Twin Tree Management, LP Q3 2021 Filing

Filed November 12, 2021

Portfolio Value

$45.4T

Holdings

816

Report Date

Q3 2021

Filing Type

13F-HR

All Holdings (816 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
29,133,800$12.5T27.53%Put
2
NDQINVESCO QQQ TR
4,446,700$1.6T3.50%Put
3
IWMISHARES TR
4,866,500$1.1T2.34%Put
4
GQ9SPDR GOLD TR
5,495,967$902.5B1.99%Put
5
NVDANVIDIA CORP
2,417,757$500.9B1.10%Put
6
XLKSELECT SECTOR SPDR TR
3,056,442$456.4B1.00%Put
7
PYPLPAYPAL HOLDINGS INC
1,588,078$413.2B0.91%Put
8
AAPLAPPLE INC
2,846,264$402.7B0.89%Put
9
METAFACEBOOK INC
1,087,431$369.1B0.81%Put
10
MRNAMODERNA INC
911,000$350.6B0.77%Put
11
DONSPDR DOW JONES INDL AVERAGE
986,000$333.6B0.73%Put
12
GOOGLALPHABET INC
121,800$325.6B0.72%Put
13
XLVSELECT SECTOR SPDR TR
2,423,545$308.5B0.68%Put
14
LOWLOWE`S COS., INC.
1,493,933$303.1B0.67%Put
15
TSMTAIWAN SEMICONDUCTOR MFG LTD
2,676,800$298.9B0.66%Put
16
UPSUNITED PARCEL SERVICE, INC.
1,628,900$296.6B0.65%Put
17
LVLNSPDR SER TR
4,355,841$295.1B0.65%Put
18
VOOVANGUARD INDEX FDS
705,600$278.3B0.61%Put
19
SLVISHARES SILVER TR
13,253,332$272.0B0.60%Put
20
XBISPDR SER TR
2,124,200$267.0B0.59%Put
21
AMATAPPLIED MATERIALS INC.
2,017,072$259.7B0.57%Put
22
INTCINTEL CORP.
4,560,879$243.0B0.54%Put
23
NKENIKE, INC.
1,651,268$239.8B0.53%Put
24
BABOEING CO.
1,089,074$239.5B0.53%Put
25
SMHVANECK ETF TRUST
899,329$230.5B0.51%Put
26
MPCMARATHON PETROLEUM CORP
3,712,755$229.5B0.51%Put
27
XYZSQUARE INC
927,537$222.5B0.49%Put
28
ROKUROKU INC
692,807$217.1B0.48%Put
29
GNRCGENERAC HOLDINGS INC
529,200$216.3B0.48%Put
30
ZMZOOM VIDEO COMMUNICATIONS IN
822,081$215.0B0.47%Put
31
IVVISHARES TR
494,000$212.8B0.47%Put
32
WFCWELLS FARGO & CO.
4,505,300$209.1B0.46%Put
33
SPGSIMON PPTY GROUP INC NEW
1,602,000$208.2B0.46%Put
34
MRVLMARVELL TECHNOLOGY INC
3,383,703$204.1B0.45%Put
35
KLACKLA CORP.
608,100$203.4B0.45%Put
36
QCOMQUALCOMM, INC.
1,567,671$202.2B0.45%Put
37
MAMASTERCARD INCORPORATED
577,983$201.0B0.44%Put
38
CSCOCISCO SYSTEMS, INC.
3,680,957$200.4B0.44%Put
39
SNAPSNAP INC
2,711,616$200.3B0.44%Put
40
CMGCHIPOTLE MEXICAN GRILL
106,400$193.4B0.43%Put
41
ASMLASML HOLDING NV
249,600$186.0B0.41%Put
42
GEGENERAL ELECTRIC CO.
1,795,474$185.0B0.41%Put
43
TSLATESLA INC
230,200$178.5B0.39%Put
44
HDHOME DEPOT, INC.
529,955$174.0B0.38%Put
45
NXPINXP SEMICONDUCTORS NV
867,577$169.9B0.37%Put
46
SAPSAP SE
1,240,361$167.5B0.37%Put
47
AFWALIGN TECHNOLOGY, INC.
249,563$166.1B0.37%Put
48
CRWDCROWDSTRIKE HOLDINGS INC
665,470$163.6B0.36%Put
49
FCXFREEPORT-MCMORAN INC
4,957,410$161.3B0.36%Put
50
FXIISHARES TR
4,058,467$158.0B0.35%Put
51
TDOCTELADOC HEALTH INC
1,224,478$155.3B0.34%Put
52
BNTXBIONTECH SE
566,889$154.8B0.34%Put
53
EBAEBAY INC.
2,208,038$153.8B0.34%Put
54
SPGIS&P GLOBAL INC
357,689$152.0B0.33%Put
55
LRCXEURLAM RESEARCH CORP.
266,079$151.4B0.33%Put
56
GMGENERAL MOTORS COMPANY
2,801,840$147.7B0.33%Put
57
OIHVANECK ETF TRUST
731,368$144.1B0.32%Put
58
XLUSELECT SECTOR SPDR TR
2,239,000$143.0B0.31%Put
59
CRMSALESFORCE.COM INC
523,211$141.9B0.31%Put
60
SPOTSPOTIFY TECHNOLOGY S.A.
627,307$141.4B0.31%Put
61
DOCUDOCUSIGN INC
548,340$141.2B0.31%Put
62
ROSTROSS STORES, INC.
1,284,562$139.8B0.31%Put
63
AVGOBROADCOM INC
283,819$137.6B0.30%Put
64
DHID.R. HORTON INC.
1,618,111$135.9B0.30%Put
65
PFEPFIZER INC.
3,137,794$135.0B0.30%Put
66
GDXVANECK ETF TRUST
4,533,921$133.6B0.29%Put
67
LLYLILLY(ELI) & CO
566,600$130.9B0.29%Put
68
CCLCARNIVAL CORP.
5,194,032$129.9B0.29%Put
69
LINLINDE PLC
429,900$126.1B0.28%Put
70
INTUINTUIT INC
233,300$125.9B0.28%Put
71
XLFSELECT SECTOR SPDR TR
3,273,600$122.9B0.27%Put
72
PINSPINTEREST INC
2,407,916$122.7B0.27%Put
73
XLYSELECT SECTOR SPDR TR
677,700$121.6B0.27%Put
74
ISRGINTUITIVE SURGICAL INC
121,992$121.3B0.27%Put
75
SBUXSTARBUCKS CORP.
1,076,800$118.8B0.26%Put
76
CITCINTAS CORPORATION
307,000$116.9B0.26%Put
77
VTIVANGUARD INDEX FDS
525,400$116.7B0.26%Put
78
AWMSKYWORKS SOLUTIONS, INC.
706,047$116.3B0.26%Put
79
ACNACCENTURE PLC
360,800$115.4B0.25%Put
80
WPCWP CAREY INC
1,522,902$111.2B0.24%Put
81
SONYSONY GROUP CORPORATION
997,118$110.3B0.24%Put
82
LENLENNAR CORP.
1,161,689$108.8B0.24%Put
83
MDTMEDTRONIC PLC
866,261$108.6B0.24%Put
84
MKLMARKEL CORP
90,483$108.1B0.24%Put
85
DISWALT DISNEY CO (THE)
638,251$108.0B0.24%Put
86
VLOVALERO ENERGY CORP.
1,500,150$105.9B0.23%Put
87
BMOBANK MONTREAL QUE
1,057,515$105.5B0.23%Put
88
DWDMORGAN STANLEY
1,064,534$103.6B0.23%Call
89
EWZISHARES INC
3,183,300$102.3B0.23%Call
90
DYHTARGET CORP
444,605$101.7B0.22%Put
91
WBAWALGREENS BOOTS ALLIANCE INC
2,156,013$101.4B0.22%Put
92
MSFTMICROSOFT CORPORATION
353,817$99.7B0.22%Put
93
TAT&T, INC.
3,666,400$99.0B0.22%Call
94
ELLAUDER ESTEE COS INC
327,340$98.2B0.22%Put
95
DRIDARDEN RESTAURANTS, INC.
643,700$97.5B0.21%Put
96
SYKSTRYKER CORP.
366,561$96.7B0.21%Put
97
JCIJOHNSON CONTROLS INTERNATION
1,409,100$95.9B0.21%Put
98
CVNACARVANA CO.
316,600$95.5B0.21%Put
99
OXYOCCIDENTAL PETROLEUM CORP.
3,206,903$94.9B0.21%Put
100
XLISELECT SECTOR SPDR TR
966,400$94.6B0.21%Put
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