Twin Tree Management, LP Q3 2019 Filing

Filed November 12, 2019

Portfolio Value

$25.2T

Holdings

736

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (736 positions)

#StockSharesValue% PortfolioType
1
SPYSPDR S&P 500 ETF TR
23,844,500$7.1T28.09%Put
2
NDQINVESCO CAPITAL MANAGEMENT L
6,446,000$1.2T4.83%Put
3
GQ9SPDR GOLD TRUST
7,262,014$1.0T4.00%Put
4
GDXVANECK VECTORS ETF TR
20,016,500$534.6B2.12%Put
5
XLESELECT SECTOR SPDR TR
8,976,800$531.4B2.11%Put
6
EWZISHARES INC
8,971,614$378.0B1.50%Put
7
SMHVANECK VECTORS ETF TR
3,094,016$368.6B1.46%Put
8
IWMISHARES TR
2,113,200$319.8B1.27%Put
9
GOOGLALPHABET INC
233,805$285.5B1.13%Put
10
XBISPDR SERIES TRUST
3,638,300$277.4B1.10%Put
11
UNHUNITEDHEALTH GROUP INC
1,075,737$233.8B0.93%Put
12
SLVISHARES SILVER TRUST
14,571,005$232.0B0.92%Put
13
DISDISNEY WALT CO
1,466,957$191.2B0.76%Put
14
NKENIKE INC
2,019,377$189.7B0.75%Put
15
XMESPDR SERIES TRUST
7,438,692$189.3B0.75%Put
16
AAPLAPPLE INC
826,100$185.0B0.73%Put
17
MSFTMICROSOFT CORP
1,279,617$177.9B0.71%Put
18
BKNGBOOKING HOLDINGS INC
90,392$177.4B0.70%Put
19
IYRISHARES TR
1,781,943$166.7B0.66%Put
20
VNQVANGUARD INDEX FDS
1,762,700$164.4B0.65%Put
21
MAMASTERCARD INCORPORATED
597,042$162.1B0.64%Put
22
EEMISHARES TR
3,957,836$161.8B0.64%Put
23
STZCONSTELLATION BRANDS INC
769,100$159.4B0.63%Put
24
AMZNAMAZON COM INC
90,181$156.5B0.62%Put
25
ASHRDBX ETF TR
5,690,580$154.2B0.61%Put
26
XLVSELECT SECTOR SPDR TR
1,699,000$153.1B0.61%Put
27
CICIGNA CORP NEW
1,005,685$152.7B0.61%Put
28
BDXBECTON DICKINSON & CO
599,003$151.5B0.60%Put
29
MRKMERCK & CO INC
1,789,400$150.6B0.60%Put
30
DONSPDR DOW JONES INDL AVRG ETF
548,000$147.5B0.59%Put
31
JPMJPMORGAN CHASE & CO
1,183,800$139.3B0.55%Call
32
CVXCHEVRON CORP NEW
1,156,600$137.2B0.54%Put
33
FDXFEDEX CORP
924,720$134.6B0.53%Put
34
XOMEXXON MOBIL CORP
1,904,900$134.5B0.53%Put
35
BABAALIBABA GROUP HLDG LTD
800,696$133.9B0.53%Put
36
UPSUNITED PARCEL SERVICE, INC.
1,117,100$133.9B0.53%Put
37
XLYSELECT SECTOR SPDR TR
1,087,228$131.2B0.52%Put
38
BACVERIZON COMMUNICATIONS INC
2,129,200$128.5B0.51%Call
39
BABOEING CO
317,000$120.6B0.48%Put
40
ISRGINTUITIVE SURGICAL INC
214,212$115.7B0.46%Put
41
VVISA INC
658,314$113.2B0.45%Put
42
TRVCCITIGROUP INC
1,613,300$111.4B0.44%Put
43
PYPLPAYPAL HLDGS INC
1,047,300$108.5B0.43%Put
44
METAFACEBOOK INC
608,001$108.3B0.43%Put
45
AMDADVANCED MICRO DEVICES INC
3,716,079$107.7B0.43%Put
46
TIFEURTIFFANY & CO NEW
1,151,523$106.7B0.42%Put
47
XHBSPDR SERIES TRUST
2,418,854$106.6B0.42%Put
48
XLKSELECT SECTOR SPDR TR
1,254,400$101.0B0.40%Put
49
EFAISHARES TR
1,495,400$97.5B0.39%Call
50
IYTISHARES TR
511,497$95.2B0.38%Put
51
XYZSQUARE INC
1,461,189$90.5B0.36%Put
52
BRK/BBERKSHIRE HATHAWAY INC DEL
429,392$89.3B0.35%Put
53
BIIBBIOGEN INC
380,107$88.5B0.35%Put
54
BMYBRISTOL MYERS SQUIBB CO
1,735,800$88.0B0.35%Put
55
BUDANHEUSER BUSCH INBEV SA/NV
922,280$87.8B0.35%Put
56
INTCINTEL CORP
1,669,878$86.0B0.34%Put
57
CRMSALESFORCE COM INC
570,694$84.7B0.34%Put
58
NOCNORTHROP GRUMMAN CORP
222,300$83.3B0.33%Put
59
NXPINXP SEMICONDUCTORS N V
762,900$83.2B0.33%Put
60
WBAWALGREENS BOOTS ALLIANCE INC
1,471,956$81.4B0.32%Put
61
COFCAPITAL ONE FINL CORP
885,900$80.6B0.32%Put
62
NUENUCOR CORP
1,575,100$80.2B0.32%Call
63
ELVANTHEM INC
329,659$79.2B0.31%Put
64
IBMINTERNATIONAL BUSINESS MACHS
543,000$79.0B0.31%Put
65
DEDEERE & CO
467,200$78.8B0.31%Put
66
VLOVALERO ENERGY CORP NEW
922,200$78.6B0.31%Put
67
XLUSELECT SECTOR SPDR TR
1,179,000$76.3B0.30%Put
68
BXBLACKSTONE GROUP INC
1,519,291$74.2B0.29%Put
69
NVDANVIDIA CORP
424,053$73.8B0.29%Put
70
GDXJVANECK VECTORS ETF TR
1,909,279$69.2B0.27%Put
71
EAELECTRONIC ARTS INC
707,482$69.2B0.27%Put
72
DDDUPONT DE NEMOURS INC
960,700$68.5B0.27%Put
73
QCOMQUALCOMM INC
891,926$68.0B0.27%Put
74
LULULULULEMON ATHLETICA INC
344,819$66.4B0.26%Put
75
KOCOCA COLA CO
1,112,900$60.6B0.24%Put
76
AMATAPPLIED MATLS INC
1,193,500$59.6B0.24%Put
77
TSMTAIWAN SEMICONDUCTOR MFG LTD
1,270,313$59.0B0.23%Put
78
AMGNAMGEN INC
304,600$58.9B0.23%Put
79
ABTABBOTT LABS
693,800$58.0B0.23%Put
80
LINLINDE PLC
299,500$58.0B0.23%Put
81
XOPUSDSPDR SERIES TRUST
2,554,579$57.1B0.23%Put
82
COPCONOCOPHILLIPS
999,915$57.0B0.23%Put
83
EOGEOG RES INC
751,400$55.8B0.22%Put
84
ATVIEURACTIVISION BLIZZARD INC
1,018,959$53.9B0.21%Put
85
NSCNORFOLK SOUTHERN CORP
291,600$52.4B0.21%Put
86
CSCOCISCO SYS INC
1,051,269$51.9B0.21%Put
87
TAT&T INC
1,364,600$51.6B0.20%Put
88
AIGAMERICAN INTL GROUP INC
909,082$50.6B0.20%Put
89
ROKUROKU INC
496,088$50.5B0.20%Put
90
ADBEADOBE INC
178,273$49.2B0.20%Put
91
LVLNSPDR SERIES TRUST
932,758$49.2B0.20%Put
92
GEGENERAL ELECTRIC CO
5,467,726$48.9B0.19%Put
93
WDCWESTERN DIGITAL CORP
815,400$48.6B0.19%Put
94
CAGCONAGRA BRANDS INC
1,553,900$47.7B0.19%Put
95
NFLXNETFLIX INC
173,762$46.5B0.18%Put
96
4I1PHILIP MORRIS INTL INC
610,200$46.3B0.18%Put
97
ASMLASML HOLDING N V
186,100$46.2B0.18%Put
98
HUMHUMANA INC
180,700$46.2B0.18%Put
99
TWTRUSDTWITTER INC
1,104,320$45.5B0.18%Put
100
ABBVABBVIE INC
592,300$44.8B0.18%Put
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