Twin Tree Management, LP Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$28.8T

Holdings

722

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (722 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
25,500,100$8.2T28.46%Put
2
NDQINVESCO QQQ TR
4,299,500$914.1B3.17%Put
3
GQ9SPDR GOLD TRUST
6,171,300$881.9B3.06%Put
4
XLESELECT SECTOR SPDR TR
8,941,738$536.9B1.86%Put
5
AMZNAMAZON COM INC
278,555$514.7B1.78%Put
6
EWZISHARES INC
10,566,474$501.4B1.74%Put
7
GOOGLALPHABET INC
299,567$401.2B1.39%Put
8
SLVISHARES SILVER TRUST
23,108,400$385.4B1.34%Put
9
AAPLAPPLE INC
1,284,100$377.1B1.31%Put
10
BABAALIBABA GROUP HLDG LTD
1,741,773$369.4B1.28%Put
11
IWMISHARES TR
2,019,986$334.7B1.16%Put
12
XMESPDR SERIES TRUST
11,162,721$327.0B1.13%Put
13
MAMASTERCARD INCORPORATED
967,300$288.8B1.00%Put
14
GDXVANECK VECTORS ETF TR
9,746,113$285.4B0.99%Put
15
NKENIKE INC
2,658,021$269.3B0.93%Put
16
IYRISHARES TR
2,760,490$256.9B0.89%Put
17
SMHVANECK VECTORS ETF TRUST
1,766,902$249.9B0.87%Put
18
NVDANVIDIA CORP
963,579$226.7B0.79%Put
19
PYPLPAYPAL HLDGS INC
1,973,764$213.5B0.74%Put
20
BABOEING CO
638,800$208.1B0.72%Put
21
UPSUNITED PARCEL SERVICE INC
1,655,200$193.8B0.67%Put
22
COPCONOCOPHILLIPS
2,972,100$193.3B0.67%Put
23
XBISPDR SERIES TRUST
1,994,400$189.7B0.66%Put
24
BDXBECTON DICKINSON & CO
685,770$186.5B0.65%Put
25
CICIGNA CORP NEW
896,000$183.2B0.64%Put
26
MSFTMICROSOFT CORP
1,157,991$182.6B0.63%Put
27
BUDANHEUSER BUSCH INBEV SA/NV
2,156,308$176.9B0.61%Put
28
MRKMERCK & CO INC
1,935,900$176.1B0.61%Put
29
UNHUNITEDHEALTH GROUP INC
560,100$164.7B0.57%Put
30
XLVSELECT SECTOR SPDR TR
1,599,340$162.9B0.56%Put
31
DISDISNEY WALT CO
1,065,163$154.1B0.53%Put
32
VVISA INC
819,200$153.9B0.53%Put
33
NXPINXP SEMICONDUCTORS N V
1,188,900$151.3B0.52%Put
34
TRVCCITIGROUP INC
1,890,100$151.0B0.52%Put
35
CRMSALESFORCE COM INC
917,400$149.2B0.52%Put
36
NOCNORTHROP GRUMMAN CORP
431,398$148.4B0.51%Put
37
AMATAPPLIED MATLS INC
2,298,900$140.3B0.49%Put
38
GDXJVANECK VECTORS ETF TR
3,292,400$139.1B0.48%Put
39
TMOTHERMO FISHER SCIENTIFIC INC
400,600$130.1B0.45%Put
40
ASHRDBX ETF TR
4,376,802$129.7B0.45%Put
41
XYZSQUARE INC
2,063,927$129.1B0.45%Put
42
AMDADVANCED MICRO DEVICES INC
2,706,497$124.1B0.43%Put
43
JNJJOHNSON & JOHNSON
834,000$121.7B0.42%Call
44
XOMEXXON MOBIL CORP
1,706,400$119.1B0.41%Put
45
ISRGINTUITIVE SURGICAL INC
200,800$118.7B0.41%Put
46
DONSPDR DOW JONES INDL AVRG ETF
390,400$111.3B0.39%Put
47
BKNGBOOKING HLDGS INC
53,006$108.9B0.38%Put
48
NFLXNETFLIX INC
336,367$108.8B0.38%Put
49
LLYLILLY ELI & CO
826,400$108.6B0.38%Put
50
XHBSPDR SERIES TRUST
2,357,412$107.3B0.37%Put
51
AFWALIGN TECHNOLOGY INC
369,099$103.0B0.36%Put
52
NUENUCOR CORP
1,796,233$101.1B0.35%Call
53
COFCAPITAL ONE FINL CORP
964,600$99.3B0.34%Put
54
LVLNSPDR SERIES TRUST
1,703,400$99.2B0.34%Put
55
EFAISHARES TR
1,407,500$97.7B0.34%Put
56
BACVERIZON COMMUNICATIONS INC
1,572,000$96.5B0.33%Call
57
NOWSERVICENOW INC
340,800$96.2B0.33%Put
58
EAELECTRONIC ARTS INC
875,900$94.2B0.33%Put
59
XOPUSDSPDR SERIES TRUST
3,963,758$93.9B0.33%Put
60
METAFACEBOOK INC
457,500$93.9B0.33%Put
61
FDXFEDEX CORP
614,339$92.9B0.32%Put
62
CSCOCISCO SYS INC
1,918,931$92.0B0.32%Put
63
XLNXEURXILINX INC
880,147$86.1B0.30%Put
64
IYTISHARES TR
440,000$86.0B0.30%Put
65
MUMICRON TECHNOLOGY INC
1,538,656$82.7B0.29%Put
66
INTCINTEL CORP
1,324,200$79.3B0.27%Put
67
ABTABBOTT LABS
912,300$79.2B0.27%Put
68
ILMNILLUMINA INC
234,928$77.9B0.27%Put
69
HUMHUMANA INC
211,400$77.5B0.27%Put
70
ATVIEURACTIVISION BLIZZARD INC
1,289,972$76.7B0.27%Put
71
BIIBBIOGEN INC
255,823$75.9B0.26%Put
72
EEMISHARES TR
1,684,782$75.6B0.26%Put
73
CAGCONAGRA BRANDS INC
2,178,900$74.6B0.26%Put
74
PNCPNC FINL SVCS GROUP INC
466,500$74.5B0.26%Call
75
WDCWESTERN DIGITAL CORP
1,131,812$71.8B0.25%Put
76
CVSCVS HEALTH CORP
963,611$71.6B0.25%Put
77
WFCWELLS FARGO CO NEW
1,324,128$71.2B0.25%Put
78
STZCONSTELLATION BRANDS INC
372,993$70.8B0.25%Put
79
URIUNITED RENTALS INC
420,000$70.0B0.24%Put
80
ADBEADOBE INC
205,140$67.7B0.23%Put
81
NTAPNETAPP INC
1,081,470$67.3B0.23%Put
82
XRTSPDR SERIES TRUST
1,441,591$66.3B0.23%Put
83
MCDMCDONALDS CORP
329,100$65.0B0.23%Put
84
TTDTHE TRADE DESK INC
246,091$63.9B0.22%Put
85
SWKSTANLEY BLACK & DECKER INC
382,200$63.3B0.22%Put
86
PHPARKER HANNIFIN CORP
303,900$62.5B0.22%Put
87
IGVISHARES TR
267,300$62.3B0.22%Put
88
VNQVANGUARD INDEX FDS
666,500$61.8B0.21%Call
89
XLYSELECT SECTOR SPDR TR
490,198$61.5B0.21%Put
90
WBAWALGREENS BOOTS ALLIANCE INC
993,100$58.6B0.20%Put
91
BLKCHFBLACKROCK INC
114,992$57.8B0.20%Put
92
BMYBRISTOL MYERS SQUIBB CO
895,191$57.5B0.20%Put
93
BXBLACKSTONE GROUP INC
1,021,800$57.2B0.20%Put
94
CVXCHEVRON CORP NEW
471,800$56.9B0.20%Put
95
TXNTEXAS INSTRS INC
441,900$56.7B0.20%Put
96
PGPROCTER & GAMBLE CO
453,600$56.7B0.20%Call
97
ETNEATON CORP PLC
591,200$56.0B0.19%Put
98
BRK/BBERKSHIRE HATHAWAY INC DEL
247,200$56.0B0.19%Put
99
ABBVABBVIE INC
632,038$56.0B0.19%Put
100
GEGENERAL ELECTRIC CO
4,974,500$55.5B0.19%Put
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