Parallax Volatility Advisers, LLC

Q1 2014 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
3/31/2014
Date filed
5/15/2014
Form type
13F-HR
Num holdings
3,346
Total value ($000)
$17,043,515
Net value change ($000)
-3,508,879 (-17.1%)
New positions
292
Sold out positions
316
Turnover %
36.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/28/2014 Next filing: 2/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
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)
BOOKING HLDGS INC 59,344 NEW
INVSC QQQ TRUST SRS 1 ETF 54,287 80.1%
C 48,265 223.7%
WYNN 34,519 NEW
GM 33,150 371.1%
EEM 31,202 NEW
WFC 30,580 346.6%
WALGREEN CO 29,505 91.7%
AMZN 28,800 1232.3%
EFA 22,597 NEW
Top Reduces (Value $000, Stocks/ETFs)
PG -163,670 -50.3%
DAL -64,680 -100.0%
BRK-B -59,634 -99.3%
GS -57,176 -87.1%
EWZ -50,168 -39.7%
TESORO CORP -42,507 -89.2%
ADM -32,576 -96.2%
JPM -31,692 -100.0%
MSFT -27,753 -90.1%
MU -26,735 -98.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 15,269,375 (89.6% 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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type