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 |
|---|---|---|---|---|---|
| 301 | WOOFOOT LOCKER INC | 149,100 | $10.6B | 20.70% | Put |
| 302 | BKNGPRICELINE GRP INC | 7,085 | $10.4B | 20.33% | Put |
| 303 | CBOECBOE HLDGS INC | 140,500 | $10.4B | 20.33% | Put |
| 304 | RRCRANGE RES CORP | 301,600 | $10.4B | 20.30% | Put |
| 305 | ONON SEMICONDUCTOR CORP | 804,347 | $10.3B | 20.09% | Put |
| 306 | STZCONSTELLATION BRANDS INC | 66,200 | $10.2B | 19.87% | Put |
| 307 | VMCVULCAN MATLS CO | 80,491 | $10.1B | 19.72% | Put |
| 308 | CHKPCHECK POINT SOFTWARE TECH LT | 119,171 | $10.1B | 19.70% | Put |
| 309 | YUMYUM BRANDS INC | 156,800 | $9.9B | 19.44% | Put |
| 310 | ROSTROSS STORES INC | 147,700 | $9.7B | 18.97% | Put |
| 311 | LBEURL BRANDS INC | 146,884 | $9.7B | 18.94% | Put |
| 312 | MASMASCO CORP | 302,894 | $9.6B | 18.75% | Put |
| 313 | KRKROGER CO | 277,000 | $9.6B | 18.71% | Put |
| 314 | REGNREGENERON PHARMACEUTICALS | 25,860 | $9.5B | 18.58% | Put |
| 315 | PLCECHILDRENS PL INC | 93,882 | $9.5B | 18.55% | Put |
| 316 | BCSBARCLAYS PLC | 855,438 | $9.4B | 18.42% | Put |
| 317 | NOVEURNATIONAL OILWELL VARCO INC | 251,192 | $9.4B | 18.42% | Put |
| 318 | AMATAPPLIED MATLS INC | 289,065 | $9.3B | 18.26% | Put |
| 319 | —RITE AID CORP | 1,123,500 | $9.3B | 18.12% | Put |
| 320 | —TESORO CORP | 105,289 | $9.2B | 18.02% | Put |
| 321 | ETNEATON CORP PLC | 136,600 | $9.2B | 17.94% | Put |
| 322 | GDXJVANECK VECTORS ETF TR | 288,001 | $9.1B | 17.79% | Call |
| 323 | ITWILLINOIS TOOL WKS INC | 74,100 | $9.1B | 17.76% | Put |
| 324 | KMBKIMBERLY CLARK CORP | 78,600 | $9.0B | 17.56% | Put |
| 325 | SHWSHERWIN WILLIAMS CO | 33,272 | $8.9B | 17.50% | Put |
| 326 | BBDBANCO BRADESCO S A | 1,021,100 | $8.9B | 17.41% | Put |
| 327 | CHLUSDCHINA MOBILE LIMITED | 168,264 | $8.8B | 17.27% | Put |
| 328 | CMECME GROUP INC | 76,300 | $8.8B | 17.23% | Put |
| 329 | TAPMOLSON COORS BREWING CO | 90,000 | $8.8B | 17.15% | Call |
| 330 | MRO*MARATHON OIL CORP | 501,461 | $8.7B | 17.00% | Put |
| 331 | PHPARKER HANNIFIN CORP | 61,343 | $8.6B | 16.81% | Put |
| 332 | ABGAMERISOURCEBERGEN CORP | 109,000 | $8.5B | 16.69% | Call |
| 333 | GLUUGLU MOBILE INC | 4,352,686 | $8.4B | 16.53% | Put |
| 334 | UHSUNIVERSAL HLTH SVCS INC | 78,937 | $8.4B | 16.44% | Put |
| 335 | RHT1EURRED HAT INC | 119,259 | $8.3B | 16.27% | Put |
| 336 | WTHWORTHINGTON INDS INC | 173,636 | $8.2B | 16.13% | Put |
| 337 | LLYLILLY ELI & CO | 111,470 | $8.2B | 16.05% | Put |
| 338 | BHCVALEANT PHARMACEUTICALS INTL | 563,727 | $8.2B | 16.03% | Put |
| 339 | KMXCARMAX INC | 126,980 | $8.2B | 16.01% | Put |
| 340 | CLRUSDCONTINENTAL RESOURCES INC | 155,665 | $8.0B | 15.70% | Put |
| 341 | WYNEURWYNDHAM WORLDWIDE CORP | 104,038 | $7.9B | 15.56% | Put |
| 342 | 7HPHP INC | 534,289 | $7.9B | 15.52% | Put |
| 343 | AZOAUTOZONE INC | 10,000 | $7.9B | 15.46% | Call |
| 344 | CBCHUBB LIMITED | 59,600 | $7.9B | 15.42% | Put |
| 345 | TSCOTRACTOR SUPPLY CO | 103,499 | $7.8B | 15.36% | Put |
| 346 | FIVEFIVE BELOW INC | 194,300 | $7.8B | 15.20% | Put |
| 347 | HOGHARLEY DAVIDSON INC | 133,000 | $7.8B | 15.19% | Put |
| 348 | STTSTATE STR CORP | 99,500 | $7.7B | 15.14% | Put |
| 349 | MCKMCKESSON CORP | 55,000 | $7.7B | 15.12% | Call |
| 350 | AMTTD AMERITRADE HLDG CORP | 176,600 | $7.7B | 15.07% | Put |
| 351 | RGLDROYAL GOLD INC | 120,900 | $7.7B | 14.99% | Put |
| 352 | CP.TOCANADIAN PAC RY LTD | 53,600 | $7.7B | 14.98% | Put |
| 353 | WEPMAGELLAN MIDSTREAM PRTNRS LP | 100,000 | $7.6B | 14.81% | Call |
| 354 | AG8AGILENT TECHNOLOGIES INC | 165,800 | $7.6B | 14.79% | Call |
| 355 | DYDYCOM INDS INC | 93,725 | $7.5B | 14.73% | Put |
| 356 | AERAERCAP HOLDINGS NV | 178,386 | $7.4B | 14.53% | Put |
| 357 | HSYHERSHEY CO | 71,300 | $7.4B | 14.44% | Put |
| 358 | CICIGNA CORPORATION | 55,016 | $7.3B | 14.37% | Put |
| 359 | PANWPALO ALTO NETWORKS INC | 58,433 | $7.3B | 14.31% | Put |
| 360 | HBC2HSBC HLDGS PLC | 181,243 | $7.3B | 14.25% | Put |
| 361 | THCTENET HEALTHCARE CORP | 482,476 | $7.2B | 14.02% | Put |
| 362 | ADPAUTOMATIC DATA PROCESSING IN | 69,400 | $7.1B | 13.97% | Put |
| 363 | MTARCELORMITTAL SA LUXEMBOURG | 973,536 | $7.1B | 13.92% | Put |
| 364 | ZGZILLOW GROUP INC | 192,378 | $7.0B | 13.73% | Put |
| 365 | ETRAE TRADE FINANCIAL CORP | 201,200 | $7.0B | 13.65% | Put |
| 366 | —WHITING PETE CORP NEW | 577,630 | $6.9B | 13.59% | Put |
| 367 | TMTOYOTA MOTOR CORP | 58,800 | $6.9B | 13.49% | Put |
| 368 | NOCNORTHROP GRUMMAN CORP | 29,584 | $6.9B | 13.47% | Put |
| 369 | MOALTRIA GROUP INC | 101,672 | $6.9B | 13.46% | Put |
| 370 | JNPJUNIPER NETWORKS INC | 242,565 | $6.9B | 13.43% | Put |
| 371 | CHRWC H ROBINSON WORLDWIDE INC | 93,300 | $6.8B | 13.38% | Put |
| 372 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 121,100 | $6.8B | 13.28% | Put |
| 373 | AMDADVANCED MICRO DEVICES INC | 595,735 | $6.8B | 13.23% | Put |
| 374 | CAHCARDINAL HEALTH INC | 93,700 | $6.7B | 13.20% | Put |
| 375 | —OCWEN FINL CORP | 1,248,700 | $6.7B | 13.18% | Call |
| 376 | —DELPHI AUTOMOTIVE PLC | 98,526 | $6.6B | 12.99% | Put |
| 377 | —SUNTRUST BKS INC | 118,600 | $6.5B | 12.73% | Put |
| 378 | FASTFASTENAL CO | 138,400 | $6.5B | 12.73% | Put |
| 379 | RTN1USDRAYTHEON CO | 45,700 | $6.5B | 12.71% | Put |
| 380 | —COACH INC | 185,000 | $6.5B | 12.68% | Put |
| 381 | PAAPLAINS ALL AMERN PIPELINE L | 200,000 | $6.5B | 12.64% | Call |
| 382 | ZNGAEURZYNGA INC | 2,490,619 | $6.4B | 12.53% | Put |
| 383 | EOGEOG RES INC | 63,000 | $6.4B | 12.47% | Call |
| 384 | AMXNAMERICA MOVIL SAB DE CV | 504,000 | $6.3B | 12.40% | Put |
| 385 | —DIREXION SHS ETF TR | 250,001 | $6.3B | 12.36% | Put |
| 386 | HRBBLOCK H & R INC | 273,505 | $6.3B | 12.31% | Put |
| 387 | MTORMERITOR INC | 500,000 | $6.2B | 12.16% | Put |
| 388 | SSS1EURLIFE STORAGE INC | 71,087 | $6.1B | 11.87% | Put |
| 389 | TROWPRICE T ROWE GROUP INC | 80,400 | $6.1B | 11.85% | Put |
| 390 | —CONSOL ENERGY INC | 329,100 | $6.0B | 11.74% | Put |
| 391 | —CBS CORP NEW | 93,500 | $5.9B | 11.64% | Call |
| 392 | AXTAAXALTA COATING SYS LTD | 218,600 | $5.9B | 11.64% | Put |
| 393 | ULTAULTA SALON COSMETCS & FRAG I | 23,300 | $5.9B | 11.63% | Put |
| 394 | WUBAUSD58 COM INC | 211,300 | $5.9B | 11.58% | Put |
| 395 | LENLENNAR CORP | 137,620 | $5.9B | 11.57% | Put |
| 396 | CXOEURCONCHO RES INC | 44,100 | $5.8B | 11.44% | Put |
| 397 | SIXEURSIX FLAGS ENTMT CORP NEW | 97,300 | $5.8B | 11.42% | Put |
| 398 | —SUMMIT MIDSTREAM PARTNERS LP | 231,200 | $5.8B | 11.38% | Call |
| 399 | ETRENTERGY CORP NEW | 77,331 | $5.7B | 11.13% | Put |
| 400 | GLPIGAMING & LEISURE PPTYS INC | 185,479 | $5.7B | 11.12% | Call |