Parallax Volatility Advisers, L.P. Q2 2022 Filing

Filed August 15, 2022

Portfolio Value

$83.5M

Holdings

1,332

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (1,332 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	19,640,808	$7.4M	8.87%	Put
2	NDQINVESCO QQQ TR	14,938,708	$4.2M	5.01%	Put
3	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	40,000,000	$3.4M	4.06%
4	—WORKDAY INC	24,000,000	$3.3M	4.01%
5	IWMISHARES TR	19,768,347	$3.3M	4.01%	Put
6	DISH 2.375 03/15/24DISH NETWORK CORPORATION	35,000,000	$3.1M	3.69%
7	RHRH	14,147,697	$3.0M	3.60%	Put
8	SMSM ENERGY CO	60,168	$2.1M	2.46%	Put
9	BEBLOOM ENERGY CORP	115,471	$1.9M	2.29%	Put
10	EXASEXACT SCIENCES CORP	47,360	$1.9M	2.23%	Put
11	TAT&T INC	5,344,478	$1.8M	2.18%	Put
12	APPNAPPIAN CORP	38,148	$1.8M	2.16%	Put
13	VRMUSDVROOM INC	1,442,457	$1.8M	2.16%	Put
14	RACEFERRARI N V	9,600	$1.8M	2.11%	Put
15	KLTRKALTURA INC	861,621	$1.7M	2.05%	Put
16	TSLATESLA INC	2,510,805	$1.7M	2.03%	Put
17	AGFIRST MAJESTIC SILVER CORP	229,551	$1.6M	1.97%	Put
18	SHAKSHAKE SHACK INC	38,981	$1.5M	1.84%	Put
19	CROXCROCS INC	116,508	$1.5M	1.80%	Put
20	DECKDECKERS OUTDOOR CORP	5,835	$1.5M	1.79%	Put
21	S9QSPIRIT AEROSYSTEMS HLDGS INC	141,495	$1.5M	1.75%	Put
22	GLWCORNING INC	104,024	$1.4M	1.74%	Put
23	BHFBRIGHTHOUSE FINL INC	35,267	$1.4M	1.73%	Put
24	BUSDBARNES GROUP INC	46,010	$1.4M	1.72%	Put
25	AMRALPHA METALLURGICAL RESOUR I	10,990	$1.4M	1.70%	Put
26	OKEONEOK INC NEW	57,837	$1.4M	1.70%	Put
27	WRKUSDWESTROCK CO	34,557	$1.4M	1.65%	Put
28	MSFTMICROSOFT CORP	4,991,169	$1.4M	1.65%	Put
29	DDSDILLARDS INC	19,495	$1.4M	1.64%	Put
30	TOSTTOAST INC	237,178	$1.4M	1.63%	Put
31	SMGSCOTTS MIRACLE-GRO CO	17,090	$1.4M	1.62%	Put
32	AAPLAPPLE INC	8,897,894	$1.3M	1.59%	Put
33	VNOVORNADO RLTY TR	112,232	$1.3M	1.56%	Put
34	MOMOHELLO GROUP INC	255,970	$1.3M	1.55%	Put
35	BYNDBEYOND MEAT INC	71,280	$1.3M	1.53%	Put
36	TRUPTRUPANION INC	39,983	$1.2M	1.49%	Put
37	COMPCOMPASS INC	343,595	$1.2M	1.49%	Put
38	VMCVULCAN MATLS CO	8,657	$1.2M	1.47%	Put
39	FCELCHFFUELCELL ENERGY INC	632,831	$1.2M	1.47%	Put
40	IQIQIYI INC	288,200	$1.2M	1.45%	Put
41	OLEDUNIVERSAL DISPLAY CORP	12,000	$1.2M	1.44%	Put
42	CPRTCOPART INC	10,997	$1.2M	1.43%	Put
43	IDXXIDEXX LABS INC	3,400	$1.2M	1.43%	Put
44	AWNADVANCE AUTO PARTS INC	19,109	$1.2M	1.41%	Put
45	8CWCROWN CASTLE INTL CORP NEW	6,800	$1.1M	1.37%	Put
46	WEPMAGELLAN MIDSTREAM PRTNRS LP	23,747	$1.1M	1.36%	Put
47	FTCHQFARFETCH LTD	157,982	$1.1M	1.36%	Put
48	EVGOEVGO INC	187,800	$1.1M	1.35%	Put
49	EEMISHARES TR	12,998,690	$1.1M	1.35%	Put
50	TQJSIGNATURE BK NEW YORK N Y	76,675	$1.1M	1.34%	Put
51	IMCRIMMUNOCORE HLDGS PLC	29,656	$1.1M	1.32%	Put
52	IPOAGBPVIRGIN GALACTIC HOLDINGS INC	179,399	$1.1M	1.29%	Put
53	SPXCSPX CORP	20,332,900	$1.1M	1.29%	Put
54	GMEGAMESTOP CORP NEW	48,964	$1.1M	1.27%	Put
55	ONONON HLDG AG	60,000	$1.1M	1.27%	Put
56	—SOCIAL CAPITAL HEDOSOPHA HLD	334,150	$1.1M	1.27%	Put
57	SABRSABRE CORP	180,525	$1.1M	1.26%	Put
58	WRBYWARBY PARKER INC	93,443	$1.1M	1.26%	Put
59	DBAINVESCO DB MULTI-SECTOR COMM	51,321	$1.0M	1.25%	Call
60	CRSRCORSAIR GAMING INC	184,050	$1.0M	1.25%	Put
61	NCLHNORWEGIAN CRUISE LINE HLDG L	5,928,912	$1.0M	1.24%	Put
62	—NICE SYS INC	5,317,000	$1.0M	1.23%
63	TRGPTARGA RES CORP	93,324	$1.0M	1.22%	Put
64	ZEN1EURZENDESK INC	321,264	$1.0M	1.21%	Put
65	PLBYPLBY GROUP INC	157,879	$1.0M	1.21%	Put
66	MLCOMELCO RESORTS AND ENTMNT LTD	174,936	$1.0M	1.21%	Call
67	FICOFAIR ISAAC CORP	2,500	$1.0M	1.20%	Put
68	KBESPDR SER TR	175,762	$1.0M	1.20%	Put
69	—TPG PACE BENEFICIAL II CORP	102,750	$1.0M	1.20%
70	ESPRESPERION THERAPEUTICS INC NE	157,300	$1.0M	1.20%	Call
71	AMZNAMAZON COM INC	9,403,500	$999K	1.20%	Put
72	EPREPR PPTYS	85,204	$998K	1.20%	Put
73	COTYCOTY INC	838,100	$996K	1.19%	Put
74	ABGAMERISOURCEBERGEN CORP	17,227	$994K	1.19%	Put
75	CAKE 0.375 06/15/26CHEESECAKE FACTORY INC	519,019	$992K	1.19%	Put
76	XELXCEL ENERGY INC	14,000	$991K	1.19%	Call
77	AGLAGILON HEALTH INC	45,368	$990K	1.19%	Put
78	—NORTHERN STAR INVEST CORP IV	100,524	$985K	1.18%
79	IWFISHARES TR	14,487	$983K	1.18%	Put
80	DKNGDRAFTKINGS INC NEW	239,600	$983K	1.18%	Put
81	OPHTEURIVERIC BIO INC	102,053	$982K	1.18%
82	—LERER HIPPEAU ACQUISITION CO	100,282	$981K	1.17%
83	IBMINTERNATIONAL BUSINESS MACHS	226,973	$981K	1.17%	Put
84	—KKR ACQUISITION HOLDING I CO	100,000	$979K	1.17%
85	CRSPCRISPR THERAPEUTICS AG	108,900	$979K	1.17%	Put
86	GTGOODYEAR TIRE & RUBR CO	91,047	$974K	1.17%	Put
87	CHGGCHEGG INC	207,400	$969K	1.16%	Put
88	AYX 0.5 08/01/24ALTERYX INC	20,000,000	$968K	1.16%
89	TELLEURTELLURIAN INC NEW	324,858	$968K	1.16%	Put
90	DSPVIANT TECHNOLOGY INC	190,041	$965K	1.16%	Put
91	DPZDOMINOS PIZZA INC	38,036	$963K	1.15%	Put
92	BUDANHEUSER BUSCH INBEV SA/NV	17,800	$957K	1.15%	Put
93	REGNREGENERON PHARMACEUTICALS	18,201	$955K	1.14%	Put
94	KMXCARMAX INC	657,084	$945K	1.13%	Put
95	WSMWILLIAMS SONOMA INC	162,745	$943K	1.13%	Put
96	HOGHARLEY DAVIDSON INC	156,103	$936K	1.12%	Put
97	AERAERCAP HOLDINGS NV	22,992	$936K	1.12%	Put
98	ALKALASKA AIR GROUP INC	23,303	$933K	1.12%	Put
99	—ZENDESK INC	12,500,000	$926K	1.11%
100	TALTAL EDUCATION GROUP	189,715	$924K	1.11%	Put

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