Parallax Volatility Advisers, L.P. Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$85.5B

Holdings

1,047

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (1,047 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	TWTRUSDTWITTER INC	4,538,601	$135.2B	158.16%	Put
102	XLISELECT SECTOR SPDR TR	1,951,066	$134.0B	156.77%	Put
103	PEPPEPSICO INC	975,691	$129.0B	150.92%	Put
104	FDXFEDEX CORP	920,157	$129.0B	150.88%	Put
105	GILDGILEAD SCIENCES INC	1,674,468	$128.8B	150.69%	Put
106	DPZDOMINOS PIZZA INC	348,246	$128.7B	150.50%	Put
107	TALTAL EDUCATION GROUP	1,877,217	$128.4B	150.14%	Put
108	ULTAULTA BEAUTY INC	629,995	$128.1B	149.87%	Put
109	OKTAOKTA INC	638,161	$127.8B	149.43%	Put
110	RHRH	509,679	$126.9B	148.39%	Put
111	GDXVANECK VECTORS ETF TR	3,320,709	$121.8B	142.47%	Put
112	TSMTAIWAN SEMICONDUCTOR MFG LTD	2,134,494	$121.2B	141.73%	Put
113	XLVSELECT SECTOR SPDR TR	1,207,097	$120.8B	141.24%	Put
114	BMYBRISTOL-MYERS SQUIBB CO	2,053,323	$120.7B	141.22%	Put
115	JDJD.COM INC	1,985,313	$119.5B	139.72%	Put
116	XLUSELECT SECTOR SPDR TR	2,098,453	$118.4B	138.52%	Put
117	LMTLOCKHEED MARTIN CORP	324,287	$118.3B	138.39%	Put
118	GMGENERAL MTRS CO	4,547,472	$115.1B	134.59%	Put
119	XOPSPDR SER TR	2,168,365	$113.1B	132.34%	Put
120	GEGENERAL ELECTRIC CO	16,466,436	$112.5B	131.55%	Put
121	MARMARRIOTT INTL INC NEW	1,308,666	$112.2B	131.24%	Put
122	HUMHUMANA INC	286,211	$111.0B	129.84%	Put
123	CMCSACOMCAST CORP NEW	2,832,484	$110.4B	129.14%	Put
124	LYFTLYFT INC	3,340,166	$110.3B	128.96%	Put
125	GDGENERAL DYNAMICS CORP	733,365	$109.6B	128.22%	Put
126	YUMCYUM CHINA HLDGS INC	2,246,507	$108.0B	126.31%	Put
127	WYNNWYNN RESORTS LTD	1,444,695	$107.6B	125.84%	Put
128	DHRDANAHER CORPORATION	608,377	$107.6B	125.82%	Put
129	ADSKAUTODESK INC	445,129	$106.5B	124.56%	Put
130	EAELECTRONIC ARTS INC	804,682	$106.3B	124.28%	Put
131	BKRBAKER HUGHES COMPANY	6,869,807	$105.7B	123.66%	Put
132	LLYLILLY ELI & CO	641,779	$105.4B	123.24%	Put
133	IYRISHARES TR	1,331,292	$104.9B	122.72%	Put
134	URIUNITED RENTALS INC	703,369	$104.8B	122.64%	Put
135	NEMNEWMONT CORP	1,696,044	$104.7B	122.46%	Put
136	MDLZMONDELEZ INTL INC	2,045,373	$104.6B	122.32%	Put
137	ISRGINTUITIVE SURGICAL INC	182,584	$104.1B	121.72%	Put
138	MDTMEDTRONIC PLC	1,119,376	$102.7B	120.06%	Put
139	TSCOTRACTOR SUPPLY CO	774,469	$102.1B	119.36%	Put
140	CMICUMMINS INC	575,968	$99.8B	116.73%	Put
141	XLKSELECT SECTOR SPDR TR	947,118	$98.9B	115.73%	Put
142	TWLOTWILIO INC	449,577	$98.7B	115.41%	Put
143	ATVIEURACTIVISION BLIZZARD INC	1,292,151	$98.1B	114.73%	Put
144	CICIGNA CORP NEW	508,053	$95.3B	111.52%	Put
145	DGDOLLAR GEN CORP NEW	498,729	$95.0B	111.12%	Put
146	TTDTHE TRADE DESK INC	232,898	$94.7B	110.78%	Put
147	ZZILLOW GROUP INC	1,608,732	$92.7B	108.41%	Put
148	NXPINXP SEMICONDUCTORS N V	782,288	$89.2B	104.33%	Put
149	LQDISHARES TR	646,019	$86.9B	101.62%	Put
150	METMETLIFE INC	2,353,466	$85.9B	100.53%	Put
151	XLNXEURXILINX INC	854,755	$84.1B	98.37%	Put
152	ELVANTHEM INC	313,983	$82.6B	96.59%	Put
153	BYNDBEYOND MEAT INC	616,188	$82.5B	96.53%	Put
154	AWMSKYWORKS SOLUTIONS INC	638,227	$81.6B	95.47%	Put
155	—COLFAX CORP	667,172	$81.4B	95.21%
156	KHCKRAFT HEINZ CO	2,532,582	$80.8B	94.46%	Put
157	ADIANALOG DEVICES INC	650,979	$79.9B	93.40%	Put
158	MELI 2 08/15/28MERCADOLIBRE INC	50,049,000	$79.6B	93.07%
159	PANWPALO ALTO NETWORKS INC	345,626	$79.4B	92.86%	Put
160	WORKSLACK TECHNOLOGIES INC	2,517,285	$78.3B	91.53%	Put
161	USBUS BANCORP DEL	2,117,987	$78.0B	91.22%	Put
162	UNPUNION PAC CORP	460,166	$77.8B	91.01%	Put
163	ZSZSCALER INC	707,995	$77.6B	90.71%	Put
164	XLYSELECT SECTOR SPDR TR	603,488	$77.1B	90.14%	Put
165	NOCNORTHROP GRUMMAN CORP	250,341	$76.9B	89.99%	Put
166	ACNACCENTURE PLC IRELAND	353,247	$75.8B	88.70%	Put
167	USOUNITED STS OIL FD LP	2,631,786	$73.8B	86.38%	Put
168	EIXEDISON INTL	1,341,883	$72.9B	85.24%	Put
169	COPCONOCOPHILLIPS	1,721,527	$72.3B	84.60%	Put
170	ORLYOREILLY AUTOMOTIVE INC	169,514	$71.5B	83.61%	Put
171	SONYSONY CORP	1,033,324	$71.4B	83.56%	Put
172	DONSPDR DOW JONES INDL AVERAGE	274,917	$70.9B	82.93%	Put
173	CEF/USPROTT PHYSICAL GOLD & SILVE	4,158,543	$70.3B	82.20%
174	EDUNEW ORIENTAL ED & TECHNOLOGY	538,065	$70.1B	81.96%	Put
175	DC4DEXCOM INC	172,416	$69.9B	81.77%	Put
176	SPLKCHFSPLUNK INC	349,743	$69.5B	81.29%	Put
177	COUPEURCOUPA SOFTWARE INC	250,007	$69.3B	81.01%	Put
178	ROKUROKU INC	589,326	$68.7B	80.34%	Put
179	LVSLAS VEGAS SANDS CORP	1,495,948	$68.1B	79.69%	Put
180	BHCBAUSCH HEALTH COS INC	3,700,087	$67.7B	79.16%	Put
181	BPBP PLC	2,891,730	$67.4B	78.87%	Put
182	BHPBHP GROUP LTD	1,337,959	$66.5B	77.83%	Put
183	BSXBOSTON SCIENTIFIC CORP	1,863,765	$65.5B	76.56%	Put
184	MPCMARATHON PETE CORP	1,748,614	$65.4B	76.44%	Put
185	TDOCTELADOC HEALTH INC	340,810	$65.0B	76.07%	Put
186	CTXSEURCITRIX SYS INC	438,372	$64.9B	75.86%	Put
187	ABTABBOTT LABS	709,206	$64.8B	75.83%	Put
188	SHOPSHOPIFY INC	66,404	$63.1B	73.76%	Put
189	MCHPMICROCHIP TECHNOLOGY INC.	596,430	$62.8B	73.48%	Put
190	CVNACARVANA CO	521,679	$62.7B	73.31%	Put
191	—INTERNATIONAL FLAVORS&FRAGRA	1,408,416	$62.4B	72.98%
192	ELLAUDER ESTEE COS INC	330,278	$62.3B	72.89%	Put
193	EOGEOG RES INC	1,227,591	$62.2B	72.72%	Put
194	INTUINTUIT	205,814	$61.0B	71.30%	Put
195	AMTAMERICAN TOWER CORP NEW	232,765	$60.2B	70.39%	Put
196	AEMAGNICO EAGLE MINES LTD	936,021	$60.0B	70.13%	Put
197	CYBRCYBERARK SOFTWARE LTD	595,518	$59.1B	69.15%	Put
198	STZCONSTELLATION BRANDS INC	337,561	$59.0B	69.03%	Put
199	MRVLMARVELL TECHNOLOGY GROUP LTD	1,680,378	$58.9B	68.93%	Put
200	COFCAPITAL ONE FINL CORP	934,926	$58.5B	68.45%	Put

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