Parallax Volatility Advisers, L.P. Q3 2016 Filing

Filed November 14, 2016

Portfolio Value

$54.0B

Holdings

2,622

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (2,622 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	76,740,601	$16.6T	30761.33%	Put
2	IWMISHARES TR	32,041,995	$4.0T	7375.65%	Put
3	TLTISHARES TR	16,717,301	$2.3T	4260.14%	Put
4	AAPLAPPLE INC	14,960,543	$1.7T	3134.30%	Put
5	GQ9SPDR GOLD TRUST	12,870,955	$1.6T	2996.83%	Put
6	EEMISHARES TR	33,016,301	$1.2T	2291.42%	Put
7	EWZISHARES	27,807,756	$938.0B	1738.22%	Put
8	MSFTMICROSOFT CORP	14,037,600	$808.6B	1498.43%	Put
9	FXIISHARES TR	15,569,962	$591.8B	1096.76%	Put
10	BABAALIBABA GROUP HLDG LTD	5,516,000	$583.5B	1081.42%	Put
11	EFAISHARES TR	9,839,333	$581.8B	1078.20%	Put
12	HYGISHARES TR	6,475,671	$565.1B	1047.19%	Put
13	TAT&T INC	13,841,234	$562.1B	1041.67%	Put
14	PGPROCTER AND GAMBLE CO	5,364,901	$481.5B	892.33%	Put
15	—POWERSHARES QQQ TRUST	4,036,101	$479.2B	887.99%	Put
16	TRVCCITIGROUP INC	9,401,751	$444.0B	822.90%	Put
17	—BARCLAYS BK PLC	12,840,849	$437.5B	810.76%	Put
18	JPMJPMORGAN CHASE & CO	6,353,284	$423.1B	784.02%	Put
19	GSGOLDMAN SACHS GROUP INC	2,377,803	$383.5B	710.66%	Put
20	DISDISNEY WALT CO	4,060,132	$377.0B	698.70%	Put
21	AMZNAMAZON COM INC	442,400	$370.4B	686.48%	Put
22	QCOMQUALCOMM INC	5,072,600	$347.5B	643.95%	Put
23	METAFACEBOOK INC	2,629,109	$337.2B	624.97%	Put
24	DWDMORGAN STANLEY	9,360,335	$300.1B	556.13%	Put
25	USOUNITED STATES OIL FUND LP	26,652,938	$291.3B	539.87%	Put
26	GEGENERAL ELECTRIC CO	9,378,300	$277.8B	514.78%	Put
27	CMCSACOMCAST CORP NEW	3,920,300	$260.1B	481.97%	Put
28	GMGENERAL MTRS CO	8,078,349	$256.7B	475.63%	Put
29	XLISELECT SECTOR SPDR TR	4,249,501	$248.1B	459.75%	Put
30	UPSUNITED PARCEL SERVICE INC	2,201,500	$240.8B	446.17%	Put
31	XLESELECT SECTOR SPDR TR	3,202,001	$226.1B	419.00%	Put
32	IBMINTERNATIONAL BUSINESS MACHS	1,364,000	$216.7B	401.54%	Put
33	INTCINTEL CORP	5,620,800	$212.2B	393.25%	Put
34	BACVERIZON COMMUNICATIONS INC	4,013,107	$208.6B	386.59%	Put
35	COSTCOSTCO WHSL CORP NEW	1,300,977	$198.4B	367.70%	Put
36	AALAMERICAN AIRLS GROUP INC	5,247,028	$192.1B	355.99%	Put
37	ORCLORACLE CORP	4,880,267	$191.7B	355.27%	Put
38	CSCOCISCO SYS INC	6,020,400	$191.0B	353.89%	Put
39	DXJWISDOMTREE TR	4,346,501	$186.5B	345.64%	Put
40	DALDELTA AIR LINES INC DEL	4,524,100	$178.1B	329.99%	Put
41	WFCWELLS FARGO & CO NEW	3,943,104	$174.6B	323.57%	Put
42	BACBANK AMER CORP	11,116,600	$174.0B	322.41%	Put
43	NFLXNETFLIX INC	1,752,711	$172.7B	320.11%	Put
44	HCAHCA HOLDINGS INC	2,218,064	$167.8B	310.88%	Put
45	NKENIKE INC	3,150,331	$165.9B	307.39%	Put
46	XLVSELECT SECTOR SPDR TR	2,200,001	$158.6B	294.00%	Put
47	MDLZMONDELEZ INTL INC	3,558,170	$156.2B	289.48%	Put
48	HDHOME DEPOT INC	1,187,300	$152.8B	283.13%	Put
49	TSLATESLA MTRS INC	737,695	$150.5B	278.93%	Put
50	EWWISHARES	3,024,553	$146.6B	271.74%	Put
51	XLUSELECT SECTOR SPDR TR	2,904,801	$142.3B	263.72%	Put
52	CATCATERPILLAR INC DEL	1,600,419	$142.1B	263.29%	Put
53	GDXVANECK VECTORS ETF TR	5,314,570	$140.5B	260.32%	Put
54	XOMEXXON MOBIL CORP	1,535,400	$134.0B	248.36%	Put
55	XLFSELECT SECTOR SPDR TR	6,816,501	$131.6B	243.81%	Put
56	EWAISHARES	6,288,971	$131.4B	243.59%	Put
57	XBISPDR SERIES TRUST	1,938,303	$128.5B	238.12%	Put
58	WMTWAL-MART STORES INC	1,719,000	$124.0B	229.75%	Put
59	4I1PHILIP MORRIS INTL INC	1,227,283	$119.3B	221.11%	Put
60	BIDUNBAIDU INC	650,487	$118.4B	219.48%	Put
61	EAELECTRONIC ARTS INC	1,372,400	$117.2B	217.20%	Put
62	GWWGRAINGER W W INC	517,501	$116.4B	215.63%	Put
63	ABXBARRICK GOLD CORP	6,305,800	$111.7B	207.07%	Put
64	PEPPEPSICO INC	996,800	$108.4B	200.93%	Put
65	HOUSREALOGY HLDGS CORP	4,057,600	$104.9B	194.45%	Put
66	URIUNITED RENTALS INC	1,315,938	$103.3B	191.42%	Put
67	ENRENERGIZER HLDGS INC NEW	2,038,578	$101.8B	188.74%	Put
68	EPIWISDOMTREE TR	4,687,501	$101.3B	187.81%	Put
69	MCDMCDONALDS CORP	875,499	$101.0B	187.17%	Put
70	JDJD COM INC	3,838,343	$100.1B	185.58%	Put
71	KMIKINDER MORGAN INC DEL	4,279,691	$99.0B	183.45%	Put
72	KOCOCA COLA CO	2,312,089	$97.8B	181.33%	Put
73	DEDEERE & CO	1,139,512	$97.3B	180.24%	Put
74	MUMICRON TECHNOLOGY INC	5,445,500	$96.8B	179.44%	Put
75	SLVISHARES SILVER TRUST	5,255,445	$95.6B	177.26%	Put
76	DHRDANAHER CORP DEL	1,200,300	$94.1B	174.37%	Put
77	LYBLYONDELLBASELL INDUSTRIES N	1,135,700	$91.6B	169.77%	Put
78	WBAWALGREENS BOOTS ALLIANCE INC	1,121,567	$90.4B	167.55%	Put
79	—CARDTRONICS PLC	2,017,471	$90.0B	166.75%	Put
80	EWYISHARES	1,537,971	$89.4B	165.68%	Put
81	MDYSPDR S&P MIDCAP 400 ETF TR	315,301	$89.0B	164.94%	Put
82	SBUXSTARBUCKS CORP	1,641,715	$88.9B	164.72%	Put
83	UTXZUNITED TECHNOLOGIES CORP	871,100	$88.5B	164.01%	Put
84	XOPUSDSPDR SERIES TRUST	2,208,496	$84.9B	157.41%	Put
85	—POWERSHS DB US DOLLAR INDEX	3,425,001	$84.5B	156.65%	Call
86	BUDANHEUSER BUSCH INBEV SA/NV	643,200	$84.5B	156.64%	Put
87	SLBSCHLUMBERGER LTD	1,008,000	$79.3B	146.90%	Put
88	GOOGALPHABET INC	101,900	$79.2B	146.78%	Put
89	AXPAMERICAN EXPRESS CO	1,209,700	$77.5B	143.56%	Put
90	CMICUMMINS INC	597,320	$76.5B	141.86%	Put
91	BABOEING CO	563,200	$74.2B	137.49%	Put
92	FDXFEDEX CORP	422,700	$73.8B	136.84%	Put
93	—MONSANTO CO NEW	713,500	$72.9B	135.14%	Put
94	NEMNEWMONT MINING CORP	1,845,969	$72.5B	134.42%	Put
95	—PROSHARES TR II	990,584	$72.5B	134.39%	Put
96	DYHTARGET CORP	1,029,800	$70.7B	131.07%	Put
97	PFEPFIZER INC	1,993,500	$67.5B	125.13%	Put
98	TXNTEXAS INSTRS INC	953,600	$66.9B	124.02%	Put
99	—INTERVAL LEISURE GROUP INC	3,835,500	$65.9B	122.04%	Put
100	FFORD MTR CO DEL	5,346,568	$64.5B	119.60%	Put

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