Parallax Volatility Advisers, L.P. Q2 2020 Filing

Filed August 14, 2020

Portfolio Value

$85.5B

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

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