Parallax Volatility Advisers, L.P. Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$77.8B

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

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