Twin Tree Management, LP Q2 2023 Filing

Filed August 11, 2023

Portfolio Value

$65.1B

Holdings

1,240

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (1,240 positions)

#StockSharesValue% PortfolioType
1
STTSPDR S&P 500 ETF TR
22,643,300$10.0B15.41%Call
2
SPYSPDR S&P 500 ETF TR
9,281,500$4.1B6.32%Put
3
GLDSPDR GOLD TR
10,048,300$1.8B2.75%Put
4
AAPLAPPLE INC
7,031,400$1.4B2.09%Call
5
AQLTISHARES TR
7,378,000$1.1B1.75%Call
6
AQLTISHARES TR
5,396,700$1.0B1.55%Put
7
XLFISELECT SECTOR SPDR TR
12,652,500$936.0M1.44%Call
8
NVDANVIDIA CORP
2,183,100$923.5M1.42%Put
9
JPMJPMORGAN CHASE & CO.
5,691,800$827.8M1.27%Call
10
MSFTMICROSOFT CORPORATION
1,995,700$679.6M1.04%Call
11
INVESCO CAPITAL MANAGEMENT L
1,833,500$677.3M1.04%Call
12
VANECK ETF TRUST
10,416,200$624.0M0.96%Put
13
QQQINVESCO CAPITAL MANAGEMENT L
1,667,200$615.9M0.95%Put
14
UNITEDHEALTH GROUP INC
1,228,800$590.6M0.91%Call
15
ADBEADOBE SYSTEMS INCORPORATED
1,182,000$578.0M0.89%Put
16
AAPLAPPLE INC
2,977,000$577.4M0.89%Put
17
GOOGLALPHABET INC
4,818,400$576.8M0.89%Put
18
AMZNAMAZON.COM INC.
4,301,600$560.8M0.86%Put
19
HDHOME DEPOT, INC.
1,766,700$548.8M0.84%Call
20
VANECK ETF TRUST
3,481,000$530.0M0.81%Call
21
METAMETA PLATFORMS INC
1,818,400$521.8M0.80%Put
22
BXBLACKSTONE INC
5,432,000$505.0M0.78%Call
23
XLFISELECT SECTOR SPDR TR
5,930,900$457.6M0.70%Put
24
XOMEXXON MOBIL CORP.
4,067,300$436.2M0.67%Call
25
MSFTMICROSOFT CORPORATION
1,240,400$422.4M0.65%Put
26
LVLNSPDR SERIES TRUST
5,062,100$421.2M0.65%Call
27
BRK-BBERKSHIRE HATHAWAY INC.
1,203,900$410.5M0.63%Put
28
LOWE`S COS., INC.
1,815,100$409.7M0.63%Call
29
NFLXNETFLIX INC.
887,400$390.9M0.60%Put
30
TSLATESLA INC
1,449,000$379.3M0.58%Put
31
HDHOME DEPOT, INC.
1,192,600$370.5M0.57%Put
32
MRVLMARVELL TECHNOLOGY INC
6,075,000$363.2M0.56%Put
33
AXPAMERICAN EXPRESS CO.
1,935,100$337.1M0.52%Call
34
SLVISHARES TR
15,612,500$326.1M0.50%Put
35
GOOGLALPHABET INC
2,565,800$307.1M0.47%Call
36
AMDADVANCED MICRO DEVICES INC.
2,531,600$288.4M0.44%Put
37
XLFISELECT SECTOR SPDR TR
2,118,200$281.1M0.43%Call
38
MDYSPDR S&P MIDCAP 400 ETF TR
586,300$280.8M0.43%Call
39
SHOPSHOPIFY INC
4,149,200$268.0M0.41%Put
40
CRMSALESFORCE INC
1,222,400$258.2M0.40%Put
41
ASMLASML HOLDING NV
347,400$251.8M0.39%Put
42
VLOVALERO ENERGY CORP.
2,051,800$240.7M0.37%Call
43
MCDMCDONALD`S CORP
763,300$227.8M0.35%Call
44
SCHWCHARLES SCHWAB CORP.
3,988,800$226.1M0.35%Call
45
DEDEERE & CO.
554,600$224.7M0.34%Put
46
VANECK ETF TRUST
775,400$223.0M0.34%Call
47
TSLATESLA INC
795,800$208.3M0.32%Call
48
MDTMEDTRONIC PLC
2,331,800$205.4M0.32%Call
49
BRK-BBERKSHIRE HATHAWAY INC.
601,700$205.2M0.31%Call
50
DVNDEVON ENERGY CORP.
4,106,400$198.5M0.30%Call
51
MDYSPDR S&P MIDCAP 400 ETF TR
410,900$196.8M0.30%Put
52
ABNBAIRBNB INC
1,529,500$196.0M0.30%Put
53
AMAZON.COM INC.
1,499,600$195.5M0.30%Call
54
SNOWSNOWFLAKE INC
1,107,700$194.9M0.30%Call
55
WFCWELLS FARGO & CO.
4,567,100$194.9M0.30%Call
56
LRCXLAM RESEARCH CORP.
300,500$193.2M0.30%Put
57
ETNEATON CORPORATION PLC
955,200$192.1M0.29%Call
58
ABBVABBVIE INC
1,416,700$190.9M0.29%Call
59
TSMTAIWAN SEMICONDUCTOR MANUFAC
1,873,900$189.1M0.29%Put
60
PANWPALO ALTO NETWORKS INC
725,600$185.4M0.28%Put
61
MDTMEDTRONIC PLC
1,985,000$174.9M0.27%Put
62
UBERUBER TECHNOLOGIES INC
4,014,400$173.3M0.27%Put
63
CVXCHEVRON CORP.
1,054,200$165.9M0.25%Call
64
AQLTISHARES TR
1,327,900$165.1M0.25%Call
65
XLFISELECT SECTOR SPDR TR
1,227,600$162.9M0.25%Put
66
WALT DISNEY CO (THE)
1,806,900$161.3M0.25%Put
67
ISRGINTUIT INC
345,200$158.2M0.24%Call
68
CLOROX CO.
968,800$154.1M0.24%Call
69
LOWE`S COS., INC.
680,600$153.6M0.24%Put
70
IAUISHARES GOLD TR
3,981,600$144.9M0.22%Put
71
JPMORGAN CHASE & CO.
982,400$142.9M0.22%Put
72
UBERUBER TECHNOLOGIES INC
3,295,000$142.2M0.22%Call
73
ELVELEVANCE HEALTH INC
319,000$141.7M0.22%Call
74
UPSUNITED PARCEL SERVICE, INC.
781,100$140.0M0.21%Call
75
BROADCOM INC
160,700$139.4M0.21%Put
76
COSTCO WHOLESALE CORP
256,500$138.1M0.21%Put
77
CVSCVS HEALTH CORP
1,977,700$136.7M0.21%Call
78
OCCIDENTAL PETROLEUM CORP.
2,315,100$136.1M0.21%Put
79
NVDANVIDIA CORP
320,214$135.5M0.21%
80
ISRGINTUIT INC
295,300$135.3M0.21%Put
81
AVGOBROADCOM INC
154,235$133.8M0.21%
82
CISCO SYSTEMS, INC.
2,582,900$133.6M0.21%Put
83
COSTCO WHOLESALE CORP
247,600$133.3M0.20%Call
84
HRBBLOCK INC
1,958,800$130.4M0.20%Put
85
HUMHUMANA INC.
289,600$129.5M0.20%Call
86
HRBBLOCK INC
1,935,200$128.8M0.20%Call
87
TMUST-MOBILE US INC
919,300$127.7M0.20%Call
88
INTCINTEL CORP.
3,779,100$126.4M0.19%Put
89
LVLNSPDR SERIES TRUST
1,493,300$124.2M0.19%Put
90
ORCLORACLE CORP.
1,038,500$123.7M0.19%Put
91
WYNNWYNN RESORTS LTD.
1,170,000$123.6M0.19%Call
92
CRMSALESFORCE INC
582,600$123.1M0.19%Call
93
ETNEATON CORPORATION PLC
592,600$119.2M0.18%Put
94
VZVERIZON COMMUNICATIONS INC
3,129,700$116.4M0.18%Call
95
NVDANVIDIA CORP
272,600$115.3M0.18%Call
96
JNJJOHNSON & JOHNSON
685,900$113.5M0.17%Call
97
MARMARRIOTT INTERNATIONAL, INC.
616,900$113.3M0.17%Call
98
ALBALBEMARLE CORP.
507,700$113.3M0.17%Call
99
MRVLMARVELL TECHNOLOGY INC
1,894,300$113.2M0.17%Call
100
NKENIKE, INC.
1,024,100$113.0M0.17%Call
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