Parallax Volatility Advisers, L.P. Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$86.7B

Holdings

980

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (980 positions)

#	Stock	Shares	Value	% Portfolio	Type
201	—CHANGE HEALTHCARE INC	655,950	$39.4M	0.05%
202	CNCCENTENE CORP DEL	616,033	$38.7M	0.04%	Put
203	XLVSELECT SECTOR SPDR TR	377,410	$38.4M	0.04%	Put
204	OXYOCCIDENTAL PETE CORP	931,971	$38.4M	0.04%	Put
205	LNGCHENIERE ENERGY INC	628,167	$38.4M	0.04%	Put
206	AIGAMERICAN INTL GROUP INC	744,110	$38.2M	0.04%	Put
207	AFLAFLAC INC	720,990	$38.1M	0.04%	Put
208	SIVBEURSVB FINL GROUP	149,728	$37.6M	0.04%	Put
209	TSMTAIWAN SEMICONDUCTOR MFG LTD	643,716	$37.4M	0.04%	Put
210	HBC2HSBC HLDGS PLC	951,166	$37.2M	0.04%	Put
211	XLBSELECT SECTOR SPDR TR	598,322	$36.8M	0.04%	Put
212	NEENEXTERA ENERGY INC	150,918	$36.5M	0.04%	Put
213	ZZILLOW GROUP INC	794,240	$36.5M	0.04%	Put
214	BERYEURBERRY GLOBAL GROUP INC	760,076	$36.1M	0.04%	Put
215	DLTRDOLLAR TREE INC	382,512	$36.0M	0.04%	Put
216	TWLOTWILIO INC	363,065	$35.7M	0.04%	Put
217	OSVEURVANECK VECTORS ETF TRUST	2,678,093	$35.5M	0.04%	Put
218	DPZDOMINOS PIZZA INC	119,404	$35.1M	0.04%	Put
219	SMHVANECK VECTORS ETF TRUST	246,714	$34.9M	0.04%	Put
220	FSLRFIRST SOLAR INC	611,257	$34.2M	0.04%	Put
221	PXDEURPIONEER NAT RES CO	223,704	$33.9M	0.04%	Put
222	IACIEURIAC INTERACTIVECORP	134,371	$33.5M	0.04%	Put
223	—MYLAN N V	1,639,714	$33.0M	0.04%	Put
224	UTXZUNITED TECHNOLOGIES CORP	219,333	$32.9M	0.04%	Put
225	AFWALIGN TECHNOLOGY INC	117,536	$32.8M	0.04%	Put
226	FFORD MTR CO DEL	3,526,686	$32.8M	0.04%	Put
227	XLCSELECT SECTOR SPDR TR	602,784	$32.3M	0.04%	Put
228	GDXJVANECK VECTORS ETF TRUST	759,438	$32.1M	0.04%	Put
229	NEE 4.872 09/01/22NEXTERA ENERGY INC	625,315	$32.1M	0.04%
230	0VVBVIACOMCBS INC	762,091	$32.0M	0.04%	Put
231	PSAPUBLIC STORAGE	148,449	$31.6M	0.04%	Put
232	EBAEBAY INC	871,636	$31.5M	0.04%	Put
233	DOCUDOCUSIGN INC	424,538	$31.5M	0.04%	Put
234	HASHASBRO INC	293,816	$31.0M	0.04%	Put
235	RGLDROYAL GOLD INC	253,398	$31.0M	0.04%	Put
236	GISGENERAL MLS INC	577,634	$30.9M	0.04%	Put
237	SYFSYNCHRONY FINL	839,251	$30.2M	0.03%	Put
238	IYRISHARES TR	323,716	$30.1M	0.03%	Put
239	ELVANTHEM INC	98,707	$29.8M	0.03%	Put
240	SCHWTHE CHARLES SCHWAB CORPORATI	625,745	$29.8M	0.03%	Put
241	USBUS BANCORP DEL	494,086	$29.3M	0.03%	Put
242	IBBISHARES TR	242,773	$29.3M	0.03%	Put
243	HOLXHOLOGIC INC	559,583	$29.2M	0.03%	Put
244	7HPHP INC	1,420,933	$29.2M	0.03%	Put
245	ILMNILLUMINA INC	86,919	$28.8M	0.03%	Put
246	CLVTRIP COM GROUP LTD	854,104	$28.6M	0.03%	Put
247	NUENUCOR CORP	508,573	$28.6M	0.03%	Put
248	REGNREGENERON PHARMACEUTICALS	76,139	$28.6M	0.03%	Put
249	9990302DAPACHE CORP	1,112,360	$28.5M	0.03%	Put
250	—GRUBHUB INC	577,444	$28.1M	0.03%	Put
251	MSGSMADISON SQUARE GARDEN CO NEW	95,020	$28.0M	0.03%	Put
252	COUPEURCOUPA SOFTWARE INC	188,675	$27.6M	0.03%	Put
253	ADPAUTOMATIC DATA PROCESSING IN	161,644	$27.6M	0.03%	Put
254	—CENTERPOINT ENERGY INC	564,608	$27.5M	0.03%
255	TMUST MOBILE US INC	349,538	$27.4M	0.03%	Put
256	BKLNINVESCO EXCHNG TRADED FD TR	1,189,717	$27.1M	0.03%	Put
257	BSXBOSTON SCIENTIFIC CORP	595,219	$26.9M	0.03%	Put
258	DHID R HORTON INC	504,000	$26.6M	0.03%	Put
259	AMTAMERICAN TOWER CORP NEW	115,230	$26.5M	0.03%	Put
260	LNWOSCIENTIFIC GAMES CORP	984,872	$26.4M	0.03%	Put
261	STLAFIAT CHRYSLER AUTOMOBILES N	1,784,123	$26.2M	0.03%	Put
262	ETENERGY TRANSFER LP	2,023,193	$26.0M	0.03%	Call
263	ABXBARRICK GOLD CORPORATION	1,379,811	$25.7M	0.03%	Put
264	PZZAPAPA JOHNS INTL INC	398,728	$25.2M	0.03%	Put
265	YUMCYUM CHINA HLDGS INC	522,491	$25.1M	0.03%	Put
266	ELLAUDER ESTEE COS INC	120,638	$24.9M	0.03%	Put
267	MGMMGM RESORTS INTERNATIONAL	741,980	$24.7M	0.03%	Put
268	INCYINCYTE CORP	279,275	$24.4M	0.03%	Put
269	KELKELLOGG CO	352,388	$24.4M	0.03%	Put
270	EIXEDISON INTL	322,471	$24.3M	0.03%	Put
271	STAASTAAR SURGICAL CO	686,646	$24.1M	0.03%	Put
272	OLEDUNIVERSAL DISPLAY CORP	115,539	$23.8M	0.03%	Put
273	CIENCIENA CORP	555,786	$23.7M	0.03%	Put
274	KSSKOHLS CORP	465,561	$23.7M	0.03%	Put
275	—RINGCENTRAL INC	11,600,000	$23.7M	0.03%
276	HESHESS CORP	350,568	$23.4M	0.03%	Put
277	BLKCHFBLACKROCK INC	46,164	$23.2M	0.03%	Put
278	CLCOLGATE PALMOLIVE CO	334,407	$23.0M	0.03%	Put
279	PRUPRUDENTIAL FINL INC	242,773	$22.8M	0.03%	Put
280	AEMAGNICO EAGLE MINES LTD	369,097	$22.7M	0.03%	Put
281	PHMPULTE GROUP INC	584,789	$22.7M	0.03%	Put
282	TPDTEMPUR SEALY INTL INC	260,215	$22.7M	0.03%	Put
283	DGDOLLAR GEN CORP NEW	143,330	$22.4M	0.03%	Put
284	GLWCORNING INC	758,318	$22.1M	0.03%	Put
285	MDLZMONDELEZ INTL INC	397,050	$21.9M	0.03%	Put
286	CMICUMMINS INC	121,620	$21.8M	0.03%	Put
287	XRTSPDR SERIES TRUST	469,992	$21.6M	0.02%	Put
288	TIFEURTIFFANY & CO NEW	161,361	$21.6M	0.02%	Put
289	ISRGINTUITIVE SURGICAL INC	36,459	$21.5M	0.02%	Put
290	DDDUPONT DE NEMOURS INC	331,905	$21.3M	0.02%	Put
291	XMESPDR SERIES TRUST	725,491	$21.3M	0.02%	Put
292	CPRICAPRI HOLDINGS LIMITED	553,356	$21.1M	0.02%	Put
293	FITBFIFTH THIRD BANCORP	685,037	$21.1M	0.02%	Put
294	UNGUSDUNITED STATES NATL GAS FUND	1,245,998	$21.0M	0.02%	Put
295	LUVSOUTHWEST AIRLS CO	377,796	$20.4M	0.02%	Put
296	ETRAE TRADE FINANCIAL CORP	449,369	$20.4M	0.02%	Put
297	KLACKLA CORPORATION	114,349	$20.4M	0.02%	Put
298	CNPCENTERPOINT ENERGY INC	744,311	$20.3M	0.02%	Put
299	USX1UNITED STATES STL CORP NEW	1,764,356	$20.1M	0.02%	Put
300	RTN1USDRAYTHEON CO	90,283	$19.8M	0.02%	Put

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