Parallax Volatility Advisers, L.P. Q2 2019 Filing

Filed August 14, 2019

Portfolio Value

$91.8B

Holdings

2,311

Report Date

Q2 2019

Filing Type

13F-HR

All Holdings (2,311 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
99,936,766$29.3T31889.58%Put
2
NDQINVESCO QQQ TR
46,802,165$8.7T9518.28%Put
3
IWMISHARES TR
21,592,537$3.4T3656.70%Put
4
EFAISHARES TR
49,287,202$3.2T3528.20%Put
5
AAPLAPPLE INC
13,886,616$2.7T2993.25%Put
6
FXIISHARES TR
61,084,426$2.6T2845.28%Put
7
METAFACEBOOK INC
12,997,520$2.5T2731.97%Put
8
EEMISHARES TR
45,285,028$1.9T2116.26%Put
9
MSFTMICROSOFT CORP
14,157,433$1.9T2065.46%Put
10
AMZNAMAZON COM INC
841,021$1.6T1734.37%Put
11
HYGISHARES TR
13,518,920$1.2T1283.55%Put
12
BABAALIBABA GROUP HLDG LTD
6,231,112$1.1T1149.91%Put
13
GOOGALPHABET INC
878,910$950.0B1034.62%Put
14
GOOGLALPHABET INC
819,289$887.1B966.14%Put
15
JNKSPDR SERIES TRUST
7,166,169$780.7B850.22%Put
16
BKNGBOOKING HLDGS INC
416,242$780.2B849.74%Put
17
BABOEING CO
2,115,487$770.0B838.63%Put
18
GQ9SPDR GOLD TRUST
5,273,250$702.4B764.96%Put
19
QCOMQUALCOMM INC
8,926,793$679.1B739.55%Put
20
TLTISHARES TR
4,703,227$624.6B680.27%Put
21
NFLXNETFLIX INC
1,685,547$619.1B674.26%Put
22
ADBEADOBE INC
2,046,961$603.1B656.85%Put
23
NVDANVIDIA CORP
3,622,251$594.9B647.86%Put
24
IBMINTERNATIONAL BUSINESS MACHS
4,154,437$572.9B623.94%Put
25
MUMICRON TECHNOLOGY INC
13,008,394$502.0B546.71%Put
26
DONSPDR DOW JONES INDL AVRG ETF
1,619,700$430.6B468.95%Put
27
INTCINTEL CORP
8,408,145$402.5B438.35%Put
28
AMDADVANCED MICRO DEVICES INC
12,325,135$374.3B407.65%Put
29
CSCOCISCO SYS INC
6,783,170$371.2B404.31%Put
30
XLFSELECT SECTOR SPDR TR
13,413,945$370.2B403.20%Put
31
EWZISHARES INC
7,876,354$344.4B375.03%Put
32
BACBANK AMER CORP
11,396,851$330.5B359.95%Put
33
TRVCCITIGROUP INC
4,672,884$327.2B356.36%Put
34
HDHOME DEPOT INC
1,535,166$319.3B347.71%Put
35
PYPLPAYPAL HLDGS INC
2,775,092$317.6B345.92%Put
36
CRMSALESFORCE COM INC
2,007,294$304.6B331.70%Put
37
LQDISHARES TR
2,345,098$291.7B317.64%Put
38
TSLATESLA INC
1,277,615$285.5B310.91%Put
39
CATCATERPILLAR INC DEL
2,080,159$283.5B308.76%Put
40
CMGCHIPOTLE MEXICAN GRILL INC
386,174$283.0B308.22%Put
41
KOCOCA COLA CO
5,473,715$278.7B303.55%Put
42
TXNTEXAS INSTRS INC
2,379,064$273.0B297.34%Put
43
AVGOBROADCOM INC
940,803$270.8B294.95%Put
44
WFCWELLS FARGO CO NEW
5,524,884$261.4B284.73%Put
45
DEDEERE & CO
1,465,203$242.8B264.43%Put
46
YUMYUM BRANDS INC
2,148,052$237.7B258.90%Put
47
STZCONSTELLATION BRANDS INC
1,197,853$235.9B256.92%Put
48
BIDUNBAIDU INC
1,961,546$230.2B250.71%Put
49
GSGOLDMAN SACHS GROUP INC
1,055,212$215.9B235.13%Put
50
PFEPFIZER INC
4,967,942$215.2B234.38%Put
51
JPMJPMORGAN CHASE & CO
1,793,873$200.6B218.42%Put
52
VVISA INC
1,119,064$194.2B211.51%Put
53
SMHVANECK VECTORS ETF TR
1,756,864$193.6B210.81%Put
54
TWTRUSDTWITTER INC
5,310,997$185.3B201.86%Put
55
ADSKAUTODESK INC
1,127,550$183.7B200.04%Put
56
PRKSSEAWORLD ENTMT INC
5,871,445$182.0B198.23%Put
57
ULTAULTA BEAUTY INC
508,254$176.3B192.02%Put
58
DYHTARGET CORP
2,024,037$175.3B190.91%Put
59
ROKUROKU INC
1,923,929$174.3B189.79%Put
60
EAELECTRONIC ARTS INC
1,693,429$171.5B186.75%Put
61
ORCLORACLE CORP
2,946,450$167.9B182.81%Put
62
AMATAPPLIED MATLS INC
3,660,250$164.4B179.02%Put
63
LRCXEURLAM RESEARCH CORP
854,639$160.5B174.84%Put
64
KRKROGER CO
7,354,055$159.7B173.87%Put
65
SNAPSNAP INC
11,123,556$159.1B173.23%Put
66
BACVERIZON COMMUNICATIONS INC
2,740,171$156.6B170.49%Put
67
WMTWALMART INC
1,397,886$154.4B168.21%Put
68
TAT&T INC
4,592,362$153.9B167.60%Put
69
MCDMCDONALDS CORP
738,407$153.3B167.00%Put
70
GEGENERAL ELECTRIC CO
14,257,417$149.7B163.05%Put
71
WDCWESTERN DIGITAL CORP
3,037,993$144.5B157.33%Put
72
DLTRDOLLAR TREE INC
1,276,869$137.1B149.33%Put
73
GDXVANECK VECTORS ETF TR
5,348,530$136.7B148.88%Put
74
WDAYWORKDAY INC
645,072$132.6B144.42%Put
75
JNJJOHNSON & JOHNSON
945,139$131.6B143.36%Put
76
CVXCHEVRON CORP NEW
1,044,147$129.9B141.52%Put
77
DWDMORGAN STANLEY
2,717,401$119.0B129.65%Put
78
JDJD COM INC
3,909,628$118.4B128.96%Put
79
DISDISNEY WALT CO
817,913$114.2B124.39%Put
80
FDXFEDEX CORP
684,047$112.3B122.32%Put
81
UNHUNITEDHEALTH GROUP INC
443,796$108.3B117.93%Put
82
PGPROCTER AND GAMBLE CO
977,678$107.2B116.76%Put
83
COSTCOSTCO WHSL CORP NEW
405,673$107.2B116.75%Put
84
NKENIKE INC
1,266,200$106.3B115.76%Put
85
PANWPALO ALTO NETWORKS INC
496,071$101.1B110.09%Put
86
AXPAMERICAN EXPRESS CO
789,674$97.5B106.15%Put
87
PEPPEPSICO INC
742,165$97.3B105.99%Put
88
CVSCVS HEALTH CORP
1,732,264$94.4B102.80%Put
89
XYZSQUARE INC
1,256,816$91.2B99.28%Put
90
NXPINXP SEMICONDUCTORS N V
921,194$89.9B97.93%Put
91
MEDICINES CO
2,437,658$88.9B96.82%Put
92
USOUNITED STATES OIL FUND LP
7,286,993$87.7B95.55%Put
93
AFWALIGN TECHNOLOGY INC
319,225$87.4B95.14%Put
94
BARCLAYS BK PLC
3,333,655$86.7B94.40%Put
95
MDTMEDTRONIC PLC
889,382$86.6B94.34%Put
96
GILDGILEAD SCIENCES INC
1,252,568$84.6B92.17%Put
97
DGDOLLAR GEN CORP NEW
601,239$81.3B88.52%Put
98
LMTLOCKHEED MARTIN CORP
222,433$80.9B88.06%Put
99
MLB1MERCADOLIBRE INC
131,889$80.7B87.87%Put
100
ATVIEURACTIVISION BLIZZARD INC
1,651,570$78.0B84.90%Put
Page 1 of 24Next