Twin Tree Management, LP Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$10.2B
Holdings
582
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (582 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | ORLYO REILLY AUTOMOTIVE INC NEW | 39,404 | $11.0B | 107.34% | Put |
| 202 | UPSUNITED PARCEL SERVICE INC | 95,409 | $10.9B | 107.00% | Put |
| 203 | —ORBITAL ATK INC | 124,500 | $10.9B | 106.87% | Put |
| 204 | VRSNVERISIGN INC | 142,846 | $10.9B | 106.31% | Put |
| 205 | PKGPACKAGING CORP AMER | 127,435 | $10.8B | 105.75% | Put |
| 206 | LVSLAS VEGAS SANDS CORP | 199,496 | $10.7B | 104.24% | Put |
| 207 | TMTOYOTA MOTOR CORP | 89,299 | $10.5B | 102.40% | Put |
| 208 | TQJSIGNATURE BK NEW YORK N Y | 67,784 | $10.2B | 99.60% | Put |
| 209 | RSX1USDVANECK VECTORS ETF TR | 472,359 | $10.0B | 98.06% | |
| 210 | FITBFIFTH THIRD BANCORP | 369,996 | $10.0B | 97.62% | Put |
| 211 | FLRFLUOR CORP NEW | 188,000 | $9.9B | 96.60% | Put |
| 212 | OHIOMEGA HEALTHCARE INVS INC | 311,800 | $9.7B | 95.36% | Put |
| 213 | —ENCANA CORP | 819,800 | $9.6B | 94.16% | Put |
| 214 | SCHWSCHWAB CHARLES CORP NEW | 243,500 | $9.6B | 94.03% | Put |
| 215 | ABTABBOTT LABS | 247,227 | $9.5B | 92.91% | Put |
| 216 | AEPAMERICAN ELEC PWR INC | 147,600 | $9.3B | 90.92% | Put |
| 217 | SYFSYNCHRONY FINL | 254,565 | $9.2B | 90.34% | Call |
| 218 | SLG2EURSL GREEN RLTY CORP | 85,055 | $9.1B | 89.50% | Put |
| 219 | IVZINVESCO LTD | 296,700 | $9.0B | 88.07% | Call |
| 220 | USBUS BANCORP DEL | 170,949 | $8.8B | 85.91% | Put |
| 221 | FDO.FMACYS INC | 244,450 | $8.8B | 85.65% | Put |
| 222 | AMDADVANCED MICRO DEVICES INC | 757,822 | $8.6B | 84.08% | Put |
| 223 | PEPPEPSICO INC | 80,027 | $8.4B | 81.92% | Put |
| 224 | XMESPDR SERIES TRUST | 273,470 | $8.3B | 81.36% | Put |
| 225 | MAAMID AMER APT CMNTYS INC | 84,700 | $8.3B | 81.15% | Put |
| 226 | CHTRCHARTER COMMUNICATIONS INC N | 28,797 | $8.3B | 81.12% | Put |
| 227 | TXNTEXAS INSTRS INC | 113,439 | $8.3B | 80.99% | Call |
| 228 | AXPAMERICAN EXPRESS CO | 109,284 | $8.1B | 79.21% | Put |
| 229 | XLISELECT SECTOR SPDR TR | 126,254 | $7.9B | 76.86% | |
| 230 | —TESARO INC | 58,300 | $7.8B | 76.70% | Put |
| 231 | HPEHEWLETT PACKARD ENTERPRISE C | 335,600 | $7.8B | 75.98% | Put |
| 232 | HCAHCA HOLDINGS INC | 104,800 | $7.8B | 75.89% | Put |
| 233 | ENBENBRIDGE INC | 183,000 | $7.7B | 75.41% | Put |
| 234 | YUMYUM BRANDS INC | 118,700 | $7.5B | 73.55% | Put |
| 235 | MKLMARKEL CORP | 8,253 | $7.5B | 73.03% | Put |
| 236 | VIABVIACOM INC NEW | 209,014 | $7.3B | 71.78% | Put |
| 237 | MPCMARATHON PETE CORP | 140,885 | $7.1B | 69.40% | Put |
| 238 | PRUPRUDENTIAL FINL INC | 67,500 | $7.0B | 68.72% | Put |
| 239 | HALHALLIBURTON CO | 129,114 | $7.0B | 68.33% | Put |
| 240 | BKRBAKER HUGHES INC | 106,361 | $6.9B | 67.60% | Put |
| 241 | ETRAE TRADE FINANCIAL CORP | 198,992 | $6.9B | 67.46% | Put |
| 242 | WMBWILLIAMS COS INC DEL | 219,700 | $6.8B | 66.93% | Put |
| 243 | TSCOTRACTOR SUPPLY CO | 89,438 | $6.8B | 66.33% | |
| 244 | RYROYAL BK CDA MONTREAL QUE | 99,620 | $6.7B | 65.99% | Put |
| 245 | TMOTHERMO FISHER SCIENTIFIC INC | 47,000 | $6.6B | 64.88% | Put |
| 246 | —WHOLE FOODS MKT INC | 215,273 | $6.6B | 64.79% | Put |
| 247 | KHCKRAFT HEINZ CO | 75,206 | $6.6B | 64.25% | Put |
| 248 | —NEWFIELD EXPL CO | 161,050 | $6.5B | 63.82% | Put |
| 249 | MMM3M CO | 35,942 | $6.4B | 62.79% | Put |
| 250 | ECLECOLAB INC | 53,985 | $6.3B | 61.92% | Put |
| 251 | —TWENTY FIRST CENTY FOX INC | 225,376 | $6.3B | 61.83% | |
| 252 | AIGAMERICAN INTL GROUP INC | 96,641 | $6.3B | 61.75% | Put |
| 253 | GISGENERAL MLS INC | 100,207 | $6.2B | 60.56% | Put |
| 254 | GLWCORNING INC | 252,236 | $6.1B | 59.90% | |
| 255 | JPMJPMORGAN CHASE & CO-CW18 | 137,900 | $6.1B | 59.73% | |
| 256 | KSUEURKANSAS CITY SOUTHERN | 71,161 | $6.0B | 59.07% | Call |
| 257 | —BUNGE LIMITED | 83,044 | $6.0B | 58.69% | Put |
| 258 | AMTTD AMERITRADE HLDG CORP | 136,600 | $6.0B | 58.27% | Put |
| 259 | DBDEUTSCHE BANK AG | 328,100 | $5.9B | 58.10% | Call |
| 260 | WYWEYERHAEUSER CO | 197,225 | $5.9B | 58.06% | Put |
| 261 | —DELPHI AUTOMOTIVE PLC | 87,800 | $5.9B | 57.85% | Put |
| 262 | CCLCARNIVAL CORP | 111,600 | $5.8B | 56.84% | Put |
| 263 | XLYSELECT SECTOR SPDR TR | 69,900 | $5.7B | 55.67% | Call |
| 264 | NTAPNETAPP INC | 157,549 | $5.6B | 54.37% | Put |
| 265 | STTSTATE STR CORP | 71,300 | $5.5B | 54.22% | Put |
| 266 | HOGHARLEY DAVIDSON INC | 94,500 | $5.5B | 53.94% | Put |
| 267 | —HCP INC | 181,500 | $5.4B | 52.77% | Put |
| 268 | UALUNITED CONTL HLDGS INC | 73,600 | $5.4B | 52.47% | Put |
| 269 | EFXEQUIFAX INC | 45,300 | $5.4B | 52.40% | Put |
| 270 | SRCLSTERICYCLE INC | 69,271 | $5.3B | 52.22% | Put |
| 271 | TRPTRANSCANADA CORP | 115,010 | $5.2B | 50.81% | Put |
| 272 | ALBALBEMARLE CORP | 60,100 | $5.2B | 50.62% | Put |
| 273 | BKBANK NEW YORK MELLON CORP | 108,329 | $5.1B | 50.21% | Put |
| 274 | ALVAUTOLIV INC | 44,900 | $5.1B | 49.70% | Put |
| 275 | CMACOMERICA INC | 74,200 | $5.1B | 49.45% | Put |
| 276 | RLRALPH LAUREN CORP | 55,558 | $5.0B | 49.09% | Put |
| 277 | AWNADVANCE AUTO PARTS INC | 29,298 | $5.0B | 48.48% | |
| 278 | AEMAGNICO EAGLE MINES LTD | 114,515 | $4.8B | 47.05% | Put |
| 279 | FFORD MTR CO DEL | 393,600 | $4.8B | 46.72% | Call |
| 280 | MARMARRIOTT INTL INC NEW | 57,738 | $4.8B | 46.71% | |
| 281 | MDTMEDTRONIC PLC | 66,500 | $4.7B | 46.34% | Put |
| 282 | LYBLYONDELLBASELL INDUSTRIES N | 54,600 | $4.7B | 45.83% | Put |
| 283 | VFCV F CORP | 87,480 | $4.7B | 45.66% | Put |
| 284 | RHIROBERT HALF INTL INC | 94,933 | $4.6B | 45.31% | Put |
| 285 | XLNXEURXILINX INC | 76,611 | $4.6B | 45.25% | |
| 286 | RMERESMED INC | 71,535 | $4.4B | 43.43% | |
| 287 | CPBCAMPBELL SOUP CO | 73,005 | $4.4B | 43.19% | Put |
| 288 | ILMNILLUMINA INC | 33,904 | $4.3B | 42.48% | Put |
| 289 | PYPLPAYPAL HLDGS INC | 106,983 | $4.2B | 41.31% | Put |
| 290 | MTDMETTLER TOLEDO INTERNATIONAL | 10,073 | $4.2B | 41.24% | Put |
| 291 | JECUSDJACOBS ENGR GROUP INC DEL | 73,846 | $4.2B | 41.18% | Put |
| 292 | JNPJUNIPER NETWORKS INC | 148,148 | $4.2B | 40.96% | Put |
| 293 | ABMDEURABIOMED INC | 36,334 | $4.1B | 40.06% | Put |
| 294 | WBAWALGREENS BOOTS ALLIANCE INC | 49,067 | $4.1B | 39.73% | Put |
| 295 | BERYEURBERRY PLASTICS GROUP INC | 81,800 | $4.0B | 39.00% | Put |
| 296 | ALXNALEXION PHARMACEUTICALS INC | 32,200 | $3.9B | 38.55% | Put |
| 297 | UGIUGI CORP NEW | 84,158 | $3.9B | 37.94% | Put |
| 298 | DRIDARDEN RESTAURANTS INC | 53,202 | $3.9B | 37.85% | Put |
| 299 | SLVISHARES SILVER TRUST | 253,624 | $3.8B | 37.49% | |
| 300 | SWN1EURSOUTHWESTERN ENERGY CO | 349,366 | $3.8B | 36.98% | Put |