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Fund Holdings of PARALLAX VOLATILITY ADVISERS LLC Filed on 2012-02-10

Link to Original SEC 13F filings sorted on filing date: 2012-02-10 | 2011-11-14 | 2011-08-15 |

1. Fund Information

Fund NamePARALLAX VOLATILITY ADVISERS LLC
Fund Manager
Address88 KEARNY STREET, 20TH FLOOR
SAN FRANCISCO, CA, 94108
::Google Map
Phone(415) 445-6658
13F Asset Last Qtr$12,969,752,000
13F Asset This Qtr$15,910,380,000
Asset Change22.67%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)ISHARES INC.-MSCI BRAZIL INDEX REGISTERED SHARESPUTEWZ5,705,100$327,414Added 35.00%2.06%
2.)ISHARES TRUST RUSSELL 2000 INDEX FUNDPUTIWM4,411,800$325,372Cut -10.14%2.05%
3.)SPDR S&P 500 ETFPUTSPY2,550,600$320,101Added 125.10%2.01%
4.)ISHARES TRUST MSCI EMERGING MARKETS INDEXPUTEEM7,524,800$285,494Added 58.92%1.79%
5.)MICROSOFT CORPORATIONPUTMSFT10,939,900$283,999Added 90.89%1.78%
6.)APPLE INC.PUTAAPL670,300$271,477Cut -16.02%1.71%
7.)POWERSHARES EXCHANGE-TRADED FUND TRUST - POWERSHARES QQQ TRUST, SERIES 1CALLQQQ4,528,300$252,815Added 201.89%1.59%
8.)SPDR S&P 500 ETFCALLSPY1,967,000$246,859Cut -47.04%1.55%
9.)GOOGLE INC.PUTGOOG351,200$226,842Cut -25.31%1.43%
10.)MKT VECT GOLD MNRSPUTGDX3,577,600$183,997Added 56.08%1.16%
11.)INTEL CORPORATIONPUTINTC7,077,200$171,622Added 63.23%1.08%
12.)POWERSHARES EXCHANGE-TRADED FUND TRUST - POWERSHARES QQQ TRUST, SERIES 1PUTQQQ3,068,300$171,304Added 4,143.85%1.08%
13.)KIMBERLY-CLARK CORP.CALLKMB2,176,900$160,132Cut -17.20%1.01%
14.)WAL-MART STORES, INC.CALLWMT2,608,700$155,895Added 321.98%0.98%
15.)SPDR GOLD TRUST GSPUTGLD1,015,800$154,392Cut -49.35%0.97%
16.)INTERNATIONAL BUSINESS MACHINES CORP.PUTIBM835,400$153,614Added 59.34%0.97%
17.)ISHARES TRUST MSCI EMERGING MARKETS INDEXCALLEEM4,004,000$151,912Added 15.96%0.95%
18.)EXXON MOBIL CORP.PUTXOM1,766,700$149,747Added 130.10%0.94%
19.)EXXON MOBIL CORP.CALLXOM1,686,800$142,973Added 103.84%0.90%
20.)ISHARES INC.-MSCI BRAZIL INDEX REGISTERED SHARESEWZ2,347,150$134,703Added 118.67%0.85%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)SPDR DOW JONES INDL AVRG ETF UT SER 1CALLDIA500,000$60,9250.38%
2.)VANGUARD INDEX TRUST 500 INDEX FUNDCALLVFINX1,000,000$57,4500.36%
3.)KELLOGG COCALLK803,100$40,6130.26%
4.)O REILLY AUTOMOTIVE, INC.CALLORLY480,700$38,4310.24%
5.)CAPITAL ONE FINANCIAL CORPPUTCOF752,600$31,8270.20%
6.)CITIGROUP INC NEWPUTC1,120,700$29,4850.19%
7.)KELLOGG COPUTK553,400$27,9850.18%
8.)HONEYWELL INTERNATIONAL, INC.PUTHON490,000$26,6310.17%
9.)EMC CORP. (MA)EMC1,122,339$24,1750.15%
10.)ISHARES TRUST RUSSELL 2000 INDEX FUNDIWM288,928$21,3080.13%
11.)HONEYWELL INTERNATIONAL, INC.CALLHON352,200$19,1420.12%
12.)SELECT SECTOR SPDR AMEX INDUSTRIALXLI560,381$18,9130.12%
13.)UNITED STATES OIL FUND LP UNITSUSO443,100$16,8870.11%
14.)S&P MID DEPOSIT RCPTCALLMDY100,000$15,9490.10%
15.)XL GROUP PLCCALLXL794,000$15,6960.10%
16.)XL GROUP PLCPUTXL779,900$15,4180.10%
17.)BANCO BRADESCO S.A.CALLBBD894,500$14,9200.09%
18.)KROGER CO.CALLKR615,500$14,9070.09%
19.)DU PONT (E.I.) DE NEMOURS & COPUTDD320,000$14,6500.09%
20.)PRECISION CASTPARTS CORP.PUTPCP85,000$14,0070.09%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)OIL SERVICE HOLDRS TPUTOIH540,700$55,7520.43%
2.)ML SEMICOND HLDR1240PUTSMH1,431,200$40,7030.31%
3.)SPDR S&P METALS & MICALLXME816,400$36,5990.28%
4.)NEWMONT MINING CORP. (HOLDING CO.)CALLNEM555,000$34,9380.27%
5.)BAIDU, INC. - ADSPUTBIDU269,900$28,8560.22%
6.)OIL SERVICE HOLDRS TOIH275,080$28,3630.22%
7.)COGNIZANT TECHNOLOGY SOLUTIONS CORPORATIONPUTCTSH249,300$15,6310.12%
8.)C.H. ROBINSON WORLDWIDE, INC.PUTCHRW220,000$15,0630.12%
9.)WASTE MANAGEMENT, INC. (DE)PUTWM451,600$14,7040.11%
10.)CF INDUSTRIES HOLDINGS INCPUTCF114,400$14,1160.11%
11.)CB RICHARD ELLIS GROUP INCPUTCBG1,030,400$13,8680.11%
12.)QUALCOMM INCORPORATEDQCOM267,520$13,0090.10%
13.)BOEING CO. (THE)BA213,516$12,9200.10%
14.)BARRICK GOLD CORP.PUTABX270,000$12,5960.10%
15.)ABBOTT LABORATORIESABT242,556$12,4040.10%
16.)MONSANTO CO.MON206,168$12,3780.10%
17.)CROWN CASTLE INTERNATIONAL CORPCALLCCI300,000$12,2010.09%
18.)CROWN CASTLE INTERNATIONAL CORPPUTCCI300,000$12,2010.09%
19.)WELLS FARGO & CO.WFC492,431$11,8770.09%
20.)PHILIP MORRIS INTERNATIONAL INC COMMON STOCKPM185,975$11,6010.09%