Parallax Volatility Advisers, L.P. Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$88.9T
Holdings
926
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (926 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 83,869,445 | $24.9T | 27.98% | Put |
| 2 | NDQINVESCO QQQ TR | 46,655,728 | $8.8T | 9.90% | Put |
| 3 | IWMISHARES TR | 29,586,679 | $4.5T | 5.03% | Put |
| 4 | AAPLAPPLE INC | 14,543,325 | $3.3T | 3.66% | Put |
| 5 | FXIISHARES TR | 53,379,342 | $2.1T | 2.39% | Put |
| 6 | EFAISHARES TR | 28,951,155 | $1.9T | 2.12% | Put |
| 7 | AMZNAMAZON COM INC | 1,072,645 | $1.9T | 2.09% | Put |
| 8 | EEMISHARES TR | 41,103,904 | $1.7T | 1.89% | Put |
| 9 | MSFTMICROSOFT CORP | 11,044,579 | $1.5T | 1.73% | Put |
| 10 | HYGISHARES TR | 17,538,000 | $1.5T | 1.72% | Put |
| 11 | METAFACEBOOK INC | 7,838,909 | $1.4T | 1.57% | Put |
| 12 | GOOGALPHABET INC | 911,736 | $1.1T | 1.25% | Put |
| 13 | GOOGLALPHABET INC | 880,434 | $1.1T | 1.21% | Put |
| 14 | BKNGBOOKING HLDGS INC | 499,405 | $980.2B | 1.10% | Put |
| 15 | NVDANVIDIA CORP | 5,443,167 | $947.5B | 1.07% | Put |
| 16 | DONSPDR DOW JONES INDL AVRG ETF | 3,184,529 | $857.2B | 0.96% | Put |
| 17 | BABAALIBABA GROUP HLDG LTD | 4,958,563 | $829.2B | 0.93% | Put |
| 18 | GQ9SPDR GOLD TRUST | 5,231,663 | $726.5B | 0.82% | Put |
| 19 | NFLXNETFLIX INC | 2,284,131 | $611.3B | 0.69% | Put |
| 20 | MUMICRON TECHNOLOGY INC | 13,471,714 | $577.3B | 0.65% | Put |
| 21 | INTCINTEL CORP | 9,819,751 | $506.0B | 0.57% | Put |
| 22 | BABOEING CO | 1,165,022 | $443.2B | 0.50% | Put |
| 23 | AVGOBROADCOM INC | 1,576,969 | $435.4B | 0.49% | Put |
| 24 | TRVCCITIGROUP INC | 6,195,056 | $428.0B | 0.48% | Put |
| 25 | PYPLPAYPAL HLDGS INC | 4,049,838 | $419.5B | 0.47% | Put |
| 26 | IBMINTERNATIONAL BUSINESS MACHS | 2,771,372 | $403.0B | 0.45% | Put |
| 27 | TXNTEXAS INSTRS INC | 3,096,608 | $400.2B | 0.45% | Put |
| 28 | HDHOME DEPOT INC | 1,665,669 | $386.5B | 0.43% | Put |
| 29 | CMGCHIPOTLE MEXICAN GRILL INC | 457,029 | $384.1B | 0.43% | Put |
| 30 | JPMJPMORGAN CHASE & CO | 3,256,542 | $383.3B | 0.43% | Put |
| 31 | BACBANK AMER CORP | 12,898,223 | $376.2B | 0.42% | Put |
| 32 | TLTISHARES TR | 2,566,873 | $367.3B | 0.41% | Put |
| 33 | AMDADVANCED MICRO DEVICES INC | 11,737,150 | $340.3B | 0.38% | Put |
| 34 | XLFSELECT SECTOR SPDR TR | 11,940,992 | $334.3B | 0.38% | Put |
| 35 | EWZISHARES INC | 7,921,822 | $333.8B | 0.38% | Put |
| 36 | QCOMQUALCOMM INC | 4,370,678 | $333.4B | 0.37% | Put |
| 37 | TSLATESLA INC | 1,364,535 | $328.7B | 0.37% | Put |
| 38 | MLB1MERCADOLIBRE INC | 564,608 | $311.2B | 0.35% | Put |
| 39 | LRCXEURLAM RESEARCH CORP | 1,289,630 | $298.0B | 0.34% | Put |
| 40 | DYHTARGET CORP | 2,758,721 | $294.9B | 0.33% | Put |
| 41 | BIDUNBAIDU INC | 2,860,129 | $293.9B | 0.33% | Put |
| 42 | LQDISHARES TR | 2,262,048 | $288.4B | 0.32% | Put |
| 43 | DEDEERE & CO | 1,700,742 | $286.9B | 0.32% | Put |
| 44 | ADBEADOBE INC | 1,031,925 | $285.1B | 0.32% | Put |
| 45 | CATCATERPILLAR INC DEL | 2,238,771 | $282.8B | 0.32% | Put |
| 46 | VVISA INC | 1,608,921 | $276.7B | 0.31% | Put |
| 47 | GSGOLDMAN SACHS GROUP INC | 1,317,688 | $273.1B | 0.31% | Put |
| 48 | WFCWELLS FARGO CO NEW | 4,938,690 | $249.1B | 0.28% | Put |
| 49 | WMTWALMART INC | 1,820,587 | $216.1B | 0.24% | Put |
| 50 | AMATAPPLIED MATLS INC | 4,246,418 | $211.9B | 0.24% | Put |
| 51 | JNJJOHNSON & JOHNSON | 1,618,644 | $209.4B | 0.24% | Put |
| 52 | XYZSQUARE INC | 3,164,283 | $196.0B | 0.22% | Put |
| 53 | CVSCVS HEALTH CORP | 3,018,774 | $190.4B | 0.21% | Put |
| 54 | CSCOCISCO SYS INC | 3,840,367 | $189.8B | 0.21% | Put |
| 55 | LOWLOWES COS INC | 1,672,814 | $184.0B | 0.21% | Put |
| 56 | ULTAULTA BEAUTY INC | 717,193 | $179.7B | 0.20% | Put |
| 57 | TWTRUSDTWITTER INC | 4,293,736 | $176.9B | 0.20% | Put |
| 58 | SNAPSNAP INC | 11,081,221 | $175.1B | 0.20% | Put |
| 59 | YUMYUM BRANDS INC | 1,523,809 | $172.8B | 0.19% | Put |
| 60 | KRKROGER CO | 6,641,536 | $171.2B | 0.19% | Put |
| 61 | AMGNAMGEN INC | 881,314 | $170.5B | 0.19% | Put |
| 62 | EWJISHARES INC | 2,965,492 | $168.3B | 0.19% | Put |
| 63 | MCDMCDONALDS CORP | 782,111 | $167.9B | 0.19% | Put |
| 64 | JDJD COM INC | 5,931,606 | $167.3B | 0.19% | Put |
| 65 | DWDMORGAN STANLEY | 3,913,605 | $167.0B | 0.19% | Put |
| 66 | ROKUROKU INC | 1,632,430 | $166.1B | 0.19% | Put |
| 67 | BACVERIZON COMMUNICATIONS INC | 2,737,750 | $165.3B | 0.19% | Put |
| 68 | PRKSSEAWORLD ENTMT INC | 5,915,223 | $155.7B | 0.18% | Put |
| 69 | TAT&T INC | 4,068,997 | $154.0B | 0.17% | Put |
| 70 | KOCOCA COLA CO | 2,794,833 | $152.2B | 0.17% | Put |
| 71 | MAMASTERCARD INC | 539,578 | $146.5B | 0.16% | Put |
| 72 | ADSKAUTODESK INC | 972,144 | $143.6B | 0.16% | Put |
| 73 | MPCMARATHON PETE CORP | 2,319,542 | $140.9B | 0.16% | Put |
| 74 | PFEPFIZER INC | 3,891,637 | $139.8B | 0.16% | Put |
| 75 | NEMNEWMONT GOLDCORP CORPORATION | 3,659,828 | $138.8B | 0.16% | Put |
| 76 | LMTLOCKHEED MARTIN CORP | 350,435 | $136.7B | 0.15% | Put |
| 77 | DISDISNEY WALT CO | 1,045,972 | $136.3B | 0.15% | Put |
| 78 | BRK/BBERKSHIRE HATHAWAY INC DEL | 631,202 | $131.3B | 0.15% | Put |
| 79 | CVXCHEVRON CORP NEW | 1,079,281 | $128.0B | 0.14% | Put |
| 80 | ORCLORACLE CORP | 2,306,312 | $126.9B | 0.14% | Put |
| 81 | XOMEXXON MOBIL CORP | 1,779,508 | $125.6B | 0.14% | Put |
| 82 | NKENIKE INC | 1,323,335 | $124.3B | 0.14% | Put |
| 83 | NXPINXP SEMICONDUCTORS N V | 1,130,351 | $123.4B | 0.14% | Put |
| 84 | UALUNITED AIRLINES HLDGS INC | 1,377,693 | $121.8B | 0.14% | Put |
| 85 | SBUXSTARBUCKS CORP | 1,367,194 | $120.9B | 0.14% | Put |
| 86 | XOPUSDSPDR SERIES TRUST | 5,355,091 | $119.7B | 0.13% | Put |
| 87 | SPOTSPOTIFY TECHNOLOGY S A | 1,043,223 | $118.9B | 0.13% | Put |
| 88 | PEPPEPSICO INC | 852,612 | $116.9B | 0.13% | Put |
| 89 | UPSUNITED PARCEL SERVICE INC | 970,194 | $116.3B | 0.13% | Put |
| 90 | ATVIEURACTIVISION BLIZZARD INC | 2,150,963 | $113.8B | 0.13% | Put |
| 91 | —MEDICINES CO | 2,222,559 | $111.1B | 0.12% | Put |
| 92 | FDXFEDEX CORP | 757,063 | $110.2B | 0.12% | Put |
| 93 | XLNXEURXILINX INC | 1,148,887 | $110.2B | 0.12% | Put |
| 94 | MELI 2 08/15/28MERCADOLIBRE INC | 69,387,000 | $109.9B | 0.12% | |
| 95 | LULULULULEMON ATHLETICA INC | 562,944 | $108.4B | 0.12% | Put |
| 96 | CRMSALESFORCE COM INC | 727,300 | $108.0B | 0.12% | Put |
| 97 | WDCWESTERN DIGITAL CORP | 1,704,296 | $101.6B | 0.11% | Put |
| 98 | CHTRCHARTER COMMUNICATIONS INC N | 245,944 | $101.4B | 0.11% | Put |
| 99 | WDAYWORKDAY INC | 594,650 | $101.1B | 0.11% | Put |
| 100 | USOUNITED STATES OIL FUND LP | 8,375,534 | $95.0B | 0.11% | Put |
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