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)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	20,873,436	$8.0B	12.39%	Put
2	NDQINVESCO QQQ TR	17,035,931	$4.5B	7.04%	Put
3	IWMISHARES TR	10,712,601	$1.9B	2.90%	Put
4	JPMJPMORGAN CHASE & CO	9,930,706	$1.3B	2.07%	Put
5	GQ9SPDR GOLD TR	6,258,401	$1.1B	1.65%	Put
6	TSLATESLA INC	7,650,255	$942.4M	1.46%	Put
7	MSFTMICROSOFT CORP	3,536,358	$848.1M	1.32%	Put
8	CICIGNA CORP NEW	2,455,800	$813.7M	1.26%	Put
9	BKNGBOOKING HOLDINGS INC	362,082	$729.7M	1.13%	Put
10	AAPLAPPLE INC	5,289,934	$687.3M	1.07%	Put
11	JNJJOHNSON & JOHNSON	3,519,600	$621.7M	0.97%	Put
12	TLTISHARES TR	6,201,101	$617.4M	0.96%	Put
13	PANWPALO ALTO NETWORKS INC	4,291,060	$598.8M	0.93%	Put
14	NVDANVIDIA CORPORATION	4,023,856	$588.0M	0.91%	Put
15	BABAALIBABA GROUP HLDG LTD	6,297,800	$554.8M	0.86%	Put
16	XLESELECT SECTOR SPDR TR	5,340,561	$467.1M	0.73%	Put
17	MRNAMODERNA INC	2,550,060	$458.0M	0.71%	Put
18	DONSPDR DOW JONES INDL AVERAGE	1,311,201	$434.4M	0.67%	Put
19	PDDPINDUODUO INC	5,110,334	$416.7M	0.65%	Put
20	CRWDCROWDSTRIKE HLDGS INC	3,729,511	$392.7M	0.61%	Put
21	AMZNAMAZON COM INC	4,642,300	$390.0M	0.61%	Put
22	AMDADVANCED MICRO DEVICES INC	5,714,128	$370.1M	0.57%	Put
23	XLVSELECT SECTOR SPDR TR	2,664,849	$362.0M	0.56%	Put
24	OXYOCCIDENTAL PETE CORP	5,673,437	$357.4M	0.55%	Put
25	BMYBRISTOL-MYERS SQUIBB CO	4,929,900	$354.7M	0.55%	Put
26	TMOTHERMO FISHER SCIENTIFIC INC	643,100	$354.1M	0.55%	Put
27	NETCLOUDFLARE INC	7,809,755	$353.1M	0.55%	Put
28	XLFSELECT SECTOR SPDR TR	10,308,269	$352.5M	0.55%	Put
29	NFLXNETFLIX INC	1,171,560	$345.5M	0.54%	Put
30	VVISA INC	1,604,086	$333.3M	0.52%	Put
31	BACBANK AMERICA CORP	9,821,581	$325.3M	0.50%	Put
32	JDJD.COM INC	5,735,962	$322.0M	0.50%	Put
33	LRCXEURLAM RESEARCH CORP	750,209	$315.3M	0.49%	Put
34	KOCOCA COLA CO	4,878,000	$310.3M	0.48%	Put
35	ADBEADOBE SYSTEMS INCORPORATED	879,499	$296.0M	0.46%	Put
36	GOOGLALPHABET INC	3,314,420	$292.4M	0.45%	Put
37	XOMEXXON MOBIL CORP	2,560,400	$282.4M	0.44%	Put
38	CATCATERPILLAR INC	1,146,490	$274.7M	0.43%	Put
39	PYPLPAYPAL HLDGS INC	3,826,908	$272.6M	0.42%	Put
40	HYGISHARES TR	3,645,801	$268.4M	0.42%	Put
41	WMTWALMART INC	1,851,327	$262.5M	0.41%	Put
42	AVGOBROADCOM INC	468,585	$262.0M	0.41%	Put
43	SLVISHARES SILVER TR	11,659,745	$256.7M	0.40%	Put
44	BABOEING CO	1,312,219	$250.0M	0.39%	Put
45	MDBMONGODB INC	1,269,813	$249.9M	0.39%	Put
46	XYZBLOCK INC	3,967,700	$249.3M	0.39%	Put
47	RBLXROBLOX CORP	8,478,490	$241.3M	0.37%	Put
48	RCLROYAL CARIBBEAN GROUP	4,684,402	$231.5M	0.36%	Put
49	LVSLAS VEGAS SANDS CORP	4,792,502	$230.4M	0.36%	Put
50	TTDTHE TRADE DESK INC	5,131,355	$230.0M	0.36%	Put
51	SESEA LTD	4,397,048	$228.8M	0.36%	Put
52	ABNBAIRBNB INC	2,673,460	$228.6M	0.35%	Put
53	AMATAPPLIED MATLS INC	2,319,179	$225.8M	0.35%	Put
54	J40TPROSHARES TR	6,931,394	$225.3M	0.35%	Put
55	LQDISHARES TR	2,133,601	$224.9M	0.35%	Put
56	KWEBKRANESHARES TR	7,313,049	$220.9M	0.34%	Put
57	WFCWELLS FARGO CO NEW	5,307,039	$219.1M	0.34%	Put
58	UALUNITED AIRLS HLDGS INC	5,729,034	$216.0M	0.34%	Put
59	TAT&T INC	11,583,900	$213.3M	0.33%	Put
60	FCXFREEPORT-MCMORAN INC	5,521,400	$209.8M	0.33%	Put
61	FANGDIAMONDBACK ENERGY INC	1,524,610	$208.5M	0.32%	Put
62	METAMETA PLATFORMS INC	1,707,370	$205.5M	0.32%	Put
63	DEDEERE & CO	476,900	$204.5M	0.32%	Put
64	GSGOLDMAN SACHS GROUP INC	593,600	$203.8M	0.32%	Put
65	DYHTARGET CORP	1,357,800	$202.4M	0.31%	Put
66	IBMINTERNATIONAL BUSINESS MACHS	1,434,513	$202.1M	0.31%	Put
67	LVLNSPDR SER TR	3,435,731	$201.8M	0.31%	Put
68	INTCINTEL CORP	7,568,522	$200.0M	0.31%	Put
69	ENPHENPHASE ENERGY INC	746,919	$197.9M	0.31%	Put
70	HDHOME DEPOT INC	624,388	$197.2M	0.31%	Put
71	MAMASTERCARD INCORPORATED	567,000	$197.2M	0.31%	Put
72	EEMISHARES TR	5,200,901	$197.1M	0.31%	Put
73	MUMICRON TECHNOLOGY INC	3,894,955	$194.7M	0.30%	Put
74	URIUNITED RENTALS INC	542,200	$192.7M	0.30%	Put
75	CRMSALESFORCE INC	1,400,713	$185.7M	0.29%	Put
76	BRK/BBERKSHIRE HATHAWAY INC DEL	591,170	$182.6M	0.28%	Put
77	CSCOCISCO SYS INC	3,823,426	$182.1M	0.28%	Put
78	GMGENERAL MTRS CO	5,358,889	$180.3M	0.28%	Put
79	LOWLOWES COS INC	887,537	$176.8M	0.27%	Put
80	MRKMERCK & CO INC	1,564,700	$173.6M	0.27%	Put
81	DISDISNEY WALT CO	1,987,200	$172.6M	0.27%	Put
82	DWDMORGAN STANLEY	2,025,500	$172.2M	0.27%	Put
83	UNHUNITEDHEALTH GROUP INC	323,600	$171.6M	0.27%	Put
84	WYNNWYNN RESORTS LTD	2,066,100	$170.4M	0.26%	Put
85	UPSUNITED PARCEL SERVICE INC	973,134	$169.2M	0.26%	Put
86	FSLRFIRST SOLAR INC	1,123,288	$168.3M	0.26%	Put
87	HUMHUMANA INC	323,000	$165.4M	0.26%	Put
88	SHOPSHOPIFY INC	4,740,982	$164.6M	0.26%	Put
89	PFEPFIZER INC	3,209,300	$164.4M	0.26%	Put
90	WDAYWORKDAY INC	980,994	$164.1M	0.25%	Put
91	PEPPEPSICO INC	896,278	$161.9M	0.25%	Put
92	GOOGALPHABET INC	1,816,520	$161.2M	0.25%	Put
93	XLISELECT SECTOR SPDR TR	1,630,601	$160.1M	0.25%	Put
94	TSMTAIWAN SEMICONDUCTOR MFG LTD	2,103,841	$156.7M	0.24%	Put
95	NKENIKE INC	1,338,100	$156.6M	0.24%	Put
96	UBERUBER TECHNOLOGIES INC	6,315,552	$156.2M	0.24%	Put
97	CVSCVS HEALTH CORP	1,666,952	$155.3M	0.24%	Put
98	CVXCHEVRON CORP NEW	861,904	$154.7M	0.24%	Put
99	METMETLIFE INC	2,136,517	$154.6M	0.24%	Put
100	NOWSERVICENOW INC	396,793	$154.1M	0.24%	Put

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