Parallax Volatility Advisers, L.P. Q1 2019 Filing

Filed May 15, 2019

Portfolio Value

$87.8B

Holdings

2,473

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (2,473 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	126,844,215	$35.8B	40.83%	Put
2	NDQINVESCO QQQ TR	56,500,787	$10.2B	11.57%	Put
3	IWMISHARES TR	18,049,818	$2.8B	3.15%	Put
4	AAPLAPPLE INC	12,423,389	$2.4B	2.69%	Put
5	EEMISHARES TR	54,372,748	$2.3B	2.66%	Put
6	FXIISHARES TR	41,158,140	$1.8B	2.08%	Put
7	MSFTMICROSOFT CORP	13,187,273	$1.6B	1.77%	Put
8	METAFACEBOOK INC	9,313,374	$1.6B	1.77%	Put
9	EFAISHARES TR	21,300,563	$1.4B	1.57%	Put
10	AMZNAMAZON COM INC	533,951	$950.8M	1.08%	Put
11	GOOGALPHABET INC	715,868	$839.9M	0.96%	Put
12	NFLXNETFLIX INC	2,054,555	$732.6M	0.83%	Put
13	BABAALIBABA GROUP HLDG LTD	3,916,754	$714.6M	0.81%	Put
14	BKNGBOOKING HLDGS INC	390,410	$681.1M	0.78%	Put
15	IBMINTERNATIONAL BUSINESS MACHS	4,780,141	$674.5M	0.77%	Put
16	INTCINTEL CORP	10,423,204	$559.7M	0.64%	Put
17	MUMICRON TECHNOLOGY INC	11,006,635	$454.9M	0.52%	Put
18	GOOGLALPHABET INC	380,349	$447.6M	0.51%	Put
19	TLTISHARES TR	3,492,550	$441.6M	0.50%	Put
20	BACBANK AMER CORP	15,296,200	$422.0M	0.48%	Put
21	WFCWELLS FARGO CO NEW	8,222,568	$397.3M	0.45%	Put
22	BABOEING CO	1,023,359	$390.3M	0.44%	Put
23	ADBEADOBE INC	1,416,593	$377.5M	0.43%	Put
24	NVDANVIDIA CORP	2,074,850	$372.6M	0.42%	Put
25	PYPLPAYPAL HLDGS INC	3,566,137	$370.3M	0.42%	Put
26	TRVCCITIGROUP INC	5,797,497	$360.7M	0.41%	Put
27	HYGISHARES TR	3,979,183	$344.1M	0.39%	Put
28	AVGOBROADCOM INC	964,058	$289.9M	0.33%	Put
29	MCDMCDONALDS CORP	1,381,634	$262.4M	0.30%	Put
30	CSCOCISCO SYS INC	4,757,998	$256.9M	0.29%	Put
31	BACVERIZON COMMUNICATIONS INC	4,341,954	$256.8M	0.29%	Put
32	QCOMQUALCOMM INC	4,392,303	$250.5M	0.29%	Put
33	EWZISHARES INC	6,066,977	$248.7M	0.28%	Put
34	STZCONSTELLATION BRANDS INC	1,349,306	$236.6M	0.27%	Put
35	SNAPSNAP INC	21,271,815	$234.4M	0.27%	Put
36	AMDADVANCED MICRO DEVICES INC	9,184,735	$234.4M	0.27%	Put
37	TXNTEXAS INSTRS INC	2,137,836	$226.8M	0.26%	Put
38	GSGOLDMAN SACHS GROUP INC	1,175,254	$225.6M	0.26%	Put
39	GQ9SPDR GOLD TRUST	1,819,001	$221.9M	0.25%	Put
40	TSLATESLA INC	773,615	$216.5M	0.25%	Put
41	DWDMORGAN STANLEY	5,042,379	$212.8M	0.24%	Put
42	BIDUNBAIDU INC	1,272,539	$209.8M	0.24%	Put
43	TAT&T INC	6,453,671	$202.4M	0.23%	Put
44	KOCOCA COLA CO	4,134,326	$193.7M	0.22%	Put
45	CRMSALESFORCE COM INC	1,222,580	$193.6M	0.22%	Put
46	ORCLORACLE CORP	3,571,660	$191.8M	0.22%	Put
47	XOMEXXON MOBIL CORP	2,334,855	$188.7M	0.21%	Put
48	KRKROGER CO	7,564,593	$186.1M	0.21%	Put
49	PFEPFIZER INC	4,345,646	$184.6M	0.21%	Put
50	XBISPDR SERIES TRUST	1,908,331	$172.8M	0.20%	Put
51	TIFEURTIFFANY & CO NEW	1,615,514	$170.5M	0.19%	Put
52	JDJD COM INC	5,635,041	$169.9M	0.19%	Put
53	PRKSSEAWORLD ENTMT INC	6,323,786	$162.9M	0.19%	Put
54	CATCATERPILLAR INC DEL	1,173,428	$159.0M	0.18%	Put
55	DLTRDOLLAR TREE INC	1,486,598	$156.2M	0.18%	Put
56	YUMYUM BRANDS INC	1,538,016	$153.5M	0.17%	Put
57	CVSCVS HEALTH CORP	2,823,245	$152.3M	0.17%	Put
58	SBUXSTARBUCKS CORP	2,047,703	$152.2M	0.17%	Put
59	HDHOME DEPOT INC	788,512	$151.3M	0.17%	Put
60	COSTCOSTCO WHSL CORP NEW	617,624	$149.5M	0.17%	Put
61	CMGCHIPOTLE MEXICAN GRILL INC	210,050	$149.2M	0.17%	Put
62	ABBVABBVIE INC	1,808,471	$145.7M	0.17%	Put
63	WMTWALMART INC	1,463,413	$142.7M	0.16%	Put
64	DEDEERE & CO	876,150	$140.0M	0.16%	Put
65	PEPPEPSICO INC	1,118,130	$137.0M	0.16%	Put
66	TWTRUSDTWITTER INC	4,047,713	$133.1M	0.15%	Put
67	WDCWESTERN DIGITAL CORP	2,743,791	$131.9M	0.15%	Put
68	GEGENERAL ELECTRIC CO	12,566,018	$125.5M	0.14%	Put
69	HLFHERBALIFE NUTRITION LTD	2,144,583	$113.6M	0.13%	Put
70	NKENIKE INC	1,325,805	$111.7M	0.13%	Put
71	XYZSQUARE INC	1,463,992	$109.7M	0.12%	Put
72	UPSUNITED PARCEL SERVICE INC	977,595	$109.2M	0.12%	Put
73	ROKUROKU INC	1,603,504	$103.4M	0.12%	Put
74	WDAYWORKDAY INC	528,919	$102.0M	0.12%	Put
75	BMYBRISTOL MYERS SQUIBB CO	2,137,903	$102.0M	0.12%	Put
76	ADSKAUTODESK INC	647,572	$100.9M	0.11%	Put
77	MRKMERCK & CO INC	1,158,416	$96.3M	0.11%	Put
78	CELGCELGENE CORP	1,019,726	$96.2M	0.11%	Put
79	MMM3M CO	451,149	$93.7M	0.11%	Put
80	EBAEBAY INC	2,481,303	$92.2M	0.11%	Put
81	VFCV F CORP	1,052,000	$91.4M	0.10%	Put
82	VVISA INC	582,464	$91.0M	0.10%	Put
83	WYNNWYNN RESORTS LTD	762,300	$91.0M	0.10%	Put
84	EAELECTRONIC ARTS INC	849,765	$86.4M	0.10%	Put
85	MAMASTERCARD INC	363,657	$85.6M	0.10%	Put
86	XLFSELECT SECTOR SPDR TR	3,326,977	$85.5M	0.10%	Put
87	LRCXEURLAM RESEARCH CORP	476,303	$85.3M	0.10%	Put
88	AFWALIGN TECHNOLOGY INC	294,104	$83.6M	0.10%	Put
89	LLYLILLY ELI & CO	632,446	$82.1M	0.09%	Put
90	XOPUSDSPDR SERIES TRUST	2,619,664	$80.5M	0.09%	Put
91	FDXFEDEX CORP	440,328	$79.9M	0.09%	Put
92	PGPROCTER AND GAMBLE CO	763,262	$79.4M	0.09%	Put
93	PFFISHARES TR	2,148,092	$78.5M	0.09%	Put
94	DGDOLLAR GEN CORP NEW	655,862	$78.3M	0.09%	Put
95	DYHTARGET CORP	974,793	$78.2M	0.09%	Put
96	XLESELECT SECTOR SPDR TR	1,163,983	$77.0M	0.09%	Put
97	JPMJPMORGAN CHASE & CO	758,845	$76.8M	0.09%	Put
98	TWLOTWILIO INC	589,461	$76.1M	0.09%	Put
99	4I1PHILIP MORRIS INTL INC	842,502	$74.5M	0.08%	Put
100	LOWLOWES COS INC	673,091	$73.7M	0.08%	Put

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