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 |
|---|---|---|---|---|---|
| 201 | PGPROCTER AND GAMBLE CO | 66,400 | $6.0B | 76.20% | Call |
| 202 | ZIONZIONS BANCORPORATION | 187,300 | $5.8B | 74.30% | Put |
| 203 | TSCOTRACTOR SUPPLY CO | 85,343 | $5.7B | 73.49% | Put |
| 204 | NEMNEWMONT MINING CORP | 145,672 | $5.7B | 73.18% | Put |
| 205 | MDLZMONDELEZ INTL INC | 129,183 | $5.7B | 72.52% | Put |
| 206 | KOCOCA COLA CO | 133,228 | $5.6B | 72.11% | Put |
| 207 | TFXTELEFLEX INC | 32,772 | $5.5B | 70.42% | Put |
| 208 | —AMERICAN CAPITAL AGENCY CORP | 280,000 | $5.5B | 69.96% | Put |
| 209 | NVSNNOVARTIS A G | 69,280 | $5.5B | 69.95% | Put |
| 210 | NTAPNETAPP INC | 151,524 | $5.4B | 69.40% | Put |
| 211 | XRTSPDR SERIES TRUST | 123,768 | $5.4B | 68.92% | Put |
| 212 | UTXZUNITED TECHNOLOGIES CORP | 52,727 | $5.4B | 68.50% | Put |
| 213 | PHPARKER HANNIFIN CORP | 42,670 | $5.4B | 68.49% | Put |
| 214 | CAHCARDINAL HEALTH INC | 68,200 | $5.3B | 67.76% | Put |
| 215 | —MICHAEL KORS HLDGS LTD | 112,514 | $5.3B | 67.31% | Call |
| 216 | DUKDUKE ENERGY CORP NEW | 64,856 | $5.2B | 66.39% | Put |
| 217 | SRCLSTERICYCLE INC | 63,979 | $5.1B | 65.56% | Put |
| 218 | NBL2EURNOBLE ENERGY INC | 142,667 | $5.1B | 65.20% | Put |
| 219 | CCLCARNIVAL CORP | 103,961 | $5.1B | 64.90% | Put |
| 220 | ADSKAUTODESK INC | 69,568 | $5.0B | 64.35% | Put |
| 221 | HDBHDFC BANK LTD | 69,728 | $5.0B | 64.10% | |
| 222 | CIKCREDIT SUISSE GROUP | 373,412 | $4.9B | 62.75% | Put |
| 223 | MPCMARATHON PETE CORP | 119,817 | $4.9B | 62.19% | Put |
| 224 | MCXMCCORMICK & CO INC | 47,584 | $4.8B | 60.80% | Put |
| 225 | BDXBECTON DICKINSON & CO | 26,295 | $4.7B | 60.43% | Put |
| 226 | PRGOPERRIGO CO PLC | 49,431 | $4.6B | 58.36% | Call |
| 227 | FLRFLUOR CORP NEW | 88,335 | $4.5B | 57.97% | Put |
| 228 | PSXPHILLIPS 66 | 55,826 | $4.5B | 57.49% | Put |
| 229 | BENFRANKLIN RES INC | 126,049 | $4.5B | 57.33% | Put |
| 230 | FFORD MTR CO DEL | 362,237 | $4.4B | 55.91% | Put |
| 231 | CMACOMERICA INC | 92,209 | $4.4B | 55.79% | Put |
| 232 | CFCF INDS HLDGS INC | 178,726 | $4.4B | 55.65% | Put |
| 233 | VLOVALERO ENERGY CORP NEW | 80,674 | $4.3B | 54.68% | Put |
| 234 | CTLEURCENTURYLINK INC | 155,800 | $4.3B | 54.65% | Call |
| 235 | FDXFEDEX CORP | 23,732 | $4.1B | 53.00% | Put |
| 236 | —TESARO INC | 41,000 | $4.1B | 52.56% | Put |
| 237 | MFCMANULIFE FINL CORP | 289,878 | $4.1B | 52.31% | Put |
| 238 | EXPEEXPEDIA INC DEL | 34,800 | $4.1B | 51.93% | Put |
| 239 | BF/BBROWN FORMAN CORP | 85,527 | $4.1B | 51.89% | Put |
| 240 | POT1EURPOTASH CORP SASK INC | 247,116 | $4.0B | 51.56% | Put |
| 241 | BMTABRITISH AMERN TOB PLC | 31,433 | $4.0B | 51.32% | Put |
| 242 | BNSBANK N S HALIFAX | 75,396 | $4.0B | 51.09% | Put |
| 243 | SPLKCHFSPLUNK INC | 67,700 | $4.0B | 50.79% | Put |
| 244 | SJMSMUCKER J M CO | 29,300 | $4.0B | 50.78% | Put |
| 245 | BERYEURBERRY PLASTICS GROUP INC | 90,267 | $4.0B | 50.61% | Put |
| 246 | —WHITEWAVE FOODS CO | 71,933 | $3.9B | 50.06% | |
| 247 | RIORIO TINTO PLC | 116,200 | $3.9B | 49.63% | Call |
| 248 | WRKUSDWESTROCK CO | 80,017 | $3.9B | 49.62% | Put |
| 249 | LOWLOWES COS INC | 53,400 | $3.9B | 49.31% | Put |
| 250 | DEODIAGEO P L C | 33,178 | $3.9B | 49.23% | Put |
| 251 | FMXFOMENTO ECONOMICO MEXICANO S | 41,400 | $3.8B | 48.73% | Put |
| 252 | MDTMEDTRONIC PLC | 43,800 | $3.8B | 48.39% | Call |
| 253 | JPMJPMORGAN CHASE & CO | 149,900 | $3.7B | 47.21% | |
| 254 | —SILVER WHEATON CORP | 136,477 | $3.7B | 47.17% | |
| 255 | HBC2HSBC HLDGS PLC | 96,400 | $3.6B | 46.37% | Call |
| 256 | CNCCENTENE CORP DEL | 53,976 | $3.6B | 46.23% | Put |
| 257 | RRCRANGE RES CORP | 93,191 | $3.6B | 46.18% | Put |
| 258 | VAREURVARIAN MED SYS INC | 35,571 | $3.5B | 45.28% | Put |
| 259 | BSXBOSTON SCIENTIFIC CORP | 145,831 | $3.5B | 44.37% | Put |
| 260 | UAAUNDER ARMOUR INC | 89,239 | $3.5B | 44.14% | Put |
| 261 | SPGIS&P GLOBAL INC | 27,200 | $3.4B | 44.01% | Put |
| 262 | HRSEURHARRIS CORP(NYS) | 37,534 | $3.4B | 43.96% | Put |
| 263 | TMUST MOBILE US INC | 73,456 | $3.4B | 43.89% | |
| 264 | TRPTRANSCANADA CORP | 71,495 | $3.4B | 43.48% | Put |
| 265 | GLWCORNING INC | 139,900 | $3.3B | 42.31% | Put |
| 266 | MIC2EURMACQUARIE INFRASTRUCTURE COR | 39,574 | $3.3B | 42.12% | Put |
| 267 | —RANDGOLD RES LTD | 32,776 | $3.3B | 41.94% | Put |
| 268 | JWNUSDNORDSTROM INC | 58,979 | $3.1B | 39.13% | Put |
| 269 | KELKELLOGG CO | 39,095 | $3.0B | 38.73% | |
| 270 | SYFSYNCHRONY FINL | 108,109 | $3.0B | 38.71% | |
| 271 | MAAMID-AMER APT CMNTYS INC | 32,041 | $3.0B | 38.50% | Put |
| 272 | —LINKEDIN CORP | 15,584 | $3.0B | 38.08% | Put |
| 273 | TSNTYSON FOODS INC | 39,490 | $2.9B | 37.71% | |
| 274 | FMCF M C CORP | 60,913 | $2.9B | 37.66% | Put |
| 275 | XLKSELECT SECTOR SPDR TR | 61,000 | $2.9B | 37.28% | Call |
| 276 | RHT1EURRED HAT INC | 36,047 | $2.9B | 37.26% | Put |
| 277 | PNRPENTAIR PLC | 44,619 | $2.9B | 36.66% | Call |
| 278 | KHCKRAFT HEINZ CO | 31,894 | $2.9B | 36.51% | Put |
| 279 | SPBSPECTRUM BRANDS HLDGS INC | 20,636 | $2.8B | 36.33% | |
| 280 | HIGHARTFORD FINANCIAL SVCS GRP | 64,911 | $2.8B | 35.54% | Put |
| 281 | XLNXEURXILINX INC | 51,061 | $2.8B | 35.49% | Put |
| 282 | BBYBEST BUY CO INC | 72,101 | $2.8B | 35.19% | Put |
| 283 | TMTOYOTA MOTOR CORP | 23,200 | $2.7B | 34.44% | Call |
| 284 | UEOWESTLAKE CHEM CORP | 49,606 | $2.7B | 33.94% | |
| 285 | TELTE CONNECTIVITY LTD | 40,836 | $2.6B | 33.62% | |
| 286 | OPLNKAR AUCTION SVCS INC | 60,588 | $2.6B | 33.44% | |
| 287 | STLDSTEEL DYNAMICS INC | 104,000 | $2.6B | 33.23% | Call |
| 288 | TDTORONTO DOMINION BK ONT | 58,249 | $2.6B | 33.07% | Put |
| 289 | —MONSANTO CO NEW | 24,790 | $2.5B | 32.39% | Call |
| 290 | BCEBCE INC | 54,172 | $2.5B | 31.99% | Put |
| 291 | CHTRCHARTER COMMUNICATIONS INC N | 9,179 | $2.5B | 31.69% | |
| 292 | PPLPPL CORP | 71,000 | $2.5B | 31.38% | Put |
| 293 | LRCXEURLAM RESEARCH CORP | 25,765 | $2.4B | 31.21% | Put |
| 294 | GTGOODYEAR TIRE & RUBR CO | 75,429 | $2.4B | 31.15% | |
| 295 | WMBWILLIAMS COS INC DEL | 78,100 | $2.4B | 30.69% | Put |
| 296 | ULTAULTA SALON COSMETCS & FRAG I | 10,000 | $2.4B | 30.43% | Put |
| 297 | DVADAVITA INC | 36,018 | $2.4B | 30.43% | |
| 298 | WABWABTEC CORP | 28,498 | $2.3B | 29.76% | |
| 299 | AVGOBROADCOM LTD | 13,406 | $2.3B | 29.58% | |
| 300 | UNMUNUM GROUP | 64,017 | $2.3B | 28.91% | Put |