Parallax Volatility Advisers, L.P. Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$40.4B

Holdings

696

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (696 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	BBBLACKBERRY LTD	4,543,943	$55.5B	137.32%	Put
102	GDSGDS HLDGS LTD	706,900	$55.5B	137.21%	Put
103	DVNDEVON ENERGY CORP NEW	1,881,685	$54.9B	135.82%	Put
104	AYXEURALTERYX INC	638,500	$54.9B	135.82%	Put
105	DISHDISH NETWORK CORPORATION	1,293,632	$54.1B	133.72%	Put
106	IQIQIYI INC	3,394,128	$52.9B	130.78%	Put
107	DFSEURDISCOVER FINL SVCS	443,200	$52.4B	129.63%	Put
108	ASMLASML HOLDING N V	74,734	$51.6B	127.68%	Put
109	HESHESS CORP	581,700	$50.8B	125.60%	Put
110	EAELECTRONIC ARTS INC	347,114	$49.9B	123.47%	Put
111	IPINTERNATIONAL PAPER CO	811,100	$49.7B	122.98%	Put
112	FEFIRSTENERGY CORP	1,321,900	$49.2B	121.64%	Put
113	CPRICAPRI HOLDINGS LIMITED	850,808	$48.7B	120.34%	Put
114	AFWALIGN TECHNOLOGY INC	79,348	$48.5B	119.89%	Put
115	ETENERGY TRANSFER L P	4,501,300	$47.9B	118.33%	Put
116	ABNBAIRBNB INC	312,110	$47.8B	118.20%	Put
117	DRIDARDEN RESTAURANTS INC	323,600	$47.2B	116.84%	Put
118	FTAIEURFORTRESS TRANS INFRST INVS L	1,406,965	$47.2B	116.73%	Call
119	GILDGILEAD SCIENCES INC	661,835	$45.6B	112.71%	Put
120	JBHTHUNT J B TRANS SVCS INC	270,600	$44.1B	109.04%	Put
121	ELVANTHEM INC	114,939	$43.9B	108.50%	Put
122	CNCCENTENE CORP DEL	600,928	$43.8B	108.39%	Put
123	GLPGGALAPAGOS NV	625,617	$43.1B	106.58%	Put
124	JETSETF SER SOLUTIONS	1,710,320	$41.4B	102.27%	Put
125	G3VGREEN PLAINS INC	1,213,080	$40.8B	100.86%	Put
126	ARKGARK ETF TR	439,900	$40.7B	100.63%	Put
127	ABGAMERISOURCEBERGEN CORP	352,870	$40.4B	99.91%	Put
128	AAALCOA CORP	1,095,325	$40.3B	99.77%	Put
129	CLFCLEVELAND-CLIFFS INC NEW	1,776,300	$38.3B	94.70%	Put
130	LITGLOBAL X FDS	517,776	$37.5B	92.78%	Put
131	ABTABBOTT LABS	320,816	$37.2B	91.97%	Put
132	AIGAMERICAN INTL GROUP INC	779,165	$37.1B	91.72%	Put
133	HONHONEYWELL INTL INC	168,483	$37.0B	91.41%	Put
134	ARKFARK ETF TR	679,700	$36.8B	90.95%	Put
135	EPDENTERPRISE PRODS PARTNERS L	1,518,515	$36.6B	90.62%	Put
136	BBYBEST BUY INC	313,099	$36.0B	88.93%	Put
137	ALLYALLY FINL INC	704,184	$35.1B	86.80%	Put
138	CRSPCRISPR THERAPEUTICS AG	213,640	$34.6B	85.53%	Put
139	ACMRACM RESH INC	335,100	$34.3B	84.71%	Call
140	FEYECHFFIREEYE INC	1,661,633	$33.6B	83.08%	Put
141	CCCHEMOURS CO	934,900	$32.5B	80.46%	Put
142	KMXCARMAX INC	251,691	$32.5B	80.41%	Put
143	AVYAUSDAVAYA HLDGS CORP	1,177,839	$31.7B	78.36%	Put
144	NETCLOUDFLARE INC	296,336	$31.4B	77.56%	Put
145	BCOVUSDBRIGHTCOVE INC	2,182,500	$31.3B	77.45%	Put
146	AMGNAMGEN INC	123,606	$30.1B	74.51%	Put
147	BJBJS WHSL CLUB HLDGS INC	629,875	$30.0B	74.11%	Put
148	HOGHARLEY DAVIDSON INC	650,955	$29.8B	73.78%	Put
149	ETNEATON CORP PLC	200,800	$29.8B	73.59%	Put
150	EHTHEHEALTH INC	500,600	$29.2B	72.30%	Put
151	DDDUPONT DE NEMOURS INC	367,926	$28.5B	70.42%	Put
152	CLXCLOROX CO DEL	153,753	$27.7B	68.41%	Put
153	ISRGINTUITIVE SURGICAL INC	29,300	$27.0B	66.65%	Put
154	IOVAIOVANCE BIOTHERAPEUTICS INC	1,024,400	$26.7B	65.92%	Put
155	—CREE INC	271,600	$26.6B	65.78%	Put
156	CCKCROWN HLDGS INC	257,800	$26.4B	65.16%	Put
157	DGDOLLAR GEN CORP NEW	116,665	$25.2B	62.43%	Put
158	BBIOBRIDGEBIO PHARMA INC	411,805	$25.1B	62.08%	Put
159	APPSDIGITAL TURBINE INC	329,644	$25.1B	61.97%	Put
160	APPNAPPIAN CORP	181,879	$25.1B	61.96%	Put
161	ASOACADEMY SPORTS & OUTDOORS IN	607,400	$25.0B	61.94%	Put
162	ICEINTERCONTINENTAL EXCHANGE IN	210,800	$25.0B	61.88%	Put
163	HLFHERBALIFE NUTRITION LTD	474,300	$25.0B	61.85%	Put
164	CMICUMMINS INC	99,937	$24.4B	60.25%	Put
165	BPBP PLC	874,000	$23.1B	57.10%	Put
166	DEDEERE & CO	65,050	$22.9B	56.73%	Put
167	EWYISHARES INC	243,448	$22.7B	56.10%	Put
168	AESAES CORP	861,951	$22.5B	55.57%	Put
169	GDRXGOODRX HLDGS INC	621,625	$22.4B	55.35%	Put
170	AGNCAGNC INVT CORP	1,322,100	$22.3B	55.23%	Put
171	EHEHANG HLDGS LTD	517,400	$22.2B	55.02%	Call
172	—CREE INC	12,000,000	$21.7B	53.74%
173	DISH 2.375 03/15/24DISH NETWORK CORPORATION	22,615,000	$21.6B	53.33%
174	FISVFISERV INC	197,512	$21.1B	52.21%	Put
175	NTLAINTELLIA THERAPEUTICS INC	130,301	$21.1B	52.17%	Put
176	ARMKARAMARK	561,917	$20.9B	51.76%	Put
177	HUMHUMANA INC	46,973	$20.8B	51.43%	Put
178	GEGENERAL ELECTRIC CO	1,495,724	$20.1B	49.78%	Put
179	CVACCUREVAC N V	273,200	$20.1B	49.65%	Put
180	EDITEDITAS MEDICINE INC	350,191	$19.8B	49.05%	Put
181	GATXGATX CORP	223,000	$19.7B	48.79%	Put
182	APDAIR PRODS & CHEMS INC	68,421	$19.7B	48.68%	Put
183	—BHP GROUP PLC	327,429	$19.5B	48.33%	Put
184	APLSAPELLIS PHARMACEUTICALS INC	305,914	$19.3B	47.81%	Put
185	AEPAMERICAN ELEC PWR CO INC	223,649	$18.9B	46.79%	Put
186	DC4DEXCOM INC	43,995	$18.8B	46.46%	Put
187	AAWWUSDATLAS AIR WORLDWIDE HLDGS IN	275,600	$18.8B	46.42%	Put
188	HLF 2.625 03/15/24HERBALIFE LTD	16,825,000	$18.3B	45.29%
189	APAAPA CORPORATION	835,402	$18.1B	44.68%	Put
190	EWTISHARES INC	272,500	$17.4B	43.10%	Put
191	CCOCAMECO CORP	908,044	$17.4B	43.08%	Put
192	AYX 0.5 08/01/24ALTERYX INC	17,811,000	$17.1B	42.21%
193	BSXBOSTON SCIENTIFIC CORP	397,613	$17.0B	42.05%	Put
194	CWHCAMPING WORLD HLDGS INC	413,526	$16.9B	41.88%	Put
195	FIVEFIVE BELOW INC	87,000	$16.8B	41.60%	Put
196	APOEURAPOLLO GLOBAL MGMT INC	268,044	$16.7B	41.22%	Put
197	BLMNBLOOMIN BRANDS INC	614,100	$16.7B	41.22%	Put
198	CLOVCLOVER HEALTH INVESTMENTS CO	1,242,400	$16.5B	40.93%	Put
199	AZNASTRAZENECA PLC	273,983	$16.4B	40.58%	Put
200	PLAYDAVE & BUSTERS ENTMT INC	391,129	$15.9B	39.25%	Put

PreviousPage 2 of 7Next