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
101	DLTRDOLLAR TREE INC	377,177	$36.1M	0.13%	Put
102	ALLYALLY FINL INC	699,600	$35.7M	0.13%	Put
103	BBBYEURBED BATH & BEYOND INC	2,061,944	$35.6M	0.13%	Put
104	ACNACCENTURE PLC IRELAND	110,111	$35.2M	0.12%	Put
105	PLAYDAVE & BUSTERS ENTMT INC	898,837	$34.4M	0.12%	Put
106	ARANTERO RESOURCES CORP	1,819,953	$34.2M	0.12%	Put
107	CRSPCRISPR THERAPEUTICS AG	302,967	$33.9M	0.12%	Put
108	EPDENTERPRISE PRODS PARTNERS L	1,559,471	$33.7M	0.12%	Put
109	BMYBRISTOL-MYERS SQUIBB CO	564,100	$33.4M	0.12%	Put
110	ARKGARK ETF TR	443,897	$33.2M	0.12%	Put
111	ADMARCHER DANIELS MIDLAND CO	539,400	$32.4M	0.11%	Put
112	CDNSCADENCE DESIGN SYSTEM INC	210,371	$31.9M	0.11%	Put
113	BKRBAKER HUGHES COMPANY	1,265,609	$31.3M	0.11%	Put
114	ABTABBOTT LABS	262,352	$31.0M	0.11%	Put
115	ELVANTHEM INC	80,300	$29.9M	0.11%	Put
116	AMCAMC ENTMT HLDGS INC	756,843	$28.8M	0.10%	Put
117	CCKCROWN HLDGS INC	279,100	$28.1M	0.10%	Put
118	APDAIR PRODS & CHEMS INC	106,845	$27.4M	0.10%	Put
119	BLKCHFBLACKROCK INC	32,600	$27.3M	0.10%	Put
120	CCCHEMOURS CO	934,000	$27.1M	0.10%	Put
121	BBYBEST BUY INC	253,500	$26.8M	0.09%	Put
122	BBWIBATH & BODY WORKS INC	422,529	$26.6M	0.09%	Put
123	AZNASTRAZENECA PLC	425,377	$25.5M	0.09%	Put
124	—CREE INC	311,400	$25.1M	0.09%	Put
125	EHTHEHEALTH INC	600,500	$24.3M	0.09%	Put
126	AEEAMEREN CORP	298,500	$24.2M	0.09%	Put
127	DISH 2.375 03/15/24DISH NETWORK CORPORATION	25,000,000	$23.9M	0.08%
128	AAWWUSDATLAS AIR WORLDWIDE HLDGS IN	290,700	$23.7M	0.08%	Put
129	CFCF INDS HLDGS INC	408,273	$22.8M	0.08%	Put
130	CGCARLYLE GROUP INC	480,100	$22.7M	0.08%	Call
131	AEPAMERICAN ELEC PWR CO INC	277,149	$22.5M	0.08%	Put
132	AVYAUSDAVAYA HLDGS CORP	1,135,383	$22.5M	0.08%	Put
133	BBBLACKBERRY LTD	2,292,592	$22.3M	0.08%	Put
134	ETENERGY TRANSFER L P	2,315,477	$22.2M	0.08%	Put
135	—CREE INC	12,000,000	$21.7M	0.08%
136	CVACCUREVAC N V	388,090	$21.2M	0.07%	Put
137	CLXCLOROX CO DEL	124,735	$20.7M	0.07%	Put
138	CARRCARRIER GLOBAL CORPORATION	398,400	$20.6M	0.07%	Put
139	BCBRUNSWICK CORP	212,938	$20.3M	0.07%	Put
140	MOALTRIA GROUP INC	437,300	$19.9M	0.07%	Put
141	DUKDUKE ENERGY CORP NEW	203,927	$19.9M	0.07%	Put
142	BSXBOSTON SCIENTIFIC CORP	458,199	$19.9M	0.07%	Put
143	AYX 0.5 08/01/24ALTERYX INC	20,000,000	$19.1M	0.07%
144	EWEDWARDS LIFESCIENCES CORP	167,376	$18.9M	0.07%	Put
145	CMICUMMINS INC	79,596	$17.9M	0.06%	Put
146	CTRACABOT OIL & GAS CORP	802,719	$17.5M	0.06%	Put
147	MTARCELORMITTAL SA LUXEMBOURG	578,700	$17.5M	0.06%	Put
148	CMCANADIAN IMP BK COMM	149,274	$16.6M	0.06%	Put
149	BBIOBRIDGEBIO PHARMA INC	352,671	$16.5M	0.06%	Put
150	CROXCROCS INC	112,452	$16.1M	0.06%	Put
151	BALLBALL CORP	173,689	$15.6M	0.06%	Put
152	—CLEVELAND-CLIFFS INC NEW	7,500,000	$15.5M	0.05%
153	CALYCALLAWAY GOLF CO	530,700	$14.7M	0.05%	Put
154	CAHCARDINAL HEALTH INC	295,542	$14.6M	0.05%	Put
155	DOMODOMO INC	170,000	$14.4M	0.05%	Call
156	APAAPA CORPORATION	665,300	$14.3M	0.05%	Put
157	AONAON PLC	48,149	$13.8M	0.05%	Put
158	ABT2EURABSOLUTE SOFTWARE CORP	1,249,547	$13.7M	0.05%	Put
159	CIENCIENA CORP	261,438	$13.4M	0.05%	Put
160	EMREMERSON ELEC CO	142,100	$13.4M	0.05%	Put
161	AXNX*AXONICS INC	202,000	$13.1M	0.05%	Put
162	—BUNGE LIMITED	158,900	$12.9M	0.05%	Put
163	CTXSEURCITRIX SYS INC	119,952	$12.9M	0.05%	Put
164	BDXBECTON DICKINSON & CO	50,477	$12.4M	0.04%	Put
165	AMHAMERICAN HOMES 4 RENT	321,293	$12.2M	0.04%	Put
166	AFWALIGN TECHNOLOGY INC	18,286	$12.2M	0.04%	Call
167	BLMNBLOOMIN BRANDS INC	484,600	$12.1M	0.04%	Put
168	ARKFARK ETF TR	240,000	$11.8M	0.04%	Put
169	AVYA 2.25 06/15/23AVAYA HLDGS CORP	10,629,000	$11.7M	0.04%
170	CITCINTAS CORP	29,889	$11.4M	0.04%	Put
171	CA8ACACI INTL INC	42,112	$11.0M	0.04%
172	BILLBILL COM HLDGS INC	40,650	$10.9M	0.04%	Put
173	ARRUSDARMOUR RESIDENTIAL REIT INC	1,000,491	$10.8M	0.04%	Put
174	CWHCAMPING WORLD HLDGS INC	271,904	$10.6M	0.04%	Put
175	EDITEDITAS MEDICINE INC	250,738	$10.3M	0.04%	Put
176	AEOAMERICAN EAGLE OUTFITTERS IN	389,154	$10.0M	0.04%	Put
177	CFGCITIZENS FINL GROUP INC	213,500	$10.0M	0.04%	Put
178	ASHRDBX ETF TR	263,201	$10.0M	0.04%	Put
179	AXONAXON ENTERPRISE INC	57,000	$10.0M	0.04%	Put
180	AMBAAMBARELLA INC	63,903	$10.0M	0.04%	Put
181	ABRARBOR REALTY TRUST INC	536,254	$9.9M	0.03%	Put
182	CGCCANOPY GROWTH CORP	702,900	$9.7M	0.03%	Put
183	DIDIYDIDI GLOBAL INC	1,240,147	$9.7M	0.03%	Put
184	ARGXARGENX SE	31,500	$9.5M	0.03%	Call
185	PLCECHILDRENS PL INC NEW	124,362	$9.4M	0.03%	Put
186	CBOECBOE GLOBAL MKTS INC	73,700	$9.1M	0.03%	Put
187	CSXCSX CORP	293,880	$8.7M	0.03%	Put
188	CYBRCYBERARK SOFTWARE LTD	55,357	$8.7M	0.03%	Put
189	DDDUPONT DE NEMOURS INC	128,200	$8.7M	0.03%	Put
190	FUNCEDAR FAIR L P	187,600	$8.7M	0.03%	Call
191	AERAERCAP HOLDINGS NV	150,000	$8.7M	0.03%	Put
192	ALKALASKA AIR GROUP INC	146,400	$8.6M	0.03%	Put
193	BKBANK NEW YORK MELLON CORP	165,117	$8.6M	0.03%	Put
194	DECKDECKERS OUTDOOR CORP	23,523	$8.5M	0.03%	Put
195	XRAYDENTSPLY SIRONA INC	145,900	$8.5M	0.03%	Put
196	CPNGCOUPANG INC	303,189	$8.4M	0.03%	Put
197	8CWCROWN CASTLE INTL CORP NEW	48,362	$8.4M	0.03%	Put
198	EXEEZCHESAPEAKE ENERGY CORP	254,574	$8.3M	0.03%
199	CERNCHFCERNER CORP	114,899	$8.1M	0.03%	Put
200	—AMERICAN NATIONAL GROUP INC	42,800	$8.1M	0.03%	Call

PreviousPage 2 of 5Next