Parallax Volatility Advisers, L.P. Q4 2020 Filing

Filed February 16, 2021

Portfolio Value

$36.1B

Holdings

440

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (440 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	25,352,288	$3.4B	9.33%	Put
2	AMZNAMAZON COM INC	617,562	$2.0B	5.58%	Put
3	GOOGALPHABET INC	937,965	$1.6B	4.56%	Put
4	GOOGLALPHABET INC	838,098	$1.5B	4.07%	Put
5	BABAALIBABA GROUP HLDG LTD	5,459,864	$1.3B	3.52%	Put
6	TRVCCITIGROUP INC	20,441,975	$1.3B	3.50%	Put
7	DISDISNEY WALT CO	6,623,344	$1.2B	3.33%	Put
8	AMDADVANCED MICRO DEVICES INC	10,046,985	$921.4M	2.56%	Put
9	CSCOCISCO SYS INC	20,358,896	$911.1M	2.53%	Put
10	ADBEADOBE SYSTEMS INCORPORATED	1,774,308	$887.3M	2.46%	Put
11	BACBK OF AMERICA CORP	26,968,934	$817.4M	2.27%	Put
12	BKNGBOOKING HOLDINGS INC	362,277	$806.9M	2.24%	Put
13	BRK/BBERKSHIRE HATHAWAY INC DEL	2,602,710	$603.5M	1.67%	Put
14	CATCATERPILLAR INC	3,044,368	$554.1M	1.54%	Put
15	AVGOBROADCOM INC	1,163,852	$509.6M	1.41%	Put
16	BABOEING CO	2,325,426	$497.8M	1.38%	Put
17	CVXCHEVRON CORP NEW	5,721,607	$483.2M	1.34%	Put
18	AMATAPPLIED MATLS INC	5,529,410	$477.2M	1.32%	Put
19	CVNACARVANA CO	1,939,035	$464.5M	1.29%	Put
20	CMGCHIPOTLE MEXICAN GRILL INC	331,178	$459.3M	1.27%	Put
21	BIDUNBAIDU INC	2,117,173	$457.8M	1.27%	Put
22	BLKCHFBLACKROCK INC	549,636	$396.6M	1.10%	Put
23	COSTCOSTCO WHSL CORP NEW	1,025,713	$386.5M	1.07%	Put
24	AXPAMERICAN EXPRESS CO	2,961,137	$358.0M	0.99%	Put
25	KOCOCA COLA CO	6,369,221	$349.3M	0.97%	Put
26	ASMLASML HOLDING N V	670,877	$327.2M	0.91%	Put
27	BYNDBEYOND MEAT INC	2,610,929	$326.5M	0.91%	Put
28	DPZDOMINOS PIZZA INC	843,738	$323.5M	0.90%	Put
29	ATVIEURACTIVISION BLIZZARD INC	3,452,085	$320.5M	0.89%	Put
30	XOMEXXON MOBIL CORP	6,318,096	$260.4M	0.72%	Put
31	COUPEURCOUPA SOFTWARE INC	766,480	$259.8M	0.72%	Put
32	ETSYETSY INC	1,393,655	$248.0M	0.69%	Put
33	EXPEEXPEDIA GROUP INC	1,830,319	$242.3M	0.67%	Put
34	TAT&T INC	8,042,666	$231.3M	0.64%	Put
35	ABBVABBVIE INC	2,154,660	$230.9M	0.64%	Put
36	BILIBILIBILI INC	2,689,152	$230.5M	0.64%	Put
37	DALDELTA AIR LINES INC DEL	5,629,389	$226.4M	0.63%	Put
38	ABXBARRICK GOLD CORP	9,683,540	$220.6M	0.61%	Put
39	ADSKAUTODESK INC	718,324	$219.4M	0.61%	Put
40	DEDEERE & CO	786,497	$211.6M	0.59%	Put
41	ANETEURARISTA NETWORKS INC	717,731	$208.5M	0.58%	Put
42	MMM3M CO	1,177,468	$205.8M	0.57%	Put
43	METAFACEBOOK INC	736,800	$201.3M	0.56%	Put
44	AALAMERICAN AIRLS GROUP INC	12,634,170	$199.2M	0.55%	Put
45	ACNACCENTURE PLC IRELAND	751,423	$196.3M	0.54%	Put
46	COPCONOCOPHILLIPS	4,833,720	$193.3M	0.54%	Put
47	CHTRCHARTER COMMUNICATIONS INC N	288,737	$191.0M	0.53%	Put
48	CMCSACOMCAST CORP NEW	3,636,633	$190.6M	0.53%	Put
49	CVSCVS HEALTH CORP	2,746,057	$187.6M	0.52%	Put
50	EAELECTRONIC ARTS INC	1,205,736	$173.1M	0.48%	Put
51	COFCAPITAL ONE FINL CORP	1,692,861	$167.4M	0.46%	Put
52	AYXEURALTERYX INC	1,311,692	$159.8M	0.44%	Put
53	STZCONSTELLATION BRANDS INC	727,816	$159.4M	0.44%	Put
54	BXBLACKSTONE GROUP INC	2,314,520	$150.0M	0.42%	Put
55	AIGAMERICAN INTL GROUP INC	3,934,191	$149.0M	0.41%	Put
56	ENPHENPHASE ENERGY INC	830,220	$145.7M	0.40%	Put
57	ELVANTHEM INC	447,784	$143.8M	0.40%	Put
58	ADIANALOG DEVICES INC	957,478	$141.5M	0.39%	Put
59	NETCLOUDFLARE INC	1,852,309	$140.8M	0.39%	Put
60	DRIDARDEN RESTAURANTS INC	1,156,867	$137.8M	0.38%	Put
61	CRWDCROWDSTRIKE HLDGS INC	637,833	$135.1M	0.37%	Put
62	BMYBRISTOL-MYERS SQUIBB CO	2,108,425	$130.8M	0.36%	Put
63	BHCBAUSCH HEALTH COS INC	6,095,977	$126.8M	0.35%	Put
64	—CREE INC	1,189,648	$126.0M	0.35%	Put
65	DOWDOW INC	2,227,729	$123.6M	0.34%	Put
66	TEAMATLASSIAN CORP PLC	518,444	$121.2M	0.34%	Put
67	CCLCARNIVAL CORP	5,357,078	$116.0M	0.32%	Put
68	DC4DEXCOM INC	297,811	$110.1M	0.31%	Put
69	CSXCSX CORP	1,191,647	$108.1M	0.30%	Put
70	EOGEOG RES INC	2,052,942	$102.4M	0.28%	Put
71	—COLFAX CORP	611,187	$98.7M	0.27%
72	DHRDANAHER CORPORATION	432,686	$96.1M	0.27%	Put
73	EPDENTERPRISE PRODS PARTNERS L	4,754,811	$93.2M	0.26%	Put
74	EBAEBAY INC.	1,728,103	$86.8M	0.24%	Put
75	DKNG1USDDRAFTKINGS INC	1,706,342	$79.5M	0.22%	Put
76	DFSEURDISCOVER FINL SVCS	876,559	$79.3M	0.22%	Put
77	BUDANHEUSER BUSCH INBEV SA/NV	1,119,355	$78.3M	0.22%	Put
78	CHWYCHEWY INC	840,152	$75.5M	0.21%	Put
79	CZRCAESARS ENTERTAINMENT INC NE	1,009,947	$75.0M	0.21%	Put
80	AKAMAKAMAI TECHNOLOGIES INC	632,476	$66.4M	0.18%	Put
81	CLXCLOROX CO DEL	316,260	$63.9M	0.18%	Put
82	ADPAUTOMATIC DATA PROCESSING IN	354,512	$62.5M	0.17%	Put
83	AONAON PLC	291,671	$61.6M	0.17%	Put
84	BBYBEST BUY INC	606,356	$60.5M	0.17%	Put
85	BBBYEURBED BATH & BEYOND INC	3,255,319	$57.8M	0.16%	Put
86	MOALTRIA GROUP INC	1,404,480	$57.6M	0.16%	Put
87	CICIGNA CORP NEW	269,996	$56.2M	0.16%	Put
88	ARKKARK ETF TR	448,079	$55.8M	0.15%	Put
89	APDAIR PRODS & CHEMS INC	198,179	$54.2M	0.15%	Put
90	ALLYALLY FINL INC	1,494,059	$53.3M	0.15%	Put
91	DELLDELL TECHNOLOGIES INC	726,510	$53.3M	0.15%	Put
92	CMICUMMINS INC	233,379	$53.0M	0.15%	Put
93	CPRICAPRI HOLDINGS LIMITED	1,259,163	$52.9M	0.15%	Put
94	AMTAMERICAN TOWER CORP NEW	234,744	$52.7M	0.15%	Put
95	DKSDICKS SPORTING GOODS INC	921,169	$51.8M	0.14%	Put
96	AZOAUTOZONE INC	43,270	$51.3M	0.14%	Put
97	BDXBECTON DICKINSON & CO	204,085	$51.1M	0.14%	Put
98	CMECME GROUP INC	265,571	$48.3M	0.13%	Put
99	BCOVUSDBRIGHTCOVE INC	2,584,886	$47.6M	0.13%	Put
100	KMXCARMAX INC	503,445	$47.5M	0.13%	Put

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