Parallax Volatility Advisers, L.P.

Q2 2024 Holdings

Filed 2024-08-14 | 1943 holdings | $46.5B | 13F-HR | View on SEC ↗ · Holdings Table ↗

Issuer	Class	CUSIP	Value ↓	Shares	% Portfolio
Invesco QQQ TR(QQQ)Put	UNIT SER 1	46090E103	$5.1B	10,623,300	11.0%
Spdr S&P 500 ETF TR(SPY)Put	TR UNIT	78462F103	$4.1B	7,583,500	8.9%
Ishares TR(IWM)Put	RUSSELL 2000 ETF	464287655	$2.2B	10,850,600	4.7%
Invesco QQQ TR(QQQ)Call	UNIT SER 1	46090E103	$1.1B	2,341,400	2.4%
Ishares TR(IWM)Call	RUSSELL 2000 ETF	464287655	$1.1B	5,506,300	2.4%
Nvidia Corporation(NVDA)Put	COM	67066G104	$1.1B	8,553,100	2.3%
Meta Platforms Inc(META)Call	CL A	30303M102	$946.4M	1,877,000	2.0%
Meta Platforms Inc(META)Put	CL A	30303M102	$822.7M	1,631,600	1.8%
Spdr Gold TR(GLD)Call	GOLD SHS	78463V107	$612.7M	2,849,800	1.3%
Nvidia Corporation(NVDA)	COM	67066G104	$507.0M	4,104,022	1.1%
Apple Inc(AAPL)Call	COM	037833100	$440.2M	2,090,100	0.9%
Spdr SER TR(KRE)Put	S&P REGL BKG	78464A698	$393.4M	8,012,800	0.8%
Select Sector Spdr TR(XLF)Call	FINANCIAL	81369Y605	$383.3M	9,324,000	0.8%
Taiwan Semiconductor MFG LTD(TSM)Put	SPONSORED ADS	874039100	$383.2M	2,204,500	0.8%
ARM Holdings PLC(ARM)Call	SPONSORED ADS	042068205	$349.4M	2,135,600	0.8%
Palo Alto Networks Inc(PANW)Put	COM	697435105	$334.6M	986,900	0.7%
Tesla Inc(TSLA)Put	COM	88160R101	$333.6M	1,686,100	0.7%
Apple Inc(AAPL)Put	COM	037833100	$329.3M	1,563,700	0.7%
Select Sector Spdr TR(XLF)Put	FINANCIAL	81369Y605	$321.1M	7,809,600	0.7%
Ishares TR(TLT)Put	20 YR TR BD ETF	464287432	$304.6M	3,318,800	0.7%
Netflix Inc(NFLX)Put	COM	64110L106	$300.9M	445,800	0.6%
Berkshire Hathaway Inc del(BRK/B)Call	CL B NEW	084670702	$296.0M	727,600	0.6%
Vaneck ETF Trust(SMH)Put	SEMICONDUCTR ETF	92189F676	$289.5M	1,110,500	0.6%
ARM Holdings PLC(ARM)Put	SPONSORED ADS	042068205	$270.8M	1,655,000	0.6%
Ishares TR(TLT)Call	20 YR TR BD ETF	464287432	$265.8M	2,896,300	0.6%
Coinbase Global Inc(COIN)Put	COM CL A	19260Q107	$259.3M	1,166,600	0.6%
JPMorgan Chase & Co.(JPM)Put	COM	46625H100	$253.1M	1,251,300	0.5%
Bank America Corp(BAC)Put	COM	060505104	$248.9M	6,258,500	0.5%
Microsoft Corp(MSFT)Put	COM	594918104	$247.3M	553,200	0.5%
Spdr S&P 500 ETF TR(SPY)Call	TR UNIT	78462F103	$229.8M	422,200	0.5%
Tesla Inc(TSLA)Call	COM	88160R101	$219.9M	1,111,400	0.5%
Advanced Micro Devices Inc(AMD)Put	COM	007903107	$219.0M	1,350,200	0.5%
Boeing Co(BA)Put	COM	097023105	$210.8M	1,158,200	0.5%
Goldman Sachs Group Inc(GS)Put	COM	38141G104	$208.3M	460,600	0.4%
Alphabet Inc(GOOGL)Put	CAP STK CL A	02079K305	$199.8M	1,097,000	0.4%
JPMorgan Chase & Co.(JPM)Call	COM	46625H100	$198.5M	981,300	0.4%
Citigroup Inc(C)Call	COM NEW	172967424	$197.0M	3,104,300	0.4%
Nvidia Corporation(NVDA)Call	COM	67066G104	$195.9M	1,586,100	0.4%
Select Sector Spdr TR(XLE)Call	ENERGY	81369Y506	$184.8M	2,027,400	0.4%
Bank America Corp(BAC)Call	COM	060505104	$180.1M	4,529,400	0.4%
Wells Fargo Co New(WFC)Put	COM	949746101	$180.0M	3,030,400	0.4%
Ishares TR(HYG)Put	IBOXX HI YD ETF	464288513	$179.7M	2,329,800	0.4%
Microsoft Corp(MSFT)Call	COM	594918104	$179.4M	401,400	0.4%
Qualcomm Inc(QCOM)Put	COM	747525103	$174.3M	875,000	0.4%
Caterpillar Inc(CAT)Put	COM	149123101	$170.0M	510,500	0.4%
Spdr SER TR(KRE)Call	S&P REGL BKG	78464A698	$167.0M	3,401,400	0.4%
Oracle Corp(ORCL)Put	COM	68389X105	$155.3M	1,099,600	0.3%
Qualcomm Inc(QCOM)Call	COM	747525103	$152.3M	764,600	0.3%
RTX Corporation(RTX)Call	COM	75513E101	$151.7M	1,511,500	0.3%
Spdr SER TR(XBI)Put	S&P BIOTECH	78464A870	$150.6M	1,624,600	0.3%

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