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 |
|---|---|---|---|---|---|
| 101 | CHGGCHEGG INC | 514,619 | $46.5B | 128.89% | Put |
| 102 | PEOEXELON CORP | 1,097,300 | $46.3B | 128.47% | Put |
| 103 | BHPBHP GROUP LTD | 692,471 | $45.3B | 125.48% | Put |
| 104 | CUCAAVIS BUDGET GROUP | 1,177,999 | $43.9B | 121.86% | Put |
| 105 | AEMAGNICO EAGLE MINES LTD | 601,569 | $42.4B | 117.61% | Put |
| 106 | BILLBILL COM HLDGS INC | 309,090 | $42.2B | 117.01% | Put |
| 107 | BPBP PLC | 2,052,416 | $42.1B | 116.79% | Put |
| 108 | ABTABBOTT LABS | 380,196 | $41.6B | 115.44% | Put |
| 109 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 506,513 | $41.5B | 115.10% | Put |
| 110 | DGDOLLAR GEN CORP NEW | 190,882 | $40.1B | 111.28% | Put |
| 111 | DLTRDOLLAR TREE INC | 359,278 | $38.8B | 107.66% | Put |
| 112 | BSXBOSTON SCIENTIFIC CORP | 1,057,529 | $38.0B | 105.43% | Put |
| 113 | COUP 0.125 06/15/25COUPA SOFTWARE INC | 20,992,000 | $37.7B | 104.58% | |
| 114 | EMREMERSON ELEC CO | 464,265 | $37.3B | 103.47% | Put |
| 115 | CIENCIENA CORP | 704,221 | $37.2B | 103.24% | Put |
| 116 | DHID R HORTON INC | 535,715 | $36.9B | 102.40% | Put |
| 117 | DECKDECKERS OUTDOOR CORP | 126,612 | $36.3B | 100.68% | Put |
| 118 | AAALCOA CORP | 1,530,275 | $35.3B | 97.82% | Put |
| 119 | BKBANK NEW YORK MELLON CORP | 807,920 | $34.3B | 95.07% | Put |
| 120 | DBXDROPBOX INC | 1,510,056 | $33.5B | 92.92% | Put |
| 121 | CTXSEURCITRIX SYS INC | 256,317 | $33.3B | 92.46% | Put |
| 122 | AEPAMERICAN ELEC PWR CO INC | 395,424 | $32.9B | 91.31% | Put |
| 123 | DISHDISH NETWORK CORPORATION | 1,018,153 | $32.9B | 91.31% | Put |
| 124 | DUKDUKE ENERGY CORP NEW | 359,160 | $32.9B | 91.19% | Put |
| 125 | APOEURAPOLLO GLOBAL MGMT INC | 651,718 | $31.9B | 88.53% | Put |
| 126 | CBCHUBB LIMITED | 202,117 | $31.1B | 86.26% | Put |
| 127 | CNCCENTENE CORP DEL | 505,999 | $30.4B | 84.22% | Put |
| 128 | BAXBAXTER INTL INC | 367,185 | $29.5B | 81.69% | Put |
| 129 | DOCUDOCUSIGN INC | 128,975 | $28.7B | 79.50% | Put |
| 130 | GLWCORNING INC | 783,432 | $28.2B | 78.22% | Put |
| 131 | CLFCLEVELAND-CLIFFS INC NEW | 1,910,828 | $27.8B | 77.14% | Put |
| 132 | AWNADVANCE AUTO PARTS INC | 171,009 | $26.9B | 74.73% | Put |
| 133 | ALBALBEMARLE CORP | 180,858 | $26.7B | 74.01% | Put |
| 134 | CRLCHARLES RIV LABS INTL INC | 103,474 | $25.9B | 71.70% | Put |
| 135 | AVYAUSDAVAYA HLDGS CORP | 1,340,677 | $25.7B | 71.20% | Put |
| 136 | CCKCROWN HLDGS INC | 255,000 | $25.6B | 70.86% | Put |
| 137 | CLDRCLOUDERA INC | 1,832,259 | $25.5B | 70.68% | Put |
| 138 | CFCF INDS HLDGS INC | 602,802 | $23.3B | 64.72% | Put |
| 139 | GOOSCANADA GOOSE HLDGS INC | 780,642 | $23.3B | 64.48% | Put |
| 140 | CLCOLGATE PALMOLIVE CO | 270,736 | $23.2B | 64.21% | Put |
| 141 | CCCHEMOURS CO | 930,323 | $23.1B | 63.96% | Put |
| 142 | ETNEATON CORP PLC | 191,794 | $23.0B | 63.89% | Put |
| 143 | CHRWC H ROBINSON WORLDWIDE INC | 238,588 | $22.4B | 62.11% | Put |
| 144 | FANGDIAMONDBACK ENERGY INC | 444,809 | $21.5B | 59.72% | Put |
| 145 | ALSALLSTATE CORP | 195,716 | $21.5B | 59.67% | Put |
| 146 | BIIBBIOGEN INC | 87,430 | $21.4B | 59.34% | Put |
| 147 | EWEDWARDS LIFESCIENCES CORP | 225,874 | $20.6B | 57.15% | Put |
| 148 | EQIXEQUINIX INC | 27,682 | $19.8B | 54.81% | Put |
| 149 | ECPGENCORE CAP GROUP INC | 505,000 | $19.7B | 54.55% | Put |
| 150 | DDDUPONT DE NEMOURS INC | 273,583 | $19.5B | 53.94% | Put |
| 151 | BXPBOSTON PROPERTIES INC | 204,913 | $19.4B | 53.72% | Put |
| 152 | —DTE ENERGY CO | 394,594 | $19.0B | 52.68% | |
| 153 | CTVACORTEVA INC | 483,341 | $18.7B | 51.90% | Put |
| 154 | 9990302DAPACHE CORP | 1,295,740 | $18.4B | 50.98% | Put |
| 155 | DDOMINION ENERGY INC | 239,473 | $18.0B | 49.95% | Put |
| 156 | ASNDASCENDIS PHARMA A/S | 107,788 | $18.0B | 49.85% | Put |
| 157 | LNGCHENIERE ENERGY INC | 283,826 | $17.0B | 47.25% | Put |
| 158 | ELANELANCO ANIMAL HEALTH INC | 553,104 | $17.0B | 47.04% | Put |
| 159 | BZUNBAOZUN INC | 491,541 | $16.9B | 46.82% | Put |
| 160 | CWHCAMPING WORLD HLDGS INC | 639,709 | $16.7B | 46.21% | Put |
| 161 | —BIOHAVEN PHARMACTL HLDG CO L | 192,562 | $16.5B | 45.77% | Call |
| 162 | ABMDEURABIOMED INC | 50,567 | $16.4B | 45.46% | Put |
| 163 | ETENERGY TRANSFER LP | 2,634,461 | $16.3B | 45.15% | Put |
| 164 | AMGNAMGEN INC | 70,790 | $16.3B | 45.14% | Put |
| 165 | AERAERCAP HOLDINGS NV | 341,573 | $15.6B | 43.18% | Put |
| 166 | CHGG 0.125 03/15/25CHEGG INC | 9,750,000 | $15.5B | 42.99% | |
| 167 | CDNSCADENCE DESIGN SYSTEM INC | 113,498 | $15.5B | 42.94% | Put |
| 168 | FUNCEDAR FAIR L P | 393,536 | $15.5B | 42.94% | Put |
| 169 | CGCCANOPY GROWTH CORP | 628,244 | $15.5B | 42.92% | Put |
| 170 | PLAYDAVE & BUSTERS ENTMT INC | 515,519 | $15.5B | 42.90% | Put |
| 171 | CPRTCOPART INC | 118,664 | $15.1B | 41.88% | Put |
| 172 | APTVAPTIV PLC | 115,699 | $15.1B | 41.79% | Put |
| 173 | AAWWUSDATLAS AIR WORLDWIDE HLDGS IN | 275,500 | $15.0B | 41.67% | Put |
| 174 | ADMARCHER DANIELS MIDLAND CO | 296,765 | $15.0B | 41.47% | Put |
| 175 | CAGCONAGRA BRANDS INC | 403,622 | $14.6B | 40.59% | Put |
| 176 | AEOAMERICAN EAGLE OUTFITTERS IN | 726,799 | $14.6B | 40.44% | Put |
| 177 | CSIQCANADIAN SOLAR INC | 278,597 | $14.3B | 39.58% | Put |
| 178 | CROXCROCS INC | 227,064 | $14.2B | 39.46% | Put |
| 179 | DREUSDDUKE REALTY CORP | 345,124 | $13.8B | 38.25% | Put |
| 180 | BNSBANK NOVA SCOTIA B C | 251,642 | $13.6B | 37.71% | Put |
| 181 | —ENCORE CAP GROUP INC | 13,484,000 | $13.3B | 36.99% | |
| 182 | CCOCAMECO CORP | 983,049 | $13.2B | 36.53% | Put |
| 183 | DDOGDATADOG INC | 133,271 | $13.1B | 36.39% | Put |
| 184 | ECLECOLAB INC | 59,749 | $12.9B | 35.85% | Put |
| 185 | DBDEUTSCHE BANK A G | 1,184,997 | $12.9B | 35.81% | Put |
| 186 | CMRCBIGCOMMERCE HLDGS INC | 199,730 | $12.8B | 35.53% | Put |
| 187 | APPSDIGITAL TURBINE INC | 225,438 | $12.7B | 35.35% | Put |
| 188 | BEBLOOM ENERGY CORP | 440,138 | $12.6B | 34.99% | Put |
| 189 | EIXEDISON INTL | 197,768 | $12.4B | 34.45% | Put |
| 190 | ALKALASKA AIR GROUP INC | 235,287 | $12.2B | 33.93% | Put |
| 191 | AZNASTRAZENECA PLC | 242,589 | $12.1B | 33.63% | Put |
| 192 | AMEDAMEDISYS INC | 41,035 | $12.0B | 33.38% | Call |
| 193 | VISNCOMMSCOPE HLDG CO INC | 886,230 | $11.9B | 32.94% | Put |
| 194 | PAHUSDELEMENT SOLUTIONS INC | 659,301 | $11.7B | 32.42% | Put |
| 195 | BKRBAKER HUGHES COMPANY | 541,023 | $11.3B | 31.28% | Put |
| 196 | ADPTADAPTIVE BIOTECHNOLOGIES COR | 188,447 | $11.1B | 30.90% | Put |
| 197 | EATBRINKER INTL INC | 195,439 | $11.1B | 30.67% | Put |
| 198 | ARRUSDARMOUR RESIDENTIAL REIT INC | 1,011,960 | $10.9B | 30.28% | Put |
| 199 | CYBRCYBERARK SOFTWARE LTD | 66,756 | $10.8B | 29.90% | Put |
| 200 | MTARCELORMITTAL SA LUXEMBOURG | 469,805 | $10.8B | 29.84% | Put |