2B | 31.68% | Put |
| 205 | RFREGIONS FINL CORP NEW | 1,255,200 | $19.1B | 31.52% | Put |
| 206 | —GOLDCORP INC NEW | 1,442,533 | $18.7B | 30.83% | Put |
| 207 | HASHASBRO INC | 189,805 | $18.5B | 30.57% | Put |
| 208 | XLISELECT SECTOR SPDR TR | 260,585 | $18.5B | 30.51% | Put |
| 209 | —CURRENCYSHS JAPANESE YEN TR | 215,601 | $18.4B | 30.35% | Call |
| 210 | BANCBANC OF CALIFORNIA INC | 878,995 | $18.2B | 30.08% | Put |
| 211 | CHTRCHARTER COMMUNICATIONS INC N | 50,000 | $18.2B | 29.96% | Call |
| 212 | TSEMTOWER SEMICONDUCTOR LTD | 590,500 | $18.2B | 29.95% | Put |
| 213 | ABTABBOTT LABS | 340,110 | $18.1B | 29.93% | Put |
| 214 | NXPINXP SEMICONDUCTORS N V | 157,674 | $17.8B | 29.40% | Put |
| 215 | WYNEURWYNDHAM WORLDWIDE CORP | 165,200 | $17.4B | 28.72% | Put |
| 216 | TTMCHFTATA MTRS LTD | 555,002 | $17.4B | 28.62% | Put |
| 217 | FDO.FMACYS INC | 793,202 | $17.3B | 28.54% | Put |
| 218 | MGMMGM RESORTS INTERNATIONAL | 530,484 | $17.3B | 28.51% | Put |
| 219 | CP.TOCANADIAN PAC RY LTD | 102,563 | $17.2B | 28.42% | Put |
| 220 | FITBFIFTH THIRD BANCORP | 611,100 | $17.1B | 28.20% | Put |
| 221 | XLYSELECT SECTOR SPDR TR | 187,011 | $16.8B | 27.78% | Call |
| 222 | BHPBHP BILLITON LTD | 415,500 | $16.8B | 27.77% | Put |
| 223 | HAINHAIN CELESTIAL GROUP INC | 409,000 | $16.8B | 27.76% | Put |
| 224 | BHCVALEANT PHARMACEUTICALS INTL | 1,161,904 | $16.7B | 27.46% | Put |
| 225 | XLVSELECT SECTOR SPDR TR | 197,242 | $16.1B | 26.58% | Put |
| 226 | ULTAULTA BEAUTY INC | 70,600 | $16.0B | 26.32% | Put |
| 227 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 421,113 | $15.8B | 26.08% | Put |
| 228 | ODFLOLD DOMINION FGHT LINES INC | 140,000 | $15.4B | 25.42% | Call |
| 229 | AQLTISHARES TR | 164,501 | $15.4B | 25.40% | Call |
| 230 | HALHALLIBURTON CO | 334,095 | $15.4B | 25.36% | Put |
| 231 | ZBHZIMMER BIOMET HLDGS INC | 130,500 | $15.3B | 25.20% | Put |
| 232 | —MONSANTO CO NEW | 125,600 | $15.0B | 24.82% | Put |
| 233 | GISGENERAL MLS INC | 289,465 | $15.0B | 24.71% | Put |
| 234 | ADPAUTOMATIC DATA PROCESSING IN | 136,806 | $15.0B | 24.66% | Put |
| 235 | PGRPROGRESSIVE CORP OHIO | 300,000 | $14.5B | 23.95% | Call |
| 236 | WTWEURWEIGHT WATCHERS INTL INC NEW | 329,100 | $14.3B | 23.64% | Put |
| 237 | APCANADARKO PETE CORP | 292,500 | $14.3B | 23.56% | Put |
| 238 | ITBISHARES TR | 391,001 | $14.3B | 23.56% | Call |
| 239 | WEPMAGELLAN MIDSTREAM PRTNRS LP | 200,000 | $14.2B | 23.44% | Call |
| 240 | ETENERGY TRANSFER EQUITY L P | 808,100 | $14.0B | 23.16% | Put |
| 241 | YELPYELP INC | 324,276 | $14.0B | 23.15% | Put |
| 242 | —FOUNDATION MEDICINE INC | 346,106 | $13.9B | 22.94% | Call |
| 243 | MAAMID AMER APT CMNTYS INC | 130,000 | $13.9B | 22.91% | Put |
| 244 | XLNXEURXILINX INC | 191,098 | $13.5B | 22.32% | Put |
| 245 | FDSFACTSET RESH SYS INC | 75,000 | $13.5B | 22.28% | Call |
| 246 | VIABVIACOM INC NEW | 475,000 | $13.2B | 21.81% | Put |
| 247 | WWAYFAIR INC | 196,000 | $13.2B | 21.78% | Call |
| 248 | HPEHEWLETT PACKARD ENTERPRISE C | 897,230 | $13.2B | 21.76% | Put |
| 249 | —ZOGENIX INC | 362,500 | $12.7B | 20.95% | Put |
| 250 | —STRAIGHT PATH COMMUNICATNS I | 68,000 | $12.3B | 20.26% | Call |
| 251 | MOHMOLINA HEALTHCARE INC | 176,212 | $12.1B | 19.98% | Put |
| 252 | —IMMUNOMEDICS INC | 864,462 | $12.1B | 19.93% | Put |
| 253 | OXYOCCIDENTAL PETE CORP DEL | 186,000 | $11.9B | 19.69% | Put |
| 254 | —ANDEAVOR | 115,300 | $11.9B | 19.61% | Put |
| 255 | CVXCHEVRON CORP NEW | 100,000 | $11.8B | 19.38% | Put |
| 256 | —SPRINT CORP | 1,507,913 | $11.7B | 19.34% | Put |
| 257 | CFCF INDS HLDGS INC | 332,400 | $11.7B | 19.27% | Put |
| 258 | AEMAGNICO EAGLE MINES LTD | 258,000 | $11.7B | 19.23% | Put |
| 259 | SLBSCHLUMBERGER LTD | 166,000 | $11.6B | 19.10% | Put |
| 260 | INCYINCYTE CORP | 99,028 | $11.6B | 19.06% | Put |
| 261 | —CBS CORP NEW | 197,670 | $11.5B | 18.91% | Put |
| 262 | DDSDILLARDS INC | 202,051 | $11.3B | 18.68% | Put |
| 263 | KELKELLOGG CO | 180,000 | $11.2B | 18.51% | Call |
| 264 | AFLAFLAC INC | 136,300 | $11.1B | 18.29% | Put |
| 265 | AZOAUTOZONE INC | 18,600 | $11.1B | 18.25% | Call |
| 266 | SSS1EURLIFE STORAGE INC | 134,648 | $11.0B | 18.17% | Put |
| 267 | COSTCOSTCO WHSL CORP NEW | 66,200 | $10.9B | 17.94% | Put |
| 268 | FEYECHFFIREEYE INC | 645,916 | $10.8B | 17.86% | Put |
| 269 | LOWLOWES COS INC | 132,462 | $10.6B | 17.46% | Call |
| 270 | BMYBRISTOL MYERS SQUIBB CO | 164,173 | $10.5B | 17.26% | Call |
| 271 | MPCMARATHON PETE CORP | 184,212 | $10.3B | 17.03% | Put |
| 272 | EMNEASTMAN CHEM CO | 114,106 | $10.3B | 17.03% | Put |
| 273 | ADMARCHER DANIELS MIDLAND CO | 240,400 | $10.2B | 16.85% | Put |
| 274 | HALOHALOZYME THERAPEUTICS INC | 587,000 | $10.2B | 16.82% | Call |
| 275 | INFYINFOSYS LTD | 693,203 | $10.1B | 16.68% | Put |
| 276 | DOEURDIAMOND OFFSHORE DRILLING IN | 696,903 | $10.1B | 16.67% | Put |
| 277 | BCSBARCLAYS PLC | 960,119 | $9.9B | 16.39% | Put |
| 278 | AZNASTRAZENECA PLC | 290,100 | $9.8B | 16.21% | Call |
| 279 | LNGCHENIERE ENERGY INC | 216,451 | $9.7B | 16.08% | Put |
| 280 | REGNREGENERON PHARMACEUTICALS | 21,521 | $9.6B | 15.87% | Put |
| 281 | ARNCCHFARCONIC INC | 382,217 | $9.5B | 15.68% | Put |
| 282 | LXRXLEXICON PHARMACEUTICALS INC | 768,089 | $9.4B | 15.57% | Put |
| 283 | PNCPNC FINL SVCS GROUP INC | 70,000 | $9.4B | 15.56% | Call |
| 284 | —GGP INC | 450,000 | $9.3B | 15.41% | Call |
| 285 | DOVDOVER CORP | 100,000 | $9.1B | 15.07% | Put |
| 286 | VSMEURVERSUM MATLS INC | 235,000 | $9.1B | 15.04% | Call |
| 287 | SPLKCHFSPLUNK INC | 137,063 | $9.1B | 15.02% | Put |
| 288 | ALLYALLY FINL INC | 374,100 | $9.1B | 14.97% | Put |
| 289 | —ULTRA PETROLEUM CORP | 1,041,684 | $9.0B | 14.89% | Put |
| 290 | GRA1EURGRACE W R & CO DEL NEW | 124,900 | $9.0B | 14.86% | Put |
| 291 | CLCOLGATE PALMOLIVE CO | 122,700 | $8.9B | 14.74% | Put |
| 292 | ROKROCKWELL AUTOMATION INC | 50,000 | $8.9B | 14.69% | Put |
| 293 | EMBISHARES TR | 76,521 | $8.9B | 14.69% | |
| 294 | CMACOMERICA INC | 115,178 | $8.8B | 14.49% | Put |
| 295 | BBBYEURBED BATH & BEYOND INC | 371,963 | $8.7B | 14.39% | Call |
| 296 | —VERIFONE SYS INC | 427,300 | $8.7B | 14.29% | Call |
| 297 | OKEONEOK INC NEW | 156,400 | $8.7B | 14.29% | Call |
| 298 | TJXTJX COS INC NEW | 117,500 | $8.7B | 14.29% | Call |
| 299 | AM6AMICUS THERAPEUTICS INC | 568,323 | $8.6B | 14.13% | Put |
| 300 | REGREGENCY CTRS CORP | 137,560 | $8.5B | 14.07% | Put |