Parallax Volatility Advisers, L.P. Q3 2020 Filing

Filed November 13, 2020

Portfolio Value

$135.0B

Holdings

1,212

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (1,212 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	FISFIDELITY NATL INFORMATION SV	154,158	$22.7B	16.81%	Put
402	APOEURAPOLLO GLOBAL MGMT INC	504,639	$22.6B	16.73%	Put
403	OREALTY INCOME CORP	370,048	$22.5B	16.65%	Put
404	PGRPROGRESSIVE CORP	235,246	$22.3B	16.50%	Put
405	LYVLIVE NATION ENTERTAINMENT IN	412,650	$22.2B	16.47%	Put
406	OXYOCCIDENTAL PETE CORP	2,198,861	$22.0B	16.30%	Put
407	RDFNREDFIN CORP	438,646	$21.9B	16.23%	Put
408	DUKDUKE ENERGY CORP NEW	246,869	$21.9B	16.20%	Put
409	KMBKIMBERLY CLARK CORP	147,094	$21.7B	16.11%	Put
410	ECPGENCORE CAP GROUP INC	553,900	$21.4B	15.84%	Put
411	AVYAUSDAVAYA HLDGS CORP	1,389,094	$21.1B	15.64%	Put
412	DBXDROPBOX INC	1,087,014	$20.9B	15.51%	Put
413	—MYLAN NV	1,405,727	$20.8B	15.44%	Put
414	RACEFERRARI N V	112,965	$20.8B	15.40%	Put
415	BURLBURLINGTON STORES INC	100,667	$20.7B	15.37%	Put
416	ESTCELASTIC N V	191,102	$20.6B	15.28%	Put
417	SRESEMPRA ENERGY	173,959	$20.6B	15.26%	Put
418	BBBYEURBED BATH & BEYOND INC	1,374,056	$20.6B	15.23%	Put
419	MSCIMSCI INC	57,609	$20.6B	15.23%	Put
420	—STAMPS COM INC	84,262	$20.3B	15.04%	Put
421	IGVISHARES TR	65,211	$20.3B	15.03%	Put
422	NETCLOUDFLARE INC	489,939	$20.1B	14.90%	Put
423	LNWOSCIENTIFIC GAMES CORP	565,122	$19.7B	14.62%	Call
424	ONON SEMICONDUCTOR CORP	908,094	$19.7B	14.59%	Put
425	CCCHEMOURS CO	937,215	$19.6B	14.52%	Put
426	NVCRNOVOCURE LTD	176,051	$19.6B	14.52%	Put
427	TECK/BTECK RESOURCES LTD	1,405,693	$19.6B	14.50%	Put
428	XMESPDR SER TR	838,582	$19.5B	14.44%	Put
429	LKQ1LKQ CORP	701,202	$19.4B	14.41%	Call
430	FANGDIAMONDBACK ENERGY INC	629,270	$19.0B	14.04%	Put
431	VENVENTAS INC	451,543	$18.9B	14.04%	Put
432	ABGAMERISOURCEBERGEN CORP	186,570	$18.1B	13.40%	Put
433	EHTHEHEALTH INC	227,669	$18.0B	13.33%	Put
434	CHGGCHEGG INC	246,452	$17.6B	13.04%	Put
435	VOOVANGUARD INDEX FDS	57,115	$17.6B	13.02%	Put
436	VIPSVIPSHOP HOLDINGS LIMITED	1,122,354	$17.6B	13.01%	Put
437	CUCAAVIS BUDGET GROUP	664,124	$17.5B	12.95%	Put
438	XHBSPDR SER TR	324,261	$17.5B	12.94%	Put
439	ETENERGY TRANSFER LP	3,211,299	$17.4B	12.90%	Put
440	CIENCIENA CORP	435,937	$17.3B	12.83%	Put
441	KWEBKRANESHARES TR	252,822	$17.2B	12.77%	Put
442	ALBALBEMARLE CORP	192,111	$17.2B	12.71%	Put
443	—BARCLAYS BANK PLC	683,967	$17.0B	12.62%	Put
444	YETIYETI HLDGS INC	374,958	$17.0B	12.60%	Put
445	IDXXIDEXX LABS INC	43,246	$17.0B	12.60%	Put
446	WMBWILLIAMS COS INC	864,133	$17.0B	12.58%	Put
447	LILI AUTO INC	973,337	$16.9B	12.54%	Put
448	PFSIPENNYMAC FINL SVCS INC NEW	289,807	$16.8B	12.48%	Put
449	HYDVANECK VECTORS ETF TR	280,586	$16.8B	12.43%	Put
450	AAWWUSDATLAS AIR WORLDWIDE HLDGS IN	275,500	$16.8B	12.43%	Put
451	FEYECHFFIREEYE INC	1,351,426	$16.7B	12.36%	Put
452	PPGPPG INDS INC	136,316	$16.6B	12.32%	Put
453	FASTFASTENAL CO	366,355	$16.5B	12.24%	Put
454	TMETENCENT MUSIC ENTMT GROUP	1,118,472	$16.5B	12.24%	Put
455	APTVAPTIV PLC	179,313	$16.4B	12.18%	Put
456	AG8AGILENT TECHNOLOGIES INC	161,030	$16.3B	12.04%	Put
457	TERTERADYNE INC	203,507	$16.2B	11.99%	Put
458	KBHKB HOME	420,794	$16.2B	11.97%	Put
459	SGENEURSEATTLE GENETICS INC	81,958	$16.0B	11.89%	Put
460	—RH	14,000,000	$16.0B	11.84%
461	COUP 0.125 06/15/25COUPA SOFTWARE INC	9,540,000	$16.0B	11.82%
462	HBC2HSBC HLDGS PLC	811,049	$15.9B	11.77%	Put
463	EWEDWARDS LIFESCIENCES CORP	198,952	$15.9B	11.77%	Put
464	HASHASBRO INC	191,616	$15.9B	11.76%	Put
465	PEOEXELON CORP	441,390	$15.8B	11.69%	Put
466	VRSNVERISIGN INC	76,600	$15.7B	11.63%	Put
467	TEVATEVA PHARMACEUTICAL INDS LTD	1,730,760	$15.6B	11.56%	Put
468	CHGG 0.125 03/15/25CHEGG INC	9,750,000	$15.5B	11.49%
469	EWWISHARES INC	459,232	$15.3B	11.35%	Put
470	CAHCARDINAL HEALTH INC	325,725	$15.3B	11.33%	Put
471	HUBSHUBSPOT INC	52,280	$15.3B	11.31%	Put
472	9990302DAPACHE CORP	1,610,976	$15.3B	11.30%	Put
473	ZNGAEURZYNGA INC	1,651,188	$15.1B	11.16%	Put
474	LNGCHENIERE ENERGY INC	324,734	$15.0B	11.14%	Put
475	CDNSCADENCE DESIGN SYSTEM INC	140,727	$15.0B	11.12%	Put
476	VMWEURVMWARE INC	104,180	$15.0B	11.09%	Put
477	CARRCARRIER GLOBAL CORPORATION	489,650	$15.0B	11.08%	Put
478	HIGHARTFORD FINL SVCS GROUP INC	405,441	$14.9B	11.06%	Put
479	CAGCONAGRA BRANDS INC	415,116	$14.8B	10.98%	Put
480	AAALCOA CORP	1,230,602	$14.3B	10.60%	Put
481	FNDFLOOR & DECOR HLDGS INC	191,200	$14.3B	10.60%	Put
482	RLRALPH LAUREN CORP	209,799	$14.3B	10.57%	Put
483	SUISUN CMNTYS INC	101,357	$14.3B	10.56%	Put
484	FRFIRST INDL RLTY TR INC	355,600	$14.2B	10.49%	Put
485	HOMEAT HOME GROUP INC	949,318	$14.1B	10.45%	Put
486	BYDBOYD GAMING CORP	459,704	$14.1B	10.45%	Put
487	—MERITOR INC	13,600,000	$14.0B	10.35%
488	RGLDROYAL GOLD INC	116,215	$14.0B	10.34%	Put
489	BCOVUSDBRIGHTCOVE INC	1,357,481	$13.9B	10.30%	Put
490	ZBHZIMMER BIOMET HOLDINGS INC	101,594	$13.8B	10.25%	Put
491	—SQUARE INC	7,500,000	$13.8B	10.23%
492	NTNXNUTANIX INC	621,506	$13.8B	10.21%	Put
493	KELKELLOGG CO	213,328	$13.8B	10.21%	Put
494	FLT1EURFLEETCOR TECHNOLOGIES INC	57,586	$13.7B	10.16%	Put
495	NUENUCOR CORP	305,834	$13.7B	10.16%	Put
496	RDS/AROYAL DUTCH SHELL PLC	543,850	$13.7B	10.15%	Put
497	PHMPULTE GROUP INC	294,062	$13.6B	10.09%	Put
498	—ENCORE CAP GROUP INC	13,484,000	$13.3B	9.88%
499	CTVACORTEVA INC	461,077	$13.3B	9.84%	Put
500	KBESPDR SER TR	442,486	$13.0B	9.66%	Put

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