Twin Tree Management, LP Q4 2017 Filing

Filed February 9, 2018

Portfolio Value

$13.5T

Holdings

524

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (524 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
6,162,300$1.6T12.19%Put
2
GQ9SPDR GOLD TRUST
6,242,301$771.9B5.72%Put
3
POWERSHARES QQQ TRUST
4,651,157$724.5B5.37%Put
4
IWMISHARES TR
4,502,509$686.5B5.09%Put
5
DONSPDR DOW JONES INDL AVRG ETF
2,484,731$614.7B4.55%Put
6
IYRISHARES TR
4,893,453$396.4B2.94%Put
7
GOOGLALPHABET INC
290,075$305.6B2.26%Put
8
MSFTMICROSOFT CORP
2,389,024$204.4B1.51%Put
9
EFAISHARES TR
2,558,900$179.9B1.33%Put
10
FDXFEDEX CORP
718,685$179.3B1.33%Put
11
AMZNAMAZON COM INC
134,925$157.8B1.17%Put
12
MDYSPDR S&P MIDCAP 400 ETF TR
436,970$150.9B1.12%Put
13
METAFACEBOOK INC
854,859$150.8B1.12%Put
14
EWZISHARES INC
3,685,140$149.1B1.10%Put
15
AAPLAPPLE INC
784,402$132.7B0.98%Put
16
GSGOLDMAN SACHS GROUP INC
496,741$126.5B0.94%Put
17
XLISELECT SECTOR SPDR TR
1,619,182$122.5B0.91%Put
18
IBMINTERNATIONAL BUSINESS MACHS
776,012$119.1B0.88%Put
19
MTARCELORMITTAL SA LUXEMBOURG
3,357,297$108.5B0.80%Put
20
NVDANVIDIA CORP
553,643$107.1B0.79%Put
21
SPGSIMON PPTY GROUP INC NEW
620,200$106.5B0.79%Put
22
XLVSELECT SECTOR SPDR TR
1,128,011$93.3B0.69%Put
23
XLKSELECT SECTOR SPDR TR
1,434,200$91.7B0.68%Put
24
BABAALIBABA GROUP HLDG LTD
526,764$90.8B0.67%Put
25
FCXFREEPORT-MCMORAN INC
4,709,616$89.3B0.66%Put
26
BACBANK AMER CORP
2,984,612$88.1B0.65%Put
27
EEMISHARES TR
1,803,009$85.0B0.63%Put
28
LOWLOWES COS INC
911,200$84.7B0.63%Put
29
OKEONEOK INC NEW
1,568,500$83.8B0.62%Put
30
COSTCOSTCO WHSL CORP NEW
440,900$82.1B0.61%Put
31
ABXBARRICK GOLD CORP
5,510,562$79.7B0.59%Put
32
XLUSELECT SECTOR SPDR TR
1,405,249$74.0B0.55%Put
33
WDCWESTERN DIGITAL CORP
900,704$71.6B0.53%Put
34
NFLXNETFLIX INC
368,715$70.8B0.52%Put
35
TWTRUSDTWITTER INC
2,937,552$70.5B0.52%Put
36
XLESELECT SECTOR SPDR TR
951,594$68.8B0.51%Put
37
WMBWILLIAMS COS INC DEL
2,254,200$68.7B0.51%Put
38
GDXVANECK VECTORS ETF TR
2,874,347$66.8B0.49%Put
39
REGNREGENERON PHARMACEUTICALS
176,279$66.3B0.49%Put
40
EBAEBAY INC
1,704,488$64.3B0.48%Put
41
EMREMERSON ELEC CO
905,500$63.1B0.47%Put
42
TTMCHFTATA MTRS LTD
1,876,428$62.1B0.46%Put
43
SLVISHARES SILVER TRUST
3,839,564$61.4B0.45%Put
44
AMTAMERICAN TOWER CORP NEW
427,200$60.9B0.45%Put
45
GDXJVANECK VECTORS ETF TR
1,775,921$60.6B0.45%Put
46
IBBISHARES TR
564,688$60.3B0.45%Put
47
AKAMAKAMAI TECHNOLOGIES INC
905,140$58.9B0.44%Put
48
FQIDIGITAL RLTY TR INC
511,368$58.2B0.43%Put
49
COPCONOCOPHILLIPS
1,056,300$58.0B0.43%Put
50
MCKMCKESSON CORP
365,000$56.9B0.42%Put
51
VMWEURVMWARE INC
448,065$56.2B0.42%Put
52
HDHOME DEPOT INC
294,400$55.8B0.41%Put
53
ATVIEURACTIVISION BLIZZARD INC
843,057$53.4B0.40%Put
54
TECK/BTECK RESOURCES LTD
1,995,000$52.2B0.39%Put
55
TRVCCITIGROUP INC
696,927$51.9B0.38%Put
56
UTXZUNITED TECHNOLOGIES CORP
397,700$50.7B0.38%Put
57
TSLATESLA INC
151,079$47.0B0.35%Put
58
DEDEERE & CO
297,700$46.6B0.35%Put
59
WYNNWYNN RESORTS LTD
270,500$45.6B0.34%Put
60
MYLAN N V
1,064,900$45.1B0.33%Put
61
NKENIKE INC
713,800$44.6B0.33%Put
62
AMDADVANCED MICRO DEVICES INC
4,190,997$43.1B0.32%Put
63
XBISPDR SERIES TRUST
496,659$42.2B0.31%Put
64
EWYISHARES INC
552,700$41.4B0.31%Put
65
XLYSELECT SECTOR SPDR TR
413,708$40.8B0.30%Put
66
MLMMARTIN MARIETTA MATLS INC
181,700$40.2B0.30%Put
67
GEGENERAL ELECTRIC CO
2,228,204$38.9B0.29%Put
68
GOLDCORP INC NEW
3,038,311$38.8B0.29%Put
69
ADBEADOBE SYS INC
216,834$38.0B0.28%Put
70
VODVODAFONE GROUP PLC NEW
1,155,000$36.8B0.27%Put
71
AMTTD AMERITRADE HLDG CORP
718,200$36.7B0.27%Put
72
XOMEXXON MOBIL CORP
427,363$35.7B0.26%Put
73
STXSEAGATE TECHNOLOGY PLC
808,849$33.8B0.25%Put
74
CVSCVS HEALTH CORP
458,000$33.2B0.25%Put
75
CMCSACOMCAST CORP NEW
819,246$32.8B0.24%Put
76
BPBP PLC
775,282$32.6B0.24%Put
77
TEVATEVA PHARMACEUTICAL INDS LTD
1,693,700$32.1B0.24%Put
78
FEZSPDR INDEX SHS FDS
745,192$30.3B0.22%Put
79
AALAMERICAN AIRLS GROUP INC
581,100$30.2B0.22%Put
80
CCCHEMOURS CO
599,800$30.0B0.22%Put
81
TAT&T INC
744,200$28.9B0.21%Put
82
SBUXSTARBUCKS CORP
494,252$28.4B0.21%Put
83
KMIKINDER MORGAN INC DEL
1,554,622$28.1B0.21%Put
84
AEMAGNICO EAGLE MINES LTD
608,267$28.1B0.21%Put
85
IVZINVESCO LTD
766,700$28.0B0.21%Put
86
UPSUNITED PARCEL SERVICE INC
234,400$27.9B0.21%Put
87
SMHVANECK VECTORS ETF TR
285,398$27.9B0.21%Put
88
ORLYO REILLY AUTOMOTIVE INC NEW
114,700$27.6B0.20%Put
89
CELGCELGENE CORP
260,053$27.1B0.20%Put
90
XLBSELECT SECTOR SPDR TR
448,027$27.1B0.20%Put
91
UNUSDUNILEVER N V
472,614$26.6B0.20%Put
92
USX1UNITED STATES STL CORP NEW
744,447$26.2B0.19%Put
93
XLFSELECT SECTOR SPDR TR
926,498$25.9B0.19%Put
94
JNJJOHNSON & JOHNSON
181,814$25.4B0.19%Put
95
PANWPALO ALTO NETWORKS INC
174,971$25.4B0.19%Put
96
WPMWHEATON PRECIOUS METALS CORP
1,135,714$25.1B0.19%Put
97
DISDISNEY WALT CO
233,488$25.1B0.19%Put
98
ABGAMERISOURCEBERGEN CORP
266,300$24.5B0.18%Put
99
FXIISHARES TR
524,430$24.2B0.18%Put
100
XLFISELECT SECTOR SPDR TR
422,392$24.0B0.18%Put
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