Parallax Volatility Advisers, L.P.

Q4 2022 Holdings

Filed 2023-02-14 | 2827 holdings | $64.4B | 13F-HR/A | View on SEC ↗ · Holdings Table ↗

Amended (2023-02-27) | View on SEC ↗ · Holdings Table ↗

Issuer	Class	CUSIP	Value ↓	Shares	% Portfolio
Spdr S&P 500 ETF TR(SPY)Put	TR UNIT	78462F103	$6.1B	15,932,500	9.5%
Invesco QQQ TR(QQQ)Put	UNIT SER 1	46090E103	$2.7B	9,986,900	4.1%
Invesco QQQ TR(QQQ)Call	UNIT SER 1	46090E103	$1.4B	5,389,600	2.2%
Spdr S&P 500 ETF TR(SPY)Call	TR UNIT	78462F103	$1.4B	3,645,700	2.2%
Ishares TR(IWM)Put	RUSSELL 2000 ETF	464287655	$1.1B	6,370,400	1.7%
Ishares TR(IWM)Call	RUSSELL 2000 ETF	464287655	$757.1M	4,342,200	1.2%
JPMorgan Chase & Co(JPM)Put	COM	46625H100	$720.4M	5,372,200	1.1%
Spdr Gold TR(GLD)Call	GOLD SHS	78463V107	$639.5M	3,769,500	1.0%
JPMorgan Chase & Co(JPM)Call	COM	46625H100	$602.6M	4,493,600	0.9%
Cigna Corp New(CI)Call	COM	125523100	$570.9M	1,722,900	0.9%
Tesla Inc(TSLA)Call	COM	88160R101	$551.9M	4,480,700	0.9%
Booking Holdings Inc(BKNG)Put	COM	09857L108	$551.4M	273,600	0.9%
Spdr S&P 500 ETF TR(SPY)	TR UNIT	78462F103	$495.3M	1,295,236	0.8%
Microsoft Corp(MSFT)Call	COM	594918104	$463.5M	1,932,800	0.7%
Johnson & Johnson(JNJ)Call	COM	478160104	$462.2M	2,616,600	0.7%
Invesco QQQ TR(QQQ)	UNIT SER 1	46090E103	$441.9M	1,659,431	0.7%
Spdr Gold TR(GLD)Put	GOLD SHS	78463V107	$422.2M	2,488,900	0.7%
Ishares TR(TLT)Call	20 YR TR BD ETF	464287432	$401.5M	4,033,200	0.6%
Tesla Inc(TSLA)Put	COM	88160R101	$390.4M	3,169,300	0.6%
Microsoft Corp(MSFT)Put	COM	594918104	$383.5M	1,599,200	0.6%
Apple Inc(AAPL)Put	COM	037833100	$362.9M	2,793,400	0.6%
Spdr DOW Jones Indl Average(DIA)Put	UT SER 1	78467X109	$359.9M	1,086,200	0.6%
Alibaba Group Hldg LTD(BABA)Call	SPONSORED ADS	01609W102	$356.6M	4,048,600	0.6%
Nvidia Corporation(NVDA)Call	COM	67066G104	$342.3M	2,342,500	0.5%
Thermo Fisher Scientific Inc(TMO)Call	COM	883556102	$330.5M	600,100	0.5%
Apple Inc(AAPL)Call	COM	037833100	$324.1M	2,494,300	0.5%
Bristol-Myers Squibb Co(BMY)Call	COM	110122108	$315.4M	4,383,100	0.5%
Pinduoduo Inc(PDD)Call	SPONSORED ADS	722304102	$314.6M	3,857,300	0.5%
Palo Alto Networks Inc(PANW)Put	COM	697435105	$304.8M	2,184,100	0.5%
Moderna Inc(MRNA)Call	COM	60770K107	$298.2M	1,660,000	0.5%
Palo Alto Networks Inc(PANW)Call	COM	697435105	$294.0M	2,106,900	0.5%
Nvidia Corporation(NVDA)Put	COM	67066G104	$245.6M	1,680,900	0.4%
Cigna Corp New(CI)Put	COM	125523100	$242.8M	732,900	0.4%
Ishares Silver TR(SLV)Call	ISHARES	46428Q109	$223.1M	10,133,700	0.3%
Ishares TR(TLT)Put	20 YR TR BD ETF	464287432	$215.8M	2,167,900	0.3%
Ishares TR(HYG)Put	IBOXX HI YD ETF	464288513	$208.8M	2,835,400	0.3%
Select Sector Spdr TR(XLE)	ENERGY	81369Y506	$205.0M	2,343,461	0.3%
Select Sector Spdr TR(XLF)Put	FINANCIAL	81369Y605	$201.9M	5,904,800	0.3%
Amazon COM Inc(AMZN)Call	COM	023135106	$199.0M	2,369,200	0.3%
Alibaba Group Hldg LTD(BABA)Put	SPONSORED ADS	01609W102	$198.1M	2,249,200	0.3%
Coca Cola Co(KO)Call	COM	191216100	$195.4M	3,071,600	0.3%
Crowdstrike Hldgs Inc(CRWD)Call	CL A	22788C105	$192.6M	1,829,200	0.3%
Advanced Micro Devices Inc(AMD)Put	COM	007903107	$192.0M	2,963,600	0.3%
Royal Caribbean Group(RCL)Put	COM	V7780T103	$191.0M	3,865,000	0.3%
Amazon COM Inc(AMZN)Put	COM	023135106	$190.9M	2,272,200	0.3%
Netflix Inc(NFLX)Put	COM	64110L106	$186.3M	631,900	0.3%
Meta Platforms Inc(META)Call	CL A	30303M102	$182.7M	1,518,100	0.3%
Alphabet Inc(GOOGL)Call	CAP STK CL A	02079K305	$180.1M	2,041,000	0.3%
Advanced Micro Devices Inc(AMD)Call	COM	007903107	$178.1M	2,750,200	0.3%
Spdr SER TR(KRE)Put	S&P REGL BKG	78464A698	$171.9M	2,926,500	0.3%

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