Parallax Volatility Advisers, L.P. Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$88.9B

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

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