Twin Tree Management, LP Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$6.4T
Holdings
579
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (579 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 6,506,800 | $1.4T | 21.36% | Put |
| 2 | GDXVANECK VECTORS ETF TR | 5,310,664 | $147.2B | 2.31% | Put |
| 3 | —POWERSHARES QQQ TRUST | 1,299,200 | $139.7B | 2.19% | Put |
| 4 | AMZNAMAZON COM INC | 123,900 | $88.7B | 1.39% | Put |
| 5 | AAPLAPPLE INC | 815,562 | $78.0B | 1.22% | Put |
| 6 | XLESELECT SECTOR SPDR TR | 1,116,209 | $76.2B | 1.19% | Put |
| 7 | INTCINTEL CORP | 2,313,800 | $75.9B | 1.19% | Put |
| 8 | BKNGPRICELINE GRP INC | 53,040 | $66.2B | 1.04% | Put |
| 9 | JPMJPMORGAN CHASE & CO | 1,013,100 | $63.0B | 0.99% | Put |
| 10 | MSFTMICROSOFT CORP | 1,166,532 | $59.7B | 0.94% | Put |
| 11 | IBMINTERNATIONAL BUSINESS MACHS | 384,645 | $58.4B | 0.91% | Put |
| 12 | GEGENERAL ELECTRIC CO | 1,848,261 | $58.2B | 0.91% | Put |
| 13 | IYRISHARES TR | 702,800 | $57.9B | 0.91% | Put |
| 14 | XLVSELECT SECTOR SPDR TR | 807,331 | $57.9B | 0.91% | Put |
| 15 | BACVERIZON COMMUNICATIONS INC | 974,200 | $54.4B | 0.85% | Put |
| 16 | WMTWAL-MART STORES INC | 731,900 | $53.4B | 0.84% | Put |
| 17 | TRVCCITIGROUP INC | 1,237,200 | $52.4B | 0.82% | Put |
| 18 | BABAALIBABA GROUP HLDG LTD | 650,500 | $51.7B | 0.81% | Put |
| 19 | GOOGLALPHABET INC | 68,795 | $48.4B | 0.76% | Put |
| 20 | CVXCHEVRON CORP NEW | 458,700 | $48.1B | 0.75% | Put |
| 21 | —AETNA INC NEW | 381,800 | $46.6B | 0.73% | Put |
| 22 | CSCOCISCO SYS INC | 1,623,100 | $46.6B | 0.73% | Put |
| 23 | VVISA INC | 602,222 | $44.7B | 0.70% | Put |
| 24 | BACBANK AMER CORP | 3,357,244 | $44.6B | 0.70% | Put |
| 25 | UNPUNION PAC CORP | 496,100 | $43.3B | 0.68% | Put |
| 26 | —ALLERGAN PLC | 183,430 | $42.4B | 0.66% | Put |
| 27 | QCOMQUALCOMM INC | 778,100 | $41.7B | 0.65% | Put |
| 28 | GSGOLDMAN SACHS GROUP INC | 273,987 | $40.7B | 0.64% | Put |
| 29 | PFEPFIZER INC | 1,149,000 | $40.5B | 0.63% | Put |
| 30 | BRK/BBERKSHIRE HATHAWAY INC DEL | 277,818 | $40.2B | 0.63% | Put |
| 31 | DWDMORGAN STANLEY | 1,515,487 | $39.4B | 0.62% | Put |
| 32 | COSTCOSTCO WHSL CORP NEW | 238,700 | $37.5B | 0.59% | Put |
| 33 | MRKMERCK & CO INC | 644,532 | $37.1B | 0.58% | Put |
| 34 | XOMEXXON MOBIL CORP | 396,000 | $37.1B | 0.58% | Put |
| 35 | CATCATERPILLAR INC DEL | 465,170 | $35.3B | 0.55% | Put |
| 36 | XMESPDR SERIES TRUST | 1,398,072 | $34.1B | 0.53% | Put |
| 37 | ABXBARRICK GOLD CORP | 1,582,596 | $33.8B | 0.53% | Put |
| 38 | MLMMARTIN MARIETTA MATLS INC | 175,627 | $33.7B | 0.53% | Put |
| 39 | ABBVABBVIE INC | 541,925 | $33.6B | 0.53% | Put |
| 40 | DISDISNEY WALT CO | 340,636 | $33.3B | 0.52% | Put |
| 41 | BABOEING CO | 250,572 | $32.5B | 0.51% | Put |
| 42 | BPBP PLC | 910,080 | $32.3B | 0.51% | Put |
| 43 | XLUSELECT SECTOR SPDR TR | 611,500 | $32.1B | 0.50% | Put |
| 44 | USBUS BANCORP DEL | 765,600 | $30.9B | 0.48% | Put |
| 45 | WFCWELLS FARGO & CO NEW | 608,682 | $28.8B | 0.45% | Put |
| 46 | NFLXNETFLIX INC | 313,452 | $28.7B | 0.45% | Put |
| 47 | DEDEERE & CO | 353,562 | $28.7B | 0.45% | Put |
| 48 | REGNREGENERON PHARMACEUTICALS | 80,681 | $28.2B | 0.44% | Put |
| 49 | ABTABBOTT LABS | 693,038 | $27.2B | 0.43% | Put |
| 50 | WELLWELLTOWER INC | 354,500 | $27.0B | 0.42% | Put |
| 51 | IPINTL PAPER CO | 634,441 | $26.9B | 0.42% | Put |
| 52 | ADMARCHER DANIELS MIDLAND CO | 615,400 | $26.4B | 0.41% | Put |
| 53 | SLBSCHLUMBERGER LTD | 332,700 | $26.3B | 0.41% | Put |
| 54 | MCKMCKESSON CORP | 139,852 | $26.1B | 0.41% | Put |
| 55 | AMGNAMGEN INC | 170,465 | $25.9B | 0.41% | Put |
| 56 | ECLECOLAB INC | 218,076 | $25.9B | 0.41% | Put |
| 57 | PEOEXELON CORP | 711,100 | $25.9B | 0.41% | Put |
| 58 | XOPUSDSPDR SERIES TRUST | 740,420 | $25.8B | 0.40% | Put |
| 59 | CELGCELGENE CORP | 258,112 | $25.5B | 0.40% | Put |
| 60 | SESPECTRA ENERGY CORP | 692,600 | $25.4B | 0.40% | Put |
| 61 | DVNDEVON ENERGY CORP NEW | 693,308 | $25.1B | 0.39% | Put |
| 62 | GILDGILEAD SCIENCES INC | 299,632 | $25.0B | 0.39% | Put |
| 63 | METMETLIFE INC | 615,529 | $24.5B | 0.38% | Put |
| 64 | METAFACEBOOK INC | 206,257 | $23.6B | 0.37% | Put |
| 65 | CP.TOCANADIAN PAC RY LTD | 182,205 | $23.5B | 0.37% | Put |
| 66 | DONSPDR DOW JONES INDL AVRG ETF | 129,800 | $23.2B | 0.36% | Put |
| 67 | AZOAUTOZONE INC | 29,266 | $23.2B | 0.36% | Put |
| 68 | XRTSPDR SERIES TRUST | 530,243 | $22.2B | 0.35% | Put |
| 69 | NXPINXP SEMICONDUCTORS N V | 283,932 | $22.2B | 0.35% | Put |
| 70 | TMTOYOTA MOTOR CORP | 215,717 | $21.6B | 0.34% | Put |
| 71 | 9990302DAPACHE CORP | 376,400 | $21.0B | 0.33% | Put |
| 72 | VENVENTAS INC | 286,600 | $20.9B | 0.33% | Put |
| 73 | COPCONOCOPHILLIPS | 477,457 | $20.8B | 0.33% | Put |
| 74 | SUSUNCOR ENERGY INC NEW | 746,404 | $20.7B | 0.32% | Put |
| 75 | CMGCHIPOTLE MEXICAN GRILL INC | 51,075 | $20.6B | 0.32% | Put |
| 76 | WYNNWYNN RESORTS LTD | 224,200 | $20.3B | 0.32% | Put |
| 77 | BIDUNBAIDU INC | 118,304 | $19.5B | 0.31% | Put |
| 78 | LVSLAS VEGAS SANDS CORP | 448,685 | $19.5B | 0.31% | Put |
| 79 | ORCLORACLE CORP | 465,200 | $19.0B | 0.30% | Put |
| 80 | TWTRUSDTWITTER INC | 1,119,820 | $18.9B | 0.30% | Put |
| 81 | ALVAUTOLIV INC | 176,013 | $18.9B | 0.30% | Put |
| 82 | KMIKINDER MORGAN INC DEL | 995,770 | $18.6B | 0.29% | Put |
| 83 | PRUPRUDENTIAL FINL INC | 261,100 | $18.6B | 0.29% | Put |
| 84 | PANWPALO ALTO NETWORKS INC | 150,514 | $18.5B | 0.29% | Put |
| 85 | ILMNILLUMINA INC | 129,809 | $18.2B | 0.29% | Put |
| 86 | SOSOUTHERN CO | 338,100 | $18.1B | 0.28% | Put |
| 87 | MARMARRIOTT INTL INC NEW | 268,167 | $17.8B | 0.28% | Put |
| 88 | 7HPHP INC | 1,412,212 | $17.7B | 0.28% | Put |
| 89 | SWKSTANLEY BLACK & DECKER INC | 158,671 | $17.6B | 0.28% | Put |
| 90 | EOGEOG RES INC | 211,200 | $17.6B | 0.28% | Put |
| 91 | —GOLDCORP INC NEW | 893,997 | $17.1B | 0.27% | Put |
| 92 | RCLROYAL CARIBBEAN CRUISES LTD | 254,370 | $17.1B | 0.27% | Put |
| 93 | APCANADARKO PETE CORP | 319,053 | $17.0B | 0.27% | Put |
| 94 | CMCSACOMCAST CORP NEW | 253,726 | $16.5B | 0.26% | Put |
| 95 | HALHALLIBURTON CO | 365,202 | $16.5B | 0.26% | Put |
| 96 | BHPBHP BILLITON LTD | 572,604 | $16.4B | 0.26% | Put |
| 97 | BIIBBIOGEN INC | 67,308 | $16.3B | 0.26% | Put |
| 98 | YUMYUM BRANDS INC | 194,800 | $16.2B | 0.25% | Put |
| 99 | HDHOME DEPOT INC | 126,200 | $16.1B | 0.25% | Put |
| 100 | PGPROCTER & GAMBLE CO | 189,757 | $16.1B | 0.25% | Put |
Page 1 of 6Next