Parallax Volatility Advisers, L.P.

Q1 2023 Holdings

Filed 2023-05-15 | 2655 holdings | $48.9B | 13F-HR | View on SEC ↗ · Holdings Table ↗

Issuer	Class	CUSIP	Value ↓	Shares	% Portfolio
Spdr S&P 500 ETF TR(SPY)Put	TR UNIT	78462F103	$3.7B	9,060,900	7.6%
Invesco QQQ TR(QQQ)Put	UNIT SER 1	46090E103	$2.4B	7,336,300	4.8%
Invesco QQQ TR(QQQ)Call	UNIT SER 1	46090E103	$1.7B	5,177,400	3.4%
Ishares TR(IWM)Put	RUSSELL 2000 ETF	464287655	$1.5B	8,457,000	3.1%
Spdr S&P 500 ETF TR(SPY)Call	TR UNIT	78462F103	$1.2B	2,968,100	2.5%
Apple Inc(AAPL)Call	COM	037833100	$927.2M	5,622,900	1.9%
Ishares TR(IWM)Call	RUSSELL 2000 ETF	464287655	$887.5M	4,974,700	1.8%
Microsoft Corp(MSFT)Call	COM	594918104	$792.5M	2,748,700	1.6%
Ishares TR(TLT)Call	20 YR TR BD ETF	464287432	$687.1M	6,459,500	1.4%
Meta Platforms Inc(META)Call	CL A	30303M102	$655.0M	3,090,400	1.3%
Tesla Inc(TSLA)Put	COM	88160R101	$600.8M	2,895,900	1.2%
Tesla Inc(TSLA)Call	COM	88160R101	$452.8M	2,182,600	0.9%
Spdr Gold TR(GLD)Call	GOLD SHS	78463V107	$441.8M	2,411,200	0.9%
Microsoft Corp(MSFT)Put	COM	594918104	$421.3M	1,461,200	0.9%
Nvidia Corporation(NVDA)Call	COM	67066G104	$405.7M	1,460,600	0.8%
Nvidia Corporation(NVDA)Put	COM	67066G104	$364.4M	1,311,900	0.7%
Select Sector Spdr TR(XLE)Call	ENERGY	81369Y506	$345.2M	4,168,100	0.7%
Ishares TR(HYG)Put	IBOXX HI YD ETF	464288513	$344.0M	4,553,000	0.7%
Spdr Gold TR(GLD)Put	GOLD SHS	78463V107	$332.3M	1,813,600	0.7%
Ishares TR(TLT)Put	20 YR TR BD ETF	464287432	$313.8M	2,950,400	0.6%
Select Sector Spdr TR(XLE)Put	ENERGY	81369Y506	$311.0M	3,754,200	0.6%
Netflix Inc(NFLX)Call	COM	64110L106	$295.0M	853,900	0.6%
Advanced Micro Devices Inc(AMD)Call	COM	007903107	$292.1M	2,980,200	0.6%
JPMorgan Chase & Co(JPM)Call	COM	46625H100	$287.6M	2,207,400	0.6%
Palo Alto Networks Inc(PANW)Put	COM	697435105	$284.2M	1,422,900	0.6%
Alphabet Inc(GOOGL)Call	CAP STK CL A	02079K305	$272.5M	2,626,700	0.6%
Alibaba Group Hldg LTD(BABA)Put	SPONSORED ADS	01609W102	$268.0M	2,623,000	0.5%
Advanced Micro Devices Inc(AMD)Put	COM	007903107	$248.4M	2,534,900	0.5%
Select Sector Spdr TR(XLF)Put	FINANCIAL	81369Y605	$247.9M	7,709,600	0.5%
Boeing Co(BA)Put	COM	097023105	$241.0M	1,134,700	0.5%
Alphabet Inc(GOOGL)Put	CAP STK CL A	02079K305	$230.7M	2,224,200	0.5%
Alibaba Group Hldg LTD(BABA)Call	SPONSORED ADS	01609W102	$214.5M	2,099,300	0.4%
PDD Holdings Inc(PDD)Call	SPONSORED ADS	722304102	$212.2M	2,796,000	0.4%
Spdr DOW Jones Indl Average(DIA)Put	UT SER 1	78467X109	$196.0M	589,400	0.4%
Netflix Inc(NFLX)Put	COM	64110L106	$195.4M	565,500	0.4%
Meta Platforms Inc(META)Put	CL A	30303M102	$182.3M	860,200	0.4%
Spdr SER TR(KRE)Put	S&P REGL BKG	78464A698	$182.0M	4,149,100	0.4%
Alphabet Inc(GOOG)Call	CAP STK CL C	02079K107	$179.3M	1,723,800	0.4%
Ishares Silver TR(SLV)Call	ISHARES	46428Q109	$173.9M	7,859,700	0.4%
JPMorgan Chase & Co(JPM)Put	COM	46625H100	$173.8M	1,334,100	0.4%
Royal Caribbean Group(RCL)Put	COM	V7780T103	$173.5M	2,656,400	0.4%
Intel Corp(INTC)Call	COM	458140100	$172.4M	5,277,400	0.4%
PDD Holdings Inc(PDD)Put	SPONSORED ADS	722304102	$171.6M	2,260,800	0.4%
Alphabet Inc(GOOG)Put	CAP STK CL C	02079K107	$161.8M	1,555,700	0.3%
Airbnb Inc(ABNB)Put	COM CL A	009066101	$161.1M	1,294,800	0.3%
Adobe Systems Incorporated(ADBE)Call	COM	00724F101	$160.0M	415,200	0.3%
Block Inc(XYZ)Put	CL A	852234103	$159.3M	2,320,500	0.3%
Activision Blizzard Inc(ATVIEUR)Call	COM	00507V109	$156.4M	1,826,800	0.3%
Apple Inc(AAPL)Put	COM	037833100	$152.2M	922,800	0.3%
Bank America Corp(BAC)Put	COM	060505104	$150.4M	5,257,600	0.3%

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