Parallax Volatility Advisers, L.P. Q3 2021 Filing

Filed November 15, 2021

Portfolio Value

$28.4B

Holdings

459

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (459 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AMZNAMAZON COM INC	957,665	$215.3M	0.76%	Put
2	BKNGBOOKING HOLDINGS INC	251,365	$183.2M	0.64%	Put
3	GOOGLALPHABET INC	599,964	$133.5M	0.47%	Put
4	CMGCHIPOTLE MEXICAN GRILL INC	108,432	$99.0M	0.35%	Put
5	GOOGALPHABET INC	337,026	$95.2M	0.34%	Put
6	AMATAPPLIED MATLS INC	5,553,807	$82.9M	0.29%	Put
7	BABOEING CO	3,663,244	$78.8M	0.28%	Put
8	ADBEADOBE SYSTEMS INCORPORATED	952,912	$69.5M	0.24%	Put
9	EAELECTRONIC ARTS INC	1,064,114	$58.9M	0.21%	Put
10	COPCONOCOPHILLIPS	4,452,900	$56.0M	0.20%	Put
11	TEAMATLASSIAN CORP PLC	509,814	$53.5M	0.19%	Put
12	BYNDBEYOND MEAT INC	3,446,124	$50.9M	0.18%	Put
13	CVXCHEVRON CORP NEW	3,535,600	$49.0M	0.17%	Put
14	CATCATERPILLAR INC	661,200	$47.2M	0.17%	Put
15	CZRCAESARS ENTERTAINMENT INC NE	1,074,841	$45.6M	0.16%	Put
16	BXBLACKSTONE INC	1,074,800	$44.8M	0.16%	Put
17	AVGOBROADCOM INC	676,654	$43.8M	0.15%	Put
18	BACBK OF AMERICA CORP	12,609,200	$43.1M	0.15%	Put
19	APPSDIGITAL TURBINE INC	911,721	$41.7M	0.15%	Put
20	AAALCOA CORP	1,962,600	$40.9M	0.14%	Put
21	BIDUNBAIDU INC	3,903,391	$40.0M	0.14%	Put
22	AIGAMERICAN INTL GROUP INC	1,289,202	$39.6M	0.14%	Put
23	DFSEURDISCOVER FINL SVCS	581,300	$39.5M	0.14%	Put
24	COFCAPITAL ONE FINL CORP	1,075,408	$39.4M	0.14%	Put
25	DVNDEVON ENERGY CORP NEW	2,678,800	$36.6M	0.13%	Put
26	DOCUDOCUSIGN INC	1,274,441	$36.6M	0.13%	Put
27	COSTCOSTCO WHSL CORP NEW	753,779	$35.6M	0.13%	Put
28	AAPLAPPLE INC	13,358,412	$35.3M	0.12%	Put
29	AXPAMERICAN EXPRESS CO	1,269,600	$33.9M	0.12%	Put
30	ENPHENPHASE ENERGY INC	620,771	$32.4M	0.11%	Put
31	DKNG1USDDRAFTKINGS INC	4,717,627	$31.8M	0.11%	Put
32	CHTRCHARTER COMMUNICATIONS INC N	252,391	$31.8M	0.11%	Put
33	TRVCCITIGROUP INC	12,650,344	$30.5M	0.11%	Put
34	BPBP PLC	1,836,700	$30.4M	0.11%	Put
35	DC4DEXCOM INC	167,969	$29.7M	0.10%	Put
36	KMXCARMAX INC	324,614	$29.0M	0.10%	Put
37	BBBYEURBED BATH & BEYOND INC	2,061,944	$27.2M	0.10%	Put
38	AALAMERICAN AIRLS GROUP INC	16,823,905	$27.0M	0.09%	Put
39	EBAEBAY INC.	1,078,300	$26.8M	0.09%	Put
40	AZOAUTOZONE INC	31,242	$26.5M	0.09%	Put
41	DISDISNEY WALT CO	2,418,955	$26.5M	0.09%	Put
42	DKSDICKS SPORTING GOODS INC	367,100	$26.1M	0.09%	Put
43	DLTRDOLLAR TREE INC	377,177	$25.2M	0.09%	Put
44	DASHDOORDASH INC	962,200	$24.9M	0.09%	Put
45	AMDADVANCED MICRO DEVICES INC	13,413,400	$24.9M	0.09%	Put
46	ABNBAIRBNB INC	1,410,800	$24.9M	0.09%	Put
47	CCLCARNIVAL CORP	12,632,275	$24.5M	0.09%	Put
48	ADSKAUTODESK INC	248,454	$24.3M	0.09%	Put
49	DHID R HORTON INC	1,075,407	$22.4M	0.08%	Put
50	PLAYDAVE & BUSTERS ENTMT INC	898,837	$20.9M	0.07%	Put
51	DOWDOW INC	1,020,238	$20.6M	0.07%	Put
52	ATVIEURACTIVISION BLIZZARD INC	2,357,539	$20.6M	0.07%	Put
53	DRIDARDEN RESTAURANTS INC	292,606	$20.3M	0.07%	Put
54	ADIANALOG DEVICES INC	929,239	$20.0M	0.07%	Put
55	COUPEURCOUPA SOFTWARE INC	347,171	$18.4M	0.06%	Put
56	CFCF INDS HLDGS INC	408,273	$18.2M	0.06%	Put
57	BLKCHFBLACKROCK INC	32,600	$18.0M	0.06%	Put
58	CVNACARVANA CO	1,892,400	$17.9M	0.06%	Put
59	CHWYCHEWY INC	2,789,076	$17.4M	0.06%	Put
60	DPZDOMINOS PIZZA INC	88,700	$17.4M	0.06%	Put
61	COINCOINBASE GLOBAL INC	582,892	$17.2M	0.06%	Put
62	STZCONSTELLATION BRANDS INC	172,063	$16.7M	0.06%	Put
63	FANGDIAMONDBACK ENERGY INC	1,954,800	$16.5M	0.06%	Put
64	CPRICAPRI HOLDINGS LIMITED	863,947	$14.8M	0.05%	Put
65	BBYBEST BUY INC	253,500	$13.6M	0.05%	Put
66	ACNACCENTURE PLC IRELAND	110,111	$12.6M	0.04%	Put
67	MOALTRIA GROUP INC	437,300	$11.6M	0.04%	Put
68	CSCOCISCO SYS INC	4,324,380	$11.6M	0.04%	Put
69	CLXCLOROX CO DEL	124,735	$11.2M	0.04%	Put
70	DALDELTA AIR LINES INC DEL	3,533,498	$11.1M	0.04%	Put
71	CDNSCADENCE DESIGN SYSTEM INC	210,371	$11.1M	0.04%	Put
72	DEDEERE & CO	118,123	$10.9M	0.04%	Put
73	DELLDELL TECHNOLOGIES INC	778,508	$10.1M	0.04%	Put
74	CVSCVS HEALTH CORP	1,776,300	$10.1M	0.04%	Put
75	AEOAMERICAN EAGLE OUTFITTERS IN	389,154	$10.0M	0.04%	Put
76	MMM3M CO	693,200	$9.8M	0.03%	Put
77	CTXSEURCITRIX SYS INC	119,952	$9.7M	0.03%	Put
78	CLFCLEVELAND-CLIFFS INC NEW	2,229,900	$9.6M	0.03%	Put
79	ELVANTHEM INC	80,300	$9.5M	0.03%	Put
80	CMCSACOMCAST CORP NEW	4,216,820	$9.1M	0.03%	Put
81	BRK/BBERKSHIRE HATHAWAY INC DEL	827,223	$9.1M	0.03%	Put
82	AMTAMERICAN TOWER CORP NEW	249,700	$9.0M	0.03%	Put
83	ABBVABBVIE INC	1,352,900	$8.8M	0.03%	Put
84	AONAON PLC	48,149	$8.6M	0.03%	Put
85	ABXBARRICK GOLD CORP	3,807,994	$8.5M	0.03%	Put
86	CWHCAMPING WORLD HLDGS INC	271,904	$8.3M	0.03%	Put
87	AFRMAFFIRM HLDGS INC	848,800	$8.1M	0.03%	Put
88	BNTXBIONTECH SE	398,328	$8.1M	0.03%	Put
89	CITCINTAS CORP	29,889	$8.0M	0.03%	Put
90	BIIBBIOGEN INC	366,658	$7.7M	0.03%	Put
91	KOCOCA COLA CO	1,139,300	$7.5M	0.03%	Put
92	ASOACADEMY SPORTS & OUTDOORS IN	1,355,800	$7.5M	0.03%	Put
93	CIENCIENA CORP	261,438	$7.5M	0.03%	Put
94	APAAPA CORPORATION	665,300	$7.2M	0.03%	Put
95	CNCCENTENE CORP DEL	1,534,400	$7.1M	0.02%	Put
96	AKAMAKAMAI TECHNOLOGIES INC	561,603	$7.0M	0.02%	Put
97	BBWIBATH & BODY WORKS INC	422,529	$7.0M	0.02%	Put
98	BMYBRISTOL-MYERS SQUIBB CO	564,100	$6.9M	0.02%	Put
99	ABTABBOTT LABS	262,352	$6.9M	0.02%	Put
100	ADPAUTOMATIC DATA PROCESSING IN	34,039	$6.8M	0.02%	Put

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