Parallax Volatility Advisers, LLC
Q4 2013 13F-HR/A Holdings
Net value change ($000)
—
New positions
1092
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to previous filing: —
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| PG | 325,689 | — |
| EWZ | 126,350 | — |
| INVSC QQQ TRUST SRS 1 ETF | 67,764 | — |
| GS | 65,621 | — |
| DAL | 64,680 | — |
| BRK-B | 60,035 | — |
| TESORO CORP | 47,644 | — |
| SPROTT PHYSICAL GOLD SILVER | 47,271 | — |
| ADM | 33,854 | — |
| DIS | 32,171 | — |
Top Reduces (Value $000, Stocks/ETFs)
| — |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
18,368,061
(89.4% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|