Twin Tree Management, LP Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$6.4B
Holdings
579
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (579 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | EMREMERSON ELEC CO | 40,200 | $2.1B | 32.86% | Put |
| 302 | XLISELECT SECTOR SPDR TR | 36,724 | $2.1B | 32.23% | Call |
| 303 | STSENSATA TECHNOLOGIES HLDG NV | 58,925 | $2.1B | 32.21% | Put |
| 304 | ROPROPER TECHNOLOGIES INC | 11,703 | $2.0B | 31.27% | Put |
| 305 | EDCONSOLIDATED EDISON INC | 24,800 | $2.0B | 31.26% | Call |
| 306 | PSAPUBLIC STORAGE | 7,704 | $2.0B | 30.85% | Put |
| 307 | KMBKIMBERLY CLARK CORP | 14,308 | $2.0B | 30.82% | Put |
| 308 | KEYKEYCORP NEW | 177,948 | $2.0B | 30.82% | Put |
| 309 | HIIHUNTINGTON INGALLS INDS INC | 11,525 | $1.9B | 30.35% | |
| 310 | —MEAD JOHNSON NUTRITION CO | 21,278 | $1.9B | 30.25% | Put |
| 311 | QRVOQORVO INC | 34,938 | $1.9B | 30.25% | Put |
| 312 | UNMUNUM GROUP | 60,436 | $1.9B | 30.10% | Put |
| 313 | NRANRG ENERGY INC | 127,876 | $1.9B | 30.04% | Put |
| 314 | BBYBEST BUY INC | 62,535 | $1.9B | 29.97% | Put |
| 315 | CTXSEURCITRIX SYS INC | 23,821 | $1.9B | 29.89% | Put |
| 316 | JAZZJAZZ PHARMACEUTICALS PLC | 13,500 | $1.9B | 29.88% | Put |
| 317 | PSXPHILLIPS 66 | 23,866 | $1.9B | 29.67% | Put |
| 318 | SJMSMUCKER J M CO | 12,255 | $1.9B | 29.27% | Put |
| 319 | LRCXEURLAM RESEARCH CORP | 22,022 | $1.9B | 29.02% | Put |
| 320 | PCGPG&E CORP | 28,203 | $1.8B | 28.25% | |
| 321 | —TESORO CORP | 24,000 | $1.8B | 28.17% | Put |
| 322 | SPGSIMON PPTY GROUP INC NEW | 8,200 | $1.8B | 27.87% | Put |
| 323 | FISFIDELITY NATL INFORMATION SV | 24,120 | $1.8B | 27.86% | Put |
| 324 | XLKSELECT SECTOR SPDR TR | 39,900 | $1.7B | 27.11% | Put |
| 325 | FDO.FMACYS INC | 50,640 | $1.7B | 26.67% | Put |
| 326 | ABGAMERISOURCEBERGEN CORP | 21,441 | $1.7B | 26.64% | Put |
| 327 | CIKCREDIT SUISSE GROUP | 153,920 | $1.6B | 25.79% | Put |
| 328 | DGXQUEST DIAGNOSTICS INC | 20,115 | $1.6B | 25.66% | Call |
| 329 | LLOEWS CORP | 38,415 | $1.6B | 24.74% | Put |
| 330 | TSLATESLA MTRS INC | 7,279 | $1.5B | 24.22% | Put |
| 331 | ACNACCENTURE PLC IRELAND | 13,652 | $1.5B | 24.22% | Put |
| 332 | EWEDWARDS LIFESCIENCES CORP | 15,336 | $1.5B | 23.96% | Put |
| 333 | HASHASBRO INC | 18,010 | $1.5B | 23.71% | Put |
| 334 | MCOMOODYS CORP | 15,919 | $1.5B | 23.38% | Put |
| 335 | AAALCOA INC | 159,110 | $1.5B | 23.11% | Put |
| 336 | SNASNAP ON INC | 9,300 | $1.5B | 23.00% | Call |
| 337 | ALBALBEMARLE CORP | 18,486 | $1.5B | 22.97% | Put |
| 338 | CTRACABOT OIL & GAS CORP | 55,770 | $1.4B | 22.50% | |
| 339 | —DELPHI AUTOMOTIVE PLC | 22,360 | $1.4B | 21.92% | Put |
| 340 | —HCP INC | 39,552 | $1.4B | 21.92% | Put |
| 341 | CFCF INDS HLDGS INC | 56,300 | $1.4B | 21.26% | Put |
| 342 | AZNASTRAZENECA PLC | 44,800 | $1.4B | 21.20% | Call |
| 343 | FMXFOMENTO ECONOMICO MEXICANO S | 14,425 | $1.3B | 20.92% | Put |
| 344 | BALLBALL CORP | 18,300 | $1.3B | 20.73% | Put |
| 345 | SPBSPECTRUM BRANDS HLDGS INC | 10,907 | $1.3B | 20.38% | |
| 346 | SYMCEURSYMANTEC CORP | 62,971 | $1.3B | 20.27% | Put |
| 347 | FEFIRSTENERGY CORP | 37,008 | $1.3B | 20.24% | Call |
| 348 | PNRPENTAIR PLC | 21,892 | $1.3B | 19.99% | Put |
| 349 | —CIVISTA BANCSHARES INC | 30,029 | $1.3B | 19.76% | |
| 350 | DGDOLLAR GEN CORP NEW | 13,393 | $1.3B | 19.73% | Put |
| 351 | CMICUMMINS INC | 11,187 | $1.3B | 19.71% | Put |
| 352 | —ST JUDE MED INC | 15,998 | $1.2B | 19.55% | |
| 353 | WOOFOOT LOCKER INC | 22,463 | $1.2B | 19.32% | Call |
| 354 | DEODIAGEO P L C | 10,900 | $1.2B | 19.27% | Call |
| 355 | NNNNATIONAL RETAIL PPTYS INC | 23,766 | $1.2B | 19.26% | |
| 356 | HOLXHOLOGIC INC | 35,453 | $1.2B | 19.22% | Put |
| 357 | ISRGINTUITIVE SURGICAL INC | 1,843 | $1.2B | 19.10% | |
| 358 | SEESEALED AIR CORP NEW | 25,854 | $1.2B | 18.61% | Put |
| 359 | NEENEXTERA ENERGY INC | 9,000 | $1.2B | 18.39% | Call |
| 360 | OPLNKAR AUCTION SVCS INC | 28,096 | $1.2B | 18.38% | |
| 361 | TXTTEXTRON INC | 31,614 | $1.2B | 18.11% | Put |
| 362 | CDWCDW CORP | 28,393 | $1.1B | 17.83% | |
| 363 | NUENUCOR CORP | 22,949 | $1.1B | 17.77% | Put |
| 364 | AESAES CORP | 88,800 | $1.1B | 17.36% | Put |
| 365 | LENLENNAR CORP | 23,832 | $1.1B | 17.20% | Put |
| 366 | ADIANALOG DEVICES INC | 19,312 | $1.1B | 17.14% | Put |
| 367 | STZCONSTELLATION BRANDS INC | 6,600 | $1.1B | 17.11% | Put |
| 368 | —WHITEWAVE FOODS CO | 23,076 | $1.1B | 16.97% | Put |
| 369 | —REYNOLDS AMERICAN INC | 19,870 | $1.1B | 16.80% | |
| 370 | ZTSZOETIS INC | 22,464 | $1.1B | 16.70% | Put |
| 371 | CPBCAMPBELL SOUP CO | 15,955 | $1.1B | 16.62% | Call |
| 372 | IFFINTERNATIONAL FLAVORS&FRAGRA | 8,318 | $1.0B | 16.42% | Put |
| 373 | KMXCARMAX INC | 21,235 | $1.0B | 16.31% | Put |
| 374 | ZIONZIONS BANCORPORATION | 41,415 | $1.0B | 16.29% | Put |
| 375 | CBCHUBB LIMITED | 7,800 | $1.0B | 15.98% | Call |
| 376 | PPLPPL CORP | 26,700 | $1.0B | 15.79% | Put |
| 377 | MNSTMONSTER BEVERAGE CORP NEW | 6,231 | $1.0B | 15.70% | Put |
| 378 | TSNTYSON FOODS INC | 14,884 | $994.0M | 15.57% | Call |
| 379 | FLSFLOWSERVE CORP | 22,000 | $994.0M | 15.57% | Call |
| 380 | MIDDMIDDLEBY CORP | 8,600 | $991.0M | 15.53% | Put |
| 381 | AOSSMITH A O | 10,870 | $958.0M | 15.01% | |
| 382 | DPZDOMINOS PIZZA INC | 7,236 | $951.0M | 14.90% | |
| 383 | MURMURPHY OIL CORP | 29,546 | $938.0M | 14.70% | Put |
| 384 | BCRUSDBARD C R INC | 3,975 | $934.0M | 14.63% | Put |
| 385 | CDNSCADENCE DESIGN SYSTEM INC | 37,909 | $921.0M | 14.43% | |
| 386 | NCLHNORWEGIAN CRUISE LINE HLDGS | 22,958 | $915.0M | 14.34% | Put |
| 387 | PG4PRINCIPAL FINL GROUP INC | 22,228 | $914.0M | 14.32% | Put |
| 388 | MMM3M CO | 5,200 | $911.0M | 14.27% | Put |
| 389 | FFIVF5 NETWORKS INC | 7,850 | $894.0M | 14.01% | |
| 390 | ASHASHLAND INC NEW | 7,653 | $878.0M | 13.76% | |
| 391 | OHIOMEGA HEALTHCARE INVS INC | 25,364 | $861.0M | 13.49% | Put |
| 392 | CHTRCHARTER COMMUNICATIONS INC N | 3,710 | $848.0M | 13.29% | |
| 393 | BWABORGWARNER INC | 27,897 | $823.0M | 12.89% | Put |
| 394 | WCNWASTE CONNECTIONS INC | 11,290 | $813.0M | 12.74% | |
| 395 | —AGRIUM INC | 8,925 | $807.0M | 12.64% | |
| 396 | FSLRFIRST SOLAR INC | 16,377 | $794.0M | 12.44% | Put |
| 397 | —TYCO INTL PLC | 18,300 | $780.0M | 12.22% | |
| 398 | WMWASTE MGMT INC DEL | 11,674 | $774.0M | 12.13% | Put |
| 399 | VMWEURVMWARE INC | 13,399 | $766.0M | 12.00% | Put |
| 400 | FLT1EURFLEETCOR TECHNOLOGIES INC | 5,292 | $757.0M | 11.86% |