Parallax Volatility Advisers, L.P. Q4 2018 Filing
Filed February 14, 2019
Portfolio Value
$75.6T
Holdings
2,561
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (2,561 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 93,775,529 | $23.4T | 30.98% | Put |
| 2 | NDQINVESCO QQQ TR | 29,778,658 | $4.6T | 6.07% | Put |
| 3 | IWMISHARES TR | 20,977,911 | $2.8T | 3.71% | Put |
| 4 | AAPLAPPLE INC | 16,920,456 | $2.7T | 3.53% | Put |
| 5 | METAFACEBOOK INC | 17,091,341 | $2.2T | 2.96% | Put |
| 6 | EEMISHARES TR | 50,072,917 | $2.0T | 2.59% | Put |
| 7 | MSFTMICROSOFT CORP | 16,486,317 | $1.7T | 2.21% | Put |
| 8 | FXIISHARES TR | 31,921,566 | $1.2T | 1.65% | Put |
| 9 | TLTISHARES TR | 8,150,705 | $990.4B | 1.31% | Put |
| 10 | BABAALIBABA GROUP HLDG LTD | 6,034,022 | $827.1B | 1.09% | Put |
| 11 | NFLXNETFLIX INC | 2,867,926 | $767.7B | 1.01% | Put |
| 12 | INTCINTEL CORP | 15,895,505 | $746.0B | 0.99% | Put |
| 13 | EFAISHARES TR | 12,300,223 | $723.0B | 0.96% | Put |
| 14 | AMZNAMAZON COM INC | 477,920 | $717.8B | 0.95% | Put |
| 15 | GOOGALPHABET INC | 682,807 | $707.1B | 0.93% | Put |
| 16 | GQ9SPDR GOLD TRUST | 5,634,101 | $683.1B | 0.90% | Put |
| 17 | —BARCLAYS BK PLC | 14,565,094 | $682.8B | 0.90% | Put |
| 18 | TRVCCITIGROUP INC | 11,175,673 | $581.8B | 0.77% | Put |
| 19 | MUMICRON TECHNOLOGY INC | 17,979,214 | $570.5B | 0.75% | Put |
| 20 | BACBANK AMER CORP | 22,416,761 | $552.3B | 0.73% | Put |
| 21 | BKNGBOOKING HLDGS INC | 313,597 | $540.1B | 0.71% | Put |
| 22 | WFCWELLS FARGO CO NEW | 11,275,163 | $519.6B | 0.69% | Put |
| 23 | HYGISHARES TR | 6,305,649 | $511.4B | 0.68% | Put |
| 24 | IBMINTERNATIONAL BUSINESS MACHS | 4,280,321 | $486.5B | 0.64% | Put |
| 25 | PYPLPAYPAL HLDGS INC | 5,211,155 | $438.2B | 0.58% | Put |
| 26 | DISDISNEY WALT CO | 3,887,032 | $426.2B | 0.56% | Put |
| 27 | WMTWALMART INC | 4,450,412 | $414.6B | 0.55% | Put |
| 28 | ADBEADOBE INC | 1,542,154 | $348.9B | 0.46% | Put |
| 29 | TSLATESLA INC | 1,038,343 | $345.6B | 0.46% | Put |
| 30 | AMDADVANCED MICRO DEVICES INC | 18,537,946 | $342.2B | 0.45% | Put |
| 31 | JPMJPMORGAN CHASE & CO | 3,473,429 | $339.1B | 0.45% | Put |
| 32 | NVDANVIDIA CORP | 2,539,213 | $339.0B | 0.45% | Put |
| 33 | DWDMORGAN STANLEY | 8,411,232 | $333.5B | 0.44% | Put |
| 34 | AVGOBROADCOM INC | 1,302,551 | $331.2B | 0.44% | Put |
| 35 | COSTCOSTCO WHSL CORP NEW | 1,593,746 | $324.7B | 0.43% | Put |
| 36 | BABOEING CO | 996,751 | $321.5B | 0.42% | Put |
| 37 | PEPPEPSICO INC | 2,905,169 | $321.0B | 0.42% | Put |
| 38 | SBUXSTARBUCKS CORP | 4,942,972 | $318.3B | 0.42% | Put |
| 39 | CRMSALESFORCE COM INC | 2,303,577 | $315.5B | 0.42% | Put |
| 40 | BACVERIZON COMMUNICATIONS INC | 5,463,805 | $307.2B | 0.41% | Put |
| 41 | IEFISHARES TR | 2,918,468 | $304.1B | 0.40% | Put |
| 42 | EWZISHARES INC | 7,875,486 | $300.8B | 0.40% | Put |
| 43 | MDTMEDTRONIC PLC | 3,295,586 | $299.8B | 0.40% | Put |
| 44 | MCDMCDONALDS CORP | 1,677,786 | $297.9B | 0.39% | Put |
| 45 | ACWIISHARES TR | 4,492,558 | $288.2B | 0.38% | Put |
| 46 | BIDUNBAIDU INC | 1,735,486 | $275.3B | 0.36% | Put |
| 47 | VVISA INC | 1,929,105 | $254.5B | 0.34% | Put |
| 48 | CSCOCISCO SYS INC | 5,813,331 | $251.9B | 0.33% | Put |
| 49 | TAT&T INC | 8,726,761 | $249.1B | 0.33% | Put |
| 50 | LVLNSPDR SERIES TRUST | 5,306,377 | $248.3B | 0.33% | Put |
| 51 | DEDEERE & CO | 1,660,298 | $247.7B | 0.33% | Put |
| 52 | QCOMQUALCOMM INC | 4,331,933 | $246.5B | 0.33% | Put |
| 53 | GSGOLDMAN SACHS GROUP INC | 1,444,192 | $241.2B | 0.32% | Put |
| 54 | KOCOCA COLA CO | 5,086,539 | $240.8B | 0.32% | Put |
| 55 | XOPUSDSPDR SERIES TRUST | 9,060,307 | $240.4B | 0.32% | Put |
| 56 | CMCSACOMCAST CORP NEW | 7,019,008 | $239.0B | 0.32% | Put |
| 57 | XYZSQUARE INC | 4,187,647 | $234.9B | 0.31% | Put |
| 58 | AMGNAMGEN INC | 1,128,463 | $219.7B | 0.29% | Put |
| 59 | ORCLORACLE CORP | 4,376,910 | $197.6B | 0.26% | Put |
| 60 | TXNTEXAS INSTRS INC | 1,993,218 | $188.4B | 0.25% | Put |
| 61 | LQDISHARES TR | 1,622,755 | $183.1B | 0.24% | Put |
| 62 | TWTRUSDTWITTER INC | 6,130,893 | $176.2B | 0.23% | Put |
| 63 | UNPUNION PAC CORP | 1,228,870 | $169.9B | 0.22% | Put |
| 64 | MRKMERCK & CO INC | 2,167,882 | $165.6B | 0.22% | Put |
| 65 | JNJJOHNSON & JOHNSON | 1,250,238 | $161.3B | 0.21% | Put |
| 66 | REGNREGENERON PHARMACEUTICALS | 425,901 | $159.1B | 0.21% | Put |
| 67 | VACMARRIOTT VACATIONS WRLDWDE C | 2,206,539 | $155.6B | 0.21% | Put |
| 68 | HDHOME DEPOT INC | 870,334 | $149.5B | 0.20% | Put |
| 69 | BHCBAUSCH HEALTH COS INC | 7,925,919 | $146.4B | 0.19% | Put |
| 70 | XBISPDR SERIES TRUST | 2,012,526 | $144.4B | 0.19% | Put |
| 71 | STLAFIAT CHRYSLER AUTOMOBILES N | 9,795,676 | $141.6B | 0.19% | Put |
| 72 | USOUNITED STATES OIL FUND LP | 14,595,501 | $141.0B | 0.19% | Put |
| 73 | ABBVABBVIE INC | 1,522,273 | $140.3B | 0.19% | Put |
| 74 | GWWGRAINGER W W INC | 492,094 | $138.9B | 0.18% | Call |
| 75 | NOCNORTHROP GRUMMAN CORP | 560,452 | $137.3B | 0.18% | Put |
| 76 | XOMEXXON MOBIL CORP | 2,012,688 | $137.2B | 0.18% | Put |
| 77 | ADSKAUTODESK INC | 1,066,453 | $137.2B | 0.18% | Put |
| 78 | PRKSSEAWORLD ENTMT INC | 6,157,253 | $136.0B | 0.18% | Put |
| 79 | LOWLOWES COS INC | 1,461,484 | $135.0B | 0.18% | Put |
| 80 | GDXVANECK VECTORS ETF TR | 6,132,338 | $129.3B | 0.17% | Put |
| 81 | KRKROGER CO | 4,621,663 | $127.1B | 0.17% | Put |
| 82 | MAMASTERCARD INCORPORATED | 671,085 | $126.6B | 0.17% | Put |
| 83 | JDJD COM INC | 6,039,298 | $126.4B | 0.17% | Put |
| 84 | CVSCVS HEALTH CORP | 1,877,420 | $123.0B | 0.16% | Put |
| 85 | TMOTHERMO FISHER SCIENTIFIC INC | 547,107 | $122.4B | 0.16% | Put |
| 86 | EBIXEUREBIX INC | 2,683,262 | $114.2B | 0.15% | Put |
| 87 | FANGDIAMONDBACK ENERGY INC | 1,202,047 | $111.4B | 0.15% | Put |
| 88 | PBRPETROLEO BRASILEIRO SA PETRO | 8,546,520 | $111.2B | 0.15% | Put |
| 89 | EMBISHARES TR | 1,063,170 | $110.5B | 0.15% | Put |
| 90 | BIIBBIOGEN INC | 366,222 | $110.2B | 0.15% | Put |
| 91 | UNHUNITEDHEALTH GROUP INC | 441,481 | $110.0B | 0.15% | Put |
| 92 | PGPROCTER AND GAMBLE CO | 1,158,646 | $106.5B | 0.14% | Put |
| 93 | DONSPDR DOW JONES INDL AVRG ETF | 450,035 | $105.0B | 0.14% | Put |
| 94 | SNAPSNAP INC | 18,977,949 | $104.6B | 0.14% | Put |
| 95 | WDAYWORKDAY INC | 638,109 | $101.9B | 0.13% | Put |
| 96 | CMGCHIPOTLE MEXICAN GRILL INC | 227,898 | $98.4B | 0.13% | Put |
| 97 | EXPEEXPEDIA GROUP INC | 866,730 | $97.6B | 0.13% | Put |
| 98 | WBWEIBO CORP | 1,643,043 | $96.0B | 0.13% | Put |
| 99 | DYHTARGET CORP | 1,375,894 | $90.9B | 0.12% | Put |
| 100 | EWJISHARES INC | 1,776,384 | $90.0B | 0.12% | Put |
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