13F-HR filed by Parallax Volatility Advisers, L.P.
Parallax Volatility Advisers, L.P. filed this 13F-HR for the quarter ended 2020-06-30, filed 2020-08-14, with 2,688 holding rows worth $85,496,360,000.
- Accession
- 0001567619-20-015270
- Filer
- CIK 1521001
- Filed
- 2020-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2020
A holdings report, 86,836 entries on the cover page, a total value of $85,496,360,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $85,496,360,000 with VALUE read as thousands by filing date, 13F file number 028-14500. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES TR | 464288257 | MSCI ACWI ETF | 723 | $53,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 5,904 | $53,000 | thousands by filing date | |
| ENVIVA PARTNERS LP | 29414J107 | COM UNIT | 1,475 | $53,000 | thousands by filing date | |
| AGIOS PHARMACEUTICALS INC | 00847X104 | COM | 988 | $53,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 7,300 | $51,000 | thousands by filing date | put |
| AARONS INC | 002535300 | COM PAR $0.50 | 1,100 | $51,000 | thousands by filing date | put |
| NORTHERN OIL & GAS INC NEV | 665531109 | COM | 61,134 | $51,000 | thousands by filing date | |
| AMYRIS INC | 03236M200 | COM NEW | 11,805 | $50,000 | thousands by filing date | |
| CENTERPOINT ENERGY INC | 15189T107 | COM | 2,600 | $49,000 | thousands by filing date | call |
| REGENCY CTRS CORP COM | 758849103 | REIT | 1,066 | $49,000 | thousands by filing date | |
| GLOBUS MED INC CL A | 379577208 | Stock | 1,000 | $48,000 | thousands by filing date | put |
| CROCS INC COM | 227046109 | Stock | 1,300 | $48,000 | thousands by filing date | call |
| IPG PHOTONICS CORP | 44980X109 | COM | 300 | $48,000 | thousands by filing date | call |
| WARRIOR MET COAL INC | 93627C101 | COM | 3,084 | $47,000 | thousands by filing date | |
| POLARITYTE INC | 731094108 | COM | 38,000 | $47,000 | thousands by filing date | |
| MEDALLIA INC | 584021109 | COM | 1,800 | $46,000 | thousands by filing date | put |
| GAMING & LEISURE P COM | 36467J108 | REIT | 1,298 | $45,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 8,500 | $45,000 | thousands by filing date | put |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 400 | $44,000 | thousands by filing date | call |
| STMICROELECTRONICS N V NY REGISTRY | 861012102 | ADR | 1,600 | $44,000 | thousands by filing date | put |
| JUNIPER NETWORKS INC | 48203R104 | COM | 1,913 | $44,000 | thousands by filing date | |
| MAGELLAN MIDSTREAM PARTNERS, L | 559080106 | COM UNIT RP LP | 1,009 | $44,000 | thousands by filing date | |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 200 | $43,000 | thousands by filing date | call |
| REATA PHARMACEUTICALS INC | 75615P103 | CL A | 278 | $43,000 | thousands by filing date | |
| SNAP ON INC COM | 833034101 | Stock | 300 | $42,000 | thousands by filing date | call |
| NRG ENERGY INC COM NEW | 629377508 | Stock | 1,300 | $42,000 | thousands by filing date | call |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 97 | $42,000 | thousands by filing date | |
| WORLD WRESTLING ENTMT INC | 98156Q108 | CL A | 965 | $42,000 | thousands by filing date | |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 700 | $41,000 | thousands by filing date | call |
| JOYY INC ADS REPSTG COM A | 46591M109 | ADR | 468 | $41,000 | thousands by filing date | |
| MASTEC INC COM | 576323109 | Stock | 900 | $40,000 | thousands by filing date | put |
| IOVANCE BIOTHERAPEUTICS INC | 462260100 | COM | 1,500 | $40,000 | thousands by filing date | put |
| SERVICESOURCE INTL LLC | 81763U100 | COM | 24,845 | $39,000 | thousands by filing date | |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 706 | $38,000 | thousands by filing date | |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 700 | $38,000 | thousands by filing date | put |
| ELANCO ANIMAL HEALTH INC COM | 28414H103 | Stock | 1,800 | $38,000 | thousands by filing date | put |
| KNIGHT-SWIFT TRANSN HLDGS IN | 499049104 | CL A | 916 | $38,000 | thousands by filing date | |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 400 | $37,000 | thousands by filing date | call |
| SIGNET JEWELERS LTD SHS | G81276100 | Stock | 3,639 | $37,000 | thousands by filing date | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 309 | $37,000 | thousands by filing date | |
| LOGITECH INTL S A SHS | H50430232 | Stock | 500 | $35,000 | thousands by filing date | put |
| NEW ORIENTAL EDUCATION & TECHN | 647581107 | SPON ADR | 265 | $35,000 | thousands by filing date | |
| KINROSS GOLD CORP | 496902404 | COM | 4,690 | $34,000 | thousands by filing date | |
| BURLINGTON STORES INC COM | 122017106 | Stock | 173 | $34,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 279 | $34,000 | thousands by filing date | |
| AMEREN CORP COM | 023608102 | Stock | 465 | $33,000 | thousands by filing date | |
| RED ROCK RESORTS INC | 75700L108 | CL A | 3,100 | $33,000 | thousands by filing date | call |
| CIENA CORP COM NEW | 171779309 | Stock | 596 | $32,000 | thousands by filing date | |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 1,040 | $32,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 1,600 | $32,000 | thousands by filing date | put |
| TIVITY HEALTH INC | 88870R102 | COM | 2,802 | $32,000 | thousands by filing date | |
| PROPETRO HLDG CORP | 74347M108 | COM | 6,117 | $31,000 | thousands by filing date | |
| HEARTLAND FINL USA INC | 42234Q102 | COM | 923 | $31,000 | thousands by filing date | |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 1,000 | $30,000 | thousands by filing date | put |
| STURM, RUGER & COMPANY INC | 864159108 | COM | 400 | $30,000 | thousands by filing date | put |
| VOC ENERGY TR | 91829B103 | TR UNIT | 12,416 | $30,000 | thousands by filing date | |
| HUNTINGTON BANCSHARES INC COM | 446150104 | Stock | 3,200 | $29,000 | thousands by filing date | call |
| EVERPURE INC CL A | 74624M102 | Stock | 1,645 | $29,000 | thousands by filing date | |
| AARONS INC | 002535300 | COM PAR $0.50 | 645 | $29,000 | thousands by filing date | |
| MURPHY OIL CORP COM | 626717102 | Stock | 2,000 | $28,000 | thousands by filing date | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 575 | $28,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 1,300 | $28,000 | thousands by filing date | put |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 1,100 | $27,000 | thousands by filing date | put |
| UNIVAR INC | 91336L107 | COMMON STOCK | 1,601 | $27,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 644 | $26,000 | thousands by filing date | |
| BROOKFIELD ASSET MANAGEMENT IN | 112585104 | CL A LTD VT SH | 801 | $26,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 1,200 | $26,000 | thousands by filing date | put |
| CENTENNIAL RESOURCE DEV INC | 15136A102 | CL A | 29,500 | $26,000 | thousands by filing date | call |
| HAYMAKER ACQUISITION CORP II | 42087L119 | *W EXP 10/31/202 | 16,666 | $26,000 | thousands by filing date | |
| Real Estate Select Sector SPDR Fund | 81369Y860 | SHS | 721 | $25,000 | thousands by filing date | |
| EXACT SCIENCES CORP COM | 30063P105 | Stock | 280 | $24,000 | thousands by filing date | |
| HUBSPOTINC | 443573100 | STOK | 101 | $23,000 | thousands by filing date | |
| WYNDHAM HOTELS & RESORTS INC | 98311A105 | COM | 548 | $23,000 | thousands by filing date | |
| VISTAGEN THERAPEUTICS INC | 92840H202 | COM | 44,437 | $23,000 | thousands by filing date | |
| HOWMET AEROSPACE INC COM | 443201108 | Stock | 1,400 | $22,000 | thousands by filing date | call |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 3,165 | $22,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 1,003 | $22,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 1,900 | $21,000 | thousands by filing date | call |
| ITAU UNIBANCO HLDG S A SPON ADR REP PFD | 465562106 | ADR | 4,400 | $21,000 | thousands by filing date | call |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259107 | SPON ADR B | 700 | $21,000 | thousands by filing date | put |
| WASHINGTON PRIME GROUP NEW | 93964W108 | COM | 25,137 | $21,000 | thousands by filing date | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 306 | $20,000 | thousands by filing date | |
| YPF SOCIEDAD ANONIMA | 984245100 | SPON ADR CL D | 3,500 | $20,000 | thousands by filing date | call |
| RED ROCK RESORTS INC | 75700L108 | CL A | 1,800 | $20,000 | thousands by filing date | put |
| SCOTTS MIRACLE-GRO CO | 810186106 | CL A | 144 | $19,000 | thousands by filing date | |
| VOYA FINANCIAL INC COM | 929089100 | Stock | 393 | $18,000 | thousands by filing date | |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 400 | $18,000 | thousands by filing date | call |
| MELCO RESORTS & ENTERTAINMENT | 585464100 | ADR | 1,152 | $18,000 | thousands by filing date | |
| BENEFITFOCUS INC | 08180D106 | COM | 1,643 | $18,000 | thousands by filing date | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 178 | $17,000 | thousands by filing date | |
| NEXSTAR MEDIA GROUP INC COMMON STOCK | 65336K103 | Stock | 208 | $17,000 | thousands by filing date | |
| SONOS INC | 83570H108 | COM | 1,200 | $17,000 | thousands by filing date | put |
| ANAPLAN INC | 03272L108 | COM | 384 | $17,000 | thousands by filing date | |
| WIX COM LTD SHS | M98068105 | Stock | 62 | $16,000 | thousands by filing date | |
| MEDALLIA INC | 584021109 | COM | 600 | $16,000 | thousands by filing date | call |
| CASEYS GEN STORES INC | 147528103 | COM | 100 | $15,000 | thousands by filing date | put |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 361 | $15,000 | thousands by filing date | |
| ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | 03938L203 | ADR | 1,370 | $15,000 | thousands by filing date | |
| FORTIVE CORP COM | 34959J108 | Stock | 221 | $15,000 | thousands by filing date | |
| ROYAL GOLD INC | 780287108 | COM | 120 | $15,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 2,337 | $15,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 3,700 | $14,000 | thousands by filing date | call |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 600 | $14,000 | thousands by filing date | call |
| EVERPURE INC CL A | 74624M102 | Stock | 800 | $14,000 | thousands by filing date | put |
| OPTIMUM COMMUNICATIONS INC | 02156K103 | CL A | 600 | $14,000 | thousands by filing date | call |
| FRONTLINE PLC F | G3682E192 | ORD SHS | 2,200 | $14,000 | thousands by filing date | call |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 700 | $14,000 | thousands by filing date | call |
| WPX ENERGY INC | 98212B103 | COM | 2,000 | $13,000 | thousands by filing date | put |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 1,298 | $13,000 | thousands by filing date | |
| APELLIS PHARMACEUTICALS INC | 03753U106 | COM | 393 | $13,000 | thousands by filing date | |
| INOVIO PHARMACEUTICALS INC | 45773H201 | COM NEW | 500 | $13,000 | thousands by filing date | put |
| TRIP COM GROUP LTD ADS | 89677Q107 | ADR | 473 | $12,000 | thousands by filing date | |
| STATE STR CORP COM | 857477103 | Stock | 200 | $12,000 | thousands by filing date | call |
| HELMERICH & PAYNE INC | 423452101 | COM | 594 | $12,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 68 | $12,000 | thousands by filing date | |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 646 | $12,000 | thousands by filing date | |
| WRIGHT MED GROUP N V | N96617118 | ORD SHS | 400 | $12,000 | thousands by filing date | put |
| INGERSOLL RAND INC COM | 45687V106 | Stock | 376 | $11,000 | thousands by filing date | |
| INVESCO DB US DLR INDEX TR | 46141D203 | BULLISH FD | 405 | $11,000 | thousands by filing date | |
| YAMANA GOLD INC | 98462Y100 | COM | 2,082 | $11,000 | thousands by filing date | |
| BLACKSTONE MORTGAGE TRUST INC COM CL A | 09257W100 | REIT | 418 | $10,000 | thousands by filing date | |
| YUM CHINA HLDGS INC | 98850P109 | COM | 207 | $10,000 | thousands by filing date | |
| T-Mobile US Inc Rights 20 | 872590112 | RIGHT 07/27/2020 | 60,500 | $10,000 | thousands by filing date | call |
| GLOBUS MED INC CL A | 379577208 | Stock | 183 | $9,000 | thousands by filing date | |
| T-Mobile US Inc Rights 20 | 872590112 | RIGHT 07/27/2020 | 62,600 | $9,000 | thousands by filing date | put |
| OTIS WORLDWIDE CORP COM | 68902V107 | Stock | 143 | $8,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 1,100 | $8,000 | thousands by filing date | call |
| QIAGEN NV | N72482123 | SHS NEW | 186 | $8,000 | thousands by filing date | |
| YAMANA GOLD INC | 98462Y100 | COM | 1,400 | $8,000 | thousands by filing date | put |
| EASTMAN CHEM CO COM | 277432100 | Stock | 100 | $7,000 | thousands by filing date | call |
| CROCS INC COM | 227046109 | Stock | 200 | $7,000 | thousands by filing date | put |
| IHS MARKIT LTD | G47567105 | SHS | 96 | $7,000 | thousands by filing date | |
| INVITAE CORP | 46185L103 | COM | 235 | $7,000 | thousands by filing date | |
| JACOBS ENGINEERING GROUP INC | 469814107 | COM | 80 | $7,000 | thousands by filing date | |
| AXONENTERPRISEINC | 05464C101 | STOK | 64 | $6,000 | thousands by filing date | |
| NUTRIEN LTD COM | 67077M108 | Stock | 200 | $6,000 | thousands by filing date | put |
| BJS WHSL CLUB HLDGS INC COM | 05550J101 | Stock | 153 | $6,000 | thousands by filing date | |
| ALLEGIANT TRAVEL CO | 01748X102 | COM | 53 | $6,000 | thousands by filing date | |
| ZUORA INC | 98983V106 | COMMON STOCK | 473 | $6,000 | thousands by filing date | |
| RITE AID CORP | 767754872 | COM | 335 | $6,000 | thousands by filing date | |
| SMITH A O CORP COM | 831865209 | Stock | 100 | $5,000 | thousands by filing date | put |
| 8X8 INC | 282914100 | COMMON STOCK | 300 | $5,000 | thousands by filing date | put |
| MASTEC INC COM | 576323109 | Stock | 100 | $4,000 | thousands by filing date | call |
| MPLX LP | 55336V100 | COM UNIT REP LTD | 238 | $4,000 | thousands by filing date | |
| NEBIUS GROUP N.V. | N97284108 | SHS CLASS A | 86 | $4,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 809 | $4,000 | thousands by filing date | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 100 | $4,000 | thousands by filing date | put |
| MAXAR TECHNOLOGIES INC | 57778K105 | COM | 202 | $4,000 | thousands by filing date | |
| NOBLE ENERGY INC | 655044105 | COM | 400 | $4,000 | thousands by filing date | put |
| GOPRO INC | 38268T103 | CL A | 800 | $4,000 | thousands by filing date | call |
| UNITED STS NAT GAS FD LP | 912318300 | UNIT PAR | 400 | $4,000 | thousands by filing date | call |
| CASEYS GEN STORES INC | 147528103 | COM | 19 | $3,000 | thousands by filing date | |
| LIGHT & WONDER INC COM | 80874P109 | Stock | 200 | $3,000 | thousands by filing date | put |
| CRACKER BARREL OLD CTRY STOR | 22410J106 | COM | 24 | $3,000 | thousands by filing date | |
| MOMO INC | 60879B107 | ADR | 200 | $3,000 | thousands by filing date | call |
| IMAX CORP | 45245E109 | COM | 289 | $3,000 | thousands by filing date | |
| NIELSEN HOLDINGS PLC | G6518L108 | SHS EUR | 185 | $3,000 | thousands by filing date | |
| STRATASYS LTD | M85548101 | SHS | 188 | $3,000 | thousands by filing date | |
| DECKERS OUTDOOR CORP | 243537107 | COM | 8 | $2,000 | thousands by filing date | |
| LATTICE SEMICONDUCTOR CORP COM | 518415104 | Stock | 68 | $2,000 | thousands by filing date | |
| SCHRODINGER INC COM | 80810D103 | Stock | 18 | $2,000 | thousands by filing date | |
| REPAY HLDGS CORP | 76029L100 | COM CL A | 74 | $2,000 | thousands by filing date | |
| UNITED PARKS & RESORTS INC | 81282V100 | COM | 153 | $2,000 | thousands by filing date | |
| WRIGHT MED GROUP N V | N96617118 | ORD SHS | 76 | $2,000 | thousands by filing date | |
| PRETIUM RESOURCES INC | 74139C102 | COMMON STOCK-FO | 262 | $2,000 | thousands by filing date | |
| CONNS INC | 208242107 | COM | 200 | $2,000 | thousands by filing date | put |
| INOVIO PHARMACEUTICALS INC | 45773H201 | COM NEW | 58 | $2,000 | thousands by filing date | |
| NESCO HLDGS INC | 64083J112 | *W EXP 01/01/202 | 10,570 | $2,000 | thousands by filing date | |
| NORTHWEST BANCSHARES INC COM | 667340103 | Stock | 77 | $1,000 | thousands by filing date | |
| NOVARTIS AG SPONSORED ADR | 66987V109 | ADR | 16 | $1,000 | thousands by filing date | |
| CAMECO CORP COM | 13321L108 | Stock | 100 | $1,000 | thousands by filing date | put |
| CONSTELLIUM SE | F21107101 | CL A SHS | 123 | $1,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 5 | $1,000 | thousands by filing date | |
| T-Mobile US Inc Rights 20 | 872590112 | RIGHT 07/27/2020 | 8,448 | $1,000 | thousands by filing date | |
| IMMUNOMEDICS INC | 452907108 | COM | 23 | $1,000 | thousands by filing date | |
| PARTY CITY HOLDCO INC | 702149105 | COM | 365 | $1,000 | thousands by filing date | |
| HOUGHTON MIFFLIN HARCOURT CO | 44157R109 | COM | 589 | $1,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VWO | 922042858 | SHS | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TAYLOR MORRISON HOME CORP COM | 87724P106 | Stock | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| AGNC INVT CORP COM | 00123Q104 | REIT | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VISTRA CORP COM | 92840M102 | Stock | 7 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ARES MANAGEMENT CORPORATION CL A COM STK | 03990B101 | Stock | 5 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 19 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| GIBRALTAR INDS INC | 374689107 | COM | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| RELMADA THERAPEUTICS INC | 75955J402 | COMMON STOCK | 11 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| STATE STREET SPDR ETF S&P RETAIL | 78464A714 | ETF | 2 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| MGM GROWTH PPTYS LLC | 55303A105 | CL A COM | 11 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-20-015270 | this filing | 2020-08-14 | acceptance time not in the bulk data set |