TTTwin Tree Management, LP

Top Holdings1,310 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	23.1M	$8.2B	15.8%	—	—	—	—	Decreased —
??STATE STREET SPDR S&P 500 ETF CALL Delisted	13.9M	$5B	9.5%	—	—	—	—	Decreased —
??VANGUARD INDEX FDS PUT	5.4M	$1.7B	3.2%	—	—	—	—	Increased —
??INVESCO QQQ TR CALL Delisted	5.5M	$1.5B	2.8%	—	—	—	—	Decreased —
??INVESCO QQQ TRUST SERIES I PUT	3.6M	$970.3M	1.9%	—	—	—	—	Decreased —
??SPDR GOLD TR PUT Delisted	5.6M	$868.4M	1.7%	—	—	—	—	Increased —
??ISHARES RUSSELL 2000 ETF PUT Delisted	4.3M	$737.5M	1.4%	—	—	—	—	Decreased —
??STATE STR SPDR DOW JONES IND PUT Delisted	2.4M	$699.9M	1.3%	—	—	—	—	Increased —
??AMAZON COM INC COM PUT	4.5M	$505.2M	1.0%	—	—	—	—	Decreased —
??VANECK SEMICONDUCTOR ETF PUT Delisted	2.7M	$504.8M	1.0%	—	—	—	—	Decreased —
??SELECT SECTOR SPDR TR CALL Delisted	6.9M	$471.9M	0.9%	—	—	—	—	Decreased —
SLX CALL VANECK SEMICONDUCTOR ETF	3.9M	$463.9M	0.9%	—	—	—	—	Decreased —
??COSTCO WHOLESALE CORPORATION PUT Delisted	799,000	$377.3M	0.7%	—	—	—	—	Increased —
??ISHARES TR PUT Delisted	3.3M	$335.4M	0.6%	—	—	—	—	Decreased —
??NVIDIA CORPORATION COM PUT	2.5M	$308.1M	0.6%	—	—	—	—	Increased —
??INTERNATIONAL BUSINESS MACHS CALL	2.5M	$300.4M	0.6%	—	—	—	—	Increased —
??SELECT SECTOR SPDR TR PUT Delisted	2.3M	$283.3M	0.5%	—	—	—	—	Increased —
??SALESFORCE INC COM PUT Delisted	1.9M	$269.7M	0.5%	—	—	—	—	Increased —
??SPDR SERIES TRUST CALL Delisted	3.4M	$269.2M	0.5%	—	—	—	—	Increased —
??ALPHABET INC PUT	2.8M	$268.8M	0.5%	—	—	—	—	Increased —

$52.2B

AUM

1,310

Positions

Q3 2022

Filing

HI score · 1.5/5

Quarterly 13F Value Change

FilingEquity

Activity profile

$ moved · Q3'22

New13%Increased23%Decreased53%Exited12%

Composition

Equity vs derivatives

Equity7%Puts56%Calls37%

Holding period

Avg 1.1 years

<1Q19%1-4Q51%1-2Y3%2Y+27%

Twin Tree Management, LP manages $52.2B across 1310 positions as of Q3 2022. Top holdings: STATE STREET SPDR S&P 500 ETF puts (15.8%), STATE STREET SPDR S&P 500 ETF calls (9.5%), VANGUARD INDEX FDS puts (3.2%). Fund DNA: Diversified Scout. HoldingsIntel Score: 1.5/5.0.

Position Outcomes

Best and worst performing positions by estimated return

Top Winners

IVV1Q held

iShares Trust CORE S&P500 ETF

Avg $347.80 · $28.2M est. P&L

—

Est. P&L

+124.83%

TX6Q held

TERNIUM SA SPONSORED ADS

Avg $29.16 · $8,011 est. P&L

—

Est. P&L

+99.54%

IWD1Q held

ISHARES RUSSELL 1000 VALUE ETF

Avg $128.83 · $29.9M est. P&L

—

Est. P&L

+96.80%

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.