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 |
|---|---|---|---|---|---|
| 201 | ABGAMERISOURCEBERGEN CORP | 106,477 | $10.4B | 28.87% | Put |
| 202 | BCBRUNSWICK CORP | 136,000 | $10.4B | 28.75% | Call |
| 203 | DISH 2.375 03/15/24DISH NETWORK CORPORATION | 11,015,000 | $10.3B | 28.66% | |
| 204 | DVNDEVON ENERGY CORP NEW | 651,888 | $10.3B | 28.59% | Put |
| 205 | 8CWCROWN CASTLE INTL CORP NEW | 64,666 | $10.3B | 28.57% | Put |
| 206 | BIGGQBIG LOTS INC | 238,256 | $10.2B | 28.36% | Put |
| 207 | HACKUSDETF MANAGERS TR | 177,525 | $10.2B | 28.34% | Call |
| 208 | BBDBANCO BRADESCO S A | 1,921,071 | $10.1B | 28.02% | Put |
| 209 | CBRECBRE GROUP INC | 159,093 | $10.0B | 27.67% | Call |
| 210 | DDD3-D SYS CORP DEL | 933,152 | $9.8B | 27.12% | Put |
| 211 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 10,629,000 | $9.7B | 26.88% | |
| 212 | —BARCLAYS BANK PLC | 571,190 | $9.6B | 26.59% | Put |
| 213 | —CREE INC | 6,740,000 | $9.5B | 26.47% | |
| 214 | CBOECBOE GLOBAL MKTS INC | 102,460 | $9.5B | 26.46% | Put |
| 215 | —CORNERSTONE ONDEMAND INC | 208,926 | $9.2B | 25.52% | Call |
| 216 | BYDBOYD GAMING CORP | 208,751 | $9.0B | 24.85% | Put |
| 217 | AU3EURANGLOGOLD ASHANTI LIMITED | 392,309 | $8.9B | 24.60% | Put |
| 218 | —CLEVELAND-CLIFFS INC NEW | 7,500,000 | $8.8B | 24.31% | |
| 219 | —BUNGE LIMITED | 133,464 | $8.8B | 24.27% | Put |
| 220 | CNKCINEMARK HLDGS INC | 500,604 | $8.7B | 24.17% | Put |
| 221 | OPTUALTICE USA INC | 228,690 | $8.7B | 24.02% | Put |
| 222 | BURLBURLINGTON STORES INC | 32,834 | $8.6B | 23.80% | Put |
| 223 | CARRCARRIER GLOBAL CORPORATION | 225,077 | $8.5B | 23.54% | Put |
| 224 | DISCKUSDDISCOVERY INC | 322,701 | $8.5B | 23.44% | |
| 225 | EDCONSOLIDATED EDISON INC | 115,994 | $8.4B | 23.22% | Put |
| 226 | ESTCELASTIC N V | 57,262 | $8.4B | 23.21% | Put |
| 227 | DISCAUSDDISCOVERY INC | 276,254 | $8.3B | 23.05% | Put |
| 228 | AITAPPLIED INDL TECHNOLOGIES IN | 99,812 | $7.8B | 21.59% | Put |
| 229 | AG8AGILENT TECHNOLOGIES INC | 65,103 | $7.7B | 21.40% | Put |
| 230 | CAHCARDINAL HEALTH INC | 144,118 | $7.7B | 21.39% | Put |
| 231 | SAMBOSTON BEER INC | 7,710 | $7.7B | 21.25% | Put |
| 232 | EGHT8X8 INC NEW | 220,777 | $7.6B | 21.10% | Put |
| 233 | ARKGARK ETF TR | 80,924 | $7.5B | 20.93% | Call |
| 234 | AIC3 AI INC | 52,854 | $7.3B | 20.34% | Call |
| 235 | EXLSEXLSERVICE HOLDINGS INC | 85,327 | $7.3B | 20.14% | Put |
| 236 | BBBLACKBERRY LTD | 1,070,388 | $7.1B | 19.68% | Call |
| 237 | ALNYALNYLAM PHARMACEUTICALS INC | 53,852 | $7.0B | 19.41% | Put |
| 238 | DTDYNATRACE INC | 161,503 | $7.0B | 19.38% | Put |
| 239 | —CYRUSONE INC | 95,055 | $7.0B | 19.28% | Call |
| 240 | BHFBRIGHTHOUSE FINL INC | 187,369 | $6.8B | 18.81% | Put |
| 241 | AFLAFLAC INC | 152,139 | $6.8B | 18.76% | Put |
| 242 | CALXCALIX INC | 225,635 | $6.7B | 18.62% | Call |
| 243 | CMACOMERICA INC | 113,874 | $6.4B | 17.64% | Put |
| 244 | TSAACI WORLDWIDE INC | 163,364 | $6.3B | 17.41% | Put |
| 245 | —CANTEL MED CORP | 79,080 | $6.2B | 17.30% | Put |
| 246 | BLDRBUILDERS FIRSTSOURCE INC | 151,389 | $6.2B | 17.14% | Put |
| 247 | CXOEURCONCHO RES INC | 104,696 | $6.1B | 16.94% | Put |
| 248 | CERNCHFCERNER CORP | 76,593 | $6.0B | 16.67% | Put |
| 249 | CNXCNX RES CORP | 550,488 | $5.9B | 16.49% | Call |
| 250 | EHTHEHEALTH INC | 82,953 | $5.8B | 16.22% | Put |
| 251 | AMCXAMC NETWORKS INC | 159,737 | $5.7B | 15.85% | Put |
| 252 | ARANTERO RESOURCES CORP | 1,046,885 | $5.7B | 15.82% | Call |
| 253 | AGNCAGNC INVT CORP | 361,478 | $5.6B | 15.64% | Put |
| 254 | CBRLCRACKER BARREL OLD CTRY STOR | 42,563 | $5.6B | 15.56% | Put |
| 255 | BALLBALL CORP | 58,916 | $5.5B | 15.22% | Put |
| 256 | AZTABROOKS AUTOMATION INC NEW | 79,476 | $5.4B | 14.95% | Put |
| 257 | —8X8 INC NEW | 5,000,000 | $5.2B | 14.55% | |
| 258 | PLANUSDANAPLAN INC | 71,954 | $5.2B | 14.33% | Put |
| 259 | FQIDIGITAL RLTY TR INC | 35,852 | $5.0B | 13.88% | Put |
| 260 | —ATLAS AIR WORLDWIDE HLDGS IN | 5,200,000 | $4.9B | 13.57% | |
| 261 | EHCENCOMPASS HEALTH CORP | 58,921 | $4.9B | 13.51% | Call |
| 262 | AEEAMEREN CORP | 61,091 | $4.8B | 13.22% | Call |
| 263 | ABNBAIRBNB INC | 32,445 | $4.8B | 13.21% | Put |
| 264 | NLYEURANNALY CAPITAL MANAGEMENT IN | 556,495 | $4.7B | 13.04% | Put |
| 265 | CRTOCRITEO S A | 226,880 | $4.7B | 12.90% | Put |
| 266 | ALXNALEXION PHARMACEUTICALS INC | 29,420 | $4.6B | 12.75% | Put |
| 267 | BMRNBIOMARIN PHARMACEUTICAL INC | 51,873 | $4.5B | 12.61% | Call |
| 268 | BOXBOX INC | 247,281 | $4.5B | 12.38% | Put |
| 269 | AXTAAXALTA COATING SYS LTD | 155,270 | $4.4B | 12.30% | Put |
| 270 | CITCINTAS CORP | 12,170 | $4.3B | 11.93% | Put |
| 271 | DBIDESIGNER BRANDS INC | 553,395 | $4.2B | 11.74% | |
| 272 | CAKECHEESECAKE FACTORY INC | 111,367 | $4.1B | 11.44% | Put |
| 273 | ANGI1EURANGI HOMESERVICES INC | 310,259 | $4.1B | 11.35% | Put |
| 274 | DYDYCOM INDS INC | 53,073 | $4.0B | 11.11% | Put |
| 275 | CRKCOMSTOCK RES INC | 910,521 | $4.0B | 11.03% | Put |
| 276 | DARDARLING INGREDIENTS INC | 67,876 | $3.9B | 10.86% | Call |
| 277 | —DESKTOP METAL INC | 221,925 | $3.8B | 10.58% | Call |
| 278 | —CHANGE HEALTHCARE INC | 59,325 | $3.8B | 10.54% | |
| 279 | DCHAMERICAN AXLE & MFG HLDGS IN | 454,609 | $3.8B | 10.52% | Put |
| 280 | NUGTDIREXION SHS ETF TR | 54,155 | $3.8B | 10.45% | Put |
| 281 | ABRARBOR REALTY TRUST INC | 261,606 | $3.7B | 10.29% | Put |
| 282 | ERICERICSSON | 309,209 | $3.7B | 10.25% | Put |
| 283 | AFWALIGN TECHNOLOGY INC | 6,883 | $3.7B | 10.19% | Put |
| 284 | EXPEAGLE MATLS INC | 36,170 | $3.7B | 10.17% | Put |
| 285 | AGIALAMOS GOLD INC NEW | 415,568 | $3.6B | 10.08% | Call |
| 286 | DXCDXC TECHNOLOGY CO | 135,903 | $3.5B | 9.71% | Put |
| 287 | CALYCALLAWAY GOLF CO | 143,540 | $3.4B | 9.55% | Put |
| 288 | —1LIFE HEALTHCARE INC | 78,205 | $3.4B | 9.47% | Call |
| 289 | ENBENBRIDGE INC | 106,551 | $3.4B | 9.45% | Put |
| 290 | CSTMCONSTELLIUM SE | 242,017 | $3.4B | 9.39% | Put |
| 291 | ANFABERCROMBIE & FITCH CO | 164,946 | $3.4B | 9.31% | Put |
| 292 | ALAIR LEASE CORP | 75,576 | $3.4B | 9.31% | Call |
| 293 | AWCAMERICAN WTR WKS CO INC NEW | 21,839 | $3.4B | 9.29% | Put |
| 294 | BB4AXOS FINANCIAL INC | 87,685 | $3.3B | 9.13% | Call |
| 295 | CWENCLEARWAY ENERGY INC | 101,414 | $3.2B | 8.98% | Call |
| 296 | BJBJS WHSL CLUB HLDGS INC | 86,087 | $3.2B | 8.89% | Put |
| 297 | COTYCOTY INC | 455,554 | $3.2B | 8.87% | Put |
| 298 | AIZASSURANT INC | 22,886 | $3.1B | 8.64% | Put |
| 299 | CLRUSDCONTINENTAL RES INC | 190,046 | $3.1B | 8.59% | Put |
| 300 | —DD3 ACQUISITION CORP II | 294,823 | $3.1B | 8.58% |