Stocks/Funds/CIK 1521001

Parallax Volatility Advisers, L.P.

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1521001
Assets
$2.03B
-24.7% YoY
Holdings
586
Lifetime alpha vs market
+6.02% annual
Average hold time
4.1 yr
median 4.3 yr

Quarterly history

Cum return +350% vs S&P +174% · α +176% lifetimeAUM $2.0B · peak $12.8BFlow $-736M (-26%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-25.48%
trims when stocks drop
when a holding falls −10%+
Middle response
-24.20%
baseline attrition
Rally response
-26.90%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
$182M9.0%0.3 yr
XLFState Street Financial S$104M5.1%8.0 yr
AAPLApple Inc.$79M3.9%+14.7%9.3 yr
BABAAlibaba Group Holding Li$53M2.6%-3.5%7.5 yr
$47M2.3%0.3 yr
XLEState Street Energy Sele$37M1.8%7.5 yr
NFLXNetflix, Inc.$36M1.8%+3.1%10.0 yr
GOOGLAlphabet Inc.$33M1.6%9.0 yr
GSThe Goldman Sachs Group,$31M1.5%+58.1%9.3 yr
CVXChevron Corporation$30M1.5%+29.2%7.5 yr
PEPPepsiCo, Inc.$25M1.2%+7.7%8.8 yr
CCitigroup Inc.$25M1.2%+63.9%9.3 yr
GDXVanEck Gold Miners ETF$24M1.2%7.8 yr
MUMicron Technology, Inc.$24M1.2%+289.6%9.5 yr
EWZiShares MSCI Brazil ETF$20M1.0%7.5 yr

Portfolio composition (YoY)

Industry mix
Unknown16.1%+10.9pp$327M
Asset Management14.9%+6.9pp$303M
Semiconductors5.5%-12.7pp$113M
Oil & Gas Exploration & Production4.5%+4.2pp$92M
Software - Application4.1%+0.4pp$84M
Consumer Electronics3.9%+1.2pp$79M
Specialty Retail3.3%+0.4pp$66M
Software - Infrastructure3.1%-5.0pp$64M
Shell Companies2.8%+2.6pp$57M
Banks - Diversified2.5%-0.2pp$50M
Country
US75.2%-6.9pp
Unknown16.1%+10.9pp
CN3.0%+2.0pp
CA1.1%-1.8pp
TW0.9%-4.1pp
GB0.8%-1.1pp
AU0.6%
SG0.5%+0.5pp
Top 5: 22.9% · Top 10: 31.1% · Top 25: 46.1%

Winners

TickerPrev $PnLYoY %
TSM$135M+0.14B105.6%
MU$23M+0.07B289.6%
WDC$4M+0.02B571.9%
C$24M+0.01B63.9%
GS$21M+0.01B58.1%

Losers

TickerPrev $PnLYoY %
NKE$22M-0.00B-14.7%
BABA$13M-0.00B-3.5%
UBER$26M-0.00B-1.3%
MSTR$0M-0.00B-56.7%
DHR$0M-0.00B-7.1%

Top buys this quarter · 15

AAPL Apple Inc.+$47M
GS The Goldman Sachs Group, Inc.+$28M
CVX Chevron Corporation+$23M
MU Micron Technology, Inc.+$20M
NFLX Netflix, Inc.+$19M
DVN Devon Energy Corporation+$18M
COP ConocoPhillips+$17M
DHR Danaher Corporation+$15M
PEP PepsiCo, Inc.+$15M
OXY Occidental Petroleum Corporati+$15M

Top sells this quarter · 15

AXP American Express Company$221M
NVDA NVIDIA Corporation$117M
TSLA Tesla, Inc.$115M
SPY State Street SPDR S&P 500 ETF exit$87M
GE GE Aerospace$64M
MS Morgan Stanley$62M
GEV GE Vernova Inc.$61M
PLTR Palantir Technologies Inc.exit$59M
AVGO Broadcom Inc.exit$53M
V Visa Inc.$44M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$2.03B586+40.10%+17.59%+22.50%-0.74B
2025-12-31$2.87B542+38.29%+17.72%+20.57%-0.22B
2025-09-30$2.97B522+42.11%+17.52%+24.60%+0.44B
2025-06-30$2.12B472+26.75%+14.94%+11.81%-1.04B
2025-03-31$2.70B494+13.62%+8.30%+5.32%-1.15B
2024-12-31$4.04B614+34.34%+24.89%+9.45%+0.49B
2024-09-30$3.33B550+41.13%+36.04%+5.09%-0.35B
2024-06-30$3.45B553+32.42%+24.49%+7.93%+0.28B
2024-03-31$3.03B529+38.21%+29.62%+8.59%-0.45B
2023-12-31$3.09B561+31.83%+26.18%+5.66%+0.43B
2023-09-30$2.37B627+23.50%+21.57%+1.94%-0.03B
2023-06-30$2.40B645+14.72%+19.42%-4.71%-0.12B
2023-03-31$2.31B836-16.25%-7.82%-8.43%-1.32B
2022-12-31$3.37B864+4.93%+7.56%-2.63%-1.38B
2022-09-30$4.53B961-6.97%-4.93%-2.04%-0.75B
2022-06-30$5.67B972-20.24%-16.11%-4.13%+2.74B