Twin Tree Management, LP Q1 2017 Filing

Filed May 11, 2017

Portfolio Value

$11.0B

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

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