Twin Tree Management, LP Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$10.2T
Holdings
582
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (582 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 4,611,600 | $1.0T | 10.09% | Put |
| 2 | GOOGLALPHABET INC | 456,200 | $361.5B | 3.54% | Put |
| 3 | AAPLAPPLE INC | 1,734,759 | $200.9B | 1.97% | Put |
| 4 | EWJISHARES INC | 3,923,910 | $191.7B | 1.88% | Put |
| 5 | —POWERSHARES QQQ TRUST | 1,542,770 | $182.8B | 1.79% | Put |
| 6 | BACBANK AMER CORP | 7,607,869 | $168.1B | 1.64% | Put |
| 7 | GQ9SPDR GOLD TRUST | 1,387,437 | $152.1B | 1.49% | Put |
| 8 | EFAISHARES TR | 2,603,500 | $150.3B | 1.47% | Put |
| 9 | TRVCCITIGROUP INC | 2,442,153 | $145.1B | 1.42% | Put |
| 10 | BKNGPRICELINE GRP INC | 98,504 | $144.4B | 1.41% | Put |
| 11 | AMZNAMAZON COM INC | 175,216 | $131.4B | 1.29% | Put |
| 12 | DISDISNEY WALT CO | 1,248,760 | $130.1B | 1.27% | Put |
| 13 | GSGOLDMAN SACHS GROUP INC | 490,900 | $117.5B | 1.15% | Put |
| 14 | WFCWELLS FARGO & CO NEW | 2,007,151 | $110.6B | 1.08% | Put |
| 15 | KOCOCA COLA CO | 2,466,756 | $102.3B | 1.00% | Put |
| 16 | MSFTMICROSOFT CORP | 1,642,480 | $102.1B | 1.00% | Put |
| 17 | GDXVANECK VECTORS ETF TR | 4,775,002 | $99.9B | 0.98% | Put |
| 18 | COPCONOCOPHILLIPS | 1,853,300 | $92.9B | 0.91% | Put |
| 19 | MRKMERCK & CO INC | 1,514,578 | $89.2B | 0.87% | Put |
| 20 | IWMISHARES TR | 620,700 | $83.7B | 0.82% | Call |
| 21 | LLYLILLY ELI & CO | 1,102,030 | $81.1B | 0.79% | Put |
| 22 | PFEPFIZER INC | 2,490,581 | $80.9B | 0.79% | Put |
| 23 | 4I1PHILIP MORRIS INTL INC | 862,700 | $78.9B | 0.77% | Put |
| 24 | METMETLIFE INC | 1,413,100 | $76.2B | 0.75% | Put |
| 25 | ABBVABBVIE INC | 1,216,100 | $76.2B | 0.75% | Put |
| 26 | WMTWAL-MART STORES INC | 1,074,322 | $74.3B | 0.73% | Put |
| 27 | IYRISHARES TR | 964,700 | $74.2B | 0.73% | Put |
| 28 | PGPROCTER AND GAMBLE CO | 850,078 | $71.5B | 0.70% | Put |
| 29 | —EXPRESS SCRIPTS HLDG CO | 1,036,800 | $71.3B | 0.70% | Put |
| 30 | DVNDEVON ENERGY CORP NEW | 1,478,000 | $67.5B | 0.66% | Put |
| 31 | EWWISHARES | 1,530,273 | $67.3B | 0.66% | Put |
| 32 | HESHESS CORP | 1,047,601 | $65.3B | 0.64% | Put |
| 33 | BACVERIZON COMMUNICATIONS INC | 1,167,900 | $62.3B | 0.61% | Put |
| 34 | EEMISHARES TR | 1,761,422 | $61.7B | 0.60% | Put |
| 35 | HDHOME DEPOT INC | 446,394 | $59.9B | 0.59% | Put |
| 36 | CSCOCISCO SYS INC | 1,911,000 | $57.8B | 0.57% | Put |
| 37 | XLUSELECT SECTOR SPDR TR | 1,140,000 | $55.4B | 0.54% | Put |
| 38 | RCLROYAL CARIBBEAN CRUISES LTD | 674,179 | $55.3B | 0.54% | Put |
| 39 | VVISA INC | 708,794 | $55.3B | 0.54% | Put |
| 40 | QCOMQUALCOMM INC | 845,130 | $55.1B | 0.54% | Put |
| 41 | OXYOCCIDENTAL PETE CORP DEL | 763,515 | $54.4B | 0.53% | Put |
| 42 | DYHTARGET CORP | 751,226 | $54.3B | 0.53% | Put |
| 43 | CVXCHEVRON CORP NEW | 444,900 | $52.4B | 0.51% | Put |
| 44 | NEMNEWMONT MINING CORP | 1,496,118 | $51.0B | 0.50% | Put |
| 45 | BPBP PLC | 1,334,800 | $49.9B | 0.49% | Put |
| 46 | ADMARCHER DANIELS MIDLAND CO | 1,082,800 | $49.4B | 0.48% | Put |
| 47 | NKENIKE INC | 960,924 | $48.8B | 0.48% | Put |
| 48 | ABXBARRICK GOLD CORP | 3,042,935 | $48.6B | 0.48% | Put |
| 49 | APCANADARKO PETE CORP | 688,398 | $48.0B | 0.47% | Put |
| 50 | CELGCELGENE CORP | 412,224 | $47.7B | 0.47% | Put |
| 51 | DWDMORGAN STANLEY | 1,119,537 | $47.3B | 0.46% | Put |
| 52 | MLMMARTIN MARIETTA MATLS INC | 212,412 | $47.1B | 0.46% | Put |
| 53 | MCKMCKESSON CORP | 332,828 | $46.7B | 0.46% | Put |
| 54 | STXSEAGATE TECHNOLOGY PLC | 1,215,514 | $46.4B | 0.45% | Put |
| 55 | TIFEURTIFFANY & CO NEW | 591,500 | $45.8B | 0.45% | Put |
| 56 | MDYSPDR S&P MIDCAP 400 ETF TR | 150,100 | $45.3B | 0.44% | Put |
| 57 | CVSCVS HEALTH CORP | 571,100 | $45.1B | 0.44% | Put |
| 58 | IBBISHARES TR | 167,526 | $44.5B | 0.43% | Put |
| 59 | VMCVULCAN MATLS CO | 348,906 | $43.7B | 0.43% | Put |
| 60 | PANWPALO ALTO NETWORKS INC | 348,436 | $43.6B | 0.43% | Put |
| 61 | NEENEXTERA ENERGY INC | 361,300 | $43.2B | 0.42% | Put |
| 62 | BIIBBIOGEN INC | 149,500 | $42.4B | 0.41% | Put |
| 63 | KMIKINDER MORGAN INC DEL | 2,041,900 | $42.3B | 0.41% | Put |
| 64 | —ALLERGAN PLC | 200,897 | $42.2B | 0.41% | Put |
| 65 | NUENUCOR CORP | 702,171 | $41.8B | 0.41% | Put |
| 66 | XLVSELECT SECTOR SPDR TR | 598,690 | $41.3B | 0.40% | Call |
| 67 | CMGCHIPOTLE MEXICAN GRILL INC | 108,723 | $41.0B | 0.40% | Put |
| 68 | WELLWELLTOWER INC | 611,700 | $40.9B | 0.40% | Put |
| 69 | USOUNITED STATES OIL FUND LP | 3,434,494 | $40.3B | 0.39% | Put |
| 70 | LOWLOWES COS INC | 554,969 | $39.5B | 0.39% | Put |
| 71 | HBC2HSBC HLDGS PLC | 933,713 | $37.5B | 0.37% | Put |
| 72 | XLESELECT SECTOR SPDR TR | 492,900 | $37.1B | 0.36% | Put |
| 73 | NFLXNETFLIX INC | 299,269 | $37.0B | 0.36% | Put |
| 74 | WYNNWYNN RESORTS LTD | 426,261 | $36.9B | 0.36% | Put |
| 75 | VENVENTAS INC | 589,600 | $36.9B | 0.36% | Put |
| 76 | INTCINTEL CORP | 1,002,098 | $36.3B | 0.36% | Put |
| 77 | MRO*MARATHON OIL CORP | 2,092,500 | $36.2B | 0.35% | Put |
| 78 | FCXFREEPORT-MCMORAN INC | 2,742,000 | $36.2B | 0.35% | Put |
| 79 | LNCLINCOLN NATL CORP IND | 544,700 | $36.1B | 0.35% | Put |
| 80 | BHPBHP BILLITON LTD | 1,000,667 | $35.8B | 0.35% | Put |
| 81 | DEDEERE & CO | 347,284 | $35.8B | 0.35% | Put |
| 82 | MUMICRON TECHNOLOGY INC | 1,623,723 | $35.6B | 0.35% | Put |
| 83 | AALAMERICAN AIRLS GROUP INC | 738,100 | $34.5B | 0.34% | Put |
| 84 | CFGCITIZENS FINL GROUP INC | 943,000 | $33.6B | 0.33% | Put |
| 85 | 7HPHP INC | 2,249,774 | $33.4B | 0.33% | Put |
| 86 | CLRUSDCONTINENTAL RESOURCES INC | 618,227 | $31.9B | 0.31% | Put |
| 87 | EOGEOG RES INC | 304,600 | $30.8B | 0.30% | Put |
| 88 | BAXBAXTER INTL INC | 691,821 | $30.7B | 0.30% | Put |
| 89 | TWTRUSDTWITTER INC | 1,876,537 | $30.6B | 0.30% | Put |
| 90 | AMGNAMGEN INC | 207,699 | $30.4B | 0.30% | Put |
| 91 | AMTAMERICAN TOWER CORP NEW | 285,000 | $30.1B | 0.29% | Put |
| 92 | CFCF INDS HLDGS INC | 949,377 | $29.9B | 0.29% | Put |
| 93 | IBMINTERNATIONAL BUSINESS MACHS | 179,600 | $29.8B | 0.29% | Put |
| 94 | MOSMOSAIC CO NEW | 1,011,500 | $29.7B | 0.29% | Put |
| 95 | PEOEXELON CORP | 825,200 | $29.3B | 0.29% | Put |
| 96 | ABGAMERISOURCEBERGEN CORP | 374,438 | $29.3B | 0.29% | Put |
| 97 | NVDANVIDIA CORP | 269,526 | $28.8B | 0.28% | Put |
| 98 | A4SAMERIPRISE FINL INC | 256,526 | $28.5B | 0.28% | Put |
| 99 | CATCATERPILLAR INC DEL | 306,200 | $28.4B | 0.28% | Put |
| 100 | CMICUMMINS INC | 196,700 | $26.9B | 0.26% | Put |
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