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 |
|---|---|---|---|---|---|
| 301 | CASYCASEYS GEN STORES INC | 18,754 | $2.3B | 28.82% | Put |
| 302 | NTRSNORTHERN TR CORP | 32,787 | $2.2B | 28.50% | Put |
| 303 | CPBCAMPBELL SOUP CO | 40,627 | $2.2B | 28.43% | Put |
| 304 | SSNCSS&C TECHNOLOGIES HLDGS INC | 67,623 | $2.2B | 27.80% | Put |
| 305 | RHIROBERT HALF INTL INC | 57,017 | $2.2B | 27.60% | Put |
| 306 | LULULULULEMON ATHLETICA INC | 34,500 | $2.1B | 26.90% | Put |
| 307 | JAZZJAZZ PHARMACEUTICALS PLC | 17,114 | $2.1B | 26.59% | Put |
| 308 | KSSKOHLS CORP | 46,514 | $2.0B | 26.02% | Put |
| 309 | TRIPTRIPADVISOR INC | 32,086 | $2.0B | 25.93% | Call |
| 310 | EWEDWARDS LIFESCIENCES CORP | 16,797 | $2.0B | 25.89% | |
| 311 | INGING GROEP N V | 163,387 | $2.0B | 25.78% | Put |
| 312 | —CBS CORP NEW | 36,473 | $2.0B | 25.54% | Put |
| 313 | PNCPNC FINL SVCS GROUP INC | 21,900 | $2.0B | 25.23% | Call |
| 314 | NYCBEURNEW YORK CMNTY BANCORP INC | 137,420 | $2.0B | 25.00% | Put |
| 315 | —MEAD JOHNSON NUTRITION CO | 23,848 | $1.9B | 24.10% | Put |
| 316 | AU3EURANGLOGOLD ASHANTI LTD | 118,238 | $1.9B | 24.07% | Put |
| 317 | PVHPVH CORP | 16,994 | $1.9B | 24.01% | Put |
| 318 | DOVDOVER CORP | 24,497 | $1.8B | 23.07% | Put |
| 319 | CLXCLOROX CO DEL | 14,038 | $1.8B | 22.47% | Put |
| 320 | ABGAMERISOURCEBERGEN CORP | 21,155 | $1.7B | 21.85% | |
| 321 | EDCONSOLIDATED EDISON INC | 22,700 | $1.7B | 21.85% | Put |
| 322 | FNVFRANCO NEVADA CORP | 24,356 | $1.7B | 21.76% | |
| 323 | LAMRLAMAR ADVERTISING CO NEW | 25,835 | $1.7B | 21.57% | Put |
| 324 | DRIDARDEN RESTAURANTS INC | 27,500 | $1.7B | 21.56% | Put |
| 325 | AWCAMERICAN WTR WKS CO INC NEW | 22,509 | $1.7B | 21.55% | Put |
| 326 | MGMMGM RESORTS INTERNATIONAL | 64,649 | $1.7B | 21.52% | Put |
| 327 | UPSUNITED PARCEL SERVICE INC | 15,100 | $1.7B | 21.11% | Put |
| 328 | NGGNATIONAL GRID PLC | 22,900 | $1.6B | 20.82% | Call |
| 329 | XLISELECT SECTOR SPDR TR | 27,866 | $1.6B | 20.81% | |
| 330 | FISFIDELITY NATL INFORMATION SV | 20,828 | $1.6B | 20.51% | Put |
| 331 | TSSTOTAL SYS SVCS INC | 33,875 | $1.6B | 20.42% | Put |
| 332 | SEICSEI INVESTMENTS CO | 34,794 | $1.6B | 20.29% | Put |
| 333 | AMTTD AMERITRADE HLDG CORP | 44,942 | $1.6B | 20.26% | Put |
| 334 | HOGHARLEY-DAVIDSON INC | 30,100 | $1.6B | 20.24% | Call |
| 335 | SGENEURSEATTLE GENETICS INC | 29,216 | $1.6B | 20.18% | Put |
| 336 | MRVLMARVELL TECHNOLOGYMARVELL TECHNOLOGY GROUP LTD GROUP LTD | 118,060 | $1.6B | 20.04% | |
| 337 | WSTWEST PHARMACEUTICAL SVSC INC | 20,900 | $1.6B | 19.91% | Put |
| 338 | MGAMAGNA INTL INC | 36,075 | $1.5B | 19.81% | Put |
| 339 | PYPLPAYPAL HLDGS INC | 37,700 | $1.5B | 19.74% | Put |
| 340 | QSRRESTAURANT BRANDS INTL INC | 34,590 | $1.5B | 19.72% | Put |
| 341 | LMTLOCKHEED MARTIN CORP | 6,400 | $1.5B | 19.62% | Call |
| 342 | —LABORATORY CORP AMER HLDGS | 11,108 | $1.5B | 19.53% | Put |
| 343 | WOOFOOT LOCKER INC | 22,375 | $1.5B | 19.37% | |
| 344 | —VANTIV INC | 26,628 | $1.5B | 19.16% | |
| 345 | ALBALBEMARLE CORP | 16,933 | $1.4B | 18.52% | Put |
| 346 | —ALCOA INC | 142,500 | $1.4B | 18.48% | Put |
| 347 | PSAPUBLIC STORAGE | 6,400 | $1.4B | 18.26% | Call |
| 348 | CDWCDW CORP | 30,515 | $1.4B | 17.84% | |
| 349 | VOYAVOYA FINL INC | 48,309 | $1.4B | 17.81% | Put |
| 350 | NEENEXTERA ENERGY INC | 10,900 | $1.3B | 17.05% | Call |
| 351 | SNISCRIPPS NETWORKS INTERACT IN | 20,864 | $1.3B | 16.94% | |
| 352 | TEVATEVA PHARMACEUTICAL INDS LTD | 28,588 | $1.3B | 16.83% | Put |
| 353 | LUVSOUTHWEST AIRLS CO | 33,608 | $1.3B | 16.71% | |
| 354 | LEALEAR CORP | 10,609 | $1.3B | 16.44% | Put |
| 355 | MIDDMIDDLEBY CORP | 10,322 | $1.3B | 16.32% | Put |
| 356 | JBLUJETBLUE AIRWAYS CORP | 73,557 | $1.3B | 16.21% | |
| 357 | ETRAE TRADE FINANCIAL CORP | 43,038 | $1.3B | 16.02% | Put |
| 358 | —BUNGE LIMITED | 21,057 | $1.2B | 15.95% | Put |
| 359 | MCHPMICROCHIP TECHNOLOGY INC | 20,013 | $1.2B | 15.91% | |
| 360 | —TWENTY FIRST CENTY FOX INC | 50,757 | $1.2B | 15.72% | |
| 361 | RGAREINSURANCE GROUP AMER INC | 11,292 | $1.2B | 15.59% | Call |
| 362 | CITUSDCIT GROUP INC | 32,924 | $1.2B | 15.28% | Put |
| 363 | AVYAVERY DENNISON CORP | 15,302 | $1.2B | 15.22% | Put |
| 364 | CDNSCADENCE DESIGN SYSTEM INC | 44,985 | $1.1B | 14.68% | |
| 365 | LBEURL BRANDS INC | 16,000 | $1.1B | 14.48% | |
| 366 | BCRUSDBARD C R INC | 5,042 | $1.1B | 14.46% | Put |
| 367 | DHID R HORTON INC | 37,400 | $1.1B | 14.44% | Put |
| 368 | AESAES CORP | 87,800 | $1.1B | 14.42% | Call |
| 369 | HSTHOST HOTELS & RESORTS INC | 72,243 | $1.1B | 14.40% | Put |
| 370 | CTRACABOT OIL & GAS CORP | 43,466 | $1.1B | 14.33% | |
| 371 | SNPSSYNOPSYS INC | 18,640 | $1.1B | 14.14% | |
| 372 | FEFIRSTENERGY CORP | 33,431 | $1.1B | 14.14% | |
| 373 | QRVOQORVO INC | 19,809 | $1.1B | 14.12% | |
| 374 | ARMKARAMARK | 28,866 | $1.1B | 14.04% | |
| 375 | AZNASTRAZENECA PLC | 33,101 | $1.1B | 13.91% | |
| 376 | HOLXHOLOGIC INC(NSM) | 27,900 | $1.1B | 13.85% | Put |
| 377 | ESSESSEX PPTY TR INC | 4,840 | $1.1B | 13.78% | Put |
| 378 | —COMERICA INC | 58,200 | $1.1B | 13.66% | |
| 379 | REEVEREST RE GROUP LTD | 5,585 | $1.1B | 13.57% | |
| 380 | AWNADVANCE AUTO PARTS INC | 7,052 | $1.1B | 13.45% | |
| 381 | —PINNACLE FOODS INC DEL | 20,687 | $1.0B | 13.27% | |
| 382 | PXGBXPRAXAIR INC | 8,449 | $1.0B | 13.06% | Put |
| 383 | HPHELMERICH & PAYNE | 15,113 | $1.0B | 13.00% | |
| 384 | DLTRDOLLAR TREE INC | 12,814 | $1.0B | 12.93% | |
| 385 | DGDOLLAR GEN CORP NEW | 14,400 | $1.0B | 12.89% | Put |
| 386 | GSKGLAXOSMITHKLINE PLC | 23,000 | $992.0M | 12.69% | Call |
| 387 | HSYHERSHEY CO | 10,358 | $990.0M | 12.66% | |
| 388 | GRA1EURGRACE W R & CO DEL NEW | 13,344 | $985.0M | 12.60% | |
| 389 | LBTYBLIBERTY GLOBAL PLC | 28,698 | $981.0M | 12.54% | Put |
| 390 | GISGENERAL MLS INC | 15,304 | $978.0M | 12.51% | Call |
| 391 | ZTSZOETIS INC | 18,812 | $978.0M | 12.51% | |
| 392 | PUKNPRUDENTIAL PLC | 27,042 | $966.0M | 12.35% | Put |
| 393 | MNSTMONSTER BEVERAGE CORP NEW | 6,492 | $954.0M | 12.20% | Put |
| 394 | CNPCENTERPOINT ENERGY INC | 41,044 | $953.0M | 12.19% | Call |
| 395 | —MYLAN N V | 24,897 | $949.0M | 12.14% | Call |
| 396 | ALKALASKA AIR GROUP INC | 14,403 | $949.0M | 12.14% | |
| 397 | TQJSIGNATURE BK NEW YORK N Y | 7,823 | $927.0M | 11.85% | Put |
| 398 | POSTPOST HLDGS INC | 11,895 | $918.0M | 11.74% | |
| 399 | PG4PRINCIPAL FINL GROUP INC | 17,785 | $916.0M | 11.71% | Put |
| 400 | QGENQIAGEN NV | 33,104 | $909.0M | 11.62% | Call |