Parallax Volatility Advisers, L.P. Q2 2018 Filing
Filed August 14, 2018
Portfolio Value
$70.7B
Holdings
2,442
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (2,442 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 110,101,201 | $29.9T | 42219.52% | Put |
| 2 | NDQINVESCO QQQ TR | 20,938,901 | $3.6T | 5080.44% | Put |
| 3 | AAPLAPPLE INC | 16,002,653 | $3.0T | 4187.22% | Put |
| 4 | IWMISHARES TR | 17,870,694 | $2.9T | 4136.94% | Put |
| 5 | EEMISHARES TR | 44,177,893 | $1.9T | 2705.81% | Put |
| 6 | EFAISHARES TR | 24,258,889 | $1.6T | 2296.44% | Put |
| 7 | METAFACEBOOK INC | 5,990,893 | $1.2T | 1645.56% | Put |
| 8 | HYGISHARES TR | 13,363,601 | $1.1T | 1607.14% | Put |
| 9 | TLTISHARES TR | 8,352,898 | $1.0T | 1437.15% | Put |
| 10 | MUMICRON TECHNOLOGY INC | 18,638,714 | $977.4B | 1381.60% | Put |
| 11 | MSFTMICROSOFT CORP | 9,678,467 | $954.4B | 1349.06% | Put |
| 12 | FXIISHARES TR | 17,219,862 | $739.9B | 1045.92% | Put |
| 13 | TRVCCITIGROUP INC | 9,056,329 | $606.0B | 856.66% | Put |
| 14 | IBMINTERNATIONAL BUSINESS MACHS | 4,008,014 | $559.9B | 791.46% | Put |
| 15 | BABAALIBABA GROUP HLDG LTD | 2,957,025 | $548.6B | 775.48% | Put |
| 16 | —BARCLAYS BK PLC | 13,391,725 | $495.5B | 700.39% | Put |
| 17 | —ILG INC | 14,809,459 | $489.2B | 691.43% | Put |
| 18 | TAT&T INC | 15,013,720 | $482.1B | 681.45% | Put |
| 19 | IEFISHARES TR | 4,512,601 | $462.6B | 653.88% | Put |
| 20 | GQ9SPDR GOLD TRUST | 3,780,001 | $448.5B | 633.97% | Put |
| 21 | INTCINTEL CORP | 8,529,907 | $424.0B | 599.37% | Put |
| 22 | BACBANK AMER CORP | 14,260,398 | $402.0B | 568.24% | Put |
| 23 | AMZNAMAZON COM INC | 230,316 | $391.5B | 553.39% | Put |
| 24 | NVDANVIDIA CORP | 1,595,325 | $377.9B | 534.22% | Put |
| 25 | WFCWELLS FARGO CO NEW | 6,745,089 | $373.9B | 528.59% | Put |
| 26 | EWZISHARES INC | 11,371,509 | $364.5B | 515.17% | Put |
| 27 | GOOGALPHABET INC | 318,367 | $355.2B | 502.07% | Put |
| 28 | JPMJPMORGAN CHASE & CO | 2,658,373 | $277.0B | 391.55% | Put |
| 29 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 3,187,800 | $273.9B | 387.12% | Put |
| 30 | NFLXNETFLIX INC | 656,678 | $257.0B | 363.34% | Put |
| 31 | XBISPDR SERIES TRUST | 2,510,903 | $239.0B | 337.85% | Put |
| 32 | JDJD COM INC | 6,129,672 | $238.8B | 337.48% | Put |
| 33 | USOUNITED STATES OIL FUND LP | 14,978,541 | $225.6B | 318.86% | Put |
| 34 | GWWGRAINGER W W INC | 719,900 | $222.0B | 313.83% | Put |
| 35 | MDTMEDTRONIC PLC | 2,458,500 | $210.5B | 297.51% | Put |
| 36 | BIDUNBAIDU INC | 827,610 | $201.1B | 284.27% | Put |
| 37 | TSLATESLA INC | 564,800 | $193.7B | 273.80% | Put |
| 38 | LVLNSPDR SERIES TRUST | 2,808,994 | $171.3B | 242.21% | Put |
| 39 | EWJISHARES INC | 2,904,526 | $168.2B | 237.76% | Put |
| 40 | DOVDOVER CORP | 2,203,686 | $161.3B | 228.02% | Put |
| 41 | DWDMORGAN STANLEY | 3,384,099 | $160.4B | 226.74% | Put |
| 42 | ORCLORACLE CORP | 3,629,812 | $159.9B | 226.06% | Put |
| 43 | AMDADVANCED MICRO DEVICES INC | 10,377,068 | $155.6B | 219.88% | Put |
| 44 | CSCOCISCO SYS INC | 3,598,991 | $154.9B | 218.91% | Put |
| 45 | WYNNWYNN RESORTS LTD | 904,581 | $151.4B | 213.97% | Put |
| 46 | PYPLPAYPAL HLDGS INC | 1,780,926 | $148.3B | 209.62% | Put |
| 47 | SNAPSNAP INC | 10,784,902 | $141.2B | 199.55% | Put |
| 48 | BKNGBOOKING HLDGS INC | 69,464 | $140.8B | 199.04% | Put |
| 49 | VVISA INC | 1,055,489 | $139.8B | 197.61% | Put |
| 50 | GDXVANECK VECTORS ETF TR | 6,186,057 | $138.0B | 195.08% | Put |
| 51 | CMGCHIPOTLE MEXICAN GRILL INC | 316,185 | $136.4B | 192.79% | Put |
| 52 | TWTRUSDTWITTER INC | 3,011,039 | $131.5B | 185.87% | Put |
| 53 | AVGOBROADCOM INC | 531,805 | $129.0B | 182.40% | Put |
| 54 | DISDISNEY WALT CO | 1,225,108 | $128.4B | 181.50% | Put |
| 55 | BXUSDBLACKSTONE GROUP L P | 3,909,306 | $125.8B | 177.77% | Put |
| 56 | LOWLOWES COS INC | 1,279,400 | $122.3B | 172.83% | Put |
| 57 | PRKSSEAWORLD ENTMT INC | 5,316,572 | $116.0B | 163.98% | Put |
| 58 | NKENIKE INC | 1,441,609 | $114.9B | 162.37% | Put |
| 59 | UNPUNION PAC CORP | 796,384 | $112.8B | 159.49% | Put |
| 60 | GPCGENUINE PARTS CO | 1,211,481 | $111.2B | 157.19% | Put |
| 61 | DXJWISDOMTREE TR | 2,024,989 | $109.3B | 154.51% | Put |
| 62 | BACVERIZON COMMUNICATIONS INC | 2,169,800 | $109.2B | 154.30% | Put |
| 63 | SMHVANECK VECTORS ETF TR | 1,058,201 | $108.6B | 153.57% | Put |
| 64 | EAELECTRONIC ARTS INC | 768,200 | $108.3B | 153.13% | Put |
| 65 | KOCOCA COLA CO | 2,365,700 | $103.8B | 146.67% | Put |
| 66 | HDHOME DEPOT INC | 502,700 | $98.1B | 138.64% | Put |
| 67 | XOMEXXON MOBIL CORP | 1,184,844 | $98.0B | 138.56% | Put |
| 68 | QRVOQORVO INC | 1,201,843 | $96.4B | 136.20% | Call |
| 69 | CELGCELGENE CORP | 1,155,000 | $91.7B | 129.66% | Put |
| 70 | EXPEEXPEDIA GROUP INC | 707,104 | $85.0B | 120.14% | Put |
| 71 | XLISELECT SECTOR SPDR TR | 1,125,501 | $80.6B | 113.96% | Put |
| 72 | QCOMQUALCOMM INC | 1,427,752 | $80.1B | 113.26% | Put |
| 73 | UNGUSDUNITED STATES NATL GAS FUND | 3,346,950 | $79.3B | 112.13% | Put |
| 74 | BBYBEST BUY INC | 1,017,800 | $75.9B | 107.30% | Put |
| 75 | AABAUSDALTABA INC | 1,027,757 | $75.2B | 106.36% | Put |
| 76 | EWWISHARES INC | 1,593,501 | $75.1B | 106.18% | Put |
| 77 | COSTCOSTCO WHSL CORP NEW | 347,000 | $72.5B | 102.50% | Put |
| 78 | GEGENERAL ELECTRIC CO | 5,276,700 | $71.8B | 101.52% | Put |
| 79 | BHCVALEANT PHARMACEUTICALS INTL | 3,070,900 | $71.4B | 100.88% | Put |
| 80 | —DOWDUPONT INC | 1,051,169 | $69.3B | 97.95% | Call |
| 81 | ABBVABBVIE INC | 738,070 | $68.4B | 96.66% | Put |
| 82 | DYHTARGET CORP | 885,800 | $67.4B | 95.31% | Put |
| 83 | AIGAMERICAN INTL GROUP INC | 1,265,800 | $67.1B | 94.86% | Put |
| 84 | WMTWALMART INC | 778,000 | $66.6B | 94.19% | Put |
| 85 | BMYBRISTOL MYERS SQUIBB CO | 1,200,000 | $66.4B | 93.87% | Put |
| 86 | LVSLAS VEGAS SANDS CORP | 839,000 | $64.1B | 90.56% | Put |
| 87 | MCKMCKESSON CORP | 476,230 | $63.5B | 89.80% | Put |
| 88 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 790,809 | $62.5B | 88.30% | Put |
| 89 | EMBISHARES TR | 570,001 | $60.9B | 86.03% | Put |
| 90 | GMGENERAL MTRS CO | 1,540,365 | $60.7B | 85.79% | Put |
| 91 | ADBEADOBE SYS INC | 248,733 | $60.6B | 85.72% | Put |
| 92 | CTRPUSDCTRIP COM INTL LTD | 1,232,356 | $58.7B | 82.98% | Put |
| 93 | EBAEBAY INC | 1,617,371 | $58.6B | 82.90% | Put |
| 94 | KHCKRAFT HEINZ CO | 931,693 | $58.5B | 82.73% | Put |
| 95 | DEDEERE & CO | 418,024 | $58.4B | 82.61% | Put |
| 96 | NEMNEWMONT MINING CORP | 1,538,633 | $58.0B | 82.02% | Put |
| 97 | PGPROCTER AND GAMBLE CO | 715,122 | $55.8B | 78.91% | Put |
| 98 | TJXTJX COS INC NEW | 584,112 | $55.6B | 78.59% | Put |
| 99 | DONSPDR DOW JONES INDL AVRG ETF | 227,467 | $55.2B | 78.04% | Put |
| 100 | NTESNETEASE INC | 215,917 | $54.6B | 77.12% | Put |
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