Parallax Volatility Advisers, L.P.

Q2 2023 Holdings

Filed 2023-08-14 | 2322 holdings | $45.9B | 13F-HR | View on SEC ↗ · Holdings Table ↗

Issuer	Class	CUSIP	Value ↓	Shares	% Portfolio
Spdr S&P 500 ETF TR(SPY)Put	TR UNIT	78462F103	$3.4B	7,707,100	7.4%
Invesco QQQ TR(QQQ)Put	UNIT SER 1	46090E103	$2.3B	6,284,100	5.1%
Ishares TR(IWM)Put	RUSSELL 2000 ETF	464287655	$1.7B	9,265,400	3.8%
Invesco QQQ TR(QQQ)Call	UNIT SER 1	46090E103	$1.6B	4,279,700	3.4%
Ishares TR(IWM)Call	RUSSELL 2000 ETF	464287655	$1.1B	6,022,300	2.5%
Spdr S&P 500 ETF TR(SPY)Call	TR UNIT	78462F103	$929.1M	2,095,900	2.0%
Apple Inc(AAPL)Call	COM	037833100	$888.7M	4,581,800	1.9%
Tesla Inc(TSLA)Put	COM	88160R101	$736.9M	2,814,900	1.6%
Nvidia Corporation(NVDA)Put	COM	67066G104	$624.8M	1,477,000	1.4%
Select Sector Spdr TR(XLE)Call	ENERGY	81369Y506	$607.5M	7,484,400	1.3%
Microsoft Corp(MSFT)Put	COM	594918104	$536.6M	1,575,600	1.2%
Tesla Inc(TSLA)Call	COM	88160R101	$526.3M	2,010,500	1.1%
Meta Platforms Inc(META)Put	CL A	30303M102	$498.1M	1,735,700	1.1%
Nvidia Corporation(NVDA)Call	COM	67066G104	$474.0M	1,120,500	1.0%
Palo Alto Networks Inc(PANW)Put	COM	697435105	$452.5M	1,771,100	1.0%
Microsoft Corp(MSFT)Call	COM	594918104	$451.5M	1,325,900	1.0%
Spdr Gold TR(GLD)Call	GOLD SHS	78463V107	$422.4M	2,369,600	0.9%
Select Sector Spdr TR(XLE)Put	ENERGY	81369Y506	$417.3M	5,140,800	0.9%
Meta Platforms Inc(META)Call	CL A	30303M102	$405.2M	1,411,900	0.9%
Advanced Micro Devices Inc(AMD)Call	COM	007903107	$340.5M	2,989,100	0.7%
Ishares TR(TLT)Call	20 YR TR BD ETF	464287432	$315.2M	3,062,200	0.7%
Apple Inc(AAPL)Put	COM	037833100	$305.4M	1,574,400	0.7%
Alphabet Inc(GOOG)Put	CAP STK CL C	02079K107	$266.4M	2,202,000	0.6%
Spdr Gold TR(GLD)Put	GOLD SHS	78463V107	$265.6M	1,490,000	0.6%
Oracle Corp(ORCL)Put	COM	68389X105	$247.2M	2,075,900	0.5%
JPMorgan Chase & Co(JPM)Put	COM	46625H100	$243.0M	1,671,100	0.5%
Boeing Co(BA)Put	COM	097023105	$242.1M	1,146,400	0.5%
Royal Caribbean Group(RCL)Put	COM	V7780T103	$240.9M	2,322,100	0.5%
Alphabet Inc(GOOGL)Put	CAP STK CL A	02079K305	$237.3M	1,982,600	0.5%
Ishares TR(HYG)Put	IBOXX HI YD ETF	464288513	$236.5M	3,150,800	0.5%
American Airls Group Inc(AAL)Put	COM	02376R102	$234.9M	13,094,900	0.5%
Amazon COM Inc(AMZN)Call	COM	023135106	$231.1M	1,773,000	0.5%
Netflix Inc(NFLX)Put	COM	64110L106	$221.3M	502,300	0.5%
Spdr DOW Jones Indl Average(DIA)Put	UT SER 1	78467X109	$220.8M	642,200	0.5%
Select Sector Spdr TR(XLF)Call	FINANCIAL	81369Y605	$210.6M	6,247,700	0.5%
Uber Technologies Inc(UBER)Put	COM	90353T100	$206.8M	4,789,500	0.5%
Ishares TR(TLT)Put	20 YR TR BD ETF	464287432	$201.4M	1,956,900	0.4%
Advanced Micro Devices Inc(AMD)Put	COM	007903107	$194.2M	1,705,100	0.4%
Qualcomm Inc(QCOM)Put	COM	747525103	$190.9M	1,603,700	0.4%
Carnival Corp(CCL)Put	COMMON STOCK	143658300	$189.2M	10,045,900	0.4%
Alibaba Group Hldg LTD(BABA)Call	SPONSORED ADS	01609W102	$184.0M	2,207,800	0.4%
Airbnb Inc(ABNB)Put	COM CL A	009066101	$183.5M	1,431,700	0.4%
Amazon COM Inc(AMZN)Put	COM	023135106	$173.4M	1,330,300	0.4%
Bank America Corp(BAC)Put	COM	060505104	$171.5M	5,978,300	0.4%
Taiwan Semiconductor MFG LTD(TSM)Call	SPONSORED ADS	874039100	$166.3M	1,647,500	0.4%
United Airls Hldgs Inc(UAL)Put	COM	910047109	$163.9M	2,986,600	0.4%
Micron Technology Inc(MU)Put	COM	595112103	$160.2M	2,539,200	0.3%
Ishares Silver TR(SLV)Call	ISHARES	46428Q109	$158.4M	7,583,400	0.3%
Select Sector Spdr TR(XLF)Put	FINANCIAL	81369Y605	$156.1M	4,631,500	0.3%
Vaneck ETF Trust(GDX)Call	GOLD MINERS ETF	92189F106	$154.3M	5,124,300	0.3%

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