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
201	IBBISHARES TR	426,931	$58.4B	68.25%	Put
202	NSCNORFOLK SOUTHERN CORP	326,226	$57.3B	66.99%	Put
203	FSLYFASTLY INC	667,599	$56.9B	66.53%	Put
204	AIGAMERICAN INTL GROUP INC	1,813,726	$56.6B	66.14%	Put
205	CMECME GROUP INC	347,636	$56.5B	66.11%	Put
206	SPGIS&P GLOBAL INC	171,380	$56.5B	66.08%	Put
207	KLACKLA CORP	290,455	$56.5B	66.06%	Put
208	IRBTQIROBOT CORP	663,184	$55.6B	65.09%	Put
209	—DTE ENERGY CO	1,314,167	$55.6B	65.05%
210	TTWOTAKE-TWO INTERACTIVE SOFTWAR	396,012	$55.3B	64.68%	Put
211	MDBMONGODB INC	242,689	$54.9B	64.25%	Put
212	DOCUDOCUSIGN INC	312,394	$53.8B	62.90%	Put
213	DHID R HORTON INC	958,207	$53.1B	62.15%	Put
214	BBYBEST BUY INC	608,093	$53.1B	62.05%	Put
215	WDCWESTERN DIGITAL CORP.	1,200,751	$53.0B	62.00%	Put
216	HCAHCA HEALTHCARE INC	541,744	$52.6B	61.49%	Put
217	4I1PHILIP MORRIS INTL INC	748,584	$52.4B	61.32%	Put
218	SHWSHERWIN WILLIAMS CO	90,667	$52.4B	61.29%	Put
219	BIDUNBAIDU INC	432,088	$51.8B	60.60%	Put
220	DRIDARDEN RESTAURANTS INC	667,422	$50.6B	59.15%	Put
221	8CWCROWN CASTLE INTL CORP NEW	299,891	$50.2B	58.70%	Put
222	LUVSOUTHWEST AIRLS CO	1,460,953	$49.9B	58.40%	Put
223	—BARCLAYS BK PLC	1,461,320	$49.6B	58.02%	Call
224	HONHONEYWELL INTL INC	342,396	$49.5B	57.90%	Put
225	BILIBILIBILI INC	1,041,526	$48.2B	56.43%	Put
226	GISGENERAL MLS INC	779,139	$48.0B	56.18%	Put
227	—SERVICENOW INC	22,407,000	$46.9B	54.90%
228	CERNCHFCERNER CORP	683,913	$46.9B	54.84%	Put
229	WPMWHEATON PRECIOUS METALS CORP	1,062,915	$46.8B	54.76%	Put
230	PBRPETROLEO BRASILEIRO SA PETRO	5,657,190	$46.8B	54.71%	Put
231	EMREMERSON ELEC CO	749,373	$46.5B	54.36%	Put
232	ZMZOOM VIDEO COMMUNICATIONS IN	180,857	$45.8B	53.61%	Put
233	OIHVANECK VECTORS ETF TR	373,496	$45.5B	53.20%	Put
234	ADPAUTOMATIC DATA PROCESSING IN	304,163	$45.3B	52.97%	Put
235	EWJISHARES INC	819,760	$45.0B	52.65%	Put
236	SCHWSCHWAB CHARLES CORP	1,310,716	$44.2B	51.71%	Put
237	DDOGDATADOG INC	507,364	$44.1B	51.61%	Put
238	DGXQUEST DIAGNOSTICS INC	385,767	$44.0B	51.42%	Put
239	MLMMARTIN MARIETTA MATLS INC	212,522	$43.9B	51.35%	Put
240	HESHESS CORP	846,551	$43.9B	51.29%	Put
241	CNPCENTERPOINT ENERGY INC	2,320,405	$43.3B	50.67%	Put
242	ETSYETSY INC	406,249	$43.1B	50.47%	Put
243	BXBLACKSTONE GROUP INC	761,057	$43.1B	50.44%	Put
244	VLOVALERO ENERGY CORP	723,603	$42.6B	49.80%	Put
245	PLDPROLOGIS INC.	451,561	$42.1B	49.29%	Put
246	SWKSTANLEY BLACK & DECKER INC	299,040	$41.7B	48.77%	Put
247	TEAMATLASSIAN CORP PLC	230,283	$41.5B	48.54%	Put
248	AZOAUTOZONE INC	36,442	$41.1B	48.10%	Put
249	PNCPNC FINL SVCS GROUP INC	385,898	$40.6B	47.51%	Put
250	NIONIO INC	5,185,396	$40.0B	46.83%	Put
251	PXDEURPIONEER NAT RES CO	409,694	$40.0B	46.82%	Put
252	CSXCSX CORP	564,096	$39.4B	46.03%	Put
253	RCLROYAL CARIBBEAN CRUISES LTD	782,011	$39.3B	45.97%	Put
254	FISVFISERV INC	402,486	$39.3B	45.96%	Put
255	EBAEBAY INC.	722,202	$37.9B	44.30%	Put
256	DFSEURDISCOVER FINL SVCS	751,592	$37.6B	44.00%	Put
257	DLTRDOLLAR TREE INC	405,048	$37.5B	43.91%	Put
258	CNCCENTENE CORP DEL	589,446	$37.5B	43.81%	Put
259	HALHALLIBURTON CO	2,834,606	$36.8B	43.04%	Put
260	UAAUNDER ARMOUR INC	3,740,746	$36.4B	42.61%	Put
261	LBEURL BRANDS INC	2,433,489	$36.4B	42.59%	Put
262	AG8AGILENT TECHNOLOGIES INC	407,056	$36.0B	42.08%	Put
263	ANETEURARISTA NETWORKS INC	169,432	$35.6B	41.62%	Put
264	PRUPRUDENTIAL FINL INC	575,862	$35.1B	41.01%	Put
265	MGMMGM RESORTS INTERNATIONAL	2,082,349	$35.0B	40.92%	Put
266	BAXBAXTER INTL INC	405,605	$34.9B	40.84%	Put
267	JCIJOHNSON CTLS INTL PLC	1,008,377	$34.4B	40.27%	Put
268	DDDUPONT DE NEMOURS INC	646,680	$34.4B	40.20%	Put
269	—LABORATORY CORP AMER HLDGS	205,815	$34.2B	39.99%	Put
270	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	32,450,000	$33.8B	39.59%
271	WBAWALGREENS BOOTS ALLIANCE INC	797,907	$33.8B	39.56%	Put
272	CHWYCHEWY INC	756,912	$33.8B	39.54%	Put
273	TEVATEVA PHARMACEUTICAL INDS LTD	2,720,391	$33.5B	39.22%	Put
274	DOWDOW INC	818,038	$33.3B	39.00%	Put
275	HLFHERBALIFE NUTRITION LTD	740,788	$33.3B	38.97%	Put
276	—BIOHAVEN PHARMACTL HLDG CO L	454,509	$33.2B	38.87%	Put
277	SPGSIMON PPTY GROUP INC NEW	484,463	$33.1B	38.75%	Put
278	MXIMMAXIM INTEGRATED PRODS INC	546,433	$33.1B	38.74%	Put
279	ETNEATON CORP PLC	378,434	$33.1B	38.70%	Put
280	MASMASCO CORP	658,176	$33.0B	38.65%	Put
281	DELLDELL TECHNOLOGIES INC	597,508	$32.8B	38.39%	Put
282	IPOAGBPVIRGIN GALACTIC HOLDINGS INC	2,006,162	$32.8B	38.35%	Put
283	TJXTJX COS INC NEW	647,935	$32.8B	38.31%	Put
284	CLCOLGATE PALMOLIVE CO	440,094	$32.2B	37.71%	Put
285	FCXFREEPORT-MCMORAN INC	2,757,906	$31.9B	37.32%	Put
286	HSYHERSHEY CO	244,760	$31.7B	37.12%	Put
287	BDXBECTON DICKINSON & CO	131,543	$31.5B	36.82%	Put
288	IQIQIYI INC	1,348,374	$31.3B	36.58%	Put
289	AEPAMERICAN ELEC PWR CO INC	390,257	$31.1B	36.35%	Put
290	SEDGSOLAREDGE TECHNOLOGIES INC	222,855	$30.9B	36.19%	Put
291	AALAMERICAN AIRLS GROUP INC	2,365,566	$30.9B	36.17%	Put
292	RTXRAYTHEON TECHNOLOGIES CORP	496,420	$30.6B	35.77%	Put
293	MOALTRIA GROUP INC	777,858	$30.5B	35.73%	Put
294	DVADAVITA INC	384,025	$30.4B	35.55%	Put
295	ITWILLINOIS TOOL WKS INC	173,306	$30.3B	35.43%	Put
296	VMWEURVMWARE INC	195,505	$30.3B	35.38%	Put
297	XRTSPDR SER TR	704,202	$30.2B	35.32%	Put
298	SYKSTRYKER CORPORATION	165,978	$29.9B	34.97%	Put
299	ON1OLD NATL BANCORP IND	2,143,240	$29.5B	34.49%	Call
300	STXSEAGATE TECHNOLOGY PLC	601,685	$29.1B	34.07%	Put

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