Twin Tree Management, LP Q1 2017 Filing
Filed May 11, 2017
Portfolio Value
$11.0T
Holdings
521
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (521 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 6,296,900 | $1.5T | 13.46% | Put |
| 2 | IWMISHARES TR | 3,728,966 | $512.7B | 4.65% | Put |
| 3 | GQ9SPDR GOLD TRUST | 2,816,371 | $334.4B | 3.03% | Put |
| 4 | AAPLAPPLE INC | 1,971,346 | $283.2B | 2.57% | Put |
| 5 | XOMEXXON MOBIL CORP | 2,533,863 | $207.8B | 1.88% | Put |
| 6 | MSFTMICROSOFT CORP | 2,511,400 | $165.4B | 1.50% | Put |
| 7 | TRVCCITIGROUP INC | 2,666,173 | $159.5B | 1.45% | Put |
| 8 | AMZNAMAZON COM INC | 178,368 | $158.1B | 1.43% | Put |
| 9 | BKNGPRICELINE GRP INC | 86,735 | $154.4B | 1.40% | Put |
| 10 | BACBANK AMER CORP | 6,027,257 | $142.2B | 1.29% | Put |
| 11 | GOOGLALPHABET INC | 166,305 | $141.0B | 1.28% | Put |
| 12 | IBMINTERNATIONAL BUSINESS MACHS | 800,500 | $139.4B | 1.26% | Put |
| 13 | EFAISHARES TR | 2,204,800 | $137.3B | 1.25% | Put |
| 14 | METAFACEBOOK INC | 952,890 | $135.4B | 1.23% | Put |
| 15 | WMTWAL-MART STORES INC | 1,860,400 | $134.1B | 1.22% | Put |
| 16 | —POWERSHARES QQQ TRUST | 965,494 | $127.8B | 1.16% | Put |
| 17 | JPMJPMORGAN CHASE & CO | 1,452,259 | $127.6B | 1.16% | Put |
| 18 | AMGNAMGEN INC | 776,148 | $127.3B | 1.16% | Put |
| 19 | NFLXNETFLIX INC | 839,455 | $124.1B | 1.13% | Put |
| 20 | IYRISHARES TR | 1,474,802 | $115.8B | 1.05% | Put |
| 21 | CATCATERPILLAR INC DEL | 1,220,900 | $113.3B | 1.03% | Put |
| 22 | PFEPFIZER INC | 3,286,100 | $112.4B | 1.02% | Put |
| 23 | GDXVANECK VECTORS ETF TR | 4,822,703 | $110.0B | 1.00% | Put |
| 24 | CMGCHIPOTLE MEXICAN GRILL INC | 235,139 | $104.8B | 0.95% | Put |
| 25 | CVSCVS HEALTH CORP | 1,319,174 | $103.6B | 0.94% | Put |
| 26 | NVDANVIDIA CORP | 939,313 | $102.3B | 0.93% | Put |
| 27 | WFCWELLS FARGO & CO NEW | 1,727,985 | $96.2B | 0.87% | Put |
| 28 | PGPROCTER AND GAMBLE CO | 1,021,900 | $91.8B | 0.83% | Put |
| 29 | COPCONOCOPHILLIPS | 1,629,600 | $81.3B | 0.74% | Put |
| 30 | NKENIKE INC | 1,456,700 | $81.2B | 0.74% | Put |
| 31 | REGNREGENERON PHARMACEUTICALS | 204,945 | $79.4B | 0.72% | Put |
| 32 | CVXCHEVRON CORP NEW | 739,200 | $79.4B | 0.72% | Put |
| 33 | QCOMQUALCOMM INC | 1,288,123 | $73.9B | 0.67% | Put |
| 34 | EWWISHARES | 1,424,128 | $72.9B | 0.66% | Put |
| 35 | LOWLOWES COS INC | 878,053 | $72.2B | 0.65% | Put |
| 36 | BMYBRISTOL MYERS SQUIBB CO | 1,311,377 | $71.3B | 0.65% | Put |
| 37 | 4I1PHILIP MORRIS INTL INC | 617,600 | $69.7B | 0.63% | Put |
| 38 | GMGENERAL MTRS CO | 1,876,600 | $66.4B | 0.60% | Put |
| 39 | VMWEURVMWARE INC | 713,941 | $65.8B | 0.60% | Put |
| 40 | DVNDEVON ENERGY CORP NEW | 1,569,084 | $65.5B | 0.59% | Put |
| 41 | KMIKINDER MORGAN INC DEL | 2,864,928 | $62.3B | 0.56% | Put |
| 42 | MCKMCKESSON CORP | 418,200 | $62.0B | 0.56% | Put |
| 43 | ABBVABBVIE INC | 921,200 | $60.0B | 0.54% | Put |
| 44 | XRTSPDR SERIES TRUST | 1,383,045 | $58.4B | 0.53% | Put |
| 45 | TEVATEVA PHARMACEUTICAL INDS LTD | 1,753,384 | $56.3B | 0.51% | Put |
| 46 | LULULULULEMON ATHLETICA INC | 1,046,227 | $54.3B | 0.49% | Put |
| 47 | TWTRUSDTWITTER INC | 3,555,541 | $53.2B | 0.48% | Put |
| 48 | MRO*MARATHON OIL CORP | 3,329,222 | $52.6B | 0.48% | Put |
| 49 | MUMICRON TECHNOLOGY INC | 1,745,794 | $50.5B | 0.46% | Put |
| 50 | EEMISHARES TR | 1,259,211 | $49.6B | 0.45% | Put |
| 51 | EWJISHARES INC | 946,200 | $48.7B | 0.44% | Put |
| 52 | DWDMORGAN STANLEY | 1,126,120 | $48.2B | 0.44% | Put |
| 53 | EWZISHARES | 1,266,430 | $47.4B | 0.43% | Put |
| 54 | STXSEAGATE TECHNOLOGY PLC | 1,012,069 | $46.5B | 0.42% | Put |
| 55 | APCANADARKO PETE CORP | 746,716 | $46.3B | 0.42% | Put |
| 56 | GDXJVANECK VECTORS ETF TR | 1,210,000 | $43.5B | 0.39% | Put |
| 57 | ABTABBOTT LABS | 960,800 | $42.7B | 0.39% | Put |
| 58 | ARNCCHFARCONIC INC | 1,579,900 | $41.6B | 0.38% | Put |
| 59 | ULTAULTA BEAUTY INC | 145,344 | $41.5B | 0.38% | Put |
| 60 | TRGPTARGA RES CORP | 689,900 | $41.3B | 0.37% | Put |
| 61 | ABXBARRICK GOLD CORP | 2,170,200 | $41.2B | 0.37% | Put |
| 62 | MRKMERCK & CO INC | 647,409 | $41.1B | 0.37% | Put |
| 63 | XLUSECTOR SPDR TR | 800,900 | $41.1B | 0.37% | Put |
| 64 | AMTTD AMERITRADE HLDG CORP | 1,033,602 | $40.2B | 0.36% | Put |
| 65 | XOPUSDSPDR SERIES TRUST | 1,072,020 | $40.1B | 0.36% | Put |
| 66 | GSGOLDMAN SACHS GROUP INC | 169,381 | $38.9B | 0.35% | Put |
| 67 | METMETLIFE INC | 733,061 | $38.7B | 0.35% | Put |
| 68 | WMBWILLIAMS COS INC DEL | 1,283,400 | $38.0B | 0.34% | Put |
| 69 | DEDEERE & CO | 348,681 | $38.0B | 0.34% | Put |
| 70 | XLESECTOR SPDR TR | 529,343 | $37.0B | 0.34% | Call |
| 71 | NEMNEWMONT MINING CORP | 1,068,091 | $35.2B | 0.32% | Put |
| 72 | ATVIEURACTIVISION BLIZZARD INC | 697,230 | $34.8B | 0.32% | Put |
| 73 | USOUNITED STATES OIL FUND LP | 3,256,139 | $34.6B | 0.31% | Put |
| 74 | MDLZMONDELEZ INTL INC | 803,476 | $34.6B | 0.31% | Put |
| 75 | OREALTY INCOME CORP | 571,900 | $34.0B | 0.31% | Put |
| 76 | PANWPALO ALTO NETWORKS INC | 300,344 | $33.8B | 0.31% | Put |
| 77 | FCXFREEPORT-MCMORAN INC | 2,501,160 | $33.4B | 0.30% | Put |
| 78 | STWDSTARWOOD PPTY TR INC | 1,478,700 | $33.4B | 0.30% | Put |
| 79 | CMCSACOMCAST CORP NEW | 877,192 | $33.0B | 0.30% | Put |
| 80 | PRGOPERRIGO CO PCL | 487,692 | $32.4B | 0.29% | Put |
| 81 | SLBSCHLUMBERGER LTD | 411,932 | $32.2B | 0.29% | Put |
| 82 | BPBP PLC | 905,554 | $31.3B | 0.28% | Put |
| 83 | ISRGINTUITIVE SURGICAL INC | 40,550 | $31.1B | 0.28% | Put |
| 84 | CMICUMMINS INC | 204,793 | $31.0B | 0.28% | Put |
| 85 | WYNNWYNN RESORTS LTD | 265,400 | $30.4B | 0.28% | Put |
| 86 | —SILVER WHEATON CORP | 1,448,490 | $30.2B | 0.27% | Put |
| 87 | CLRUSDCONTINENTAL RESOURCES INC | 660,554 | $30.0B | 0.27% | Put |
| 88 | —TESARO INC | 194,418 | $29.9B | 0.27% | Put |
| 89 | KOCOCA COLA CO | 694,721 | $29.5B | 0.27% | Put |
| 90 | HDHOME DEPOT INC | 192,200 | $28.2B | 0.26% | Put |
| 91 | BACVERIZON COMMUNICATIONS INC | 578,300 | $28.2B | 0.26% | Put |
| 92 | EMREMERSON ELEC CO | 465,830 | $27.9B | 0.25% | Put |
| 93 | NEENEXTERA ENERGY INC | 206,300 | $26.5B | 0.24% | Call |
| 94 | RCLROYAL CARIBBEAN CRUISES LTD | 269,100 | $26.4B | 0.24% | Put |
| 95 | DYHTARGET CORP | 477,165 | $26.3B | 0.24% | Put |
| 96 | HBC2HSBC HLDGS PLC | 636,191 | $26.0B | 0.24% | Put |
| 97 | DBDEUTSCHE BANK AG | 1,508,200 | $25.9B | 0.23% | Put |
| 98 | DGDOLLAR GEN CORP NEW | 365,962 | $25.5B | 0.23% | Put |
| 99 | TECK/BTECK RESOURCES LTD | 1,164,512 | $25.5B | 0.23% | Put |
| 100 | HALHALLIBURTON CO | 513,900 | $25.3B | 0.23% | Put |
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