Twin Tree Management, LP Q3 2022 Filing
Filed November 10, 2022
Portfolio Value
$52.2T
Holdings
1,308
Report Date
Q3 2022
Filing Type
13F-HR
All Holdings (1,308 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 23,059,200 | $8.2T | 15.76% | Put |
| 2 | STTSPDR S&P 500 ETF TR | 13,932,800 | $5.0T | 9.53% | Call |
| 3 | —VANGUARD INDEX FDS | 5,379,400 | $1.7T | 3.22% | Put |
| 4 | —INVESCO CAPITAL MANAGEMENT L | 5,491,100 | $1.5T | 2.81% | Call |
| 5 | QQQINVESCO CAPITAL MANAGEMENT L | 3,630,400 | $970.3B | 1.86% | Put |
| 6 | GLDSPDR GOLD TR | 5,614,800 | $868.4B | 1.66% | Put |
| 7 | AQLTISHARES TR | 4,270,200 | $737.5B | 1.41% | Put |
| 8 | —SPDR DOW JONES INDL AVERAGE | 2,436,100 | $699.9B | 1.34% | Put |
| 9 | AMZNAMAZON.COM INC. | 4,471,200 | $505.2B | 0.97% | Put |
| 10 | —VANECK ETF TRUST | 2,726,900 | $504.8B | 0.97% | Put |
| 11 | XLFISELECT SECTOR SPDR TR | 6,901,000 | $471.9B | 0.90% | Call |
| 12 | —VANECK ETF TRUST | 3,940,100 | $463.9B | 0.89% | Call |
| 13 | —COSTCO WHOLESALE CORP | 799,000 | $377.3B | 0.72% | Put |
| 14 | AQLTISHARES TR | 3,287,700 | $335.4B | 0.64% | Put |
| 15 | NVDANVIDIA CORP | 2,538,200 | $308.1B | 0.59% | Put |
| 16 | —INTERNATIONAL BUSINESS MACHI | 2,528,800 | $300.4B | 0.58% | Call |
| 17 | XLFISELECT SECTOR SPDR TR | 2,339,400 | $283.3B | 0.54% | Put |
| 18 | CRMSALESFORCE INC | 1,875,300 | $269.7B | 0.52% | Put |
| 19 | LVLNSPDR SER TR | 3,393,700 | $269.2B | 0.52% | Call |
| 20 | GOOGLALPHABET INC | 2,810,300 | $268.8B | 0.51% | Put |
| 21 | AQLTISHARES TR | 790,700 | $252.0B | 0.48% | Call |
| 22 | —VANGUARD INDEX FDS | 1,304,600 | $234.1B | 0.45% | Put |
| 23 | —AMAZON.COM INC. | 2,063,400 | $233.2B | 0.45% | Call |
| 24 | —VANGUARD INDEX FDS | 1,249,500 | $224.2B | 0.43% | Call |
| 25 | AQLTISHARES TR | 4,402,400 | $218.1B | 0.42% | Call |
| 26 | XOMEXXON MOBIL CORP. | 2,444,400 | $213.4B | 0.41% | Put |
| 27 | AQLTISHARES TR | 954,100 | $203.3B | 0.39% | Call |
| 28 | XLFISELECT SECTOR SPDR TR | 1,688,600 | $200.6B | 0.38% | Call |
| 29 | VOOVANGUARD INDEX FDS | 598,531 | $196.5B | 0.38% | |
| 30 | PFEPFIZER INC. | 4,460,000 | $195.2B | 0.37% | Call |
| 31 | —SPDR SER TR | 3,306,800 | $194.7B | 0.37% | Call |
| 32 | LVLNSPDR SER TR | 2,447,300 | $194.1B | 0.37% | Put |
| 33 | AMTAMERICAN TOWER CORP. | 898,000 | $192.8B | 0.37% | Call |
| 34 | BRK-BBERKSHIRE HATHAWAY INC. | 710,300 | $189.7B | 0.36% | Put |
| 35 | WMTWALMART INC | 1,456,300 | $188.9B | 0.36% | Put |
| 36 | ABNBAIRBNB INC | 1,723,700 | $181.1B | 0.35% | Put |
| 37 | TAT&T, INC. | 11,130,900 | $170.7B | 0.33% | Call |
| 38 | METAMETA PLATFORMS INC | 1,216,800 | $165.1B | 0.32% | Put |
| 39 | —OCCIDENTAL PETROLEUM CORP. | 2,652,700 | $163.0B | 0.31% | Put |
| 40 | AQLTISHARES TR | 1,406,400 | $159.0B | 0.30% | Call |
| 41 | —SPDR DOW JONES INDL AVERAGE | 532,500 | $153.0B | 0.29% | Call |
| 42 | AQLTISHARES TR | 1,112,100 | $151.8B | 0.29% | Put |
| 43 | WFCWELLS FARGO CO NEW | 3,663,200 | $147.3B | 0.28% | Call |
| 44 | —VANGUARD INDEX FDS | 489,300 | $146.3B | 0.28% | Call |
| 45 | —VANECK ETF TRUST | 678,600 | $143.3B | 0.27% | Put |
| 46 | ABNBAIRBNB INC | 1,342,900 | $141.1B | 0.27% | Call |
| 47 | —SPDR SER TR | 2,397,200 | $140.8B | 0.27% | Put |
| 48 | HRBBLOCK INC | 2,554,900 | $140.5B | 0.27% | Put |
| 49 | WMTWALMART INC | 1,073,400 | $139.2B | 0.27% | Call |
| 50 | XLFISELECT SECTOR SPDR TR | 2,081,100 | $138.9B | 0.27% | Call |
| 51 | —KRANESHARES TRUST | 5,561,700 | $137.0B | 0.26% | Put |
| 52 | CDNSCADENCE DESIGN SYSTEMS, INC. | 838,100 | $137.0B | 0.26% | Put |
| 53 | TGTTARGET CORP | 919,400 | $136.4B | 0.26% | Put |
| 54 | —DOLLAR GENERAL CORP. | 563,300 | $135.1B | 0.26% | Put |
| 55 | SHOPSHOPIFY INC | 4,934,900 | $132.9B | 0.25% | Put |
| 56 | NVDANVIDIA CORP | 1,085,900 | $131.8B | 0.25% | Call |
| 57 | GLDSPDR GOLD TR | 826,700 | $127.9B | 0.24% | Call |
| 58 | TTDTRADE DESK INC | 2,137,000 | $127.7B | 0.24% | Put |
| 59 | SBUXSTARBUCKS CORP. | 1,508,800 | $127.1B | 0.24% | Call |
| 60 | MDYSPDR S&P MIDCAP 400 ETF TR | 315,000 | $126.5B | 0.24% | Call |
| 61 | BPBP PLC | 4,352,700 | $124.3B | 0.24% | Put |
| 62 | AAPLAPPLE INC | 897,900 | $124.1B | 0.24% | Call |
| 63 | BACBANK OF AMERICA CORP. | 4,059,600 | $122.6B | 0.23% | Put |
| 64 | NFLXNETFLIX INC. | 518,500 | $122.1B | 0.23% | Put |
| 65 | AMDADVANCED MICRO DEVICES INC. | 1,902,700 | $120.6B | 0.23% | Put |
| 66 | TSLATESLA INC | 452,800 | $120.1B | 0.23% | Call |
| 67 | BXBLACKSTONE INC | 1,426,900 | $119.4B | 0.23% | Call |
| 68 | ASMLASML HOLDING NV | 286,600 | $119.0B | 0.23% | Put |
| 69 | ISRGINTUIT INC | 306,600 | $118.8B | 0.23% | Put |
| 70 | SLBSCHLUMBERGER LTD. | 3,270,100 | $117.4B | 0.22% | Put |
| 71 | SMHVANECK ETF TRUST | 630,863 | $116.8B | 0.22% | |
| 72 | SNOWSNOWFLAKE INC | 681,800 | $115.9B | 0.22% | Put |
| 73 | CRWDCROWDSTRIKE HOLDINGS INC | 687,700 | $113.3B | 0.22% | Put |
| 74 | —ALBEMARLE CORP. | 425,600 | $112.5B | 0.22% | Put |
| 75 | —VANGUARD SPECIALIZED FUNDS | 819,100 | $110.7B | 0.21% | Call |
| 76 | ONON SEMICONDUCTOR CORP. | 1,736,400 | $108.2B | 0.21% | Put |
| 77 | XLFISELECT SECTOR SPDR TR | 747,900 | $106.5B | 0.20% | Put |
| 78 | AQLTISHARES TR | 1,307,600 | $106.5B | 0.20% | Call |
| 79 | WFCWELLS FARGO CO NEW | 2,604,700 | $104.8B | 0.20% | Put |
| 80 | XLFISELECT SECTOR SPDR TR | 3,413,000 | $103.6B | 0.20% | Call |
| 81 | ASMLASML HOLDING NV | 248,700 | $103.3B | 0.20% | Call |
| 82 | MRNAMODERNA INC | 869,000 | $102.8B | 0.20% | Put |
| 83 | SBUXSTARBUCKS CORP. | 1,203,100 | $101.4B | 0.19% | Put |
| 84 | IVVISHARES TR | 272,101 | $97.6B | 0.19% | Put |
| 85 | ROKUROKU INC | 1,718,900 | $96.9B | 0.19% | Put |
| 86 | FCXFREEPORT-MCMORAN INC | 3,540,400 | $96.8B | 0.19% | Put |
| 87 | ISRGINTUIT INC | 248,600 | $96.3B | 0.18% | Call |
| 88 | BPBP PLC | 3,356,600 | $95.8B | 0.18% | Call |
| 89 | BNTXBIONTECH SE | 697,400 | $94.1B | 0.18% | Put |
| 90 | DEDEERE & CO. | 281,100 | $93.9B | 0.18% | Put |
| 91 | PINSPINTEREST INC | 3,993,200 | $93.0B | 0.18% | Put |
| 92 | —EPAM SYSTEMS INC | 256,500 | $92.9B | 0.18% | Put |
| 93 | HCAHCA HEALTHCARE INC | 504,900 | $92.8B | 0.18% | Put |
| 94 | TMOTHERMO FISHER SCIENTIFIC INC | 182,700 | $92.7B | 0.18% | Put |
| 95 | NKENIKE, INC. | 1,114,000 | $92.6B | 0.18% | Put |
| 96 | NVDANVIDIA CORP | 753,663 | $91.5B | 0.18% | |
| 97 | AZNASTRAZENECA PLC | 1,664,800 | $91.3B | 0.17% | Call |
| 98 | —TJX COMPANIES, INC. | 1,468,700 | $91.2B | 0.17% | Call |
| 99 | AQLTISHARES TR | 415,800 | $91.2B | 0.17% | Call |
| 100 | —TJX COMPANIES, INC. | 1,439,400 | $89.4B | 0.17% | Put |
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