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 |
|---|---|---|---|---|---|
| 401 | —BANK OF THE OZARKS | 92,600 | $4.5B | 7.34% | Call |
| 402 | CTXSEURCITRIX SYS INC | 56,831 | $4.4B | 7.20% | Put |
| 403 | —COACH INC | 108,140 | $4.4B | 7.18% | Put |
| 404 | SOSOUTHERN CO | 88,500 | $4.3B | 7.17% | Call |
| 405 | BHFBRIGHTHOUSE FINL INC | 71,082 | $4.3B | 7.13% | Put |
| 406 | CMECME GROUP INC | 31,800 | $4.3B | 7.11% | Put |
| 407 | HRLHORMEL FOODS CORP | 134,179 | $4.3B | 7.11% | Put |
| 408 | XYZSQUARE INC | 148,450 | $4.3B | 7.05% | Put |
| 409 | —DELPHI AUTOMOTIVE PLC | 42,923 | $4.2B | 6.97% | Put |
| 410 | ANFABERCROMBIE & FITCH CO | 291,666 | $4.2B | 6.95% | Put |
| 411 | —CHICAGO BRIDGE & IRON CO N V | 248,832 | $4.2B | 6.89% | Put |
| 412 | CLFCLEVELAND CLIFFS INC | 577,000 | $4.1B | 6.80% | Put |
| 413 | EWCISHARES INC | 140,933 | $4.1B | 6.73% | Put |
| 414 | MDXGMIMEDX GROUP INC | 342,319 | $4.1B | 6.71% | Put |
| 415 | KWKENNEDY-WILSON HLDGS INC | 217,920 | $4.0B | 6.67% | Put |
| 416 | STAYUSDEXTENDED STAY AMER INC | 200,000 | $4.0B | 6.60% | Call |
| 417 | —NEWFIELD EXPL CO | 134,600 | $4.0B | 6.59% | Call |
| 418 | SCCOSOUTHERN COPPER CORP | 100,000 | $4.0B | 6.56% | Call |
| 419 | CHGGCHEGG INC | 264,100 | $3.9B | 6.46% | Call |
| 420 | IPGINTERPUBLIC GROUP COS INC | 188,297 | $3.9B | 6.46% | |
| 421 | MSIMOTOROLA SOLUTIONS INC | 46,000 | $3.9B | 6.44% | Call |
| 422 | DHXDHI GROUP INC | 1,500,000 | $3.9B | 6.43% | Put |
| 423 | KRKROGER CO | 193,800 | $3.9B | 6.41% | Put |
| 424 | —SCANA CORP NEW | 80,000 | $3.9B | 6.40% | Call |
| 425 | SNAPSNAP INC | 266,100 | $3.9B | 6.38% | Put |
| 426 | WMTWAL-MART STORES INC | 48,900 | $3.8B | 6.30% | Put |
| 427 | HLFHERBALIFE LTD | 56,000 | $3.8B | 6.26% | Call |
| 428 | VIPSVIPSHOP HLDGS LTD | 427,500 | $3.8B | 6.20% | Call |
| 429 | FASTFASTENAL CO | 82,000 | $3.7B | 6.16% | Call |
| 430 | CIKCREDIT SUISSE GROUP | 233,455 | $3.7B | 6.08% | Put |
| 431 | ADSKAUTODESK INC | 32,568 | $3.7B | 6.03% | Call |
| 432 | ACHCACADIA HEALTHCARE COMPANY IN | 76,500 | $3.7B | 6.03% | Call |
| 433 | CLVSEURCLOVIS ONCOLOGY INC | 44,162 | $3.6B | 6.00% | Call |
| 434 | DVNDEVON ENERGY CORP NEW | 98,875 | $3.6B | 5.98% | Put |
| 435 | KSUEURKANSAS CITY SOUTHERN | 32,900 | $3.6B | 5.90% | Put |
| 436 | REEVEREST RE GROUP LTD | 15,605 | $3.6B | 5.88% | Put |
| 437 | AGOASSURED GUARANTY LTD | 94,400 | $3.6B | 5.88% | Put |
| 438 | STTSPDR SERIES TRUST | 95,001 | $3.5B | 5.85% | Put |
| 439 | BYDBOYD GAMING CORP | 136,000 | $3.5B | 5.84% | Call |
| 440 | YUMYUM BRANDS INC | 47,815 | $3.5B | 5.80% | Put |
| 441 | —DIREXION SHS ETF TR | 96,637 | $3.5B | 5.79% | |
| 442 | AMLPUSDALPS ETF TR | 311,101 | $3.5B | 5.76% | Put |
| 443 | ICPTUSDINTERCEPT PHARMACEUTICALS IN | 60,000 | $3.5B | 5.74% | Put |
| 444 | ABGAMERISOURCEBERGEN CORP | 42,015 | $3.5B | 5.73% | Put |
| 445 | PBFPBF ENERGY INC | 125,800 | $3.5B | 5.73% | Call |
| 446 | ITCIEURINTRA CELLULAR THERAPIES INC | 218,088 | $3.4B | 5.68% | Put |
| 447 | NOWSERVICENOW INC | 29,200 | $3.4B | 5.66% | Put |
| 448 | JNPJUNIPER NETWORKS INC | 122,800 | $3.4B | 5.64% | Put |
| 449 | CSIQCANADIAN SOLAR INC | 202,143 | $3.4B | 5.61% | |
| 450 | PAGPPLAINS GP HLDGS L P | 155,600 | $3.4B | 5.61% | Call |
| 451 | STMSTMICROELECTRONICS N V | 175,000 | $3.4B | 5.61% | Call |
| 452 | RIGTRANSOCEAN LTD | 315,556 | $3.4B | 5.60% | Put |
| 453 | APOAPOLLO GLOBAL MGMT LLC | 112,800 | $3.4B | 5.60% | Put |
| 454 | PAYXPAYCHEX INC | 56,200 | $3.4B | 5.56% | Put |
| 455 | PHMPULTE GROUP INC | 122,300 | $3.3B | 5.51% | Call |
| 456 | RTN1USDRAYTHEON CO | 17,887 | $3.3B | 5.50% | Put |
| 457 | DVADAVITA INC | 55,700 | $3.3B | 5.46% | Put |
| 458 | —POWERSHARES DB CMDTY IDX TRA | 213,500 | $3.3B | 5.42% | Put |
| 459 | RHRH | 46,700 | $3.3B | 5.42% | Put |
| 460 | GPCGENUINE PARTS CO | 33,900 | $3.2B | 5.35% | Call |
| 461 | SSRMSSR MNG INC | 305,000 | $3.2B | 5.34% | Call |
| 462 | AAOIAPPLIED OPTOELECTRONICS INC | 50,000 | $3.2B | 5.33% | Call |
| 463 | DFSEURDISCOVER FINL SVCS | 49,800 | $3.2B | 5.30% | Put |
| 464 | MRO*MARATHON OIL CORP | 235,684 | $3.2B | 5.27% | Put |
| 465 | GLUUGLU MOBILE INC | 850,000 | $3.2B | 5.27% | Put |
| 466 | TEXTEREX CORP NEW | 70,874 | $3.2B | 5.26% | Put |
| 467 | VWOVANGUARD INTL EQUITY INDEX F | 72,819 | $3.2B | 5.23% | Put |
| 468 | EOGEOG RES INC | 32,789 | $3.2B | 5.23% | Call |
| 469 | NGGNATIONAL GRID PLC | 50,000 | $3.1B | 5.17% | Call |
| 470 | IPINTL PAPER CO | 55,000 | $3.1B | 5.15% | Call |
| 471 | SG7SAGE THERAPEUTICS INC | 50,100 | $3.1B | 5.15% | Put |
| 472 | —LA JOLLA PHARMACEUTICAL CO | 89,733 | $3.1B | 5.15% | Put |
| 473 | ABBVABBVIE INC | 35,000 | $3.1B | 5.13% | Put |
| 474 | EXASEXACT SCIENCES CORP | 65,804 | $3.1B | 5.11% | Put |
| 475 | ACADACADIA PHARMACEUTICALS INC | 81,482 | $3.1B | 5.06% | Put |
| 476 | PCARPACCAR INC | 42,400 | $3.1B | 5.06% | Call |
| 477 | OASEUROASIS PETE INC NEW | 334,000 | $3.0B | 5.02% | Put |
| 478 | —PARSLEY ENERGY INC | 114,370 | $3.0B | 4.97% | Put |
| 479 | MRVLMARVELL TECHNOLOGY GROUP LTD | 166,778 | $3.0B | 4.92% | Put |
| 480 | WPMWHEATON PRECIOUS METALS CORP | 154,800 | $3.0B | 4.87% | Put |
| 481 | WFRDWEATHERFORD INTL PLC | 642,200 | $2.9B | 4.85% | Put |
| 482 | HDBHDFC BANK LTD | 30,495 | $2.9B | 4.84% | Put |
| 483 | XRTSPDR SERIES TRUST | 70,002 | $2.9B | 4.82% | Put |
| 484 | ZGZILLOW GROUP INC | 72,641 | $2.9B | 4.81% | Call |
| 485 | LYVLIVE NATION ENTERTAINMENT IN | 66,400 | $2.9B | 4.77% | Call |
| 486 | KEYKEYCORP NEW | 152,935 | $2.9B | 4.75% | Put |
| 487 | —AXOVANT SCIENCES LTD | 417,723 | $2.9B | 4.74% | Put |
| 488 | NAVNAVISTAR INTL CORP NEW | 65,000 | $2.9B | 4.72% | Call |
| 489 | STXSEAGATE TECHNOLOGY PLC | 86,300 | $2.9B | 4.72% | Put |
| 490 | IYTISHARES TR | 16,001 | $2.9B | 4.71% | Put |
| 491 | ATGEADTALEM GLOBAL ED INC | 78,900 | $2.8B | 4.66% | Put |
| 492 | NXDRKINDRED HEALTHCARE INC | 413,800 | $2.8B | 4.64% | Put |
| 493 | ENBENBRIDGE INC | 67,200 | $2.8B | 4.64% | Call |
| 494 | BCEBCE INC | 60,000 | $2.8B | 4.63% | Call |
| 495 | CSLCARLISLE COS INC | 27,855 | $2.8B | 4.61% | Put |
| 496 | KBHKB HOME | 114,685 | $2.8B | 4.56% | |
| 497 | PPGPPG INDS INC | 25,200 | $2.7B | 4.52% | Call |
| 498 | HIMXHIMAX TECHNOLOGIES INC | 250,000 | $2.7B | 4.51% | Call |
| 499 | —PARK ELECTROCHEMICAL CORP | 147,443 | $2.7B | 4.50% | Put |
| 500 | —ANTERO MIDSTREAM PARTNERS LP | 85,755 | $2.7B | 4.46% | Put |