Parallax Volatility Advisers, L.P. Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$77.8B

Holdings

973

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (973 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	UBERUBER TECHNOLOGIES INC	3,589,379	$100.2B	128.75%	Put
102	—INTERNATIONAL FLAVORS&FRAGRA	59,183,154	$98.9B	127.01%
103	ORCLORACLE CORP	2,028,109	$98.0B	125.90%	Put
104	CVXCHEVRON CORP NEW	1,350,648	$97.8B	125.68%	Put
105	MDTMEDTRONIC PLC	1,078,742	$97.3B	124.94%	Put
106	XLVSELECT SECTOR SPDR TR	1,092,182	$96.7B	124.28%	Put
107	DONSPDR DOW JONES INDL AVRG ETF	433,734	$95.1B	122.17%	Put
108	TWTRUSDTWITTER INC	3,712,396	$91.2B	117.10%	Put
109	GMGENERAL MTRS CO	4,349,962	$90.4B	116.11%	Put
110	NKENIKE INC	1,082,619	$89.6B	115.05%	Put
111	GILDGILEAD SCIENCES INC	1,183,990	$88.5B	113.70%	Put
112	—SERVICENOW INC	42,157,000	$88.3B	113.46%
113	UPSUNITED PARCEL SERVICE INC	945,403	$88.3B	113.44%	Put
114	MDLZMONDELEZ INTL INC	1,741,799	$87.2B	112.04%	Put
115	TALTAL EDUCATION GROUP	1,634,734	$87.1B	111.84%	Put
116	XBISPDR SER TR	1,123,700	$87.0B	111.78%	Put
117	DGDOLLAR GEN CORP NEW	574,767	$86.8B	111.48%	Put
118	ROKUROKU INC	984,226	$86.1B	110.55%	Put
119	XOPSPDR SER TR	2,534,980	$83.4B	107.14%	Put
120	LVSLAS VEGAS SANDS CORP	1,947,063	$82.7B	106.21%	Put
121	GDXVANECK VECTORS ETF TR	3,587,877	$82.7B	106.19%	Put
122	—DTE ENERGY CO	47,985,084	$82.1B	105.44%
123	EXPEEXPEDIA GROUP INC	1,451,401	$81.7B	104.93%	Put
124	OKTAOKTA INC	634,750	$77.6B	99.68%	Put
125	CTXSEURCITRIX SYS INC	540,241	$76.5B	98.22%	Put
126	AMGNAMGEN INC	376,650	$76.4B	98.08%	Put
127	SLBSCHLUMBERGER LTD	5,649,024	$76.2B	97.89%	Put
128	ADIANALOG DEVICES INC	834,820	$74.9B	96.17%	Put
129	MELI 2 08/15/28MERCADOLIBRE INC	46,810,000	$74.0B	95.04%
130	AXPAMERICAN EXPRESS CO	844,220	$72.3B	92.85%	Put
131	NXPINXP SEMICONDUCTORS N V	866,887	$71.9B	92.35%	Put
132	NEMNEWMONT CORP	1,558,657	$70.6B	90.66%	Put
133	ULTAULTA BEAUTY INC	399,031	$70.1B	90.08%	Put
134	HSYHERSHEY CO	527,603	$69.9B	89.82%	Put
135	STZCONSTELLATION BRANDS INC	486,556	$69.8B	89.60%	Put
136	XLESELECT SECTOR SPDR TR	2,376,921	$69.1B	88.74%	Put
137	METMETLIFE INC	2,258,135	$69.0B	88.67%	Put
138	ABXBARRICK GOLD CORPORATION	3,730,848	$68.4B	87.80%	Put
139	BKRBAKER HUGHES COMPANY	6,479,455	$68.0B	87.39%	Put
140	BYNDBEYOND MEAT INC	1,011,212	$67.4B	86.52%	Put
141	XLISELECT SECTOR SPDR TR	1,125,935	$66.5B	85.36%	Put
142	LLYLILLY ELI & CO	479,021	$66.4B	85.36%	Put
143	ORLYO REILLY AUTOMOTIVE INC NEW	213,600	$64.3B	82.60%	Put
144	AWMSKYWORKS SOLUTIONS INC	718,342	$64.2B	82.50%	Put
145	BDXBECTON DICKINSON & CO	274,152	$63.0B	80.93%	Put
146	WDCWESTERN DIGITAL CORP.	1,500,971	$62.5B	80.24%	Put
147	CEF/USPROTT PHYSICAL GOLD & SILVE	4,158,543	$60.8B	78.10%
148	VRSNVERISIGN INC	337,478	$60.8B	78.07%	Put
149	ATVIEURACTIVISION BLIZZARD INC	1,011,530	$60.2B	77.29%	Put
150	BHPBHP GROUP LTD	1,624,587	$59.6B	76.57%	Put
151	PGPROCTER & GAMBLE CO	532,934	$58.6B	75.30%	Put
152	ADPAUTOMATIC DATA PROCESSING IN	420,133	$57.4B	73.75%	Put
153	SPLKCHFSPLUNK INC	438,999	$55.4B	71.19%	Put
154	LULULULULEMON ATHLETICA INC	289,034	$54.8B	70.40%	Put
155	WYNNWYNN RESORTS LTD	894,490	$53.8B	69.12%	Put
156	TMETENCENT MUSIC ENTMT GROUP	5,280,908	$53.1B	68.24%	Put
157	DALDELTA AIR LINES INC DEL	1,852,308	$52.9B	67.91%	Put
158	CYBRCYBERARK SOFTWARE LTD	615,225	$52.6B	67.62%	Put
159	NEENEXTERA ENERGY INC	217,236	$52.3B	67.13%	Put
160	ELVANTHEM INC	229,181	$52.0B	66.84%	Put
161	AMTAMERICAN TOWER CORP NEW	238,419	$51.9B	66.70%	Put
162	INTUINTUIT	223,662	$51.4B	66.08%	Put
163	TMOTHERMO FISHER SCIENTIFIC INC	181,322	$51.4B	66.05%	Put
164	NOCNORTHROP GRUMMAN CORP	166,972	$50.5B	64.91%	Put
165	ABTABBOTT LABS	639,836	$50.5B	64.86%	Put
166	AEPAMERICAN ELEC PWR CO INC	629,665	$50.4B	64.69%	Put
167	SPGIS&P GLOBAL INC	204,814	$50.2B	64.51%	Put
168	TTWOTAKE-TWO INTERACTIVE SOFTWAR	419,737	$49.8B	63.95%	Put
169	CMECME GROUP INC	287,863	$49.8B	63.93%	Put
170	UALUNITED AIRLS HLDGS INC	1,532,470	$48.3B	62.09%	Put
171	BSXBOSTON SCIENTIFIC CORP	1,470,493	$48.0B	61.64%	Put
172	ADSKAUTODESK INC	307,076	$47.9B	61.57%	Put
173	SESEA LTD	1,080,186	$47.9B	61.48%	Put
174	XLKSELECT SECTOR SPDR TR	594,298	$47.8B	61.34%	Put
175	HBC2HSBC HLDGS PLC	1,663,045	$46.6B	59.84%	Put
176	CICIGNA CORP NEW	261,774	$46.4B	59.57%	Put
177	EIXEDISON INTL	826,225	$45.3B	58.15%	Put
178	CMICUMMINS INC	333,715	$45.2B	58.03%	Put
179	KHCKRAFT HEINZ CO	1,817,341	$45.0B	57.75%	Put
180	—CENTERPOINT ENERGY INC	29,272,470	$44.3B	56.89%
181	XLNXEURXILINX INC	558,182	$43.5B	55.89%	Put
182	WWAYFAIR INC	811,033	$43.3B	55.67%	Put
183	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	21,860,000	$42.4B	54.50%
184	YUMCYUM CHINA HLDGS INC	969,803	$41.3B	53.11%	Put
185	MCHPMICROCHIP TECHNOLOGY INC	608,096	$41.2B	52.96%	Put
186	NSCNORFOLK SOUTHERN CORP	279,647	$40.8B	52.45%	Put
187	BUDANHEUSER BUSCH INBEV SA/NV	908,850	$40.1B	51.50%	Put
188	—SOUTH JERSEY INDS INC	22,077,798	$39.8B	51.17%
189	LYFTLYFT INC	1,476,045	$39.6B	50.91%	Put
190	RHRH	393,200	$39.5B	50.72%	Put
191	AALAMERICAN AIRLS GROUP INC	3,200,546	$39.0B	50.11%	Put
192	RCLROYAL CARIBBEAN CRUISES LTD	1,194,003	$38.4B	49.32%	Put
193	COPCONOCOPHILLIPS	1,197,424	$36.9B	47.37%	Put
194	TSCOTRACTOR SUPPLY CO	434,919	$36.8B	47.23%	Put
195	ANETEURARISTA NETWORKS INC	180,302	$36.5B	46.93%	Put
196	ZZILLOW GROUP INC	1,011,251	$36.4B	46.79%	Put
197	DLTRDOLLAR TREE INC	481,349	$35.4B	45.42%	Put
198	NEE 5.279 03/01/23NEXTERA ENERGY INC	19,425,339	$35.2B	45.27%
199	HONHONEYWELL INTL INC	263,292	$35.2B	45.25%	Put
200	GDGENERAL DYNAMICS CORP	265,501	$35.1B	45.11%	Put

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