Parallax Volatility Advisers, L.P. Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$86.7T
Holdings
980
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (980 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 54,957,559 | $17.7T | 20.40% | Put |
| 2 | NDQINVESCO QQQ TR | 30,836,305 | $6.6T | 7.56% | Put |
| 3 | AAPLAPPLE INC | 18,060,159 | $5.3T | 6.12% | Put |
| 4 | IWMISHARES TR | 24,038,870 | $4.0T | 4.59% | Put |
| 5 | AMZNAMAZON COM INC | 1,238,832 | $2.3T | 2.64% | Put |
| 6 | MSFTMICROSOFT CORP | 12,804,655 | $2.0T | 2.33% | Put |
| 7 | FXIISHARES TR | 43,816,785 | $1.9T | 2.21% | Put |
| 8 | EEMISHARES TR | 38,964,258 | $1.7T | 2.02% | Put |
| 9 | NVDANVIDIA CORP | 6,556,836 | $1.5T | 1.78% | Put |
| 10 | METAFACEBOOK INC | 6,535,884 | $1.3T | 1.55% | Put |
| 11 | HYGISHARES TR | 14,761,866 | $1.3T | 1.50% | Put |
| 12 | EFAISHARES TR | 17,662,611 | $1.2T | 1.41% | Put |
| 13 | BKNGBOOKING HLDGS INC | 592,824 | $1.2T | 1.40% | Put |
| 14 | BABAALIBABA GROUP HLDG LTD | 4,937,560 | $1.0T | 1.21% | Put |
| 15 | GOOGLALPHABET INC | 668,072 | $894.8B | 1.03% | Put |
| 16 | EWZISHARES INC | 17,155,440 | $814.0B | 0.94% | Put |
| 17 | MUMICRON TECHNOLOGY INC | 14,867,304 | $799.6B | 0.92% | Put |
| 18 | GOOGALPHABET INC | 569,042 | $760.8B | 0.88% | Put |
| 19 | GQ9SPDR GOLD TRUST | 5,307,889 | $758.5B | 0.87% | Put |
| 20 | INTCINTEL CORP | 11,087,180 | $663.6B | 0.77% | Put |
| 21 | AMDADVANCED MICRO DEVICES INC | 14,018,006 | $642.9B | 0.74% | Put |
| 22 | BABOEING CO | 1,859,989 | $605.9B | 0.70% | Put |
| 23 | TRVCCITIGROUP INC | 7,055,070 | $563.6B | 0.65% | Put |
| 24 | NFLXNETFLIX INC | 1,733,959 | $561.0B | 0.65% | Put |
| 25 | DONSPDR DOW JONES INDL AVRG ETF | 1,904,513 | $543.0B | 0.63% | Put |
| 26 | ADBEADOBE INC | 1,607,061 | $530.1B | 0.61% | Put |
| 27 | TSLATESLA INC | 1,212,106 | $507.1B | 0.58% | Put |
| 28 | BACBANK AMER CORP | 14,186,586 | $499.7B | 0.58% | Put |
| 29 | MRKMERCK & CO INC | 5,163,085 | $469.6B | 0.54% | Put |
| 30 | PYPLPAYPAL HLDGS INC | 4,280,197 | $463.0B | 0.53% | Put |
| 31 | AVGOBROADCOM INC | 1,443,580 | $456.2B | 0.53% | Put |
| 32 | MLB1MERCADOLIBRE INC | 794,300 | $454.3B | 0.52% | Put |
| 33 | XLFSELECT SECTOR SPDR TR | 13,810,037 | $425.1B | 0.49% | Put |
| 34 | JPMJPMORGAN CHASE & CO | 2,957,223 | $412.2B | 0.48% | Put |
| 35 | VVISA INC | 2,190,286 | $411.6B | 0.47% | Put |
| 36 | CATCATERPILLAR INC DEL | 2,745,883 | $405.5B | 0.47% | Put |
| 37 | QCOMQUALCOMM INC | 4,189,762 | $369.7B | 0.43% | Put |
| 38 | WFCWELLS FARGO CO NEW | 6,855,963 | $368.9B | 0.43% | Put |
| 39 | LQDISHARES TR | 2,817,702 | $360.6B | 0.42% | Put |
| 40 | JNJJOHNSON & JOHNSON | 2,354,034 | $343.4B | 0.40% | Put |
| 41 | BIDUNBAIDU INC | 2,431,252 | $307.3B | 0.35% | Put |
| 42 | TLTISHARES TR | 2,253,296 | $305.3B | 0.35% | Put |
| 43 | TAT&T INC | 7,547,636 | $295.0B | 0.34% | Put |
| 44 | AMGNAMGEN INC | 1,178,430 | $284.1B | 0.33% | Put |
| 45 | GSGOLDMAN SACHS GROUP INC | 1,165,916 | $268.1B | 0.31% | Put |
| 46 | AMATAPPLIED MATLS INC | 4,382,504 | $267.5B | 0.31% | Put |
| 47 | IBMINTERNATIONAL BUSINESS MACHS | 1,982,144 | $265.7B | 0.31% | Put |
| 48 | FDXFEDEX CORP | 1,736,857 | $262.6B | 0.30% | Put |
| 49 | LRCXEURLAM RESEARCH CORP | 871,662 | $254.9B | 0.29% | Put |
| 50 | XYZSQUARE INC | 4,052,313 | $253.5B | 0.29% | Put |
| 51 | XLUSELECT SECTOR SPDR TR | 3,910,020 | $252.7B | 0.29% | Put |
| 52 | DWDMORGAN STANLEY | 4,654,047 | $237.9B | 0.27% | Put |
| 53 | TXNTEXAS INSTRS INC | 1,846,321 | $236.9B | 0.27% | Put |
| 54 | CVSCVS HEALTH CORP | 3,111,871 | $231.2B | 0.27% | Put |
| 55 | NKENIKE INC | 2,231,036 | $226.0B | 0.26% | Put |
| 56 | JDJD COM INC | 6,327,532 | $222.9B | 0.26% | Put |
| 57 | TWTRUSDTWITTER INC | 6,755,899 | $216.5B | 0.25% | Put |
| 58 | CSCOCISCO SYS INC | 4,496,496 | $215.7B | 0.25% | Put |
| 59 | CMGCHIPOTLE MEXICAN GRILL INC | 248,921 | $208.4B | 0.24% | Put |
| 60 | BRK/BBERKSHIRE HATHAWAY INC DEL | 919,152 | $208.2B | 0.24% | Put |
| 61 | UALUNITED AIRLINES HLDGS INC | 2,347,456 | $206.8B | 0.24% | Put |
| 62 | LOWLOWES COS INC | 1,680,031 | $201.2B | 0.23% | Put |
| 63 | SBUXSTARBUCKS CORP | 2,283,921 | $200.8B | 0.23% | Put |
| 64 | WYNNWYNN RESORTS LTD | 1,435,094 | $199.3B | 0.23% | Put |
| 65 | DEDEERE & CO | 1,117,612 | $193.6B | 0.22% | Put |
| 66 | MPCMARATHON PETE CORP | 3,173,232 | $191.2B | 0.22% | Put |
| 67 | HDHOME DEPOT INC | 866,501 | $189.2B | 0.22% | Put |
| 68 | KRKROGER CO | 6,464,931 | $187.4B | 0.22% | Put |
| 69 | DYHTARGET CORP | 1,448,968 | $185.8B | 0.21% | Put |
| 70 | SNAPSNAP INC | 11,335,852 | $185.1B | 0.21% | Put |
| 71 | UNHUNITEDHEALTH GROUP INC | 590,639 | $173.6B | 0.20% | Put |
| 72 | MAMASTERCARD INC | 580,628 | $173.4B | 0.20% | Put |
| 73 | BACVERIZON COMMUNICATIONS INC | 2,805,835 | $172.3B | 0.20% | Put |
| 74 | PEPPEPSICO INC | 1,222,904 | $167.1B | 0.19% | Put |
| 75 | PRKSSEAWORLD ENTMT INC | 5,239,997 | $166.2B | 0.19% | Put |
| 76 | COSTCOSTCO WHSL CORP NEW | 552,940 | $162.5B | 0.19% | Put |
| 77 | LMTLOCKHEED MARTIN CORP | 411,864 | $160.4B | 0.19% | Put |
| 78 | NXPINXP SEMICONDUCTORS N V | 1,259,318 | $160.3B | 0.18% | Put |
| 79 | PANWPALO ALTO NETWORKS INC | 688,279 | $159.2B | 0.18% | Put |
| 80 | GEGENERAL ELECTRIC CO | 13,787,902 | $153.9B | 0.18% | Put |
| 81 | XOPUSDSPDR SERIES TRUST | 6,468,126 | $153.3B | 0.18% | Put |
| 82 | RHRH | 700,827 | $149.6B | 0.17% | Put |
| 83 | PFEPFIZER INC | 3,707,462 | $145.3B | 0.17% | Put |
| 84 | MCDMCDONALDS CORP | 717,379 | $141.8B | 0.16% | Put |
| 85 | ATVIEURACTIVISION BLIZZARD INC | 2,324,629 | $138.1B | 0.16% | Put |
| 86 | DISDISNEY WALT CO | 928,779 | $134.3B | 0.15% | Put |
| 87 | NOWSERVICENOW INC | 472,260 | $133.3B | 0.15% | Put |
| 88 | XLKSELECT SECTOR SPDR TR | 1,405,420 | $128.8B | 0.15% | Put |
| 89 | METMETLIFE INC | 2,493,963 | $127.1B | 0.15% | Put |
| 90 | ORCLORACLE CORP | 2,370,258 | $125.6B | 0.14% | Put |
| 91 | WMTWALMART INC | 1,046,503 | $124.4B | 0.14% | Put |
| 92 | BKRBAKER HUGHES COMPANY | 4,768,924 | $122.2B | 0.14% | Put |
| 93 | UPSUNITED PARCEL SERVICE INC | 1,027,039 | $120.2B | 0.14% | Put |
| 94 | BMYBRISTOL MYERS SQUIBB CO | 1,838,377 | $118.0B | 0.14% | Put |
| 95 | PDDPINDUODUO INC | 3,047,662 | $115.3B | 0.13% | Put |
| 96 | ADSKAUTODESK INC | 625,527 | $114.8B | 0.13% | Put |
| 97 | LULULULULEMON ATHLETICA INC | 471,559 | $109.3B | 0.13% | Put |
| 98 | ROKUROKU INC | 778,337 | $104.2B | 0.12% | Put |
| 99 | EWJISHARES INC | 1,758,070 | $104.2B | 0.12% | Put |
| 100 | BXBLACKSTONE GROUP INC | 1,814,311 | $101.5B | 0.12% | Put |
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