Parallax Volatility Advisers, L.P. Q3 2020 Filing

Filed November 13, 2020

Portfolio Value

$135.0B

Holdings

1,212

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (1,212 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	70,199,043	$23.5B	17.42%	Put
2	NDQINVESCO QQQ TR	26,709,752	$7.4B	5.50%	Put
3	MSFTMICROSOFT CORP	21,685,833	$4.6B	3.38%	Put
4	AAPLAPPLE INC	38,301,532	$4.4B	3.29%	Put
5	IWMISHARES TR	28,313,155	$4.2B	3.14%	Put
6	METAFACEBOOK INC	12,830,034	$3.4B	2.49%	Put
7	TSLATESLA INC	4,658,550	$2.0B	1.48%	Put
8	NVDANVIDIA CORPORATION	3,673,741	$2.0B	1.47%	Put
9	GQ9SPDR GOLD TR	10,695,121	$1.9B	1.40%	Put
10	AMZNAMAZON COM INC	513,338	$1.6B	1.20%	Put
11	TLTISHARES TR	9,691,410	$1.6B	1.17%	Put
12	GOOGALPHABET INC	991,408	$1.5B	1.08%	Put
13	BABAALIBABA GROUP HLDG LTD	4,869,227	$1.4B	1.06%	Put
14	AMDADVANCED MICRO DEVICES INC	16,869,654	$1.4B	1.02%	Put
15	NFLXNETFLIX INC	2,473,106	$1.2B	0.92%	Put
16	ADBEADOBE SYSTEMS INCORPORATED	2,486,118	$1.2B	0.90%	Put
17	INTCINTEL CORP	22,762,227	$1.2B	0.87%	Put
18	HYGISHARES TR	13,986,602	$1.2B	0.87%	Put
19	CSCOCISCO SYS INC	25,323,263	$997.5M	0.74%	Put
20	CRMSALESFORCE COM INC	3,905,669	$981.6M	0.73%	Put
21	QCOMQUALCOMM INC	8,304,722	$977.3M	0.72%	Put
22	MAMASTERCARD INCORPORATED	2,732,358	$924.0M	0.68%	Put
23	GOOGLALPHABET INC	593,639	$870.1M	0.64%	Put
24	EEMISHARES TR	19,637,663	$865.8M	0.64%	Put
25	PYPLPAYPAL HLDGS INC	4,303,981	$848.0M	0.63%	Put
26	VVISA INC	4,182,185	$836.3M	0.62%	Put
27	EFAISHARES TR	13,134,937	$836.0M	0.62%	Put
28	JPMJPMORGAN CHASE & CO	8,524,579	$820.7M	0.61%	Put
29	FDXFEDEX CORP	3,206,827	$806.6M	0.60%	Put
30	DISDISNEY WALT CO	6,456,396	$801.1M	0.59%	Put
31	TRVCCITIGROUP INC	18,567,615	$800.4M	0.59%	Put
32	BACBK OF AMERICA CORP	32,546,818	$784.0M	0.58%	Put
33	BKNGBOOKING HOLDINGS INC	452,525	$774.0M	0.57%	Put
34	BRK/BBERKSHIRE HATHAWAY INC DEL	3,545,761	$755.0M	0.56%	Put
35	NKENIKE INC	5,677,451	$712.8M	0.53%	Put
36	AVGOBROADCOM INC	1,910,933	$696.2M	0.52%	Put
37	XYZSQUARE INC	4,038,621	$656.5M	0.49%	Put
38	MUMICRON TECHNOLOGY INC	13,456,441	$631.9M	0.47%	Put
39	HDHOME DEPOT INC	2,188,082	$607.7M	0.45%	Put
40	CATCATERPILLAR INC DEL	4,058,539	$605.3M	0.45%	Put
41	JNJJOHNSON & JOHNSON	3,865,704	$575.5M	0.43%	Put
42	AMATAPPLIED MATLS INC	9,449,737	$561.8M	0.42%	Put
43	SBUXSTARBUCKS CORP	6,316,810	$542.8M	0.40%	Put
44	BABOEING CO	3,275,442	$541.3M	0.40%	Put
45	COSTCOSTCO WHSL CORP NEW	1,493,398	$530.2M	0.39%	Put
46	FXIISHARES TR	12,355,161	$518.9M	0.38%	Put
47	JDJD.COM INC	6,319,224	$490.4M	0.36%	Put
48	NOWSERVICENOW INC	999,987	$485.1M	0.36%	Put
49	KOCOCA COLA CO	9,646,124	$476.2M	0.35%	Put
50	GSGOLDMAN SACHS GROUP INC	2,324,277	$467.1M	0.35%	Put
51	MLB1MERCADOLIBRE INC	426,035	$461.1M	0.34%	Put
52	DYHTARGET CORP	2,927,327	$460.8M	0.34%	Put
53	UNHUNITEDHEALTH GROUP INC	1,472,970	$459.2M	0.34%	Put
54	SLVISHARES SILVER TR	21,126,608	$457.2M	0.34%	Put
55	CVXCHEVRON CORP NEW	6,318,297	$454.9M	0.34%	Put
56	LRCXEURLAM RESEARCH CORP	1,330,224	$441.3M	0.33%	Put
57	EWZISHARES INC	15,615,500	$431.9M	0.32%	Put
58	CMGCHIPOTLE MEXICAN GRILL INC	330,566	$411.1M	0.30%	Put
59	AXPAMERICAN EXPRESS CO	4,052,176	$406.2M	0.30%	Put
60	MARMARRIOTT INTL INC NEW	4,286,266	$396.8M	0.29%	Put
61	WFCWELLS FARGO CO NEW	16,757,131	$394.0M	0.29%	Put
62	DWDMORGAN STANLEY	8,086,492	$391.0M	0.29%	Put
63	TXNTEXAS INSTRS INC	2,724,870	$389.1M	0.29%	Put
64	PEPPEPSICO INC	2,782,182	$385.6M	0.29%	Put
65	BYNDBEYOND MEAT INC	2,305,167	$382.8M	0.28%	Put
66	WWAYFAIR INC	1,275,401	$371.1M	0.27%	Put
67	LOWLOWES COS INC	2,188,630	$363.0M	0.27%	Put
68	PFEPFIZER INC	9,885,077	$362.8M	0.27%	Put
69	UBERUBER TECHNOLOGIES INC	9,790,807	$357.2M	0.26%	Put
70	ATVIEURACTIVISION BLIZZARD INC	4,284,236	$346.8M	0.26%	Put
71	TSMTAIWAN SEMICONDUCTOR MFG LTD	4,200,032	$340.5M	0.25%	Put
72	XLFSELECT SECTOR SPDR TR	13,815,683	$332.5M	0.25%	Put
73	PGPROCTER AND GAMBLE CO	2,356,459	$327.5M	0.24%	Put
74	IBMINTERNATIONAL BUSINESS MACHS	2,653,609	$322.9M	0.24%	Put
75	DONSPDR DOW JONES INDL AVERAGE	1,144,704	$317.7M	0.24%	Put
76	MRKMERCK & CO. INC	3,822,862	$317.1M	0.23%	Put
77	XOMEXXON MOBIL CORP	9,228,215	$316.8M	0.23%	Put
78	TWTRUSDTWITTER INC	7,059,507	$314.1M	0.23%	Put
79	SESEA LTD	2,034,588	$313.4M	0.23%	Put
80	SNAPSNAP INC	11,517,196	$300.7M	0.22%	Put
81	CHTRCHARTER COMMUNICATIONS INC N	477,775	$298.3M	0.22%	Put
82	LULULULULEMON ATHLETICA INC	877,055	$288.9M	0.21%	Put
83	ABXBARRICK GOLD CORP	10,220,097	$287.3M	0.21%	Put
84	MCDMCDONALDS CORP	1,282,233	$281.4M	0.21%	Put
85	BLKCHFBLACKROCK INC	499,432	$281.4M	0.21%	Put
86	BIDUNBAIDU INC	2,191,660	$277.4M	0.21%	Put
87	COUPEURCOUPA SOFTWARE INC	1,011,137	$277.3M	0.21%	Put
88	ZZILLOW GROUP INC	2,720,922	$276.4M	0.20%	Put
89	RCLROYAL CARIBBEAN GROUP	4,212,670	$272.7M	0.20%	Put
90	UPSUNITED PARCEL SERVICE INC	1,627,441	$271.2M	0.20%	Put
91	DEDEERE & CO	1,218,829	$270.1M	0.20%	Put
92	HONHONEYWELL INTL INC	1,618,327	$266.4M	0.20%	Put
93	PTONPELOTON INTERACTIVE INC	2,683,635	$266.3M	0.20%	Put
94	ULTAULTA BEAUTY INC	1,183,632	$265.1M	0.20%	Put
95	RIORIO TINTO PLC	4,154,069	$250.9M	0.19%	Put
96	ACNACCENTURE PLC IRELAND	1,097,941	$248.1M	0.18%	Put
97	RHRH	644,086	$246.5M	0.18%	Put
98	LQDISHARES TR	1,799,825	$242.5M	0.18%	Put
99	CVNACARVANA CO	1,085,657	$242.2M	0.18%	Put
100	WMTWALMART INC	1,689,994	$236.5M	0.18%	Put

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