Parallax Volatility Advisers, L.P. Q4 2022 Filing

Filed February 14, 2023

Portfolio Value

$64.4B

Holdings

1,298

Report Date

Q4 2022

Filing Type

13F-HR

All Holdings (1,298 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
20,873,436$8.0B12.39%Put
2
NDQINVESCO QQQ TR
17,035,931$4.5B7.04%Put
3
IWMISHARES TR
10,712,601$1.9B2.90%Put
4
JPMJPMORGAN CHASE & CO
9,930,706$1.3B2.07%Put
5
GQ9SPDR GOLD TR
6,258,401$1.1B1.65%Put
6
TSLATESLA INC
7,650,255$942.4M1.46%Put
7
MSFTMICROSOFT CORP
3,536,358$848.1M1.32%Put
8
CICIGNA CORP NEW
2,455,800$813.7M1.26%Put
9
BKNGBOOKING HOLDINGS INC
362,082$729.7M1.13%Put
10
AAPLAPPLE INC
5,289,934$687.3M1.07%Put
11
JNJJOHNSON & JOHNSON
3,519,600$621.7M0.97%Put
12
TLTISHARES TR
6,201,101$617.4M0.96%Put
13
PANWPALO ALTO NETWORKS INC
4,291,060$598.8M0.93%Put
14
NVDANVIDIA CORPORATION
4,023,856$588.0M0.91%Put
15
BABAALIBABA GROUP HLDG LTD
6,297,800$554.8M0.86%Put
16
XLESELECT SECTOR SPDR TR
5,340,561$467.1M0.73%Put
17
MRNAMODERNA INC
2,550,060$458.0M0.71%Put
18
DONSPDR DOW JONES INDL AVERAGE
1,311,201$434.4M0.67%Put
19
PDDPINDUODUO INC
5,110,334$416.7M0.65%Put
20
CRWDCROWDSTRIKE HLDGS INC
3,729,511$392.7M0.61%Put
21
AMZNAMAZON COM INC
4,642,300$390.0M0.61%Put
22
AMDADVANCED MICRO DEVICES INC
5,714,128$370.1M0.57%Put
23
XLVSELECT SECTOR SPDR TR
2,664,849$362.0M0.56%Put
24
OXYOCCIDENTAL PETE CORP
5,673,437$357.4M0.55%Put
25
BMYBRISTOL-MYERS SQUIBB CO
4,929,900$354.7M0.55%Put
26
TMOTHERMO FISHER SCIENTIFIC INC
643,100$354.1M0.55%Put
27
NETCLOUDFLARE INC
7,809,755$353.1M0.55%Put
28
XLFSELECT SECTOR SPDR TR
10,308,269$352.5M0.55%Put
29
NFLXNETFLIX INC
1,171,560$345.5M0.54%Put
30
VVISA INC
1,604,086$333.3M0.52%Put
31
BACBANK AMERICA CORP
9,821,581$325.3M0.50%Put
32
JDJD.COM INC
5,735,962$322.0M0.50%Put
33
LRCXEURLAM RESEARCH CORP
750,209$315.3M0.49%Put
34
KOCOCA COLA CO
4,878,000$310.3M0.48%Put
35
ADBEADOBE SYSTEMS INCORPORATED
879,499$296.0M0.46%Put
36
GOOGLALPHABET INC
3,314,420$292.4M0.45%Put
37
XOMEXXON MOBIL CORP
2,560,400$282.4M0.44%Put
38
CATCATERPILLAR INC
1,146,490$274.7M0.43%Put
39
PYPLPAYPAL HLDGS INC
3,826,908$272.6M0.42%Put
40
HYGISHARES TR
3,645,801$268.4M0.42%Put
41
WMTWALMART INC
1,851,327$262.5M0.41%Put
42
AVGOBROADCOM INC
468,585$262.0M0.41%Put
43
SLVISHARES SILVER TR
11,659,745$256.7M0.40%Put
44
BABOEING CO
1,312,219$250.0M0.39%Put
45
MDBMONGODB INC
1,269,813$249.9M0.39%Put
46
XYZBLOCK INC
3,967,700$249.3M0.39%Put
47
RBLXROBLOX CORP
8,478,490$241.3M0.37%Put
48
RCLROYAL CARIBBEAN GROUP
4,684,402$231.5M0.36%Put
49
LVSLAS VEGAS SANDS CORP
4,792,502$230.4M0.36%Put
50
TTDTHE TRADE DESK INC
5,131,355$230.0M0.36%Put
51
SESEA LTD
4,397,048$228.8M0.36%Put
52
ABNBAIRBNB INC
2,673,460$228.6M0.35%Put
53
AMATAPPLIED MATLS INC
2,319,179$225.8M0.35%Put
54
J40TPROSHARES TR
6,931,394$225.3M0.35%Put
55
LQDISHARES TR
2,133,601$224.9M0.35%Put
56
KWEBKRANESHARES TR
7,313,049$220.9M0.34%Put
57
WFCWELLS FARGO CO NEW
5,307,039$219.1M0.34%Put
58
UALUNITED AIRLS HLDGS INC
5,729,034$216.0M0.34%Put
59
TAT&T INC
11,583,900$213.3M0.33%Put
60
FCXFREEPORT-MCMORAN INC
5,521,400$209.8M0.33%Put
61
FANGDIAMONDBACK ENERGY INC
1,524,610$208.5M0.32%Put
62
METAMETA PLATFORMS INC
1,707,370$205.5M0.32%Put
63
DEDEERE & CO
476,900$204.5M0.32%Put
64
GSGOLDMAN SACHS GROUP INC
593,600$203.8M0.32%Put
65
DYHTARGET CORP
1,357,800$202.4M0.31%Put
66
IBMINTERNATIONAL BUSINESS MACHS
1,434,513$202.1M0.31%Put
67
LVLNSPDR SER TR
3,435,731$201.8M0.31%Put
68
INTCINTEL CORP
7,568,522$200.0M0.31%Put
69
ENPHENPHASE ENERGY INC
746,919$197.9M0.31%Put
70
HDHOME DEPOT INC
624,388$197.2M0.31%Put
71
MAMASTERCARD INCORPORATED
567,000$197.2M0.31%Put
72
EEMISHARES TR
5,200,901$197.1M0.31%Put
73
MUMICRON TECHNOLOGY INC
3,894,955$194.7M0.30%Put
74
URIUNITED RENTALS INC
542,200$192.7M0.30%Put
75
CRMSALESFORCE INC
1,400,713$185.7M0.29%Put
76
BRK/BBERKSHIRE HATHAWAY INC DEL
591,170$182.6M0.28%Put
77
CSCOCISCO SYS INC
3,823,426$182.1M0.28%Put
78
GMGENERAL MTRS CO
5,358,889$180.3M0.28%Put
79
LOWLOWES COS INC
887,537$176.8M0.27%Put
80
MRKMERCK & CO INC
1,564,700$173.6M0.27%Put
81
DISDISNEY WALT CO
1,987,200$172.6M0.27%Put
82
DWDMORGAN STANLEY
2,025,500$172.2M0.27%Put
83
UNHUNITEDHEALTH GROUP INC
323,600$171.6M0.27%Put
84
WYNNWYNN RESORTS LTD
2,066,100$170.4M0.26%Put
85
UPSUNITED PARCEL SERVICE INC
973,134$169.2M0.26%Put
86
FSLRFIRST SOLAR INC
1,123,288$168.3M0.26%Put
87
HUMHUMANA INC
323,000$165.4M0.26%Put
88
SHOPSHOPIFY INC
4,740,982$164.6M0.26%Put
89
PFEPFIZER INC
3,209,300$164.4M0.26%Put
90
WDAYWORKDAY INC
980,994$164.1M0.25%Put
91
PEPPEPSICO INC
896,278$161.9M0.25%Put
92
GOOGALPHABET INC
1,816,520$161.2M0.25%Put
93
XLISELECT SECTOR SPDR TR
1,630,601$160.1M0.25%Put
94
TSMTAIWAN SEMICONDUCTOR MFG LTD
2,103,841$156.7M0.24%Put
95
NKENIKE INC
1,338,100$156.6M0.24%Put
96
UBERUBER TECHNOLOGIES INC
6,315,552$156.2M0.24%Put
97
CVSCVS HEALTH CORP
1,666,952$155.3M0.24%Put
98
CVXCHEVRON CORP NEW
861,904$154.7M0.24%Put
99
METMETLIFE INC
2,136,517$154.6M0.24%Put
100
NOWSERVICENOW INC
396,793$154.1M0.24%Put
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