TTTwin Tree Management, LP

Top Holdings1,475 positions

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Activity:AllNewIncreasedDecreasedExitedUnchangedFirst report

Stock	Shares	Value	Weight	Price Trend	Avg Buy	Est. P&L	Held	Conviction
??STATE STREET SPDR S&P 500 ETF PUT	28.1M	$10.6B	16.9%	—	—	—	—	New —
??STATE STREET SPDR S&P 500 ETF CALL Delisted	19.3M	$7.3B	11.6%	—	—	—	—	New —
??INVESCO QQQ TR CALL Delisted	9.2M	$2.6B	4.1%	—	—	—	—	New —
??INVESCO QQQ TRUST SERIES I PUT	5.6M	$1.6B	2.5%	—	—	—	—	New —
??VANGUARD INDEX FDS PUT	3.2M	$1.1B	1.7%	—	—	—	—	New —
??ISHARES RUSSELL 2000 ETF PUT Delisted	5.4M	$941.6M	1.5%	—	—	—	—	New —
??ISHARES TR CALL Delisted	5M	$853.5M	1.4%	—	—	—	—	New —
??VANECK SEMICONDUCTOR ETF PUT Delisted	4.1M	$732.8M	1.2%	—	—	—	—	New —
SLX CALL VANECK SEMICONDUCTOR ETF	4.8M	$688.3M	1.1%	—	—	—	—	New —
??SPDR GOLD TR PUT Delisted	4.1M	$684.2M	1.1%	—	—	—	—	New —
??ISHARES TR PUT Delisted	8M	$660.9M	1.1%	—	—	—	—	New —
??STATE STR SPDR DOW JONES IND CALL Delisted	2.1M	$639.4M	1.0%	—	—	—	—	New —
??STATE STR SPDR DOW JONES IND PUT Delisted	1.8M	$551.2M	0.9%	—	—	—	—	New —
??ISHARES TR PUT	1.4M	$542.3M	0.9%	—	—	—	—	New —
??SELECT SECTOR SPDR TR CALL Delisted	7.2M	$513.1M	0.8%	—	—	—	—	New —
??AMAZON COM INC COM PUT	4.5M	$480.2M	0.8%	—	—	—	—	New —
??VANGUARD INDEX FDS PUT	2.3M	$427.6M	0.7%	—	—	—	—	New —
??ISHARES TR CALL Delisted	985,800	$344.6M	0.5%	—	—	—	—	New —
??SELECT SECTOR SPDR TR PUT	2.2M	$300.8M	0.5%	—	—	—	—	New —
??SPDR SERIES TRUST PUT	3.8M	$280.3M	0.4%	—	—	—	—	New —

$62.9B

AUM

1,475

Positions

Q2 2022

Filing

HI score · 1.5/5

Quarterly 13F Value Change

FilingEquity

Activity profile

$ moved · Q2'22

New49%Increased2%Decreased1%Exited49%

Composition

Equity vs derivatives

Equity9%Puts55%Calls37%

Holding period

Avg 4.0 quarters

<1Q64%1-4Q3%1-2Y4%2Y+29%

Twin Tree Management, LP manages $62.9B across 1475 positions as of Q2 2022. Top holdings: STATE STREET SPDR S&P 500 ETF puts (16.9%), STATE STREET SPDR S&P 500 ETF calls (11.6%), INVESCO QQQ TR calls (4.1%). Fund DNA: Diversified Scout. HoldingsIntel Score: 1.5/5.0.

Position Outcomes

Best and worst performing positions by estimated return

Top Winners

NVT1Q held

NVENT ELEC PLC

Avg $29.60 · $973,427 est. P&L

—

Est. P&L

+454.73%

RGA2Q held

REINSURANCE GROUP AMER INC

Avg $102.74 · $1.5M est. P&L

—

Est. P&L

+149.10%

MDU4Q held

MDU RES GROUP INC

Avg $9.15 · $346,091 est. P&L

—

Est. P&L

+105.58%

Top Losers

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Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.