Parallax Volatility Advisers, L.P. Q1 2021 Filing

Filed May 14, 2021

Portfolio Value

$23.5B

Holdings

377

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (377 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	16,057,967	$2.0B	8.36%	Put
2	BABAALIBABA GROUP HLDG LTD	7,105,513	$1.6B	6.87%	Put
3	TRVCCITIGROUP INC	14,345,278	$1.0B	4.45%	Put
4	ADBEADOBE SYSTEMS INCORPORATED	1,930,937	$917.9M	3.91%	Put
5	GOOGLALPHABET INC	444,316	$916.5M	3.91%	Put
6	GOOGALPHABET INC	424,153	$877.5M	3.74%	Put
7	AMZNAMAZON COM INC	267,556	$827.8M	3.53%	Put
8	CSCOCISCO SYS INC	15,489,610	$801.0M	3.41%	Put
9	AMATAPPLIED MATLS INC	5,459,807	$729.4M	3.11%	Put
10	BABOEING CO	1,930,483	$491.7M	2.10%	Put
11	CVXCHEVRON CORP NEW	4,484,636	$469.9M	2.00%	Put
12	AMDADVANCED MICRO DEVICES INC	5,956,197	$467.6M	1.99%	Put
13	BACBK OF AMERICA CORP	11,849,800	$458.5M	1.95%	Put
14	COSTCOSTCO WHSL CORP NEW	1,210,837	$426.8M	1.82%	Put
15	AALAMERICAN AIRLS GROUP INC	16,905,544	$404.0M	1.72%	Put
16	CVNACARVANA CO	1,476,616	$387.5M	1.65%	Put
17	CATCATERPILLAR INC	1,527,478	$354.2M	1.51%	Put
18	BIDUNBAIDU INC	1,619,060	$352.2M	1.50%	Put
19	BRK/BBERKSHIRE HATHAWAY INC DEL	1,333,345	$340.6M	1.45%	Put
20	BILIBILIBILI INC	3,036,268	$325.1M	1.39%	Put
21	AVGOBROADCOM INC	698,801	$324.0M	1.38%	Put
22	BKNGBOOKING HOLDINGS INC	132,787	$309.4M	1.32%	Put
23	BHCBAUSCH HEALTH COS INC	9,544,414	$302.9M	1.29%	Put
24	AXPAMERICAN EXPRESS CO	1,967,471	$278.3M	1.19%	Put
25	DALDELTA AIR LINES INC DEL	5,419,066	$261.6M	1.11%	Put
26	CMGCHIPOTLE MEXICAN GRILL INC	176,715	$251.0M	1.07%	Put
27	CMCSACOMCAST CORP NEW	3,775,290	$204.3M	0.87%	Put
28	BYNDBEYOND MEAT INC	1,552,900	$202.1M	0.86%	Put
29	ASMLASML HOLDING N V	326,610	$201.6M	0.86%	Put
30	COFCAPITAL ONE FINL CORP	1,446,480	$184.0M	0.78%	Put
31	AMTAMERICAN TOWER CORP NEW	754,146	$180.3M	0.77%	Put
32	TAT&T INC	5,566,911	$168.5M	0.72%	Put
33	CICIGNA CORP NEW	683,273	$165.2M	0.70%	Put
34	BLKCHFBLACKROCK INC	211,786	$159.7M	0.68%	Put
35	COPCONOCOPHILLIPS	2,759,718	$146.2M	0.62%	Put
36	CCLCARNIVAL CORP	5,452,515	$144.7M	0.62%	Put
37	STZCONSTELLATION BRANDS INC	563,354	$128.5M	0.55%	Put
38	—COLFAX CORP	688,909	$124.1M	0.53%
39	KOCOCA COLA CO	2,329,738	$122.8M	0.52%	Put
40	DEDEERE & CO	311,953	$116.7M	0.50%	Put
41	DC4DEXCOM INC	317,640	$114.2M	0.49%	Put
42	DHID R HORTON INC	1,262,788	$112.5M	0.48%	Put
43	ADIANALOG DEVICES INC	724,132	$112.3M	0.48%	Put
44	BXBLACKSTONE GROUP INC	1,458,295	$108.7M	0.46%	Put
45	MMM3M CO	555,511	$107.0M	0.46%	Put
46	ARKKARK ETF TR	873,541	$104.8M	0.45%	Put
47	ACNACCENTURE PLC IRELAND	376,929	$104.1M	0.44%	Put
48	COUPEURCOUPA SOFTWARE INC	403,672	$102.7M	0.44%	Put
49	FANGDIAMONDBACK ENERGY INC	1,363,971	$100.2M	0.43%	Put
50	DELLDELL TECHNOLOGIES INC	1,026,708	$90.5M	0.39%	Put
51	CVSCVS HEALTH CORP	1,199,333	$90.2M	0.38%	Put
52	AIGAMERICAN INTL GROUP INC	1,950,387	$90.1M	0.38%	Put
53	BBYBEST BUY INC	761,564	$87.4M	0.37%	Put
54	ABBVABBVIE INC	779,188	$84.3M	0.36%	Put
55	BMYBRISTOL-MYERS SQUIBB CO	1,318,004	$83.2M	0.35%	Put
56	AKAMAKAMAI TECHNOLOGIES INC	785,129	$80.0M	0.34%	Put
57	DRIDARDEN RESTAURANTS INC	557,563	$79.2M	0.34%	Put
58	ATVIEURACTIVISION BLIZZARD INC	833,883	$77.6M	0.33%	Put
59	TEAMATLASSIAN CORP PLC	363,333	$76.6M	0.33%	Put
60	ABNBAIRBNB INC	386,425	$72.6M	0.31%	Put
61	ELVANTHEM INC	200,116	$71.8M	0.31%	Put
62	ABXBARRICK GOLD CORP	3,607,481	$71.4M	0.30%	Put
63	BCOVUSDBRIGHTCOVE INC	3,440,000	$69.2M	0.29%	Put
64	MOALTRIA GROUP INC	1,309,653	$67.0M	0.29%	Put
65	CUCAAVIS BUDGET GROUP	906,274	$65.7M	0.28%	Put
66	CLFCLEVELAND-CLIFFS INC NEW	3,262,690	$65.6M	0.28%	Put
67	CRWDCROWDSTRIKE HLDGS INC	358,295	$65.4M	0.28%	Put
68	AYXEURALTERYX INC	787,345	$65.3M	0.28%	Put
69	ALLYALLY FINL INC	1,395,415	$63.1M	0.27%	Put
70	BPBP PLC	2,566,726	$62.5M	0.27%	Put
71	DKSDICKS SPORTING GOODS INC	817,182	$62.2M	0.27%	Put
72	CHTRCHARTER COMMUNICATIONS INC N	99,564	$61.4M	0.26%	Put
73	ADSKAUTODESK INC	218,626	$60.6M	0.26%	Put
74	KMXCARMAX INC	437,432	$58.0M	0.25%	Put
75	AWCAMERICAN WTR WKS CO INC NEW	342,846	$51.4M	0.22%	Put
76	CPRICAPRI HOLDINGS LIMITED	944,935	$48.2M	0.21%	Put
77	AAALCOA CORP	1,373,876	$44.6M	0.19%	Put
78	CSXCSX CORP	460,074	$44.4M	0.19%	Put
79	AZNASTRAZENECA PLC	846,047	$42.1M	0.18%	Call
80	ARKGARK ETF TR	468,627	$41.6M	0.18%	Put
81	ABGAMERISOURCEBERGEN CORP	352,040	$41.6M	0.18%	Put
82	AVYAUSDAVAYA HLDGS CORP	1,477,719	$41.4M	0.18%	Put
83	ABTABBOTT LABS	330,321	$39.6M	0.17%	Put
84	CMICUMMINS INC	150,714	$39.1M	0.17%	Put
85	CZRCAESARS ENTERTAINMENT INC NE	427,806	$37.4M	0.16%	Put
86	BBBLACKBERRY LTD	4,407,588	$37.2M	0.16%	Put
87	PLAYDAVE & BUSTERS ENTMT INC	753,418	$36.1M	0.15%	Put
88	DQDAQO NEW ENERGY CORP	460,092	$34.7M	0.15%	Put
89	AFRMAFFIRM HLDGS INC	455,826	$32.2M	0.14%	Put
90	ARKFARK ETF TR	602,119	$30.8M	0.13%	Put
91	AFWALIGN TECHNOLOGY INC	56,192	$30.4M	0.13%	Call
92	—CREE INC	272,525	$29.5M	0.13%	Put
93	BILLBILL COM HLDGS INC	196,565	$28.6M	0.12%	Put
94	DVNDEVON ENERGY CORP NEW	1,279,176	$27.9M	0.12%	Put
95	AONAON PLC	117,670	$27.1M	0.12%	Put
96	ANETEURARISTA NETWORKS INC	87,312	$26.4M	0.11%	Put
97	CLDRCLOUDERA INC	2,147,091	$26.1M	0.11%	Put
98	CCCHEMOURS CO	932,000	$26.0M	0.11%	Put
99	BBIOBRIDGEBIO PHARMA INC	419,823	$25.9M	0.11%	Put
100	BXPBOSTON PROPERTIES INC	253,999	$25.7M	0.11%	Put

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