Twin Tree Management, LP Q1 2018 Filing

Filed May 9, 2018

Portfolio Value

$12.5T

Holdings

569

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (569 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
11,689,800$3.1T24.61%Put
2
POWERSHARES QQQ TRUST
5,370,291$859.9B6.88%Put
3
GQ9SPDR GOLD TRUST
3,749,110$471.6B3.77%Put
4
DONSPDR DOW JONES INDL AVRG ETF
1,585,591$382.8B3.06%Put
5
IWMISHARES TR
2,496,992$379.1B3.03%Put
6
SMHVANECK VECTORS ETF TR
2,686,700$280.2B2.24%Put
7
MSFTMICROSOFT CORP
2,130,168$194.4B1.56%Put
8
NVDANVIDIA CORP
657,200$152.2B1.22%Put
9
NFLXNETFLIX INC
464,370$137.2B1.10%Put
10
EWJISHARES INC
2,256,181$136.9B1.10%Put
11
SLVISHARES SILVER TRUST
8,567,267$132.0B1.06%Put
12
BABAALIBABA GROUP HLDG LTD
682,383$125.2B1.00%Put
13
BRK/BBERKSHIRE HATHAWAY INC DEL
622,901$124.3B0.99%Put
14
AAPLAPPLE INC
698,509$117.2B0.94%Put
15
AMATAPPLIED MATLS INC
1,996,755$111.0B0.89%Put
16
GSGOLDMAN SACHS GROUP INC
418,922$105.5B0.84%Put
17
CVSCVS HEALTH CORP
1,584,048$98.5B0.79%Put
18
ORCLORACLE CORP
1,838,872$84.1B0.67%Put
19
MUMICRON TECHNOLOGY INC
1,602,073$83.5B0.67%Put
20
FDXFEDEX CORP
346,628$83.2B0.67%Put
21
IBMINTERNATIONAL BUSINESS MACHS
538,850$82.7B0.66%Put
22
EWYISHARES INC
1,071,600$80.9B0.65%Put
23
JNJJOHNSON & JOHNSON
599,435$76.8B0.61%Put
24
UNPUNION PAC CORP
570,036$76.6B0.61%Put
25
SPGSIMON PPTY GROUP INC NEW
492,333$76.0B0.61%Put
26
CATCATERPILLAR INC DEL
501,690$73.9B0.59%Put
27
GOOGLALPHABET INC
70,771$73.4B0.59%Put
28
BACBANK AMER CORP
2,419,320$72.6B0.58%Put
29
NKENIKE INC
1,057,443$70.3B0.56%Put
30
XLESELECT SECTOR SPDR TR
1,003,800$67.7B0.54%Put
31
TXNTEXAS INSTRS INC
650,620$67.6B0.54%Put
32
IYRISHARES TR
895,160$67.6B0.54%Put
33
ILMNILLUMINA INC
277,732$65.7B0.53%Put
34
XYZSQUARE INC
1,283,906$63.2B0.51%Put
35
VVISA INC
505,868$60.5B0.48%Put
36
DYHTARGET CORP
791,600$55.0B0.44%Put
37
TECK/BTECK RESOURCES LTD
2,075,200$53.5B0.43%Put
38
FCXFREEPORT-MCMORAN INC
3,035,843$53.3B0.43%Put
39
LOWLOWES COS INC
605,280$53.1B0.42%Put
40
BPBP PLC
1,295,400$52.5B0.42%Put
41
ADBEADOBE SYS INC
225,422$48.7B0.39%Put
42
WHRWHIRLPOOL CORP
316,387$48.4B0.39%Put
43
WYNNWYNN RESORTS LTD
265,505$48.4B0.39%Put
44
TEVATEVA PHARMACEUTICAL INDS LTD
2,821,571$48.2B0.39%Put
45
TAT&T INC
1,301,825$46.4B0.37%Put
46
DISDISNEY WALT CO
461,425$46.3B0.37%Put
47
OKEONEOK INC NEW
799,200$45.5B0.36%Put
48
GILDGILEAD SCIENCES INC
577,826$43.6B0.35%Put
49
CMGCHIPOTLE MEXICAN GRILL INC
132,529$42.8B0.34%Put
50
STXSEAGATE TECHNOLOGY PLC
713,979$41.8B0.33%Put
51
GOLDCORP INC NEW
3,008,823$41.6B0.33%Put
52
ABBVABBVIE INC
433,392$41.0B0.33%Put
53
CELGCELGENE CORP
459,786$41.0B0.33%Put
54
XBISPDR SERIES TRUST
460,400$40.4B0.32%Put
55
EFXEQUIFAX INC
339,212$40.0B0.32%Put
56
AMZNAMAZON COM INC
27,302$39.5B0.32%Put
57
XLUSELECT SECTOR SPDR TR
730,500$36.9B0.30%Put
58
CSXCSX CORP
662,037$36.9B0.30%Put
59
USX1UNITED STATES STL CORP NEW
1,042,694$36.7B0.29%Put
60
LVLNSPDR SERIES TRUST
605,826$36.6B0.29%Put
61
BIIBBIOGEN INC
132,109$36.2B0.29%Put
62
WDCWESTERN DIGITAL CORP
391,779$36.1B0.29%Put
63
ATVIEURACTIVISION BLIZZARD INC
531,640$35.9B0.29%Put
64
ZBRAZEBRA TECHNOLOGIES CORP
256,700$35.7B0.29%Put
65
AKAMAKAMAI TECHNOLOGIES INC
500,783$35.5B0.28%Put
66
EWZISHARES INC
774,230$34.7B0.28%Put
67
MDYSPDR S&P MIDCAP 400 ETF TR
99,400$34.0B0.27%Put
68
COHREURCOHERENT INC
172,999$32.4B0.26%Put
69
ULTAULTA BEAUTY INC
156,574$32.0B0.26%Put
70
ARNCCHFARCONIC INC
1,382,874$31.9B0.25%Put
71
MCKMCKESSON CORP
224,522$31.6B0.25%Put
72
AXPAMERICAN EXPRESS CO
337,474$31.5B0.25%Put
73
AMDADVANCED MICRO DEVICES INC
3,121,927$31.4B0.25%Put
74
DVNDEVON ENERGY CORP NEW
982,050$31.2B0.25%Put
75
AFWALIGN TECHNOLOGY INC
124,269$31.2B0.25%Put
76
TTMCHFTATA MTRS LTD
1,210,949$31.1B0.25%Put
77
MLMMARTIN MARIETTA MATLS INC
149,012$30.9B0.25%Put
78
AMTAMERICAN TOWER CORP NEW
211,400$30.7B0.25%Put
79
MMM3M CO
139,940$30.7B0.25%Put
80
ANETEURARISTA NETWORKS INC
119,461$30.5B0.24%Put
81
XPOXPO LOGISTICS INC
298,600$30.4B0.24%Put
82
MCDMCDONALDS CORP
190,714$29.8B0.24%Put
83
EBAEBAY INC
734,146$29.5B0.24%Put
84
LRCXEURLAM RESEARCH CORP
144,882$29.4B0.24%Put
85
AEMAGNICO EAGLE MINES LTD
699,062$29.4B0.24%Put
86
CICIGNA CORPORATION
173,039$29.0B0.23%Put
87
PANWPALO ALTO NETWORKS INC
159,860$29.0B0.23%Put
88
ABXBARRICK GOLD CORP
2,326,333$29.0B0.23%Put
89
BSXBOSTON SCIENTIFIC CORP
1,038,502$28.4B0.23%Put
90
FQIDIGITAL RLTY TR INC
265,989$28.0B0.22%Put
91
CMCSACOMCAST CORP NEW
810,483$27.7B0.22%Put
92
WMBWILLIAMS COS INC DEL
1,104,906$27.5B0.22%Put
93
CSCOCISCO SYS INC
620,200$26.6B0.21%Call
94
BLKCHFBLACKROCK INC
48,834$26.5B0.21%Put
95
COFCAPITAL ONE FINL CORP
272,119$26.1B0.21%Put
96
GDXJVANECK VECTORS ETF TR
795,088$25.6B0.20%Put
97
XLKSELECT SECTOR SPDR TR
390,400$25.5B0.20%Put
98
4I1PHILIP MORRIS INTL INC
253,700$25.2B0.20%Put
99
TWTRUSDTWITTER INC
857,800$24.9B0.20%Put
100
WMTWALMART INC
276,924$24.6B0.20%Put
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