Parallax Volatility Advisers, L.P. Q4 2018 Filing

Filed February 14, 2019

Portfolio Value

$75.6B

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

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