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 |
|---|---|---|---|---|---|
| 301 | VYXNCR CORP NEW | 224,709 | $8.4B | 13.90% | Put |
| 302 | LRCXEURLAM RESEARCH CORP | 45,198 | $8.4B | 13.79% | Put |
| 303 | MNSTMONSTER BEVERAGE CORP NEW | 149,447 | $8.3B | 13.62% | Put |
| 304 | BRK/BBERKSHIRE HATHAWAY INC DEL | 45,000 | $8.2B | 13.60% | Call |
| 305 | BBTUSDBB&T CORP | 174,200 | $8.2B | 13.48% | Call |
| 306 | TAPMOLSON COORS BREWING CO | 100,000 | $8.2B | 13.46% | Call |
| 307 | TROWPRICE T ROWE GROUP INC | 90,000 | $8.2B | 13.45% | Call |
| 308 | SAVESPIRIT AIRLS INC | 240,000 | $8.0B | 13.22% | Put |
| 309 | RDS/AROYAL DUTCH SHELL PLC | 131,942 | $8.0B | 13.18% | Put |
| 310 | FLEXFLEX LTD | 475,300 | $7.9B | 12.99% | Put |
| 311 | ITWILLINOIS TOOL WKS INC | 53,013 | $7.8B | 12.94% | Put |
| 312 | UAAUNDER ARMOUR INC | 472,713 | $7.8B | 12.85% | Put |
| 313 | CAHCARDINAL HEALTH INC | 114,387 | $7.7B | 12.62% | Put |
| 314 | LBTYBLIBERTY GLOBAL PLC | 225,000 | $7.6B | 12.58% | Put |
| 315 | PBRPETROLEO BRASILEIRO SA PETRO | 753,600 | $7.6B | 12.48% | Put |
| 316 | SHOPSHOPIFY INC | 64,169 | $7.5B | 12.33% | Put |
| 317 | —CURRENCYSHARES SWISS FRANC T | 76,501 | $7.5B | 12.33% | Call |
| 318 | VFCV F CORP | 114,700 | $7.3B | 12.02% | Put |
| 319 | TIFEURTIFFANY & CO NEW | 79,300 | $7.3B | 12.01% | Put |
| 320 | YPFYPF SOCIEDAD ANONIMA | 325,700 | $7.3B | 11.97% | Put |
| 321 | RLRALPH LAUREN CORP | 81,721 | $7.2B | 11.90% | Put |
| 322 | IACIEURIAC INTERACTIVECORP | 61,000 | $7.2B | 11.83% | Put |
| 323 | MARMARRIOTT INTL INC NEW | 64,484 | $7.1B | 11.73% | Put |
| 324 | WHRWHIRLPOOL CORP | 38,400 | $7.1B | 11.68% | Put |
| 325 | MOALTRIA GROUP INC | 111,100 | $7.0B | 11.62% | Put |
| 326 | —HERTZ GLOBAL HLDGS INC | 315,000 | $7.0B | 11.61% | Put |
| 327 | FLSFLOWSERVE CORP | 165,345 | $7.0B | 11.61% | Put |
| 328 | LAZLAZARD LTD | 153,200 | $6.9B | 11.42% | Put |
| 329 | CAGCONAGRA BRANDS INC | 205,000 | $6.9B | 11.40% | Put |
| 330 | RGLDROYAL GOLD INC | 80,000 | $6.9B | 11.35% | Call |
| 331 | MLCOMELCO RESORT ENTERTAINMENT L | 282,327 | $6.8B | 11.23% | Put |
| 332 | VMCVULCAN MATLS CO | 56,595 | $6.8B | 11.16% | |
| 333 | KMBKIMBERLY CLARK CORP | 56,900 | $6.7B | 11.04% | Put |
| 334 | —PROSHARES TR II | 375,000 | $6.7B | 11.02% | Put |
| 335 | EMREMERSON ELEC CO | 105,800 | $6.6B | 10.96% | Put |
| 336 | —SODASTREAM INTERNATIONAL LTD | 100,000 | $6.6B | 10.96% | Put |
| 337 | —RANDGOLD RES LTD | 67,679 | $6.6B | 10.90% | Put |
| 338 | UNITUNITI GROUP INC | 447,517 | $6.6B | 10.82% | Put |
| 339 | EDCONSOLIDATED EDISON INC | 80,300 | $6.5B | 10.68% | Put |
| 340 | KMXCARMAX INC | 85,130 | $6.5B | 10.64% | Call |
| 341 | IRWDIRONWOOD PHARMACEUTICALS INC | 407,216 | $6.4B | 10.59% | Put |
| 342 | THCTENET HEALTHCARE CORP | 389,825 | $6.4B | 10.56% | Put |
| 343 | WBWEIBO CORP | 64,627 | $6.4B | 10.54% | Put |
| 344 | SRGSERITAGE GROWTH PPTYS | 138,674 | $6.4B | 10.54% | |
| 345 | —PROSHARES TR II | 306,680 | $6.3B | 10.42% | Put |
| 346 | KSSKOHLS CORP | 138,300 | $6.3B | 10.41% | Put |
| 347 | UBSUBS GROUP AG | 367,267 | $6.3B | 10.39% | Put |
| 348 | ATVIEURACTIVISION BLIZZARD INC | 96,177 | $6.2B | 10.23% | Put |
| 349 | NMIHNMI HLDGS INC | 500,000 | $6.2B | 10.22% | Call |
| 350 | SBACSBA COMMUNICATIONS CORP NEW | 43,037 | $6.2B | 10.22% | Put |
| 351 | GMEGAMESTOP CORP NEW | 300,000 | $6.2B | 10.22% | Put |
| 352 | TEVATEVA PHARMACEUTICAL INDS LTD | 350,000 | $6.2B | 10.16% | Put |
| 353 | —FINISAR CORP | 277,000 | $6.1B | 10.13% | Put |
| 354 | JAZZJAZZ PHARMACEUTICALS PLC | 41,928 | $6.1B | 10.11% | Put |
| 355 | ASHASHLAND GLOBAL HLDGS INC | 93,300 | $6.1B | 10.06% | Put |
| 356 | —ADAMIS PHARMACEUTICALS CORP | 1,153,100 | $6.0B | 9.94% | Call |
| 357 | GBXGREENBRIER COS INC | 125,000 | $6.0B | 9.93% | Put |
| 358 | —IKANG HEALTHCARE GROUP INC | 442,979 | $6.0B | 9.85% | Put |
| 359 | XLKSELECT SECTOR SPDR TR | 100,001 | $5.9B | 9.75% | Put |
| 360 | HBC2HSBC HLDGS PLC | 119,393 | $5.9B | 9.73% | Put |
| 361 | HEESEURH & E EQUIPMENT SERVICES INC | 201,000 | $5.9B | 9.68% | Call |
| 362 | EXPEAGLE MATERIALS INC | 55,000 | $5.9B | 9.68% | Call |
| 363 | CNCCENTENE CORP DEL | 60,300 | $5.8B | 9.62% | Put |
| 364 | VGKVANGUARD INTL EQUITY INDEX F | 100,001 | $5.8B | 9.62% | Call |
| 365 | CTLEURCENTURYLINK INC | 305,488 | $5.8B | 9.52% | Put |
| 366 | SYMCEURSYMANTEC CORP | 175,500 | $5.8B | 9.50% | Put |
| 367 | PVHPVH CORP | 45,100 | $5.7B | 9.37% | Call |
| 368 | —TWENTY FIRST CENTY FOX INC | 214,229 | $5.7B | 9.32% | Put |
| 369 | CITUSDCIT GROUP INC | 114,300 | $5.6B | 9.24% | Put |
| 370 | SNEURSANCHEZ ENERGY CORP | 1,162,280 | $5.6B | 9.24% | Put |
| 371 | AXTAAXALTA COATING SYS LTD | 189,510 | $5.5B | 9.04% | Put |
| 372 | ALVAUTOLIV INC | 44,235 | $5.5B | 9.02% | Put |
| 373 | ALNYALNYLAM PHARMACEUTICALS INC | 45,390 | $5.3B | 8.79% | |
| 374 | —SUNTRUST BKS INC | 88,700 | $5.3B | 8.74% | Put |
| 375 | TTDTHE TRADE DESK INC | 86,000 | $5.3B | 8.72% | Call |
| 376 | LGNDLIGAND PHARMACEUTICALS INC | 38,585 | $5.3B | 8.66% | Put |
| 377 | SNYSANOFI | 104,885 | $5.2B | 8.61% | Put |
| 378 | GLNGGOLAR LNG LTD BERMUDA | 228,072 | $5.2B | 8.50% | Put |
| 379 | AKAMAKAMAI TECHNOLOGIES INC | 105,586 | $5.1B | 8.48% | Put |
| 380 | AMTAMERICAN TOWER CORP NEW | 37,543 | $5.1B | 8.46% | Put |
| 381 | JACKJACK IN THE BOX INC | 50,000 | $5.1B | 8.40% | Call |
| 382 | UPBDRENT A CTR INC NEW | 438,272 | $5.0B | 8.30% | Call |
| 383 | PLDPROLOGIS INC | 79,200 | $5.0B | 8.29% | Call |
| 384 | —HEALTH INS INNOVATIONS INC | 346,462 | $5.0B | 8.28% | Put |
| 385 | FLRFLUOR CORP NEW | 119,292 | $5.0B | 8.28% | Put |
| 386 | IBNICICI BK LTD | 579,563 | $5.0B | 8.18% | Put |
| 387 | GLWCORNING INC | 163,705 | $4.9B | 8.08% | Put |
| 388 | COFCAPITAL ONE FINL CORP | 56,800 | $4.8B | 7.93% | Put |
| 389 | NOCNORTHROP GRUMMAN CORP | 16,700 | $4.8B | 7.93% | Call |
| 390 | LYBLYONDELLBASELL INDUSTRIES N | 48,400 | $4.8B | 7.91% | Put |
| 391 | —MEDICINES CO | 128,043 | $4.7B | 7.82% | Put |
| 392 | TRUTRANSUNION | 100,000 | $4.7B | 7.79% | Call |
| 393 | FOXATWENTY FIRST CENTY FOX INC | 182,037 | $4.7B | 7.74% | Put |
| 394 | DLTRDOLLAR TREE INC | 54,000 | $4.7B | 7.73% | Put |
| 395 | RCLROYAL CARIBBEAN CRUISES LTD | 39,426 | $4.7B | 7.71% | Call |
| 396 | XLRNACCELERON PHARMA INC | 125,208 | $4.7B | 7.70% | Put |
| 397 | CLBCORE LABORATORIES N V | 46,162 | $4.6B | 7.51% | Put |
| 398 | —AK STL HLDG CORP | 810,000 | $4.5B | 7.47% | Put |
| 399 | MACMACERICH CO | 81,707 | $4.5B | 7.41% | |
| 400 | ADIANALOG DEVICES INC | 51,874 | $4.5B | 7.37% | Put |