Parallax Volatility Advisers, L.P. Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$51.1T
Holdings
2,703
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (2,703 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | XLYSELECT SECTOR SPDR TR | 847,642 | $69.0B | 0.14% | Put |
| 102 | UALUNITED CONTL HLDGS INC | 945,400 | $68.9B | 0.13% | Put |
| 103 | WMTWAL-MART STORES INC | 958,706 | $66.3B | 0.13% | Put |
| 104 | HOUSREALOGY HLDGS CORP | 2,558,600 | $65.8B | 0.13% | Put |
| 105 | EWWISHARES | 1,472,947 | $64.8B | 0.13% | Put |
| 106 | LYBLYONDELLBASELL INDUSTRIES N | 742,300 | $63.7B | 0.12% | Put |
| 107 | LVLNSPDR SERIES TRUST | 1,142,940 | $63.5B | 0.12% | Put |
| 108 | FFORD MTR CO DEL | 5,118,731 | $62.1B | 0.12% | Put |
| 109 | HLFHERBALIFE LTD | 1,242,889 | $59.8B | 0.12% | Put |
| 110 | SLBSCHLUMBERGER LTD | 709,000 | $59.5B | 0.12% | Put |
| 111 | XBISPDR SERIES TRUST | 1,000,801 | $59.2B | 0.12% | Put |
| 112 | ACWIISHARES TR | 1,000,001 | $59.2B | 0.12% | Put |
| 113 | RSX1USDVANECK VECTORS ETF TR | 2,780,001 | $59.0B | 0.12% | Put |
| 114 | LQDISHARES TR | 500,001 | $58.6B | 0.11% | Put |
| 115 | GISGENERAL MLS INC | 853,123 | $52.7B | 0.10% | Put |
| 116 | HCAHCA HOLDINGS INC | 704,900 | $52.2B | 0.10% | Put |
| 117 | HEDJWISDOMTREE TR | 900,001 | $51.7B | 0.10% | Call |
| 118 | FCXFREEPORT-MCMORAN INC | 3,895,330 | $51.4B | 0.10% | Put |
| 119 | CTRPUSDCTRIP COM INTL LTD | 1,248,194 | $49.9B | 0.10% | Put |
| 120 | XLNXEURXILINX INC | 820,400 | $49.5B | 0.10% | Put |
| 121 | USBUS BANCORP DEL | 955,500 | $49.1B | 0.10% | Put |
| 122 | LVSLAS VEGAS SANDS CORP | 916,339 | $48.9B | 0.10% | Put |
| 123 | CVXCHEVRON CORP NEW | 413,863 | $48.7B | 0.10% | Put |
| 124 | TXNTEXAS INSTRS INC | 667,400 | $48.7B | 0.10% | Put |
| 125 | HPEHEWLETT PACKARD ENTERPRISE C | 2,102,700 | $48.7B | 0.10% | Put |
| 126 | BKBANK NEW YORK MELLON CORP | 1,018,100 | $48.2B | 0.09% | Put |
| 127 | —DOW CHEM CO | 838,300 | $48.0B | 0.09% | Put |
| 128 | CEFCENTRAL FD CDA LTD | 4,158,543 | $47.0B | 0.09% | |
| 129 | LMTLOCKHEED MARTIN CORP | 187,174 | $46.8B | 0.09% | Put |
| 130 | VMWEURVMWARE INC | 591,600 | $46.6B | 0.09% | Put |
| 131 | BIIBBIOGEN INC | 161,365 | $45.8B | 0.09% | Put |
| 132 | PGPROCTER AND GAMBLE CO | 532,609 | $44.8B | 0.09% | Put |
| 133 | HONHONEYWELL INTL INC | 380,858 | $44.1B | 0.09% | Put |
| 134 | HDSUSDHD SUPPLY HLDGS INC | 1,037,207 | $44.1B | 0.09% | Put |
| 135 | —SPRINT CORP | 5,222,446 | $44.0B | 0.09% | Put |
| 136 | ADSKAUTODESK INC | 591,857 | $43.8B | 0.09% | Put |
| 137 | BMYBRISTOL MYERS SQUIBB CO | 747,983 | $43.7B | 0.09% | Put |
| 138 | IYRISHARES TR | 557,799 | $42.9B | 0.08% | Put |
| 139 | DYHTARGET CORP | 590,980 | $42.7B | 0.08% | Put |
| 140 | GOOGLALPHABET INC | 53,747 | $42.6B | 0.08% | Put |
| 141 | HUMHUMANA INC | 205,581 | $41.9B | 0.08% | Put |
| 142 | MPCMARATHON PETE CORP | 833,000 | $41.9B | 0.08% | Put |
| 143 | TWTRUSDTWITTER INC | 2,447,540 | $39.9B | 0.08% | Put |
| 144 | FSLRFIRST SOLAR INC | 1,235,556 | $39.6B | 0.08% | Put |
| 145 | AVGOBROADCOM LTD | 220,849 | $39.0B | 0.08% | Put |
| 146 | —MONSANTO CO NEW | 370,100 | $38.9B | 0.08% | Put |
| 147 | TSNTYSON FOODS INC | 627,647 | $38.7B | 0.08% | Put |
| 148 | BRK/BBERKSHIRE HATHAWAY INC DEL | 235,823 | $38.4B | 0.08% | Put |
| 149 | —AK STL HLDG CORP | 3,729,400 | $38.1B | 0.07% | Put |
| 150 | —DU PONT E I DE NEMOURS & CO | 500,900 | $36.8B | 0.07% | Put |
| 151 | OXYOCCIDENTAL PETE CORP DEL | 497,240 | $35.4B | 0.07% | Put |
| 152 | —TWENTY FIRST CENTY FOX INC | 1,238,200 | $34.7B | 0.07% | Put |
| 153 | EBAEBAY INC | 1,161,801 | $34.5B | 0.07% | Put |
| 154 | AIGAMERICAN INTL GROUP INC | 526,747 | $34.4B | 0.07% | Put |
| 155 | JBLUJETBLUE AIRWAYS CORP | 1,485,900 | $33.3B | 0.07% | Put |
| 156 | CITUSDCIT GROUP INC | 766,879 | $32.7B | 0.06% | Put |
| 157 | DVADAVITA INC | 505,886 | $32.5B | 0.06% | Put |
| 158 | GLWCORNING INC | 1,332,982 | $32.4B | 0.06% | Put |
| 159 | PNCPNC FINL SVCS GROUP INC | 276,200 | $32.3B | 0.06% | Put |
| 160 | RIORIO TINTO PLC | 818,600 | $31.5B | 0.06% | Put |
| 161 | GDGENERAL DYNAMICS CORP | 181,860 | $31.4B | 0.06% | Put |
| 162 | CFCF INDS HLDGS INC | 961,400 | $30.3B | 0.06% | Put |
| 163 | LNWOSCIENTIFIC GAMES CORP | 2,161,190 | $30.3B | 0.06% | Call |
| 164 | XPOXPO LOGISTICS INC | 690,611 | $29.8B | 0.06% | Put |
| 165 | SYFSYNCHRONY FINL | 820,276 | $29.8B | 0.06% | Put |
| 166 | DGDOLLAR GEN CORP NEW | 398,446 | $29.5B | 0.06% | Put |
| 167 | KELKELLOGG CO | 400,000 | $29.5B | 0.06% | Put |
| 168 | METMETLIFE INC | 526,122 | $28.4B | 0.06% | Put |
| 169 | AMTAMERICAN TOWER CORP NEW | 264,200 | $27.9B | 0.05% | Put |
| 170 | ELLAUDER ESTEE COS INC | 363,519 | $27.8B | 0.05% | Put |
| 171 | ABTABBOTT LABS | 721,832 | $27.7B | 0.05% | Put |
| 172 | APCANADARKO PETE CORP | 396,001 | $27.6B | 0.05% | Put |
| 173 | PRUPRUDENTIAL FINL INC | 265,249 | $27.6B | 0.05% | Put |
| 174 | WHRWHIRLPOOL CORP | 150,800 | $27.4B | 0.05% | Put |
| 175 | TIFEURTIFFANY & CO NEW | 353,272 | $27.4B | 0.05% | Put |
| 176 | FTVFORTIVE CORP | 508,050 | $27.2B | 0.05% | Call |
| 177 | RLRALPH LAUREN CORP | 301,447 | $27.2B | 0.05% | Put |
| 178 | 4I1PHILIP MORRIS INTL INC | 292,900 | $26.8B | 0.05% | Put |
| 179 | VIABVIACOM INC NEW | 753,400 | $26.4B | 0.05% | Put |
| 180 | CHTRCHARTER COMMUNICATIONS INC N | 91,813 | $26.4B | 0.05% | Put |
| 181 | AWNADVANCE AUTO PARTS INC | 155,400 | $26.3B | 0.05% | Put |
| 182 | ANETEURARISTA NETWORKS INC | 270,900 | $26.2B | 0.05% | Put |
| 183 | JNJJOHNSON & JOHNSON | 227,100 | $26.2B | 0.05% | Put |
| 184 | —AETNA INC NEW | 207,400 | $25.7B | 0.05% | Put |
| 185 | LOWLOWES COS INC | 359,800 | $25.6B | 0.05% | Put |
| 186 | TWXCHFTIME WARNER INC | 264,482 | $25.5B | 0.05% | Put |
| 187 | —GOLDCORP INC NEW | 1,865,905 | $25.4B | 0.05% | Put |
| 188 | GAPGAP INC DEL | 1,127,020 | $25.3B | 0.05% | Put |
| 189 | COPCONOCOPHILLIPS | 496,274 | $24.9B | 0.05% | Put |
| 190 | NSCNORFOLK SOUTHERN CORP | 228,100 | $24.6B | 0.05% | Put |
| 191 | SCHWSCHWAB CHARLES CORP NEW | 606,300 | $23.9B | 0.05% | Put |
| 192 | MIDDMIDDLEBY CORP | 184,316 | $23.7B | 0.05% | Call |
| 193 | ARNCCHFARCONIC INC | 1,246,471 | $23.1B | 0.05% | Put |
| 194 | UAAUNDER ARMOUR INC | 793,036 | $23.0B | 0.05% | Put |
| 195 | OSVEURVANECK VECTORS ETF TR | 690,001 | $23.0B | 0.05% | Put |
| 196 | —GOLAR LNG PARTNERS LP | 943,900 | $22.7B | 0.04% | Call |
| 197 | —CURRENCYSHS JAPANESE YEN TR | 274,201 | $22.6B | 0.04% | Put |
| 198 | FEZSPDR INDEX SHS FDS | 671,001 | $22.5B | 0.04% | Put |
| 199 | ETENERGY TRANSFER PRTNRS L P | 624,185 | $22.4B | 0.04% | Put |
| 200 | SRGSERITAGE GROWTH PPTYS | 523,098 | $22.3B | 0.04% | Put |