Twin Tree Management, LP Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$10.2B
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 | 10085.23% | Put |
| 2 | GOOGLALPHABET INC | 456,200 | $361.5B | 3536.93% | Put |
| 3 | AAPLAPPLE INC | 1,734,759 | $200.9B | 1965.72% | Put |
| 4 | EWJISHARES INC | 3,923,910 | $191.7B | 1875.74% | Put |
| 5 | —POWERSHARES QQQ TRUST | 1,542,770 | $182.8B | 1788.32% | Put |
| 6 | BACBANK AMER CORP | 7,607,869 | $168.1B | 1644.95% | Put |
| 7 | GQ9SPDR GOLD TRUST | 1,387,437 | $152.1B | 1487.86% | Put |
| 8 | EFAISHARES TR | 2,603,500 | $150.3B | 1470.47% | Put |
| 9 | TRVCCITIGROUP INC | 2,442,153 | $145.1B | 1419.96% | Put |
| 10 | BKNGPRICELINE GRP INC | 98,504 | $144.4B | 1412.88% | Put |
| 11 | AMZNAMAZON COM INC | 175,216 | $131.4B | 1285.46% | Put |
| 12 | DISDISNEY WALT CO | 1,248,760 | $130.1B | 1273.29% | Put |
| 13 | GSGOLDMAN SACHS GROUP INC | 490,900 | $117.5B | 1150.02% | Put |
| 14 | WFCWELLS FARGO & CO NEW | 2,007,151 | $110.6B | 1082.20% | Put |
| 15 | KOCOCA COLA CO | 2,466,756 | $102.3B | 1000.59% | Put |
| 16 | MSFTMICROSOFT CORP | 1,642,480 | $102.1B | 998.54% | Put |
| 17 | GDXVANECK VECTORS ETF TR | 4,775,002 | $99.9B | 977.31% | Put |
| 18 | COPCONOCOPHILLIPS | 1,853,300 | $92.9B | 909.13% | Put |
| 19 | MRKMERCK & CO INC | 1,514,578 | $89.2B | 872.33% | Put |
| 20 | IWMISHARES TR | 620,700 | $83.7B | 818.91% | Call |
| 21 | LLYLILLY ELI & CO | 1,102,030 | $81.1B | 793.00% | Put |
| 22 | PFEPFIZER INC | 2,490,581 | $80.9B | 791.43% | Put |
| 23 | 4I1PHILIP MORRIS INTL INC | 862,700 | $78.9B | 772.20% | Put |
| 24 | METMETLIFE INC | 1,413,100 | $76.2B | 745.04% | Put |
| 25 | ABBVABBVIE INC | 1,216,100 | $76.2B | 745.04% | Put |
| 26 | WMTWAL-MART STORES INC | 1,074,322 | $74.3B | 726.51% | Put |
| 27 | IYRISHARES TR | 964,700 | $74.2B | 726.18% | Put |
| 28 | PGPROCTER AND GAMBLE CO | 850,078 | $71.5B | 699.27% | Put |
| 29 | —EXPRESS SCRIPTS HLDG CO | 1,036,800 | $71.3B | 697.78% | Put |
| 30 | DVNDEVON ENERGY CORP NEW | 1,478,000 | $67.5B | 660.40% | Put |
| 31 | EWWISHARES | 1,530,273 | $67.3B | 658.30% | Put |
| 32 | HESHESS CORP | 1,047,601 | $65.3B | 638.43% | Put |
| 33 | BACVERIZON COMMUNICATIONS INC | 1,167,900 | $62.3B | 609.94% | Put |
| 34 | EEMISHARES TR | 1,761,422 | $61.7B | 603.33% | Put |
| 35 | HDHOME DEPOT INC | 446,394 | $59.9B | 585.57% | Put |
| 36 | CSCOCISCO SYS INC | 1,911,000 | $57.8B | 565.01% | Put |
| 37 | XLUSELECT SECTOR SPDR TR | 1,140,000 | $55.4B | 541.72% | Put |
| 38 | RCLROYAL CARIBBEAN CRUISES LTD | 674,179 | $55.3B | 541.12% | Put |
| 39 | VVISA INC | 708,794 | $55.3B | 541.04% | Put |
| 40 | QCOMQUALCOMM INC | 845,130 | $55.1B | 539.10% | Put |
| 41 | OXYOCCIDENTAL PETE CORP DEL | 763,515 | $54.4B | 532.08% | Put |
| 42 | DYHTARGET CORP | 751,226 | $54.3B | 530.87% | Put |
| 43 | CVXCHEVRON CORP NEW | 444,900 | $52.4B | 512.31% | Put |
| 44 | NEMNEWMONT MINING CORP | 1,496,118 | $51.0B | 498.70% | Put |
| 45 | BPBP PLC | 1,334,800 | $49.9B | 488.15% | Put |
| 46 | ADMARCHER DANIELS MIDLAND CO | 1,082,800 | $49.4B | 483.60% | Put |
| 47 | NKENIKE INC | 960,924 | $48.8B | 477.87% | Put |
| 48 | ABXBARRICK GOLD CORP | 3,042,935 | $48.6B | 475.74% | Put |
| 49 | APCANADARKO PETE CORP | 688,398 | $48.0B | 469.63% | Put |
| 50 | CELGCELGENE CORP | 412,224 | $47.7B | 466.82% | Put |
| 51 | DWDMORGAN STANLEY | 1,119,537 | $47.3B | 462.76% | Put |
| 52 | MLMMARTIN MARIETTA MATLS INC | 212,412 | $47.1B | 460.37% | Put |
| 53 | MCKMCKESSON CORP | 332,828 | $46.7B | 457.33% | Put |
| 54 | STXSEAGATE TECHNOLOGY PLC | 1,215,514 | $46.4B | 453.92% | Put |
| 55 | TIFEURTIFFANY & CO NEW | 591,500 | $45.8B | 448.09% | Put |
| 56 | MDYSPDR S&P MIDCAP 400 ETF TR | 150,100 | $45.3B | 443.10% | Put |
| 57 | CVSCVS HEALTH CORP | 571,100 | $45.1B | 440.91% | Put |
| 58 | IBBISHARES TR | 167,526 | $44.5B | 434.96% | Put |
| 59 | VMCVULCAN MATLS CO | 348,906 | $43.7B | 427.20% | Put |
| 60 | PANWPALO ALTO NETWORKS INC | 348,436 | $43.6B | 426.29% | Put |
| 61 | NEENEXTERA ENERGY INC | 361,300 | $43.2B | 422.27% | Put |
| 62 | BIIBBIOGEN INC | 149,500 | $42.4B | 414.79% | Put |
| 63 | KMIKINDER MORGAN INC DEL | 2,041,900 | $42.3B | 413.73% | Put |
| 64 | —ALLERGAN PLC | 200,897 | $42.2B | 412.78% | Put |
| 65 | NUENUCOR CORP | 702,171 | $41.8B | 408.89% | Put |
| 66 | XLVSELECT SECTOR SPDR TR | 598,690 | $41.3B | 403.81% | Call |
| 67 | CMGCHIPOTLE MEXICAN GRILL INC | 108,723 | $41.0B | 401.35% | Put |
| 68 | WELLWELLTOWER INC | 611,700 | $40.9B | 400.55% | Put |
| 69 | USOUNITED STATES OIL FUND LP | 3,434,494 | $40.3B | 393.82% | Put |
| 70 | LOWLOWES COS INC | 554,969 | $39.5B | 386.15% | Put |
| 71 | HBC2HSBC HLDGS PLC | 933,713 | $37.5B | 367.05% | Put |
| 72 | XLESELECT SECTOR SPDR TR | 492,900 | $37.1B | 363.23% | Put |
| 73 | NFLXNETFLIX INC | 299,269 | $37.0B | 362.48% | Put |
| 74 | WYNNWYNN RESORTS LTD | 426,261 | $36.9B | 360.77% | Put |
| 75 | VENVENTAS INC | 589,600 | $36.9B | 360.63% | Put |
| 76 | INTCINTEL CORP | 1,002,098 | $36.3B | 355.60% | Put |
| 77 | MRO*MARATHON OIL CORP | 2,092,500 | $36.2B | 354.37% | Put |
| 78 | FCXFREEPORT-MCMORAN INC | 2,742,000 | $36.2B | 353.84% | Put |
| 79 | LNCLINCOLN NATL CORP IND | 544,700 | $36.1B | 353.16% | Put |
| 80 | BHPBHP BILLITON LTD | 1,000,667 | $35.8B | 350.28% | Put |
| 81 | DEDEERE & CO | 347,284 | $35.8B | 350.11% | Put |
| 82 | MUMICRON TECHNOLOGY INC | 1,623,723 | $35.6B | 348.22% | Put |
| 83 | AALAMERICAN AIRLS GROUP INC | 738,100 | $34.5B | 337.16% | Put |
| 84 | CFGCITIZENS FINL GROUP INC | 943,000 | $33.6B | 328.72% | Put |
| 85 | 7HPHP INC | 2,249,774 | $33.4B | 326.64% | Put |
| 86 | CLRUSDCONTINENTAL RESOURCES INC | 618,227 | $31.9B | 311.74% | Put |
| 87 | EOGEOG RES INC | 304,600 | $30.8B | 301.29% | Put |
| 88 | BAXBAXTER INTL INC | 691,821 | $30.7B | 300.11% | Put |
| 89 | TWTRUSDTWITTER INC | 1,876,537 | $30.6B | 299.25% | Put |
| 90 | AMGNAMGEN INC | 207,699 | $30.4B | 297.11% | Put |
| 91 | AMTAMERICAN TOWER CORP NEW | 285,000 | $30.1B | 294.67% | Put |
| 92 | CFCF INDS HLDGS INC | 949,377 | $29.9B | 292.39% | Put |
| 93 | IBMINTERNATIONAL BUSINESS MACHS | 179,600 | $29.8B | 291.67% | Put |
| 94 | MOSMOSAIC CO NEW | 1,011,500 | $29.7B | 290.25% | Put |
| 95 | PEOEXELON CORP | 825,200 | $29.3B | 286.53% | Put |
| 96 | ABGAMERISOURCEBERGEN CORP | 374,438 | $29.3B | 286.43% | Put |
| 97 | NVDANVIDIA CORP | 269,526 | $28.8B | 281.47% | Put |
| 98 | A4SAMERIPRISE FINL INC | 256,526 | $28.5B | 278.42% | Put |
| 99 | CATCATERPILLAR INC DEL | 306,200 | $28.4B | 277.82% | Put |
| 100 | CMICUMMINS INC | 196,700 | $26.9B | 263.01% | Put |
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