Twin Tree Management, LP Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$432.7M

Holdings

393

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (393 positions)

#	Stock	Shares	Value	% Portfolio	Type
201	IBMINTERNATIONAL BUSINESS MACHS	4,407	$667K	0.15%	Put
202	ELLAUDER ESTEE COS INC	7,043	$664K	0.15%	Put
203	MDLZMONDELEZ INTL INC	15,933	$640K	0.15%	Put
204	EMREMERSON ELEC CO	11,730	$638K	0.15%	Put
205	COOCOOPER COS INC	4,133	$636K	0.15%
206	ARMKARAMARK	19,216	$636K	0.15%	Put
207	XLFSELECT SECTOR SPDR TR	28,203	$635K	0.15%	Call
208	—BUNGE LIMITED	11,187	$634K	0.15%	Put
209	SPBSPECTRUM BRANDS HLDGS INC	5,772	$631K	0.15%
210	WATWATERS CORP	4,778	$630K	0.15%
211	MIC2EURMACQUARIE INFRASTRUCTURE COR	9,250	$624K	0.14%	Put
212	HFCUSDHOLLYFRONTIER CORP	17,603	$622K	0.14%
213	NEMNEWMONT MINING CORP	23,160	$616K	0.14%	Put
214	TIFEURTIFFANY & CO NEW	8,316	$610K	0.14%	Put
215	TWXCHFTIME WARNER INC	8,387	$608K	0.14%	Put
216	AWCAMERICAN WTR WKS CO INC NEW	8,810	$607K	0.14%
217	MANMANPOWERGROUP INC	7,396	$603K	0.14%	Put
218	OPLNKAR AUCTION SVCS INC	15,658	$597K	0.14%	Call
219	—WHOLE FOODS MKT INC	19,122	$595K	0.14%	Put
220	GWWGRAINGER W W INC	2,537	$592K	0.14%
221	ELVANTHEM INC	4,208	$585K	0.14%	Put
222	XLVSELECT SECTOR SPDR TR	8,539	$579K	0.13%	Put
223	MKLMARKEL CORP	647	$577K	0.13%	Put
224	IPGINTERPUBLIC GROUP COS INC	24,930	$572K	0.13%
225	WYNNWYNN RESORTS LTD	6,064	$567K	0.13%	Put
226	DVADAVITA HEALTHCARE PARTNERS I	7,692	$565K	0.13%	Call
227	—WHITEWAVE FOODS CO	13,621	$554K	0.13%	Put
228	MRO*MARATHON OIL CORP	49,461	$551K	0.13%	Put
229	CITCINTAS CORP	6,041	$543K	0.13%	Put
230	INTUINTUIT	5,201	$541K	0.13%
231	INGING GROEP N V	45,181	$539K	0.12%
232	VMWEURVMWARE INC	10,219	$535K	0.12%	Put
233	AWNADVANCE AUTO PARTS INC	3,329	$534K	0.12%
234	—YAHOO INC	14,201	$522K	0.12%	Put
235	WMTWAL-MART STORES INC	7,523	$515K	0.12%	Put
236	WCNWASTE CONNECTIONS INC	7,950	$513K	0.12%
237	—DU PONT E I DE NEMOURS & CO	8,021	$508K	0.12%	Put
238	CLSCA INC	16,425	$506K	0.12%
239	ACGLARCH CAP GROUP LTD	7,103	$505K	0.12%	Call
240	AXTAAXALTA COATING SYS LTD	17,132	$500K	0.12%
241	XELXCEL ENERGY INC	11,939	$499K	0.12%
242	SABRSABRE CORP	17,204	$498K	0.12%	Put
243	—XL GROUP PLC	13,468	$495K	0.11%	Call
244	AAALCOA INC	51,214	$490K	0.11%	Put
245	QSRRESTAURANT BRANDS INTL INC	12,592	$489K	0.11%
246	MCHPMICROSOFT CORP	8,814	$487K	0.11%
247	ETRAE TRADE FINANCIAL CORP	19,635	$481K	0.11%
248	VRSNVERISIGN INC	5,411	$479K	0.11%	Put
249	AZNASTRAZENECA PLC	16,994	$479K	0.11%
250	AALAMERICAN AIRLS GROUP INC	11,665	$478K	0.11%	Put
251	NKENIKE INC	7,663	$471K	0.11%	Put
252	GDGENERAL DYNAMICS CORP	3,562	$469K	0.11%	Put
253	PKGPACKAGING CORP AMER	7,686	$464K	0.11%	Put
254	ALKSALKERMES PLC	13,262	$453K	0.10%	Put
255	CMGCHIPOTLE MEXICAN GRILL INC	959	$451K	0.10%	Put
256	—L-3 COMMUNICATIONS HLDGS INC	3,793	$449K	0.10%
257	CUBECUBESMART	13,470	$448K	0.10%	Put
258	LULULULULEMON ATHLETICA INC	6,521	$441K	0.10%	Put
259	CTXSEURCITRIX SYS INC	5,573	$438K	0.10%	Put
260	ALBALBEMARLE CORP	6,825	$437K	0.10%	Put
261	—MONSANTO CO NEW	4,975	$437K	0.10%
262	DFSEURDISCOVER FINL SVCS	8,492	$432K	0.10%
263	CMCDN IMPERIAL BK COMM TORONTO	5,738	$429K	0.10%
264	MNSTMONSTER BEVERAGE CORP NEW	3,200	$427K	0.10%	Put
265	IRINGERSOLL-RAND PLC	6,854	$425K	0.10%	Put
266	LNTALLIANT ENERGY CORP	5,685	$422K	0.10%	Put
267	WTWWILLIS TOWERS WATSON PUB LTD	3,550	$421K	0.10%	Put
268	ENBENBRIDGE INC	10,785	$420K	0.10%	Put
269	FRTEURFEDERAL REALTY INVT TR	2,684	$419K	0.10%
270	HOGHARLEY DAVIDSON INC	8,132	$417K	0.10%
271	XYLXYLEM INC	10,185	$417K	0.10%
272	—PINNACLE FOODS INC DEL	9,307	$416K	0.10%	Call
273	NWLNEWELL RUBBERMAID INC	9,364	$415K	0.10%
274	LMTLOCKHEED MARTIN CORP	1,866	$413K	0.10%	Call
275	KELKELLOGG CO	5,259	$403K	0.09%
276	TJXTJX COS INC NEW	5,114	$401K	0.09%	Call
277	AEMAGNICO EAGLE MINES LTD	11,017	$399K	0.09%	Put
278	MCXMCCORMICK & CO INC	3,970	$395K	0.09%
279	MGAMAGNA INTL INC	9,166	$394K	0.09%	Put
280	GEGENERAL ELECTRIC CO	12,387	$394K	0.09%	Put
281	HBC2HSBC HLDGS PLC	12,447	$387K	0.09%	Put
282	OCOWENS CORNING NEW	8,181	$387K	0.09%
283	BALLBALL CORP	5,366	$383K	0.09%
284	DONSPDR DOW JONES INDL AVRG ETF	2,136	$377K	0.09%	Call
285	VOYAVOYA FINL INC	12,642	$376K	0.09%
286	BABOEING CO	2,941	$373K	0.09%	Put
287	—RANDGOLD RES LTD	4,094	$372K	0.09%	Put
288	SKAASKECHERS U S A INC	12,187	$371K	0.09%
289	KOCOCA COLA CO	7,847	$364K	0.08%	Put
290	NBL2EURNOBLE ENERGY INC	11,459	$361K	0.08%	Put
291	UEOWESTLAKE CHEM CORP	7,788	$361K	0.08%	Put
292	TTMCHFTATA MTRS LTD	12,376	$359K	0.08%	Put
293	LYBLYONDELLBASELL INDUSTRIES N	4,177	$358K	0.08%	Put
294	TRIPTRIPADVISOR INC	5,387	$358K	0.08%	Call
295	HDBHDFC BANK LTD	5,795	$357K	0.08%	Put
296	BKNGPRICELINE GRP INC	277	$357K	0.08%	Put
297	MLMMARTIN MARIETTA MATLS INC	2,230	$356K	0.08%	Put
298	PGPROCTER & GAMBLE CO	4,255	$351K	0.08%	Put
299	KRKROGER CO	9,016	$345K	0.08%	Call
300	AXSAXIS CAPITAL HOLDINGS LTD	6,216	$344K	0.08%	Call

PreviousPage 3 of 4Next