Twin Tree Management, LP Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$6.4B

Holdings

579

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (579 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
6,506,800$1.4T21355.36%Put
2
GDXVANECK VECTORS ETF TR
5,310,664$147.2B2305.65%Put
3
POWERSHARES QQQ TRUST
1,299,200$139.7B2189.04%Put
4
AMZNAMAZON COM INC
123,900$88.7B1389.18%Put
5
AAPLAPPLE INC
815,562$78.0B1221.58%Put
6
XLESELECT SECTOR SPDR TR
1,116,209$76.2B1193.41%Put
7
INTCINTEL CORP
2,313,800$75.9B1189.07%Put
8
BKNGPRICELINE GRP INC
53,040$66.2B1037.44%Put
9
JPMJPMORGAN CHASE & CO
1,013,100$63.0B986.35%Put
10
MSFTMICROSOFT CORP
1,166,532$59.7B935.23%Put
11
IBMINTERNATIONAL BUSINESS MACHS
384,645$58.4B914.70%Put
12
GEGENERAL ELECTRIC CO
1,848,261$58.2B911.60%Put
13
IYRISHARES TR
702,800$57.9B907.23%Put
14
XLVSELECT SECTOR SPDR TR
807,331$57.9B906.99%Put
15
BACVERIZON COMMUNICATIONS INC
974,200$54.4B852.33%Put
16
WMTWAL-MART STORES INC
731,900$53.4B837.33%Put
17
TRVCCITIGROUP INC
1,237,200$52.4B821.70%Put
18
BABAALIBABA GROUP HLDG LTD
650,500$51.7B810.56%Put
19
GOOGLALPHABET INC
68,795$48.4B758.32%Put
20
CVXCHEVRON CORP NEW
458,700$48.1B753.40%Put
21
AETNA INC NEW
381,800$46.6B730.59%Put
22
CSCOCISCO SYS INC
1,623,100$46.6B729.60%Put
23
VVISA INC
602,222$44.7B699.83%Put
24
BACBANK AMER CORP
3,357,244$44.6B698.01%Put
25
UNPUNION PAC CORP
496,100$43.3B678.18%Put
26
ALLERGAN PLC
183,430$42.4B664.14%Put
27
QCOMQUALCOMM INC
778,100$41.7B653.08%Put
28
GSGOLDMAN SACHS GROUP INC
273,987$40.7B637.80%Put
29
PFEPFIZER INC
1,149,000$40.5B633.86%Put
30
BRK/BBERKSHIRE HATHAWAY INC DEL
277,818$40.2B630.25%Put
31
DWDMORGAN STANLEY
1,515,487$39.4B616.89%Put
32
COSTCOSTCO WHSL CORP NEW
238,700$37.5B587.32%Put
33
MRKMERCK & CO INC
644,532$37.1B581.76%Put
34
XOMEXXON MOBIL CORP
396,000$37.1B581.60%Put
35
CATCATERPILLAR INC DEL
465,170$35.3B552.51%Put
36
XMESPDR SERIES TRUST
1,398,072$34.1B534.69%Put
37
ABXBARRICK GOLD CORP
1,582,596$33.8B529.38%Put
38
MLMMARTIN MARIETTA MATLS INC
175,627$33.7B528.33%Put
39
ABBVABBVIE INC
541,925$33.6B525.67%Put
40
DISDISNEY WALT CO
340,636$33.3B522.07%Put
41
BABOEING CO
250,572$32.5B509.86%Put
42
BPBP PLC
910,080$32.3B506.34%Put
43
XLUSELECT SECTOR SPDR TR
611,500$32.1B502.70%Put
44
USBUS BANCORP DEL
765,600$30.9B483.76%Put
45
WFCWELLS FARGO & CO NEW
608,682$28.8B451.37%Put
46
NFLXNETFLIX INC
313,452$28.7B449.26%Put
47
DEDEERE & CO
353,562$28.7B448.91%Put
48
REGNREGENERON PHARMACEUTICALS
80,681$28.2B441.47%Put
49
ABTABBOTT LABS
693,038$27.2B426.84%Put
50
WELLWELLTOWER INC
354,500$27.0B423.06%Put
51
IPINTL PAPER CO
634,441$26.9B421.26%Put
52
ADMARCHER DANIELS MIDLAND CO
615,400$26.4B413.55%Put
53
SLBSCHLUMBERGER LTD
332,700$26.3B412.22%Put
54
MCKMCKESSON CORP
139,852$26.1B408.98%Put
55
AMGNAMGEN INC
170,465$25.9B406.34%Put
56
ECLECOLAB INC
218,076$25.9B405.22%Put
57
PEOEXELON CORP
711,100$25.9B405.09%Put
58
XOPUSDSPDR SERIES TRUST
740,420$25.8B403.82%Put
59
CELGCELGENE CORP
258,112$25.5B398.87%Put
60
SESPECTRA ENERGY CORP
692,600$25.4B397.49%Put
61
DVNDEVON ENERGY CORP NEW
693,308$25.1B393.78%Put
62
GILDGILEAD SCIENCES INC
299,632$25.0B391.63%Put
63
METMETLIFE INC
615,529$24.5B384.11%Put
64
METAFACEBOOK INC
206,257$23.6B369.31%Put
65
CP.TOCANADIAN PAC RY LTD
182,205$23.5B367.66%Put
66
DONSPDR DOW JONES INDL AVRG ETF
129,800$23.2B364.03%Put
67
AZOAUTOZONE INC
29,266$23.2B364.01%Put
68
XRTSPDR SERIES TRUST
530,243$22.2B348.59%Put
69
NXPINXP SEMICONDUCTORS N V
283,932$22.2B348.50%Put
70
TMTOYOTA MOTOR CORP
215,717$21.6B337.94%Put
71
9990302DAPACHE CORP
376,400$21.0B328.30%Put
72
VENVENTAS INC
286,600$20.9B326.99%Put
73
COPCONOCOPHILLIPS
477,457$20.8B326.16%Put
74
SUSUNCOR ENERGY INC NEW
746,404$20.7B324.31%Put
75
CMGCHIPOTLE MEXICAN GRILL INC
51,075$20.6B322.30%Put
76
WYNNWYNN RESORTS LTD
224,200$20.3B318.40%Put
77
BIDUNBAIDU INC
118,304$19.5B306.12%Put
78
LVSLAS VEGAS SANDS CORP
448,685$19.5B305.74%Put
79
ORCLORACLE CORP
465,200$19.0B298.33%Put
80
TWTRUSDTWITTER INC
1,119,820$18.9B296.68%Put
81
ALVAUTOLIV INC
176,013$18.9B296.31%Put
82
KMIKINDER MORGAN INC DEL
995,770$18.6B292.06%Put
83
PRUPRUDENTIAL FINL INC
261,100$18.6B291.84%Put
84
PANWPALO ALTO NETWORKS INC
150,514$18.5B289.21%Put
85
ILMNILLUMINA INC
129,809$18.2B285.51%Put
86
SOSOUTHERN CO
338,100$18.1B284.10%Put
87
MARMARRIOTT INTL INC NEW
268,167$17.8B279.23%Put
88
7HPHP INC
1,412,212$17.7B277.68%Put
89
SWKSTANLEY BLACK & DECKER INC
158,671$17.6B276.50%Put
90
EOGEOG RES INC
211,200$17.6B276.03%Put
91
GOLDCORP INC NEW
893,997$17.1B267.95%Put
92
RCLROYAL CARIBBEAN CRUISES LTD
254,370$17.1B267.62%Put
93
APCANADARKO PETE CORP
319,053$17.0B266.18%Put
94
CMCSACOMCAST CORP NEW
253,726$16.5B259.16%Put
95
HALHALLIBURTON CO
365,202$16.5B259.13%Put
96
BHPBHP BILLITON LTD
572,604$16.4B256.22%Put
97
BIIBBIOGEN INC
67,308$16.3B255.02%Put
98
YUMYUM BRANDS INC
194,800$16.2B253.08%Put
99
HDHOME DEPOT INC
126,200$16.1B252.49%Put
100
PGPROCTER & GAMBLE CO
189,757$16.1B251.72%Put
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