Twin Tree Management, LP Q2 2021 Filing

Filed August 12, 2021

Portfolio Value

$37.3T

Holdings

763

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (763 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
19,235,100$8.2T22.09%Put
2
AAPLAPPLE INC
6,598,173$903.7B2.42%Put
3
IWMISHARES TR
3,826,900$877.8B2.35%Put
4
GOOGLALPHABET INC
321,976$786.2B2.11%Put
5
AMZNAMAZON.COM INC.
157,500$541.8B1.45%Put
6
PYPLPAYPAL HOLDINGS INC
1,508,112$439.6B1.18%Put
7
NVDANVIDIA CORP
534,427$427.6B1.15%Put
8
SLVISHARES SILVER TR
16,936,144$410.2B1.10%Put
9
NDQINVESCO CAPITAL MANAGEMENT L
1,154,700$409.3B1.10%Put
10
METAFACEBOOK INC
1,093,113$380.1B1.02%Put
11
MAMASTERCARD INCORPORATED
1,022,841$373.4B1.00%Put
12
TSMTAIWAN SEMICONDUCTOR MFG LTD
2,661,356$319.8B0.86%Put
13
INTCINTEL CORP.
4,945,424$277.6B0.74%Put
14
XLUSELECT SECTOR SPDR TR
4,190,091$264.9B0.71%Put
15
SPGIS&P GLOBAL INC
644,500$264.5B0.71%Put
16
AVGOBROADCOM INC
545,300$260.0B0.70%Put
17
QCOMQUALCOMM, INC.
1,706,545$243.9B0.65%Put
18
INTUINTUIT INC
480,900$235.7B0.63%Put
19
BABOEING CO.
963,094$230.7B0.62%Put
20
AMATAPPLIED MATERIALS INC.
1,607,900$229.0B0.61%Put
21
CRMSALESFORCE.COM INC
868,701$212.2B0.57%Put
22
GDXVANECK VECTORS ETF TRUST
6,155,466$209.2B0.56%Put
23
BMOBANK MONTREAL QUE
2,014,300$206.6B0.55%Put
24
XLVSELECT SECTOR SPDR TR
1,635,800$206.0B0.55%Put
25
UPSUNITED PARCEL SERVICE, INC.
974,400$202.6B0.54%Put
26
LVLNSPDR SERIES TRUST
3,088,741$202.4B0.54%Put
27
MRNAMODERNA INC
860,000$202.1B0.54%Put
28
PINSPINTEREST INC
2,519,126$198.9B0.53%Put
29
SMHVANECK VECTORS ETF TRUST
744,139$195.1B0.52%Put
30
ROKUROKU INC
423,944$194.7B0.52%Put
31
TMOTHERMO FISHER SCIENTIFIC INC
379,900$191.6B0.51%Put
32
GNRCGENERAC HOLDINGS INC
452,700$187.9B0.50%Put
33
LRCXEURLAM RESEARCH CORP.
288,314$187.6B0.50%Put
34
AMDADVANCED MICRO DEVICES INC.
1,988,375$186.8B0.50%Put
35
MRVLMARVELL TECHNOLOGY INC
3,100,140$180.8B0.49%Put
36
KLACKLA CORP.
554,400$179.7B0.48%Put
37
MPCMARATHON PETROLEUM CORP
2,970,800$179.5B0.48%Put
38
PFEPFIZER INC.
4,579,663$179.3B0.48%Put
39
SPGSIMON PPTY GROUP INC NEW
1,349,664$176.1B0.47%Put
40
PNCPNC FINANCIAL SERVICES GROUP INC
907,100$173.0B0.46%Put
41
ASMLASML HOLDING NV
250,265$172.9B0.46%Put
42
BUDANHEUSER-BUSCH IN BEV SA/NV
2,319,048$167.0B0.45%Put
43
AWMSKYWORKS SOLUTIONS, INC.
860,349$165.0B0.44%Put
44
LENLENNAR CORP.
1,645,938$163.5B0.44%Put
45
XYZSQUARE INC
667,740$162.8B0.44%Put
46
DOCUDOCUSIGN INC
580,307$162.2B0.44%Put
47
CRWDCROWDSTRIKE HOLDINGS INC
645,398$162.2B0.44%Put
48
TSLATESLA INC
234,000$159.0B0.43%Put
49
ISRGINTUITIVE SURGICAL INC
170,400$156.7B0.42%Put
50
ZMZOOM VIDEO COMMUNICATIONS IN
403,100$156.0B0.42%Put
51
XLKSELECT SECTOR SPDR TR
1,002,800$148.1B0.40%Put
52
TFCTRUIST FINANCIAL CORPORATION
2,599,305$144.3B0.39%Put
53
DEODIAGEO PLC
746,600$143.1B0.38%Put
54
CSCOCISCO SYSTEMS, INC.
2,682,370$142.2B0.38%Call
55
NFLXNETFLIX INC
266,372$140.7B0.38%Put
56
SAPSAP SE
999,632$140.4B0.38%Put
57
LLYLILLY(ELI) & CO
611,400$140.3B0.38%Put
58
CVSCVS HEALTH CORP
1,662,100$138.7B0.37%Put
59
SHOPSHOPIFY INC
92,500$135.1B0.36%Put
60
VFCVF CORP.
1,642,400$134.7B0.36%Put
61
DONSPDR DOW JONES INDL AVERAGE
389,500$134.4B0.36%Put
62
TDOCTELADOC HEALTH INC
791,415$131.6B0.35%Put
63
SYKSTRYKER CORP.
503,720$130.8B0.35%Put
64
APDAIR PRODUCTS & CHEMICALS INC
452,605$130.2B0.35%Put
65
LOWLOWE`S COS., INC.
666,381$129.3B0.35%Put
66
EWZISHARES INC
3,181,647$129.0B0.35%Call
67
SPOTSPOTIFY TECHNOLOGY S.A.
443,003$122.1B0.33%Put
68
TAT&T, INC.
4,187,656$120.5B0.32%Call
69
BNTXBIONTECH SE
530,363$118.7B0.32%Put
70
RTXRAYTHEON TECHNOLOGIES CORPOR
1,390,324$118.6B0.32%Put
71
CCLCARNIVAL CORP.
4,484,441$118.2B0.32%Put
72
XRTSPDR SERIES TRUST
1,210,423$117.7B0.32%Put
73
XLYSELECT SECTOR SPDR TR
647,200$115.6B0.31%Put
74
VENVENTAS INC
2,003,800$114.4B0.31%Put
75
CVNACARVANA CO.
376,218$113.5B0.30%Put
76
FDXFEDEX CORP
378,473$112.9B0.30%Put
77
WPCW. P. CAREY INC
1,512,600$112.9B0.30%Put
78
CP.TOCANADIAN PACIFIC RAILWAY LTD
1,429,200$109.9B0.29%Put
79
DYHTARGET CORP
448,702$108.5B0.29%Put
80
PLUNPLUG POWER INC
3,148,655$107.7B0.29%Put
81
AXPAMERICAN EXPRESS CO.
650,285$107.4B0.29%Put
82
NXPINXP SEMICONDUCTORS NV
520,943$107.2B0.29%Put
83
DC4DEXCOM INC
243,400$103.9B0.28%Call
84
SNAPSNAP INC
1,512,949$103.1B0.28%Put
85
IBBISHARES TR
616,911$101.0B0.27%Put
86
AFWALIGN TECHNOLOGY, INC.
165,023$100.8B0.27%Put
87
AQLTISHARES TR
860,500$100.4B0.27%Put
88
SYYSYSCO CORP.
1,278,977$99.4B0.27%Put
89
AZNASTRAZENECA PLC
1,650,195$98.8B0.27%Put
90
SWKSTANLEY BLACK & DECKER INC
478,072$98.0B0.26%Put
91
GMGENERAL MOTORS COMPANY
1,654,996$97.9B0.26%Put
92
ENPHENPHASE ENERGY INC
528,547$97.1B0.26%Put
93
ECLECOLAB, INC.
468,866$96.6B0.26%Put
94
MCDMCDONALD`S CORP
417,520$96.4B0.26%Put
95
TMTOYOTA MOTOR CORPORATION
538,430$94.1B0.25%Put
96
AIGAMERICAN INTERNATIONAL GROUP INC
1,974,414$94.0B0.25%Put
97
SEDGSOLAREDGE TECHNOLOGIES INC
326,707$90.3B0.24%Put
98
WELLWELLTOWER INC
1,081,200$89.8B0.24%Put
99
BNSBANK NOVA SCOTIA B C
1,370,800$89.2B0.24%Put
100
IGVISHARES TR
219,600$85.7B0.23%Put
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