Parallax Volatility Advisers, L.P. Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$77.8T
Holdings
973
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (973 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 82,886,710 | $21.4T | 27.44% | Put |
| 2 | NDQINVESCO QQQ TR | 19,608,632 | $3.7T | 4.80% | Put |
| 3 | IWMISHARES TR | 26,567,778 | $3.0T | 3.91% | Put |
| 4 | AAPLAPPLE INC | 11,791,474 | $3.0T | 3.85% | Put |
| 5 | AMZNAMAZON COM INC | 1,256,484 | $2.4T | 3.15% | Put |
| 6 | MSFTMICROSOFT CORP | 14,729,544 | $2.3T | 2.98% | Put |
| 7 | EEMISHARES TR | 43,599,928 | $1.5T | 1.91% | Put |
| 8 | FXIISHARES TR | 37,676,039 | $1.4T | 1.82% | Put |
| 9 | METAFACEBOOK INC | 8,087,632 | $1.3T | 1.73% | Put |
| 10 | HYGISHARES TR | 16,671,259 | $1.3T | 1.65% | Put |
| 11 | GOOGLALPHABET INC | 1,033,860 | $1.2T | 1.54% | Put |
| 12 | TLTISHARES TR | 5,981,651 | $986.8B | 1.27% | Put |
| 13 | EFAISHARES TR | 16,164,354 | $864.1B | 1.11% | Put |
| 14 | GQ9SPDR GOLD TRUST | 5,764,589 | $853.5B | 1.10% | Put |
| 15 | GOOGALPHABET INC | 702,855 | $817.3B | 1.05% | Put |
| 16 | BABAALIBABA GROUP HLDG LTD | 3,824,751 | $743.8B | 0.96% | Put |
| 17 | NVDANVIDIA CORP | 2,792,619 | $736.1B | 0.95% | Put |
| 18 | INTCINTEL CORP | 11,673,039 | $631.7B | 0.81% | Put |
| 19 | NFLXNETFLIX INC | 1,632,542 | $613.1B | 0.79% | Put |
| 20 | DISDISNEY WALT CO | 6,277,170 | $606.4B | 0.78% | Put |
| 21 | ADBEADOBE INC | 1,732,425 | $551.3B | 0.71% | Put |
| 22 | AMDADVANCED MICRO DEVICES INC | 11,840,870 | $538.5B | 0.69% | Put |
| 23 | MUMICRON TECHNOLOGY INC | 12,268,920 | $516.0B | 0.66% | Put |
| 24 | BKNGBOOKING HLDGS INC | 338,752 | $455.8B | 0.59% | Put |
| 25 | PYPLPAYPAL HLDGS INC | 4,559,586 | $436.5B | 0.56% | Put |
| 26 | JNJJOHNSON & JOHNSON | 3,248,313 | $425.9B | 0.55% | Put |
| 27 | VVISA INC | 2,615,765 | $421.4B | 0.54% | Put |
| 28 | BMYBRISTOL-MYERS SQUIBB CO | 7,294,127 | $406.6B | 0.52% | Put |
| 29 | CHTRCHARTER COMMUNICATIONS INC N | 897,841 | $391.8B | 0.50% | Put |
| 30 | TSLATESLA INC | 728,447 | $381.7B | 0.49% | Put |
| 31 | AVGOBROADCOM INC | 1,462,898 | $346.9B | 0.45% | Put |
| 32 | BACBK OF AMERICA CORP | 15,601,817 | $331.2B | 0.43% | Put |
| 33 | CATCATERPILLAR INC DEL | 2,801,249 | $325.1B | 0.42% | Put |
| 34 | COSTCOSTCO WHSL CORP NEW | 1,128,064 | $321.7B | 0.41% | Put |
| 35 | SMHVANECK VECTORS ETF TR | 2,580,232 | $302.3B | 0.39% | Put |
| 36 | PEPPEPSICO INC | 2,514,238 | $301.9B | 0.39% | Put |
| 37 | TXNTEXAS INSTRS INC | 2,979,566 | $297.8B | 0.38% | Put |
| 38 | HDHOME DEPOT INC | 1,512,022 | $282.3B | 0.36% | Put |
| 39 | IBMINTERNATIONAL BUSINESS MACHS | 2,475,295 | $274.6B | 0.35% | Put |
| 40 | CSCOCISCO SYS INC | 6,935,115 | $272.6B | 0.35% | Put |
| 41 | DYHTARGET CORP | 2,837,706 | $263.8B | 0.34% | Put |
| 42 | SBUXSTARBUCKS CORP | 4,011,188 | $263.7B | 0.34% | Put |
| 43 | CVSCVS HEALTH CORP | 4,207,626 | $249.6B | 0.32% | Put |
| 44 | BABOEING CO | 1,589,823 | $237.1B | 0.30% | Put |
| 45 | AMATAPPLIED MATLS INC | 4,933,689 | $226.1B | 0.29% | Put |
| 46 | MMM3M CO | 1,641,962 | $224.2B | 0.29% | Put |
| 47 | WFCWELLS FARGO CO NEW | 7,684,105 | $220.5B | 0.28% | Put |
| 48 | EWZISHARES INC | 9,351,913 | $220.3B | 0.28% | Put |
| 49 | KOCOCA COLA CO | 4,854,222 | $214.8B | 0.28% | Put |
| 50 | MRKMERCK & CO. INC | 2,785,894 | $214.3B | 0.28% | Put |
| 51 | XLFSELECT SECTOR SPDR TR | 10,142,737 | $211.2B | 0.27% | Put |
| 52 | BRK/BBERKSHIRE HATHAWAY INC DEL | 1,150,265 | $210.3B | 0.27% | Put |
| 53 | CMCSACOMCAST CORP NEW | 6,063,656 | $208.5B | 0.27% | Put |
| 54 | MAMASTERCARD INC | 862,283 | $208.3B | 0.27% | Put |
| 55 | WMTWALMART INC | 1,821,602 | $207.0B | 0.27% | Put |
| 56 | XLUSELECT SECTOR SPDR TR | 3,706,965 | $205.4B | 0.26% | Put |
| 57 | UNHUNITEDHEALTH GROUP INC | 781,590 | $194.9B | 0.25% | Put |
| 58 | JPMJPMORGAN CHASE & CO | 2,131,761 | $191.9B | 0.25% | Put |
| 59 | IYRISHARES TR | 2,724,087 | $189.5B | 0.24% | Put |
| 60 | TRVCCITIGROUP INC | 4,363,160 | $183.8B | 0.24% | Put |
| 61 | PFEPFIZER INC | 5,509,463 | $179.8B | 0.23% | Put |
| 62 | UNPUNION PAC CORP | 1,244,328 | $175.5B | 0.23% | Put |
| 63 | NOWSERVICENOW INC | 611,383 | $175.2B | 0.23% | Put |
| 64 | QCOMQUALCOMM INC | 2,557,390 | $173.0B | 0.22% | Put |
| 65 | LRCXEURLAM RESEARCH CORP | 701,121 | $168.3B | 0.22% | Put |
| 66 | BLKCHFBLACKROCK INC | 374,680 | $164.9B | 0.21% | Put |
| 67 | —COLFAX CORP | 74,558,604 | $161.4B | 0.21% | |
| 68 | PANWPALO ALTO NETWORKS INC | 980,173 | $160.7B | 0.21% | Put |
| 69 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 3,357,164 | $160.4B | 0.21% | Put |
| 70 | EWJISHARES INC | 3,111,790 | $153.7B | 0.20% | Put |
| 71 | —BARCLAYS BK PLC | 3,312,778 | $153.2B | 0.20% | Put |
| 72 | MCDMCDONALDS CORP | 921,483 | $152.4B | 0.20% | Put |
| 73 | CRMSALESFORCE COM INC | 1,038,631 | $149.5B | 0.19% | Put |
| 74 | MLB1MERCADOLIBRE INC | 282,787 | $138.2B | 0.18% | Put |
| 75 | BIDUNBAIDU INC | 1,355,530 | $136.6B | 0.18% | Put |
| 76 | XLFISELECT SECTOR SPDR TR | 2,506,354 | $136.5B | 0.18% | Put |
| 77 | BACVERIZON COMMUNICATIONS INC | 2,515,010 | $135.1B | 0.17% | Put |
| 78 | TAT&T INC | 4,626,437 | $134.9B | 0.17% | Put |
| 79 | XYZSQUARE INC | 2,559,253 | $134.0B | 0.17% | Put |
| 80 | LQDISHARES TR | 1,083,902 | $133.9B | 0.17% | Put |
| 81 | ISRGINTUITIVE SURGICAL INC | 269,745 | $133.6B | 0.17% | Put |
| 82 | LOWLOWES COS INC | 1,496,300 | $128.8B | 0.17% | Put |
| 83 | PDDPINDUODUO INC | 3,562,779 | $128.4B | 0.16% | Put |
| 84 | GSGOLDMAN SACHS GROUP INC | 828,621 | $128.1B | 0.16% | Put |
| 85 | DEDEERE & CO | 922,203 | $127.4B | 0.16% | Put |
| 86 | ELLAUDER ESTEE COS INC | 780,400 | $124.4B | 0.16% | Put |
| 87 | ABBVABBVIE INC | 1,560,029 | $118.9B | 0.15% | Put |
| 88 | XOMEXXON MOBIL CORP | 3,047,158 | $115.7B | 0.15% | Put |
| 89 | GEGENERAL ELECTRIC CO | 14,418,359 | $114.5B | 0.15% | Put |
| 90 | DWDMORGAN STANLEY | 3,327,175 | $113.1B | 0.15% | Put |
| 91 | FDXFEDEX CORP | 931,741 | $113.0B | 0.15% | Put |
| 92 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 58,826,919 | $112.7B | 0.14% | |
| 93 | 4I1PHILIP MORRIS INTL INC | 1,537,181 | $112.1B | 0.14% | Put |
| 94 | EBAEBAY INC | 3,695,791 | $111.1B | 0.14% | Put |
| 95 | —BECTON DICKINSON & CO | 49,562,412 | $109.1B | 0.14% | |
| 96 | LMTLOCKHEED MARTIN CORP | 321,111 | $108.8B | 0.14% | Put |
| 97 | HUMHUMANA INC | 343,208 | $107.8B | 0.14% | Put |
| 98 | FFORD MTR CO DEL | 22,297,555 | $107.7B | 0.14% | Put |
| 99 | JDJD COM INC | 2,620,747 | $106.1B | 0.14% | Put |
| 100 | CMGCHIPOTLE MEXICAN GRILL INC | 157,380 | $102.9B | 0.13% | Put |
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