Twin Tree Management, LP Q3 2016 Filing
Filed November 15, 2016
Portfolio Value
$7.8B
Holdings
583
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (583 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | PEOEXELON CORP | 503,300 | $16.8B | 214.25% | Put |
| 102 | AALAMERICAN AIRLS GROUP INC | 455,322 | $16.7B | 213.17% | Put |
| 103 | NVDANVIDIA CORP | 240,520 | $16.5B | 210.74% | Put |
| 104 | WBAWALGREENS BOOTS ALLIANCE INC | 204,343 | $16.5B | 210.66% | Put |
| 105 | SLBSCHLUMBERGER LTD | 206,961 | $16.3B | 208.13% | Put |
| 106 | NKENIKE INC | 303,328 | $16.0B | 204.22% | Put |
| 107 | ILMNILLUMINA INC | 87,829 | $16.0B | 204.04% | Put |
| 108 | AMGNAMGEN INC | 93,963 | $15.7B | 200.43% | Put |
| 109 | TRGPTARGA RES CORP | 318,800 | $15.7B | 200.20% | Put |
| 110 | LLYLILLY ELI & CO | 194,974 | $15.6B | 200.10% | Put |
| 111 | LNCLINCOLN NATL CORP IND | 332,411 | $15.6B | 199.70% | Put |
| 112 | TAPMOLSON COORS BREWING CO | 140,900 | $15.5B | 197.84% | Put |
| 113 | UNHUNITEDHEALTH GROUP INC | 109,963 | $15.4B | 196.86% | Put |
| 114 | DONSPDR DOW JONES INDL AVRG ETF | 83,186 | $15.2B | 194.43% | Put |
| 115 | URIUNITED RENTALS INC | 192,837 | $15.1B | 193.55% | Put |
| 116 | VVISA INC | 181,995 | $15.1B | 192.48% | Put |
| 117 | —HARMAN INTL INDS INC | 175,376 | $14.8B | 189.38% | Put |
| 118 | VENVENTAS INC | 209,000 | $14.8B | 188.77% | Put |
| 119 | CFGCITIZENS FINL GROUP INC | 595,300 | $14.7B | 188.10% | Put |
| 120 | MAMASTERCARD INCORPORATED | 141,802 | $14.4B | 184.55% | Put |
| 121 | YUMYUM BRANDS INC | 155,235 | $14.1B | 180.27% | Put |
| 122 | VIABVIACOM INC NEW | 365,485 | $13.9B | 178.05% | Put |
| 123 | SLG2EURSL GREEN RLTY CORP | 127,900 | $13.8B | 176.80% | Put |
| 124 | MOSMOSAIC CO NEW | 556,008 | $13.6B | 173.90% | Put |
| 125 | PEPPEPSICO INC | 122,700 | $13.3B | 170.66% | Put |
| 126 | ETNEATON CORP PLC | 200,492 | $13.2B | 168.46% | Put |
| 127 | —YAHOO INC | 305,400 | $13.2B | 168.32% | Call |
| 128 | PFEPFIZER INC | 384,508 | $13.0B | 166.53% | Put |
| 129 | FDO.FMACYS INC | 341,042 | $12.6B | 161.57% | Put |
| 130 | RLRALPH LAUREN CORP | 124,813 | $12.6B | 161.42% | Put |
| 131 | TTMCHFTATA MTRS LTD | 307,570 | $12.3B | 157.25% | Put |
| 132 | SAPSAP SE | 131,774 | $12.0B | 154.04% | Put |
| 133 | XMESPDR SERIES TRUST | 449,142 | $11.9B | 152.32% | Put |
| 134 | AKAMAKAMAI TECHNOLOGIES INC | 223,795 | $11.9B | 151.65% | Put |
| 135 | —DELPHI AUTOMOTIVE PLC | 164,313 | $11.7B | 149.86% | Put |
| 136 | ENBENBRIDGE INC | 260,851 | $11.5B | 147.53% | Put |
| 137 | DYHTARGET CORP | 162,965 | $11.2B | 143.12% | Put |
| 138 | CNRCANADIAN NATL RY CO | 170,329 | $11.1B | 142.45% | Put |
| 139 | BBTUSDBB&T CORP | 286,400 | $10.8B | 138.14% | Put |
| 140 | MARMARRIOTT INTL INC NEW | 158,718 | $10.7B | 136.65% | Put |
| 141 | TECK/BTECK RESOURCES LTD | 583,500 | $10.5B | 134.52% | Put |
| 142 | WYWEYERHAEUSER CO | 328,900 | $10.5B | 134.33% | Put |
| 143 | HOGHARLEY DAVIDSON INC | 199,191 | $10.5B | 133.96% | Put |
| 144 | NSCNORFOLK SOUTHERN CORP | 106,899 | $10.4B | 132.67% | Put |
| 145 | APCANADARKO PETE CORP | 163,600 | $10.4B | 132.54% | Put |
| 146 | AZOAUTOZONE INC | 13,461 | $10.3B | 132.27% | Put |
| 147 | RYROYAL BANK OF CANADA | 166,737 | $10.3B | 132.11% | Put |
| 148 | AMATAPPLIED MATLS INC | 341,137 | $10.3B | 131.52% | Put |
| 149 | COSTCOSTCO WHSL CORP NEW | 67,369 | $10.3B | 131.39% | Put |
| 150 | AIGAMERICAN INTL GROUP INC | 172,910 | $10.3B | 131.20% | Put |
| 151 | DISDISNEY WALT CO | 110,434 | $10.3B | 131.14% | Put |
| 152 | —SUNTRUST BKS INC | 233,600 | $10.2B | 130.84% | Put |
| 153 | PKGPACKAGING CORP AMER | 125,820 | $10.2B | 130.74% | Put |
| 154 | OHIOMEGA HEALTHCARE INVS INC | 288,328 | $10.2B | 130.70% | Put |
| 155 | BRK/BBERKSHIRE HATHAWAY INC DEL | 69,908 | $10.1B | 129.14% | Put |
| 156 | GMGENERAL MTRS CO | 316,800 | $10.1B | 128.69% | Put |
| 157 | CVSCVS HEALTH CORP | 112,800 | $10.0B | 128.36% | Put |
| 158 | TIFEURTIFFANY & CO NEW | 137,488 | $10.0B | 127.70% | Put |
| 159 | SCHWSCHWAB CHARLES CORP NEW | 302,849 | $9.6B | 122.26% | Put |
| 160 | MCOMOODYS CORP | 88,137 | $9.5B | 122.04% | Put |
| 161 | DALDELTA AIR LINES INC DEL | 242,150 | $9.5B | 121.88% | Put |
| 162 | ADBEADOBE SYS INC | 86,782 | $9.4B | 120.46% | Put |
| 163 | SPGSIMON PPTY GROUP INC NEW | 45,000 | $9.3B | 119.12% | Put |
| 164 | EBAEBAY INC | 273,498 | $9.0B | 115.06% | Put |
| 165 | NXPINXP SEMICONDUCTORS N V | 86,835 | $8.9B | 113.27% | Call |
| 166 | PRUPRUDENTIAL FINL INC | 107,500 | $8.8B | 112.24% | Put |
| 167 | STXSEAGATE TECHNOLOGY PLC | 227,274 | $8.8B | 112.03% | Call |
| 168 | AEMAGNICO EAGLE MINES LTD | 161,244 | $8.7B | 111.71% | Put |
| 169 | SESPECTRA ENERGY CORP | 201,200 | $8.6B | 109.99% | Put |
| 170 | USBUS BANCORP DEL | 196,836 | $8.4B | 107.95% | Put |
| 171 | SWN1EURSOUTHWESTERN ENERGY CO | 605,850 | $8.4B | 107.22% | Put |
| 172 | HESHESS CORP | 156,252 | $8.4B | 107.13% | Put |
| 173 | BACVERIZON COMMUNICATIONS INC | 158,194 | $8.2B | 105.15% | Put |
| 174 | MURMURPHY OIL CORP | 269,596 | $8.2B | 104.81% | Put |
| 175 | SYKSTRYKER CORP | 70,100 | $8.2B | 104.36% | Put |
| 176 | WCGEURWELLCARE HEALTH PLANS INC | 69,439 | $8.1B | 103.96% | Put |
| 177 | —BARCLAYS BK PLC | 237,000 | $8.1B | 103.26% | Put |
| 178 | CRCCANADIAN NAT RES LTD | 249,870 | $8.0B | 102.36% | Put |
| 179 | INTCINTEL CORP | 211,076 | $8.0B | 101.89% | Put |
| 180 | MKLMARKEL CORP | 8,542 | $7.9B | 101.46% | Put |
| 181 | SYMCEURSYMANTEC CORP | 310,196 | $7.8B | 99.56% | |
| 182 | —HCP INC | 199,000 | $7.6B | 96.57% | Put |
| 183 | OXYOCCIDENTAL PETE CORP DEL | 102,240 | $7.5B | 95.33% | Put |
| 184 | CBRECBRE GROUP INC | 264,758 | $7.4B | 94.73% | Put |
| 185 | BMYBRISTOL MYERS SQUIBB CO | 137,379 | $7.4B | 94.72% | Put |
| 186 | ABJAABB LTD | 323,149 | $7.3B | 93.02% | Put |
| 187 | JLLJONES LANG LASALLE INC | 63,764 | $7.3B | 92.77% | Put |
| 188 | IRINGERSOLL-RAND PLC | 105,501 | $7.2B | 91.66% | Put |
| 189 | —GOLDCORP INC NEW | 431,507 | $7.1B | 91.16% | Put |
| 190 | EAELECTRONIC ARTS INC | 82,958 | $7.1B | 90.60% | Put |
| 191 | ABMDEURABIOMED INC | 53,600 | $6.9B | 88.13% | Put |
| 192 | HALHALLIBURTON CO | 148,014 | $6.6B | 84.95% | Put |
| 193 | AYIACUITY BRANDS INC | 25,067 | $6.6B | 84.82% | Put |
| 194 | AXPAMERICAN EXPRESS CO | 103,081 | $6.6B | 84.41% | Put |
| 195 | AVBAVALONBAY CMNTYS INC | 36,600 | $6.5B | 83.23% | Call |
| 196 | BKRBAKER HUGHES INC | 128,060 | $6.5B | 82.65% | Put |
| 197 | XLFSELECT SECTOR SPDR TR | 334,436 | $6.5B | 82.54% | |
| 198 | VFCV F CORP | 114,566 | $6.4B | 82.11% | Put |
| 199 | MOALTRIA GROUP INC | 99,600 | $6.3B | 80.54% | Put |
| 200 | —WHOLE FOODS MKT INC | 219,194 | $6.2B | 79.46% | Put |