Twin Tree Management, LP Q2 2020 Filing

Filed August 12, 2020

Portfolio Value

$24.6T

Holdings

791

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (791 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
11,445,200$3.5T14.35%Put
2
NDQINVESCO CAPITAL MANAGEMENT L
2,910,900$720.7B2.93%Put
3
IWMISHARES TR
4,180,700$598.6B2.43%Put
4
OIHVANECK VECTORS ETF TRUST
3,875,785$472.4B1.92%Put
5
MSFTMICROSOFT CORP
1,744,200$355.0B1.44%Put
6
XLUSELECT SECTOR SPDR TR
5,685,442$320.8B1.30%Put
7
GDXVANECK VECTORS ETF TR
6,496,698$238.3B0.97%Put
8
SLVISHARES SILVER TRUST
13,539,700$230.3B0.94%Put
9
FXIISHARES TR
5,552,469$220.4B0.90%Put
10
XLVSELECT SECTOR SPDR TR
2,167,587$216.9B0.88%Put
11
METAFACEBOOK INC
952,900$216.4B0.88%Put
12
PYPLPAYPAL HLDGS INC
1,217,800$212.2B0.86%Put
13
SOXXISHARES TR
697,500$188.9B0.77%Put
14
TSLATESLA INC
169,957$183.5B0.75%Put
15
NVDANVIDIA CORP
481,100$182.8B0.74%Put
16
MCDMCDONALDS CORP
976,331$180.1B0.73%Put
17
XBISPDR SERIES TRUST
1,586,957$177.7B0.72%Put
18
GDXJVANECK VECTORS ETF TR
3,551,019$176.1B0.72%Put
19
EWZISHARES INC
6,042,320$173.8B0.71%Put
20
AAPLAPPLE INC
474,100$173.0B0.70%Put
21
TRVCCITIGROUP INC
3,253,042$166.2B0.68%Put
22
GILDGILEAD SCIENCES INC
2,036,651$156.7B0.64%Put
23
SMHVANECK VECTORS ETF TRUST
1,013,284$154.8B0.63%Put
24
BRK/BBERKSHIRE HATHAWAY INC DEL
829,804$148.1B0.60%Put
25
CRMSALESFORCE COM INC
785,459$147.1B0.60%Put
26
ITBISHARES TR
3,288,100$145.2B0.59%Put
27
IWOISHARES TR
682,800$141.3B0.57%Put
28
XOPSPDR SERIES TRUST
2,608,138$136.1B0.55%Put
29
XYZSQUARE INC
1,291,685$135.6B0.55%Put
30
IGVBLACKROCK INSTITUTIONAL TRUS
475,800$135.2B0.55%Put
31
HDHOME DEPOT INC
517,900$129.7B0.53%Put
32
LULULULULEMON ATHLETICA INC.
413,857$129.1B0.53%Put
33
XLESELECT SECTOR SPDR TR
3,260,164$123.4B0.50%Put
34
QCOMQUALCOMM INC
1,345,747$122.7B0.50%Put
35
BABOEING CO
661,186$121.2B0.49%Put
36
BABAALIBABA GROUP HLDG LTD
558,915$120.6B0.49%Put
37
PAYCPAYCOM SOFTWARE INC
389,112$120.5B0.49%Put
38
MDYSPDR S&P MIDCAP 400 ETF TR
364,900$118.4B0.48%Put
39
VVISA INC
611,339$118.1B0.48%Put
40
IWFISHARES TR
607,900$116.7B0.47%Put
41
BACBANK AMER CORP
4,743,457$112.7B0.46%Put
42
XLKSELECT SECTOR SPDR TR
1,060,500$110.8B0.45%Put
43
ADSKAUTODESK INC
452,546$108.2B0.44%Put
44
PEPPEPSICO INC.
812,900$107.5B0.44%Put
45
IYRISHARES TR
1,355,576$106.8B0.43%Put
46
INTUINTUIT
360,673$106.8B0.43%Put
47
LRCXEURLAM RESEARCH CORP
329,912$106.7B0.43%Put
48
LVLNSPDR SERIES TRUST
2,776,700$106.6B0.43%Put
49
MAMASTERCARD INCORPORATED
358,200$105.9B0.43%Put
50
XLFSELECT SECTOR SPDR TR
4,529,088$104.8B0.43%Put
51
INTCINTEL CORP
1,747,937$104.6B0.43%Put
52
AVGOBROADCOM INC
328,300$103.6B0.42%Put
53
DISWALT DISNEY CO (THE)
928,761$103.6B0.42%Put
54
AQLTISHARES TR
1,278,500$103.2B0.42%Put
55
ZMZOOM VIDEO COMMUNICATIONS IN
403,000$102.2B0.42%Put
56
JPMJPMORGAN CHASE & CO
1,060,231$99.7B0.41%Put
57
SPGIS&P GLOBAL INC
299,500$98.7B0.40%Put
58
BIIBBIOGEN INC
349,417$93.5B0.38%Put
59
GOOGLALPHABET INC
65,545$92.9B0.38%Put
60
TTDTRADE DESK INC
227,800$92.6B0.38%Put
61
IJRISHARES TR
1,333,400$91.1B0.37%Call
62
LOWLOWES COS INC
673,400$91.0B0.37%Put
63
SOSOUTHERN CO
1,740,600$90.3B0.37%Put
64
TXNTEXAS INSTRS INC
687,053$87.2B0.35%Put
65
CNCCENTENE CORP DEL
1,371,600$87.2B0.35%Put
66
FDXFEDEX CORP
620,094$86.9B0.35%Put
67
ADBEADOBE INC
199,475$86.8B0.35%Put
68
PGPROCTER & GAMBLE CO.
725,700$86.8B0.35%Put
69
MDTMEDTRONIC PLC
937,211$85.9B0.35%Put
70
VOOVANGUARD INDEX FDS
302,700$85.8B0.35%Put
71
AMTAMERICAN TOWER CORP NEW
326,900$84.5B0.34%Put
72
APDAIR PRODUCTS & CHEMICALS INC
349,662$84.4B0.34%Put
73
CSCOCISCO SYSTEMS, INC.
1,782,000$83.1B0.34%Put
74
ASHRDBX ETF TR
2,792,625$83.0B0.34%Put
75
AXPAMERICAN EXPRESS CO.
864,745$82.3B0.33%Put
76
HUMHUMANA INC
212,100$82.2B0.33%Put
77
CMECME GROUP INC
505,900$82.2B0.33%Put
78
UNHUNITEDHEALTH GROUP INC
270,100$79.7B0.32%Put
79
NXPINXP SEMICONDUCTORS N V
697,969$79.6B0.32%Put
80
MSCIMSCI INC
232,500$77.6B0.32%Put
81
TMOTHERMO FISHER SCIENTIFIC INC
211,100$76.5B0.31%Put
82
EWAISHARES INC
3,964,500$76.4B0.31%Put
83
GSGOLDMAN SACHS GROUP INC
383,104$75.7B0.31%Put
84
MCKMCKESSON CORP
484,300$74.3B0.30%Put
85
EWYISHARES INC
1,297,100$74.1B0.30%Put
86
MLMMARTIN MARIETTA MATERIALS, I
358,000$74.0B0.30%Put
87
ACNACCENTURE PLC IRELAND
342,600$73.6B0.30%Put
88
LABORATORY CORP AMER HLDGS
436,631$72.5B0.29%Put
89
SBUXSTARBUCKS CORP.
980,858$72.2B0.29%Put
90
PFEPFIZER INC
2,172,997$71.1B0.29%Put
91
EQREQUITY RESIDENTIAL
1,191,400$70.1B0.29%Put
92
SYKSTRYKER CORP
383,650$69.1B0.28%Put
93
NKENIKE INC
702,514$68.9B0.28%Put
94
XLFISELECT SECTOR SPDR TR
1,166,760$68.4B0.28%Put
95
BXBLACKSTONE GROUP INC (THE)
1,200,800$68.0B0.28%Put
96
AMATAPPLIED MATLS INC
1,103,514$66.7B0.27%Put
97
IWDISHARES TR
590,600$66.5B0.27%Put
98
EFAISHARES TR
1,092,600$66.5B0.27%Put
99
GPNGLOBAL PMTS INC
391,039$66.3B0.27%Put
100
CHTRCHARTER COMMUNICATIONS INC N
129,698$66.2B0.27%Put
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