Parallax Volatility Advisers, L.P. Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$45.6B

Holdings

2,430

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (2,430 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	69,152,405	$14.2T	31153.79%	Put
2	IWMISHARES TR	32,034,001	$3.5T	7768.44%	Put
3	EEMISHARES TR	41,130,021	$1.4T	3087.97%	Put
4	MCDMCDONALDS CORP	9,494,600	$1.2T	2615.72%	Put
5	PFEPFIZER INC	37,251,600	$1.1T	2420.32%	Put
6	AAPLAPPLE INC	8,308,787	$905.6B	1985.07%	Put
7	HYGISHARES TR	9,252,701	$755.9B	1656.87%	Put
8	EWZISHARES	28,144,701	$740.2B	1622.57%	Put
9	GQ9SPDR GOLD TRUST	5,902,285	$694.3B	1522.04%	Put
10	—POWERSHARES QQQ TRUST	5,543,966	$605.4B	1327.07%	Put
11	TAT&T INC	13,687,338	$536.1B	1175.21%	Put
12	METAFACEBOOK INC	4,541,800	$518.2B	1135.95%	Put
13	GEGENERAL ELECTRIC CO	16,096,100	$511.7B	1121.67%	Put
14	FXIISHARES TR	15,109,620	$510.2B	1118.34%	Put
15	TLTISHARES TR	3,690,501	$482.0B	1056.61%	Put
16	TRVCCITIGROUP INC	11,059,933	$461.8B	1012.21%	Put
17	BABAALIBABA GROUP HLDG LTD	5,806,500	$458.9B	1005.91%	Put
18	UTXZUNITED TECHNOLOGIES CORP	4,580,200	$458.5B	1004.98%	Put
19	EFAISHARES TR	6,705,201	$383.3B	840.14%	Put
20	MSFTMICROSOFT CORP	6,918,100	$382.1B	837.54%	Put
21	INTCINTEL CORP	9,582,300	$310.0B	679.50%	Put
22	GOOGLALPHABET INC	386,606	$294.9B	646.52%	Put
23	DWDMORGAN STANLEY	11,765,173	$294.3B	645.01%	Put
24	GSGOLDMAN SACHS GROUP INC	1,757,431	$275.9B	604.75%	Put
25	KOCOCA COLA CO	5,892,900	$273.4B	599.26%	Put
26	—BARCLAYS BK PLC	14,586,265	$257.0B	563.38%	Put
27	JNJJOHNSON & JOHNSON	2,259,800	$244.5B	535.98%	Put
28	AMZNAMAZON COM INC	409,778	$243.3B	533.22%	Put
29	WFCWELLS FARGO & CO NEW	4,853,198	$234.7B	514.46%	Put
30	AALAMERICAN AIRLS GROUP INC	5,415,552	$222.1B	486.84%	Put
31	JPMJPMORGAN CHASE & CO	3,731,257	$221.0B	484.35%	Put
32	QCOMQUALCOMM INC	4,019,692	$205.6B	450.61%	Put
33	USOUNITED STATES OIL FUND LP	20,425,255	$198.1B	434.30%	Put
34	USBUS BANCORP DEL	4,835,805	$196.3B	430.25%	Put
35	LQDISHARES TR	1,641,601	$195.1B	427.57%	Put
36	CSCOCISCO SYS INC	6,794,500	$193.4B	424.04%	Put
37	DALDELTA AIR LINES INC DEL	3,601,321	$175.3B	384.29%	Put
38	DISDISNEY WALT CO	1,586,700	$157.6B	345.42%	Put
39	GMGENERAL MTRS CO	4,842,300	$152.2B	333.62%	Put
40	XLESELECT SECTOR SPDR TR	2,409,801	$149.1B	326.93%	Put
41	IYRISHARES TR	1,876,701	$146.1B	320.30%	Put
42	BACBANK AMER CORP	10,596,974	$143.3B	314.05%	Put
43	UPSUNITED PARCEL SERVICE INC	1,314,800	$138.7B	303.98%	Put
44	CMGCHIPOTLE MEXICAN GRILL INC	294,297	$138.6B	303.80%	Put
45	IBMINTERNATIONAL BUSINESS MACHS	909,437	$137.7B	301.92%	Put
46	CMCSACOMCAST CORP NEW	2,128,300	$130.0B	284.96%	Put
47	JDJD COM INC	4,851,859	$128.6B	281.85%	Put
48	DXJWISDOMTREE TR	2,908,922	$127.1B	278.72%	Put
49	BACVERIZON COMMUNICATIONS INC	2,328,025	$125.9B	275.96%	Put
50	MDLZMONDELEZ INTL INC	3,133,351	$125.7B	275.56%	Put
51	CATCATERPILLAR INC DEL	1,637,262	$125.3B	274.70%	Put
52	EWAISHARES	5,793,022	$111.9B	245.34%	Put
53	DYHTARGET CORP	1,350,300	$111.1B	243.55%	Put
54	GOOGALPHABET INC	148,167	$110.4B	241.92%	Put
55	XBISPDR SERIES TRUST	2,107,303	$108.9B	238.63%	Put
56	ORCLORACLE CORP	2,628,700	$107.5B	235.74%	Put
57	—MONSANTO CO NEW	1,211,600	$106.3B	233.03%	Put
58	EPIWISDOMTREE TR	5,109,019	$99.7B	218.50%	Put
59	UALUNITED CONTL HLDGS INC	1,582,797	$94.7B	207.69%	Put
60	MMM3M CO	559,600	$93.2B	204.40%	Put
61	—POWERSHS DB US DOLLAR INDEX	3,776,001	$92.7B	203.12%	Call
62	XLUSELECT SECTOR SPDR TR	1,862,901	$92.4B	202.63%	Put
63	XOPUSDSPDR SERIES TRUST	2,941,958	$89.3B	195.73%	Put
64	XOMEXXON MOBIL CORP	1,067,700	$89.2B	195.63%	Put
65	KMIKINDER MORGAN INC DEL	4,863,000	$86.9B	190.39%	Put
66	—MARKET VECTORS ETF TR	4,243,801	$84.7B	185.77%	Put
67	LULULULULEMON ATHLETICA INC	1,223,200	$82.8B	181.56%	Put
68	FFORD MTR CO DEL	5,824,835	$78.6B	172.38%	Put
69	TSLATESLA MTRS INC	342,000	$78.6B	172.27%	Put
70	URIUNITED RENTALS INC	1,242,962	$77.3B	169.44%	Put
71	PEPPEPSICO INC	731,730	$75.0B	164.38%	Put
72	SBUXSTARBUCKS CORP	1,226,316	$73.2B	160.48%	Put
73	XLISELECT SECTOR SPDR TR	1,301,226	$72.2B	158.22%	Put
74	NKENIKE INC	1,121,532	$68.9B	151.12%	Put
75	CVSCVS HEALTH CORP	664,400	$68.9B	151.06%	Put
76	PGPROCTER & GAMBLE CO	826,200	$68.0B	149.07%	Put
77	HDHOME DEPOT INC	501,800	$67.0B	146.77%	Put
78	DONSPDR DOW JONES INDL AVRG ETF	376,428	$66.5B	145.76%	Call
79	—YAHOO INC	1,776,103	$65.4B	143.32%	Put
80	BALLBALL CORP	916,200	$65.3B	143.18%	Put
81	EWYISHARES	1,232,403	$65.1B	142.69%	Put
82	AIGAMERICAN INTL GROUP INC	1,198,596	$64.8B	142.01%	Put
83	WBAWALGREENS BOOTS ALLIANCE INC	752,583	$63.4B	138.98%	Put
84	DFSEURDISCOVER FINL SVCS	1,210,100	$61.6B	135.08%	Put
85	VVISA INC	804,000	$61.5B	134.79%	Put
86	—PROSHARES TR II	1,213,195	$61.3B	134.38%	Put
87	FCXFREEPORT-MCMORAN INC	5,903,104	$61.0B	133.80%	Put
88	—SILVER WHEATON CORP	3,485,200	$57.8B	126.67%	Put
89	—MARKET VECTORS ETF TR	2,168,786	$57.7B	126.51%	Put
90	XRTSPDR SERIES TRUST	1,234,002	$57.0B	124.91%	Put
91	—EXPRESS SCRIPTS HLDG CO	815,733	$56.0B	122.82%	Put
92	AAALCOA INC	5,797,200	$55.5B	121.74%	Put
93	IAUISHARES	4,856,160	$55.4B	121.46%	Put
94	SYYSYSCO CORP	1,181,200	$55.2B	120.99%	Put
95	—DOW CHEM CO	1,084,334	$55.1B	120.89%	Put
96	CPBCAMPBELL SOUP CO	847,942	$54.1B	118.57%	Put
97	ABXBARRICK GOLD CORP	3,898,500	$52.9B	116.05%	Put
98	SLVISHARES SILVER TRUST	3,588,292	$52.7B	115.47%	Put
99	CEFCENTRAL FD CDA LTD	4,385,701	$52.6B	115.27%
100	—BUFFALO WILD WINGS INC	352,615	$52.2B	114.49%	Put

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