Parallax Volatility Advisers, L.P. Q1 2022 Filing

Filed May 16, 2022

Portfolio Value

$191.6M

Holdings

1,419

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (1,419 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	32,802,201	$14.8B	7732.43%	Put
2	NDQINVESCO QQQ TR	22,116,301	$8.0B	4184.94%	Put
3	IWMISHARES TR	22,192,304	$4.6B	2377.66%	Put
4	MSFTMICROSOFT CORP	5,666,532	$1.7B	911.86%	Put
5	GQ9SPDR GOLD TR	8,994,101	$1.6B	848.04%	Put
6	FBKFB FINL CORP	6,320,176	$1.4B	733.51%	Put
7	AAPLAPPLE INC	7,504,094	$1.3B	683.89%	Put
8	TLTISHARES TR	7,611,468	$1.0B	524.72%	Put
9	NVDANVIDIA CORPORATION	3,592,319	$980.2M	511.61%	Put
10	HYGISHARES TR	7,271,316	$598.4M	312.31%	Put
11	CICIGNA CORP NEW	2,460,196	$589.5M	307.68%	Put
12	AMDADVANCED MICRO DEVICES INC	5,258,927	$575.0M	300.12%	Put
13	—NABORS ENERGY TRANSITION COR	1,505,586	$572.0M	298.55%
14	NFLXNETFLIX INC	1,525,794	$571.5M	298.31%	Put
15	XYZBLOCK INC	3,747,365	$508.1M	265.22%	Put
16	PYPLPAYPAL HLDGS INC	4,222,619	$488.3M	254.89%	Put
17	—GLENFARNE MERGER CORP	1,440,919	$441.0M	230.18%
18	—SEMPER PARATUS ACQUISITION C	1,607,634	$434.0M	226.52%
19	—POWER & DIGITAL INFRASTRUCTU	931,205	$428.0M	223.39%
20	TRVCCITIGROUP INC	7,822,567	$417.7M	218.03%	Put
21	JPMJPMORGAN CHASE & CO	3,004,807	$409.6M	213.79%	Put
22	—RCF ACQUISITION CORP	1,134,578	$408.0M	212.95%
23	—ENTERPRISE 4.0 TEC ACQSTN CO	1,099,982	$407.0M	212.43%
24	ABNBAIRBNB INC	2,307,200	$396.3M	206.84%	Put
25	PAIIPYROPHYTE ACQUISITION CORP	843,321	$379.0M	197.82%
26	EEMISHARES TR	8,302,201	$374.8M	195.65%	Put
27	DDOGDATADOG INC	2,459,475	$372.5M	194.44%	Put
28	BABAALIBABA GROUP HLDG LTD	3,375,100	$367.2M	191.66%	Put
29	XBISPDR SER TR	4,064,244	$365.3M	190.66%	Put
30	—GREEN VISOR FIN TEC ACQ CORP	1,109,769	$361.0M	188.42%
31	XOMEXXON MOBIL CORP	4,364,400	$360.5M	188.14%	Put
32	WDAYWORKDAY INC	1,469,249	$351.8M	183.63%	Put
33	—FORTISTAR SUSTAINABLE SOL CO	1,061,893	$351.0M	183.20%
34	BACBK OF AMERICA CORP	8,501,100	$350.4M	182.90%	Put
35	CRWDCROWDSTRIKE HLDGS INC	1,517,600	$344.6M	179.87%	Put
36	MUMICRON TECHNOLOGY INC	4,416,068	$344.0M	179.53%	Put
37	LQDISHARES TR	2,797,101	$338.3M	176.56%	Put
38	BABOEING CO	1,721,871	$329.7M	172.10%	Put
39	DONSPDR DOW JONES INDL AVERAGE	903,472	$313.4M	163.55%	Put
40	VVISA INC	1,388,400	$307.9M	160.71%	Put
41	ADBEADOBE SYSTEMS INCORPORATED	667,967	$304.3M	158.85%	Put
42	TSMTAIWAN SEMICONDUCTOR MFG LTD	2,910,312	$303.4M	158.37%	Put
43	MRKMERCK & CO INC	2,741,200	$301.7M	157.45%	Put
44	QCOMQUALCOMM INC	1,973,852	$301.6M	157.44%	Put
45	DISDISNEY WALT CO	2,192,528	$300.7M	156.96%	Put
46	SLVISHARES SILVER TR	12,465,939	$285.2M	148.87%	Put
47	COINCOINBASE GLOBAL INC	1,498,000	$284.4M	148.45%	Put
48	BRK/BBERKSHIRE HATHAWAY INC DEL	783,495	$279.7M	145.99%	Put
49	SUACWSHOULDERUP TECHNOLOGY ACQUIS	816,473	$278.0M	145.10%
50	WFCWELLS FARGO CO NEW	5,720,800	$277.2M	144.70%	Put
51	—C5 ACQUISITION CORPORATION	811,008	$276.0M	144.06%
52	UBERUBER TECHNOLOGIES INC	7,733,700	$275.9M	144.02%	Put
53	FDXFEDEX CORP	1,133,316	$262.2M	136.87%	Put
54	GEGENERAL ELECTRIC CO	3,059,807	$255.0M	133.12%	Put
55	FCXFREEPORT-MCMORAN INC	5,083,900	$252.9M	131.98%	Put
56	XLFSELECT SECTOR SPDR TR	6,502,001	$249.2M	130.04%	Put
57	ZZILLOW GROUP INC	5,039,155	$248.4M	129.64%	Put
58	GSGOLDMAN SACHS GROUP INC	751,784	$248.2M	129.53%	Put
59	—FLAME ACQUISITION CORP	836,069	$242.0M	126.31%
60	—PRIVETERRA ACQUISITION CORP	763,695	$241.0M	125.79%
61	SESEA LTD	1,987,709	$238.1M	124.28%	Put
62	SNAPSNAP INC	6,588,093	$237.1M	123.76%	Put
63	AALAMERICAN AIRLS GROUP INC	12,971,184	$236.7M	123.56%	Put
64	JDJD.COM INC	4,084,642	$236.4M	123.38%	Put
65	—TALON 1 ACQUISITION CORP	974,902	$231.0M	120.57%
66	DEDEERE & CO	554,400	$230.3M	120.22%	Put
67	ABBVABBVIE INC	1,420,600	$230.3M	120.20%	Put
68	AMATAPPLIED MATLS INC	1,668,659	$219.9M	114.79%	Put
69	CRMSALESFORCE COM INC	1,033,753	$219.5M	114.56%	Put
70	XLVSELECT SECTOR SPDR TR	1,601,301	$219.4M	114.49%	Put
71	—GOLDEN FALCON ACQUISITION CO	799,868	$216.0M	112.74%
72	LVLNSPDR SER TR	3,134,001	$215.9M	112.70%	Put
73	—PONTEM CORPORATION	659,291	$214.0M	111.70%
74	EFAISHARES TR	2,882,470	$212.2M	110.73%	Put
75	SNOWSNOWFLAKE INC	912,423	$209.1M	109.12%	Put
76	—DIAMONDHEAD HOLDINGS CORP	614,918	$209.0M	109.09%
77	FXIISHARES TR	6,483,701	$207.3M	108.19%	Put
78	CATCATERPILLAR INC	890,130	$198.3M	103.52%	Put
79	LEGTLEGATO MERGER CORP II	531,304	$195.0M	101.78%
80	USOUNITED STS OIL FD LP	2,616,336	$193.9M	101.22%	Put
81	—CARNEY TECHNOLOGY ACQU CORP	551,993	$193.0M	100.73%
82	DALDELTA AIR LINES INC DEL	4,862,530	$192.4M	100.43%	Put
83	LMTLOCKHEED MARTIN CORP	431,135	$190.3M	99.33%	Put
84	FFORD MTR CO DEL	11,151,100	$188.6M	98.42%	Put
85	BHCBAUSCH HEALTH COS INC	8,247,500	$188.5M	98.36%	Put
86	DASHDOORDASH INC	1,577,100	$184.8M	96.47%	Put
87	JNJJOHNSON & JOHNSON	1,040,400	$184.4M	96.24%	Put
88	DWDMORGAN STANLEY	2,075,000	$181.4M	94.66%	Put
89	MRNAMODERNA INC	1,051,812	$181.2M	94.57%	Put
90	BIDUNBAIDU INC	1,358,428	$179.7M	93.80%	Put
91	MAMASTERCARD INCORPORATED	492,400	$176.0M	91.85%	Put
92	—FTAC ZEUS ACQUISITION COR	460,740	$175.0M	91.34%
93	—ESM ACQUISITION CORPORATION	428,881	$172.0M	89.77%
94	FANGDIAMONDBACK ENERGY INC	1,243,500	$170.5M	88.97%	Put
95	TXNTEXAS INSTRS INC	927,978	$170.3M	88.87%	Put
96	—NIGHTDRAGON ACQUISITION CORP	351,077	$169.0M	88.21%
97	—Z-WORK ACQUISITION CORP	672,018	$168.0M	87.69%
98	DOCUDOCUSIGN INC	1,561,939	$167.3M	87.33%	Put
99	OXYOCCIDENTAL PETE CORP	2,944,835	$167.1M	87.21%	Put
100	—GLADSTONE ACQUISITION CORP	506,875	$167.0M	87.16%

Page 1 of 15Next