Parallax Volatility Advisers, L.P. Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$51.1B
Holdings
2,703
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (2,703 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | CPBCAMPBELL SOUP CO | 367,796 | $22.2B | 43.54% | Put |
| 202 | BUDANHEUSER BUSCH INBEV SA/NV | 209,364 | $22.1B | 43.22% | Put |
| 203 | AMJEURJPMORGAN CHASE & CO | 698,334 | $22.1B | 43.21% | Put |
| 204 | VVISA INC | 281,500 | $22.0B | 43.00% | Put |
| 205 | —MOBILEYE N V AMSTELVEEN | 561,893 | $21.4B | 41.93% | Put |
| 206 | —SINA CORP | 346,402 | $21.1B | 41.23% | Put |
| 207 | 2362120DSINCLAIR BROADCAST GROUP INC | 630,600 | $21.0B | 41.17% | Put |
| 208 | HASHASBRO INC | 267,918 | $20.8B | 40.81% | Put |
| 209 | HALHALLIBURTON CO | 384,300 | $20.8B | 40.68% | Put |
| 210 | CMACOMERICA INC | 303,000 | $20.6B | 40.40% | Put |
| 211 | STLAFIAT CHRYSLER AUTOMOBILES N | 2,206,837 | $20.1B | 39.40% | Put |
| 212 | —WHITEWAVE FOODS CO | 359,790 | $20.0B | 39.16% | Put |
| 213 | FNVFRANCO NEVADA CORP | 331,962 | $19.8B | 38.84% | Put |
| 214 | DISCAUSDDISCOVERY COMMUNICATNS NEW | 722,900 | $19.8B | 38.79% | Put |
| 215 | ABBVABBVIE INC | 315,500 | $19.8B | 38.68% | Put |
| 216 | HAINHAIN CELESTIAL GROUP INC | 500,500 | $19.5B | 38.24% | Put |
| 217 | NUENUCOR CORP | 324,200 | $19.3B | 37.78% | Put |
| 218 | —ROCKWELL COLLINS INC | 208,000 | $19.3B | 37.77% | Put |
| 219 | YELPYELP INC | 501,189 | $19.1B | 37.41% | Put |
| 220 | BPBP PLC | 510,700 | $19.1B | 37.38% | Put |
| 221 | WMWASTE MGMT INC DEL | 267,100 | $18.9B | 37.08% | Put |
| 222 | EMNEASTMAN CHEM CO | 247,938 | $18.6B | 36.51% | Put |
| 223 | IEIISHARES TR | 150,305 | $18.4B | 36.05% | Put |
| 224 | 9990302DAPACHE CORP | 289,700 | $18.4B | 36.00% | Put |
| 225 | AEMAGNICO EAGLE MINES LTD | 436,900 | $18.4B | 35.92% | Put |
| 226 | DDSDILLARDS INC | 292,078 | $18.3B | 35.85% | Put |
| 227 | LRCXEURLAM RESEARCH CORP | 170,700 | $18.0B | 35.33% | Put |
| 228 | LNGCHENIERE ENERGY INC | 432,100 | $17.9B | 35.05% | Put |
| 229 | EXPEEXPEDIA INC DEL | 156,900 | $17.8B | 34.80% | Put |
| 230 | KBESPDR SERIES TRUST | 407,640 | $17.7B | 34.69% | Put |
| 231 | DISHDISH NETWORK CORP | 301,173 | $17.4B | 34.15% | Put |
| 232 | ATVIEURACTIVISION BLIZZARD INC | 474,900 | $17.1B | 33.57% | Put |
| 233 | POT1EURPOTASH CORP SASK INC | 947,700 | $17.1B | 33.56% | Put |
| 234 | ACNACCENTURE PLC IRELAND | 145,100 | $17.0B | 33.27% | Put |
| 235 | CLCOLGATE PALMOLIVE CO | 253,400 | $16.6B | 32.46% | Put |
| 236 | IPINTL PAPER CO | 309,300 | $16.4B | 32.13% | Put |
| 237 | FDO.FMACYS INC | 455,000 | $16.3B | 31.90% | Put |
| 238 | WMBWILLIAMS COS INC DEL | 523,000 | $16.3B | 31.89% | Call |
| 239 | BBYBEST BUY INC | 377,562 | $16.1B | 31.54% | Put |
| 240 | —GW PHARMACEUTICALS PLC | 143,533 | $16.0B | 31.40% | Put |
| 241 | PDCEUSDPDC ENERGY INC | 218,200 | $15.8B | 31.00% | Put |
| 242 | MDTMEDTRONIC PLC | 221,696 | $15.8B | 30.91% | Put |
| 243 | WYWEYERHAEUSER CO | 520,577 | $15.7B | 30.66% | Put |
| 244 | MOSMOSAIC CO NEW | 533,198 | $15.6B | 30.62% | Put |
| 245 | BALLBALL CORP | 207,900 | $15.6B | 30.55% | Put |
| 246 | AEOAMERICAN EAGLE OUTFITTERS NE | 1,020,800 | $15.5B | 30.32% | Put |
| 247 | PYPLPAYPAL HLDGS INC | 391,600 | $15.5B | 30.26% | Put |
| 248 | ETENERGY TRANSFER EQUITY L P | 800,000 | $15.4B | 30.24% | Call |
| 249 | DFSEURDISCOVER FINL SVCS | 214,188 | $15.4B | 30.23% | Put |
| 250 | KHCKRAFT HEINZ CO | 173,964 | $15.2B | 29.74% | Put |
| 251 | EMREMERSON ELEC CO | 271,100 | $15.1B | 29.59% | Put |
| 252 | RCLROYAL CARIBBEAN CRUISES LTD | 182,500 | $15.0B | 29.31% | Put |
| 253 | BBTUSDBB&T CORP | 312,161 | $14.7B | 28.73% | Put |
| 254 | PAYXPAYCHEX INC | 240,800 | $14.7B | 28.70% | Put |
| 255 | RIGTRANSOCEAN LTD | 990,400 | $14.6B | 28.57% | Put |
| 256 | AYIACUITY BRANDS INC | 63,100 | $14.6B | 28.52% | Put |
| 257 | XMESPDR SERIES TRUST | 477,701 | $14.5B | 28.44% | Put |
| 258 | UNHUNITEDHEALTH GROUP INC | 90,500 | $14.5B | 28.36% | Put |
| 259 | DHID R HORTON INC | 523,370 | $14.3B | 28.00% | Put |
| 260 | —CLIFFS NAT RES INC | 1,699,126 | $14.3B | 27.98% | Put |
| 261 | GILDGILEAD SCIENCES INC | 199,500 | $14.3B | 27.97% | Put |
| 262 | EAELECTRONIC ARTS INC | 180,000 | $14.2B | 27.76% | Put |
| 263 | KSUEURKANSAS CITY SOUTHERN | 165,471 | $14.0B | 27.49% | Put |
| 264 | TMUST MOBILE US INC | 240,000 | $13.8B | 27.02% | Call |
| 265 | ZIONZIONS BANCORPORATION | 318,000 | $13.7B | 26.79% | Put |
| 266 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 230,525 | $13.5B | 26.34% | Call |
| 267 | HCQAMN HEALTHCARE SERVICES INC | 349,220 | $13.4B | 26.29% | Put |
| 268 | INFYINFOSYS LTD | 904,532 | $13.4B | 26.26% | Put |
| 269 | ESEVERSOURCE ENERGY | 242,700 | $13.4B | 26.24% | Put |
| 270 | —PANDORA MEDIA INC | 1,024,168 | $13.4B | 26.15% | Put |
| 271 | RFREGIONS FINL CORP NEW | 918,800 | $13.2B | 25.83% | Put |
| 272 | QSRRESTAURANT BRANDS INTL INC | 271,818 | $13.0B | 25.36% | Put |
| 273 | —KATE SPADE & CO | 677,182 | $12.6B | 24.75% | Put |
| 274 | —ENCANA CORP | 1,072,384 | $12.6B | 24.65% | Put |
| 275 | CXCEMEX SAB DE CV | 1,561,600 | $12.5B | 24.55% | Put |
| 276 | AAALCOA CORP | 446,297 | $12.5B | 24.53% | Put |
| 277 | —EXPRESS SCRIPTS HLDG CO | 181,506 | $12.5B | 24.45% | Put |
| 278 | ADMARCHER DANIELS MIDLAND CO | 270,387 | $12.3B | 24.16% | Put |
| 279 | ZZILLOW GROUP INC | 338,325 | $12.3B | 24.16% | Put |
| 280 | —WHOLE FOODS MKT INC | 400,672 | $12.3B | 24.13% | Put |
| 281 | PBRPETROLEO BRASILEIRO SA PETRO | 1,215,660 | $12.3B | 24.06% | Put |
| 282 | VODVODAFONE GROUP PLC NEW | 502,104 | $12.3B | 24.02% | Put |
| 283 | TTMCHFTATA MTRS LTD | 355,400 | $12.2B | 23.93% | Put |
| 284 | AMGNAMGEN INC | 83,161 | $12.2B | 23.80% | Put |
| 285 | LUVSOUTHWEST AIRLS CO | 240,866 | $12.0B | 23.51% | Put |
| 286 | VALEVALE S A | 1,562,257 | $11.9B | 23.30% | Put |
| 287 | CSXCSX CORP | 329,900 | $11.9B | 23.20% | Put |
| 288 | HESHESS CORP | 189,400 | $11.8B | 23.10% | Put |
| 289 | —RANDGOLD RES LTD | 153,889 | $11.7B | 23.00% | Put |
| 290 | DUKDUKE ENERGY CORP NEW | 150,700 | $11.7B | 22.90% | Put |
| 291 | AFLAFLAC INC | 163,400 | $11.4B | 22.26% | Put |
| 292 | NVDANVIDIA CORP | 104,800 | $11.2B | 21.90% | Put |
| 293 | VXUSVANGUARD STAR FD | 239,862 | $11.0B | 21.54% | Put |
| 294 | SRPTSAREPTA THERAPEUTICS INC | 400,000 | $11.0B | 21.48% | Put |
| 295 | MARMARRIOTT INTL INC NEW | 131,806 | $10.9B | 21.34% | Put |
| 296 | MAMASTERCARD INCORPORATED | 105,402 | $10.9B | 21.31% | Put |
| 297 | —YAHOO INC | 281,137 | $10.9B | 21.28% | Put |
| 298 | J40TPROSHARES TR | 262,101 | $10.7B | 20.95% | Put |
| 299 | ENRENERGIZER HLDGS INC NEW | 239,487 | $10.7B | 20.92% | Put |
| 300 | FITBFIFTH THIRD BANCORP | 392,900 | $10.6B | 20.74% | Put |