Parallax Volatility Advisers, L.P.
CIK 0001521001 · SAN FRANCISCO, CA · Quarter end: 2026-06-30 · Filed on: 2026-08-14 · Open the SEC source ↗
Portfolio Value (AUM)Total value of the fund's US stock portfolio reported to the SEC.
$58.87B
2026 Q2
Positions
1,502
Top-10 ConcentrationHow much of the portfolio sits in the 10 largest holdings. High = concentrated bets.
62.5%
Est. Net Flow (Q)
—
2026 Q2
Portfolio Composition
Sector Allocation
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Option Positions
PUT 44.0%CALL 18.5%
| Symbol | Company | Type | Notional Value | % Port. |
|---|---|---|---|---|
| SPY | STATE STR SPDR S&P 500 ETF T | PUT | $19.51B | 33.14% |
| QQQ | INVESCO QQQ TR | CALL | $6.11B | 10.38% |
| SPY | STATE STR SPDR S&P 500 ETF T | CALL | $3.40B | 5.77% |
| QQQ | INVESCO QQQ TR | PUT | $3.01B | 5.12% |
| IWM | ISHARES TR | PUT | $1.52B | 2.58% |
| GLD | SPDR GOLD TR | CALL | $813.8M | 1.38% |
| XLF | SELECT SECTOR SPDR TR | PUT | $688.9M | 1.17% |
| NVDA | NVIDIA CORPORATION | PUT | $601.5M | 1.02% |
| SMH | VANECK ETF TRUST | CALL | $568.2M | 0.97% |
| SMH | VANECK ETF TRUST | PUT | $559.3M | 0.95% |
13F reports options at notional share-equivalent value; premium cost and strikes are not disclosed.
Read the 2026-Q2 quarterly report · 13F Filing Calendar
13F data shows quarter-end positions, is delayed by up to 45 days and covers only long positions in US-listed securities; short positions, most derivatives and non-US assets are not reported.