Parallax Volatility Advisers, L.P. Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$85.5T
Holdings
1,047
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (1,047 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 66,615,839 | $20.5T | 24.03% | Put |
| 2 | IWMISHARES TR | 28,896,091 | $4.1T | 4.84% | Put |
| 3 | NDQINVESCO QQQ TR | 14,268,804 | $3.5T | 4.13% | Put |
| 4 | AAPLAPPLE INC | 7,674,775 | $2.8T | 3.27% | Put |
| 5 | MSFTMICROSOFT CORP | 11,852,437 | $2.4T | 2.82% | Put |
| 6 | AMZNAMAZON COM INC | 475,218 | $1.3T | 1.53% | Put |
| 7 | METAFACEBOOK INC | 5,717,185 | $1.3T | 1.52% | Put |
| 8 | GQ9SPDR GOLD TR | 7,416,092 | $1.2T | 1.45% | Put |
| 9 | FXIISHARES TR | 21,499,424 | $853.5B | 1.00% | Put |
| 10 | TSLATESLA INC | 772,664 | $834.3B | 0.98% | Put |
| 11 | BABAALIBABA GROUP HLDG LTD | 3,843,408 | $829.0B | 0.97% | Put |
| 12 | EFAISHARES TR | 13,279,269 | $808.3B | 0.95% | Put |
| 13 | NVDANVIDIA CORPORATION | 2,012,015 | $764.5B | 0.89% | Put |
| 14 | GOOGLALPHABET INC | 526,255 | $746.3B | 0.87% | Put |
| 15 | NFLXNETFLIX INC | 1,548,945 | $704.9B | 0.82% | Put |
| 16 | GOOGALPHABET INC | 492,580 | $696.3B | 0.81% | Put |
| 17 | TLTISHARES TR | 4,195,300 | $687.7B | 0.80% | Put |
| 18 | BACBK OF AMERICA CORP | 28,343,064 | $673.2B | 0.79% | Put |
| 19 | HYGISHARES TR | 7,894,974 | $644.4B | 0.75% | Put |
| 20 | EEMISHARES TR | 15,749,658 | $629.8B | 0.74% | Put |
| 21 | TRVCCITIGROUP INC | 10,793,034 | $551.5B | 0.65% | Put |
| 22 | CATCATERPILLAR INC DEL | 4,289,151 | $542.6B | 0.63% | Put |
| 23 | DISDISNEY WALT CO | 4,701,713 | $524.3B | 0.61% | Put |
| 24 | VVISA INC | 2,675,650 | $516.9B | 0.60% | Put |
| 25 | PYPLPAYPAL HLDGS INC | 2,834,603 | $493.9B | 0.58% | Put |
| 26 | MAMASTERCARD INCORPORATED | 1,603,751 | $474.2B | 0.55% | Put |
| 27 | AVGOBROADCOM INC | 1,492,358 | $471.0B | 0.55% | Put |
| 28 | INTCINTEL CORP | 7,720,363 | $461.9B | 0.54% | Put |
| 29 | JPMJPMORGAN CHASE & CO | 4,896,694 | $460.6B | 0.54% | Put |
| 30 | XLFSELECT SECTOR SPDR TR | 19,741,914 | $456.8B | 0.53% | Put |
| 31 | SBUXSTARBUCKS CORP | 6,010,037 | $442.3B | 0.52% | Put |
| 32 | HDHOME DEPOT INC | 1,759,454 | $440.7B | 0.52% | Put |
| 33 | ADBEADOBE INC | 985,405 | $429.0B | 0.50% | Put |
| 34 | JNJJOHNSON & JOHNSON | 3,002,058 | $422.2B | 0.49% | Put |
| 35 | BRK/BBERKSHIRE HATHAWAY INC DEL | 2,152,612 | $384.3B | 0.45% | Put |
| 36 | AMDADVANCED MICRO DEVICES INC | 6,866,843 | $361.3B | 0.42% | Put |
| 37 | XYZSQUARE INC | 3,429,967 | $359.9B | 0.42% | Put |
| 38 | QCOMQUALCOMM INC | 3,924,853 | $358.0B | 0.42% | Put |
| 39 | MLB1MERCADOLIBRE INC | 329,578 | $324.9B | 0.38% | Put |
| 40 | MUMICRON TECHNOLOGY INC | 6,204,959 | $319.7B | 0.37% | Put |
| 41 | NKENIKE INC | 3,231,359 | $316.8B | 0.37% | Put |
| 42 | WFCWELLS FARGO CO NEW | 11,645,879 | $298.1B | 0.35% | Put |
| 43 | SMHVANECK VECTORS ETF TR | 1,946,643 | $297.4B | 0.35% | Put |
| 44 | LOWLOWES COS INC | 2,175,170 | $293.9B | 0.34% | Put |
| 45 | TAT&T INC | 9,658,761 | $292.0B | 0.34% | Put |
| 46 | ABBVABBVIE INC | 2,892,940 | $284.0B | 0.33% | Put |
| 47 | XOMEXXON MOBIL CORP | 6,265,811 | $280.2B | 0.33% | Put |
| 48 | CSCOCISCO SYS INC | 6,000,613 | $279.9B | 0.33% | Put |
| 49 | SLVISHARES SILVER TR | 16,332,260 | $277.8B | 0.32% | Put |
| 50 | UBERUBER TECHNOLOGIES INC | 8,825,976 | $274.3B | 0.32% | Put |
| 51 | MMM3M CO | 1,742,498 | $271.8B | 0.32% | Put |
| 52 | COSTCOSTCO WHSL CORP NEW | 892,027 | $270.5B | 0.32% | Put |
| 53 | EWZISHARES INC | 9,338,967 | $268.6B | 0.31% | Put |
| 54 | IBMINTERNATIONAL BUSINESS MACHS | 2,181,446 | $263.4B | 0.31% | Put |
| 55 | MRKMERCK & CO. INC | 3,361,673 | $260.0B | 0.30% | Put |
| 56 | DWDMORGAN STANLEY | 5,346,783 | $258.3B | 0.30% | Put |
| 57 | LVLNSPDR SER TR | 6,712,159 | $257.7B | 0.30% | Put |
| 58 | PFEPFIZER INC | 7,784,830 | $254.6B | 0.30% | Put |
| 59 | GSGOLDMAN SACHS GROUP INC | 1,253,915 | $247.8B | 0.29% | Put |
| 60 | CRMSALESFORCE COM INC | 1,308,584 | $245.1B | 0.29% | Put |
| 61 | BKNGBOOKING HOLDINGS INC | 153,644 | $244.6B | 0.29% | Put |
| 62 | BABOEING CO | 1,332,214 | $244.2B | 0.29% | Put |
| 63 | XLESELECT SECTOR SPDR TR | 5,948,071 | $225.1B | 0.26% | Put |
| 64 | TMOTHERMO FISHER SCIENTIFIC INC | 618,087 | $224.0B | 0.26% | Put |
| 65 | TXNTEXAS INSTRS INC | 1,743,232 | $221.3B | 0.26% | Put |
| 66 | UNHUNITEDHEALTH GROUP INC | 748,446 | $220.7B | 0.26% | Put |
| 67 | CVSCVS HEALTH CORP | 3,393,641 | $220.4B | 0.26% | Put |
| 68 | BLKCHFBLACKROCK INC | 397,183 | $216.1B | 0.25% | Put |
| 69 | CVXCHEVRON CORP NEW | 2,387,604 | $213.1B | 0.25% | Put |
| 70 | PDDPINDUODUO INC | 2,380,246 | $204.3B | 0.24% | Put |
| 71 | SESEA LTD | 1,846,090 | $198.0B | 0.23% | Put |
| 72 | APDAIR PRODS & CHEMS INC | 806,966 | $194.8B | 0.23% | Put |
| 73 | XBISPDR SER TR | 1,727,159 | $193.3B | 0.23% | Put |
| 74 | DYHTARGET CORP | 1,580,319 | $189.5B | 0.22% | Put |
| 75 | CHTRCHARTER COMMUNICATIONS INC N | 364,419 | $185.9B | 0.22% | Put |
| 76 | NOWSERVICENOW INC | 447,735 | $181.4B | 0.21% | Put |
| 77 | AMATAPPLIED MATLS INC | 2,990,753 | $180.8B | 0.21% | Put |
| 78 | ORCLORACLE CORP | 3,264,789 | $180.5B | 0.21% | Put |
| 79 | BACVERIZON COMMUNICATIONS INC | 3,224,493 | $177.8B | 0.21% | Put |
| 80 | RIORIO TINTO PLC | 3,160,701 | $177.6B | 0.21% | Put |
| 81 | KOCOCA COLA CO | 3,947,991 | $176.4B | 0.21% | Put |
| 82 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 91,269,957 | $176.2B | 0.21% | |
| 83 | WWAYFAIR INC | 874,153 | $172.8B | 0.20% | Put |
| 84 | SNAPSNAP INC | 7,350,439 | $172.7B | 0.20% | Put |
| 85 | MCDMCDONALDS CORP | 934,357 | $172.4B | 0.20% | Put |
| 86 | DEDEERE & CO | 1,084,989 | $170.5B | 0.20% | Put |
| 87 | LULULULULEMON ATHLETICA INC | 546,321 | $170.4B | 0.20% | Put |
| 88 | AXPAMERICAN EXPRESS CO | 1,784,140 | $169.9B | 0.20% | Put |
| 89 | PGPROCTER AND GAMBLE CO | 1,343,751 | $160.7B | 0.19% | Put |
| 90 | NEENEXTERA ENERGY INC | 662,181 | $159.0B | 0.19% | Put |
| 91 | FFORD MTR CO DEL | 25,727,663 | $156.4B | 0.18% | Put |
| 92 | CMGCHIPOTLE MEXICAN GRILL INC | 147,137 | $154.8B | 0.18% | Put |
| 93 | WMTWALMART INC | 1,288,476 | $154.3B | 0.18% | Put |
| 94 | UPSUNITED PARCEL SERVICE INC | 1,366,490 | $151.9B | 0.18% | Put |
| 95 | XLFISELECT SECTOR SPDR TR | 2,579,332 | $151.3B | 0.18% | Put |
| 96 | LRCXEURLAM RESEARCH CORP | 453,043 | $146.5B | 0.17% | Put |
| 97 | ABXBARRICK GOLD CORPORATION | 5,350,868 | $144.1B | 0.17% | Put |
| 98 | SPOTSPOTIFY TECHNOLOGY S A | 554,061 | $143.1B | 0.17% | Put |
| 99 | EXPEEXPEDIA GROUP INC | 1,667,870 | $137.1B | 0.16% | Put |
| 100 | SLBSCHLUMBERGER LTD | 7,408,080 | $136.2B | 0.16% | Put |
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