Parallax Volatility Advisers, L.P. Q3 2018 Filing
Filed November 14, 2018
Portfolio Value
$81.9B
Holdings
2,669
Report Date
Q3 2018
Filing Type
13F-HR
All Holdings (2,669 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 127,313,801 | $37.0T | 45165.64% | Put |
| 2 | IWMISHARES TR | 21,846,025 | $3.7T | 4493.24% | Put |
| 3 | AAPLAPPLE INC | 14,024,455 | $3.2T | 3863.24% | Put |
| 4 | NDQINVESCO QQQ TR | 13,237,201 | $2.5T | 3001.07% | Put |
| 5 | EFAISHARES TR | 28,980,601 | $2.0T | 2404.43% | Put |
| 6 | METAFACEBOOK INC | 9,892,417 | $1.6T | 1985.27% | Put |
| 7 | EEMISHARES TR | 32,042,377 | $1.4T | 1678.20% | Put |
| 8 | MSFTMICROSOFT CORP | 10,765,687 | $1.2T | 1502.49% | Put |
| 9 | FXIISHARES TR | 28,737,901 | $1.2T | 1501.62% | Put |
| 10 | HYGISHARES TR | 12,951,301 | $1.1T | 1366.11% | Put |
| 11 | BABAALIBABA GROUP HLDG LTD | 4,549,077 | $749.5B | 914.60% | Put |
| 12 | DONSPDR DOW JONES INDL AVRG ETF | 2,781,823 | $735.5B | 897.52% | Put |
| 13 | TLTISHARES TR | 5,900,401 | $691.9B | 844.36% | Put |
| 14 | GQ9SPDR GOLD TRUST | 5,936,801 | $669.4B | 816.89% | Put |
| 15 | NFLXNETFLIX INC | 1,771,613 | $662.8B | 808.81% | Put |
| 16 | NVDANVIDIA CORP | 2,273,564 | $638.9B | 779.65% | Put |
| 17 | MUMICRON TECHNOLOGY INC | 13,780,970 | $623.3B | 760.63% | Put |
| 18 | BACBANK AMER CORP | 16,071,396 | $473.5B | 577.76% | Put |
| 19 | TRVCCITIGROUP INC | 6,305,867 | $452.4B | 552.04% | Put |
| 20 | GOOGALPHABET INC | 376,081 | $448.8B | 547.69% | Put |
| 21 | AMDADVANCED MICRO DEVICES INC | 14,145,400 | $437.0B | 533.20% | Put |
| 22 | AMZNAMAZON COM INC | 213,140 | $426.9B | 520.97% | Put |
| 23 | —BARCLAYS BK PLC | 15,792,225 | $421.2B | 513.96% | Put |
| 24 | EWZISHARES INC | 12,477,233 | $420.9B | 513.56% | Put |
| 25 | IBMINTERNATIONAL BUSINESS MACHS | 2,753,231 | $416.3B | 508.02% | Put |
| 26 | INTCINTEL CORP | 7,549,015 | $357.0B | 435.63% | Put |
| 27 | TSLATESLA INC | 1,336,232 | $353.8B | 431.72% | Put |
| 28 | WFCWELLS FARGO CO NEW | 6,137,783 | $322.6B | 393.66% | Put |
| 29 | GWWGRAINGER W W INC | 817,000 | $292.0B | 356.32% | Put |
| 30 | IEFISHARES TR | 2,837,001 | $287.0B | 350.24% | Put |
| 31 | BIDUNBAIDU INC | 1,150,572 | $263.1B | 321.07% | Put |
| 32 | MDTMEDTRONIC PLC | 2,628,200 | $258.5B | 315.49% | Put |
| 33 | VACMARRIOTT VACATIONS WRLDWDE C | 2,216,010 | $247.6B | 302.19% | Put |
| 34 | JDJD COM INC | 9,264,473 | $241.7B | 294.95% | Put |
| 35 | USOUNITED STATES OIL FUND LP | 14,772,001 | $229.3B | 279.76% | Put |
| 36 | EWJISHARES INC | 3,789,000 | $228.2B | 278.48% | Put |
| 37 | ACWIISHARES TR | 3,010,001 | $223.5B | 272.76% | Put |
| 38 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 2,437,800 | $223.5B | 272.70% | Put |
| 39 | GSGOLDMAN SACHS GROUP INC | 963,815 | $216.1B | 263.73% | Put |
| 40 | ADBEADOBE SYS INC | 784,763 | $211.9B | 258.53% | Put |
| 41 | JPMJPMORGAN CHASE & CO | 1,864,703 | $210.4B | 256.76% | Put |
| 42 | PRKSSEAWORLD ENTMT INC | 6,636,097 | $208.6B | 254.52% | Put |
| 43 | TAT&T INC | 5,915,441 | $198.6B | 242.40% | Put |
| 44 | LVLNSPDR SERIES TRUST | 3,295,932 | $195.8B | 238.99% | Put |
| 45 | PYPLPAYPAL HLDGS INC | 2,208,611 | $194.0B | 236.74% | Put |
| 46 | DWDMORGAN STANLEY | 4,158,038 | $193.6B | 236.30% | Put |
| 47 | WMTWALMART INC | 1,853,491 | $174.1B | 212.40% | Put |
| 48 | COSTCOSTCO WHSL CORP NEW | 732,846 | $172.1B | 210.03% | Put |
| 49 | TWTRUSDTWITTER INC | 5,935,113 | $168.9B | 206.12% | Put |
| 50 | STZCONSTELLATION BRANDS INC | 782,639 | $168.8B | 205.92% | Put |
| 51 | SMHVANECK VECTORS ETF TR | 1,463,198 | $155.8B | 190.07% | Put |
| 52 | XYZSQUARE INC | 1,567,409 | $155.2B | 189.39% | Put |
| 53 | DOVDOVER CORP | 1,732,100 | $153.3B | 187.12% | Put |
| 54 | AVGOBROADCOM INC | 580,800 | $143.3B | 174.85% | Put |
| 55 | BABOEING CO | 381,101 | $141.7B | 172.95% | Put |
| 56 | UNPUNION PAC CORP | 867,600 | $141.3B | 172.39% | Put |
| 57 | CRMSALESFORCE COM INC | 808,581 | $128.6B | 156.92% | Put |
| 58 | JNJJOHNSON & JOHNSON | 897,026 | $123.9B | 151.24% | Put |
| 59 | EXPEEXPEDIA GROUP INC | 937,700 | $122.3B | 149.29% | Put |
| 60 | SNAPSNAP INC | 14,035,930 | $119.0B | 145.24% | Put |
| 61 | VVISA INC | 776,500 | $116.5B | 142.21% | Put |
| 62 | KRKROGER CO | 3,963,200 | $115.4B | 140.78% | Put |
| 63 | BHCBAUSCH HEALTH COS INC | 4,358,200 | $111.9B | 136.52% | Put |
| 64 | ORCLORACLE CORP | 2,164,241 | $111.6B | 136.16% | Put |
| 65 | CSCOCISCO SYS INC | 2,293,187 | $111.6B | 136.14% | Put |
| 66 | BACVERIZON COMMUNICATIONS INC | 1,938,887 | $103.5B | 126.32% | Put |
| 67 | BXUSDBLACKSTONE GROUP L P | 2,682,026 | $102.1B | 124.63% | Put |
| 68 | CMCSACOMCAST CORP NEW | 2,855,574 | $101.1B | 123.39% | Put |
| 69 | XOMEXXON MOBIL CORP | 1,184,463 | $100.7B | 122.91% | Put |
| 70 | PEPPEPSICO INC | 868,626 | $97.1B | 118.51% | Put |
| 71 | KOCOCA COLA CO | 2,090,200 | $96.5B | 117.81% | Put |
| 72 | BBYBEST BUY INC | 1,143,748 | $90.8B | 110.76% | Put |
| 73 | EAELECTRONIC ARTS INC | 752,017 | $90.6B | 110.56% | Put |
| 74 | TSSTOTAL SYS SVCS INC | 911,900 | $90.0B | 109.87% | Call |
| 75 | LOWLOWES COS INC | 780,388 | $89.6B | 109.33% | Put |
| 76 | ABBVABBVIE INC | 926,200 | $87.6B | 106.89% | Put |
| 77 | QCOMQUALCOMM INC | 1,207,586 | $87.0B | 106.14% | Put |
| 78 | DYHTARGET CORP | 982,200 | $86.6B | 105.72% | Put |
| 79 | XBISPDR SERIES TRUST | 887,703 | $85.1B | 103.87% | Put |
| 80 | WBWEIBO CORP | 1,157,185 | $84.6B | 103.27% | Put |
| 81 | CATCATERPILLAR INC DEL | 542,232 | $82.7B | 100.88% | Put |
| 82 | SCHWSCHWAB CHARLES CORP NEW | 1,647,658 | $81.0B | 98.82% | Put |
| 83 | WSMWILLIAMS SONOMA INC | 1,209,500 | $79.5B | 97.00% | Put |
| 84 | EBAEBAY INC | 2,377,936 | $78.5B | 95.82% | Put |
| 85 | MAMASTERCARD INCORPORATED | 350,000 | $77.9B | 95.08% | Put |
| 86 | TLRYEURTILRAY INC | 536,200 | $77.0B | 93.97% | Put |
| 87 | BKNGBOOKING HLDGS INC | 37,370 | $74.1B | 90.46% | Put |
| 88 | NKENIKE INC | 866,135 | $73.4B | 89.53% | Put |
| 89 | GMGENERAL MTRS CO | 2,148,883 | $72.4B | 88.30% | Put |
| 90 | KSSKOHLS CORP | 963,700 | $71.8B | 87.67% | Put |
| 91 | QRVOQORVO INC | 910,234 | $70.0B | 85.41% | Call |
| 92 | CMGCHIPOTLE MEXICAN GRILL INC | 151,159 | $68.7B | 83.84% | Put |
| 93 | UPSUNITED PARCEL SERVICE INC | 587,500 | $68.6B | 83.69% | Put |
| 94 | BMYBRISTOL MYERS SQUIBB CO | 1,085,917 | $67.4B | 82.26% | Put |
| 95 | HDHOME DEPOT INC | 324,357 | $67.2B | 81.99% | Put |
| 96 | ADSKAUTODESK INC | 426,631 | $66.6B | 81.27% | Put |
| 97 | DGDOLLAR GEN CORP NEW | 601,100 | $65.7B | 80.18% | Put |
| 98 | CVXCHEVRON CORP NEW | 532,256 | $65.1B | 79.42% | Put |
| 99 | LUVSOUTHWEST AIRLS CO | 1,029,400 | $64.3B | 78.44% | Put |
| 100 | CELGCELGENE CORP | 704,000 | $63.0B | 76.88% | Put |
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