Parallax Volatility Advisers, L.P.

Q3 2024 Holdings

Filed 2024-11-14 | 1989 holdings | $54.9B | 13F-HR | View on SEC ↗ · Holdings Table ↗

Issuer	Class	CUSIP	Value ↓	Shares	% Portfolio
Spdr S&P 500 ETF TR(SPY)Put	TR UNIT	78462F103	$7.7B	13,478,400	14.1%
Invesco QQQ TR(QQQ)Put	UNIT SER 1	46090E103	$4.5B	9,178,000	8.2%
Ishares TR(IWM)Put	RUSSELL 2000 ETF	464287655	$1.7B	7,832,800	3.1%
Invesco QQQ TR(QQQ)Call	UNIT SER 1	46090E103	$1.3B	2,680,100	2.4%
Nvidia Corporation(NVDA)Put	COM	67066G104	$1.2B	9,921,900	2.2%
Meta Platforms Inc(META)Call	CL A	30303M102	$983.2M	1,717,500	1.8%
Ishares TR(IWM)Call	RUSSELL 2000 ETF	464287655	$891.3M	4,035,200	1.6%
Spdr Gold TR(GLD)Call	GOLD SHS	78463V107	$719.3M	2,959,400	1.3%
Apple Inc(AAPL)Put	COM	037833100	$615.6M	2,642,000	1.1%
Meta Platforms Inc(META)Put	CL A	30303M102	$614.3M	1,073,100	1.1%
Apple Inc(AAPL)Call	COM	037833100	$583.6M	2,504,800	1.1%
Spdr S&P 500 ETF TR(SPY)Call	TR UNIT	78462F103	$503.0M	876,600	0.9%
Tesla Inc(TSLA)Put	COM	88160R101	$462.4M	1,767,500	0.8%
Nvidia Corporation(NVDA)	COM	67066G104	$439.3M	3,617,297	0.8%
Taiwan Semiconductor MFG LTD(TSM)Put	SPONSORED ADS	874039100	$433.9M	2,498,700	0.8%
Select Sector Spdr TR(XLF)Put	FINANCIAL	81369Y605	$426.0M	9,400,800	0.8%
Spdr SER TR(KRE)Put	S&P REGL BKG	78464A698	$419.3M	7,408,000	0.8%
Select Sector Spdr TR(XLF)Call	FINANCIAL	81369Y605	$410.3M	9,052,800	0.7%
Nvidia Corporation(NVDA)Call	COM	67066G104	$395.4M	3,256,200	0.7%
Vaneck ETF Trust(SMH)Put	SEMICONDUCTR ETF	92189F676	$359.6M	1,465,000	0.7%
JPMorgan Chase & Co.(JPM)Call	COM	46625H100	$336.9M	1,597,600	0.6%
Microsoft Corp(MSFT)Call	COM	594918104	$334.0M	776,300	0.6%
Palo Alto Networks Inc(PANW)Put	COM	697435105	$330.3M	966,400	0.6%
Berkshire Hathaway Inc del(BRK/B)Call	CL B NEW	084670702	$322.3M	700,200	0.6%
Coinbase Global Inc(COIN)Put	COM CL A	19260Q107	$319.8M	1,795,000	0.6%
ARM Holdings PLC(ARM)Put	SPONSORED ADS	042068205	$302.0M	2,112,000	0.5%
ARM Holdings PLC(ARM)Call	SPONSORED ADS	042068205	$293.5M	2,052,100	0.5%
Netflix Inc(NFLX)Put	COM	64110L106	$282.8M	398,700	0.5%
JPMorgan Chase & Co.(JPM)Put	COM	46625H100	$279.3M	1,324,700	0.5%
Visa Inc(V)Call	COM CL A	92826C839	$272.1M	989,500	0.5%
Bank America Corp(BAC)Put	COM	060505104	$266.3M	6,711,300	0.5%
Microsoft Corp(MSFT)Put	COM	594918104	$261.1M	606,800	0.5%
Carvana Co(CVNA)Put	CL A	146869102	$259.5M	1,490,700	0.5%
Tesla Inc(TSLA)Call	COM	88160R101	$251.6M	961,500	0.5%
Ishares TR(EEM)Put	MSCI EMG MKT ETF	464287234	$248.3M	5,414,400	0.5%
PDD Holdings Inc(PDD)Call	SPONSORED ADS	722304102	$246.8M	1,831,000	0.4%
Bank America Corp(BAC)Call	COM	060505104	$244.5M	6,161,900	0.4%
Citigroup Inc(C)Call	COM NEW	172967424	$241.8M	3,863,400	0.4%
Alphabet Inc(GOOGL)Put	CAP STK CL A	02079K305	$231.5M	1,396,000	0.4%
Morgan Stanley(MS)Put	COM NEW	617446448	$226.2M	2,170,200	0.4%
Oracle Corp(ORCL)Put	COM	68389X105	$223.1M	1,309,300	0.4%
Select Sector Spdr TR(XLE)Call	ENERGY	81369Y506	$223.1M	2,540,800	0.4%
Royal Caribbean Group(RCL)Put	COM	V7780T103	$209.1M	1,178,800	0.4%
Meta Platforms Inc(META)	CL A	30303M102	$203.3M	355,133	0.4%
Ishares TR(TLT)Put	20 YR TR BD ETF	464287432	$199.5M	2,033,200	0.4%
Broadcom Inc(AVGO)Put	COM	11135F101	$194.8M	1,129,500	0.4%
Ishares TR(EEM)Call	MSCI EMG MKT ETF	464287234	$194.3M	4,236,100	0.4%
Nike Inc(NKE)Put	CL B	654106103	$193.2M	2,185,800	0.4%
Uber Technologies Inc(UBER)Put	COM	90353T100	$192.3M	2,559,000	0.4%
American Express Co(AXP)Call	COM	025816109	$185.0M	682,100	0.3%

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