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 |
|---|---|---|---|---|---|
| 301 | SPLKCHFSPLUNK INC | 73,378 | $3.8B | 36.73% | Put |
| 302 | —MEAD JOHNSON NUTRITION CO | 52,507 | $3.7B | 36.35% | Put |
| 303 | VLOVALERO ENERGY CORP NEW | 52,891 | $3.6B | 35.35% | Call |
| 304 | UAAUNDER ARMOUR INC | 124,211 | $3.6B | 35.30% | Put |
| 305 | EWZISHARES | 105,972 | $3.5B | 34.57% | Put |
| 306 | WHRWHIRLPOOL CORP | 19,100 | $3.5B | 33.97% | Call |
| 307 | BNSBANK N S HALIFAX | 61,080 | $3.4B | 33.27% | Put |
| 308 | MRVLMARVELL TECHNOLOGY GROUP LTD | 241,963 | $3.4B | 32.83% | Call |
| 309 | TRIPTRIPADVISOR INC | 71,927 | $3.3B | 32.63% | Put |
| 310 | ADSKAUTODESK INC | 44,883 | $3.3B | 32.50% | Put |
| 311 | JWNUSDNORDSTROM INC | 68,400 | $3.3B | 32.07% | Call |
| 312 | LULULULULEMON ATHLETICA INC | 50,055 | $3.3B | 31.83% | Put |
| 313 | AMEAMETEK INC NEW | 66,699 | $3.2B | 31.71% | Put |
| 314 | CIKCREDIT SUISSE GROUP | 224,981 | $3.2B | 31.50% | Put |
| 315 | KSSKOHLS CORP | 65,000 | $3.2B | 31.41% | Put |
| 316 | LUVSOUTHWEST AIRLS CO | 64,359 | $3.2B | 31.39% | Put |
| 317 | FMXFOMENTO ECONOMICO MEXICANO S | 41,614 | $3.2B | 31.02% | Put |
| 318 | SESPECTRA ENERGY CORP | 76,400 | $3.1B | 30.71% | Put |
| 319 | EMNEASTMAN CHEM CO | 41,595 | $3.1B | 30.60% | |
| 320 | ESSESSEX PPTY TR INC | 13,162 | $3.1B | 29.94% | Put |
| 321 | VAREURVARIAN MED SYS INC | 33,807 | $3.0B | 29.69% | Put |
| 322 | JLLJONES LANG LASALLE INC | 29,965 | $3.0B | 29.62% | Put |
| 323 | UEOWESTLAKE CHEM CORP | 53,827 | $3.0B | 29.49% | |
| 324 | RRCRANGE RES CORP | 87,438 | $3.0B | 29.39% | Put |
| 325 | NTRSNORTHERN TR CORP | 33,368 | $3.0B | 29.08% | Put |
| 326 | GTGOODYEAR TIRE & RUBR CO | 96,218 | $3.0B | 29.06% | |
| 327 | TSNTYSON FOODS INC | 48,000 | $3.0B | 28.97% | Call |
| 328 | LMTLOCKHEED MARTIN CORP | 11,752 | $2.9B | 28.74% | Put |
| 329 | —ROCKWELL COLLINS INC | 31,106 | $2.9B | 28.23% | |
| 330 | MDLZMONDELEZ INTL INC | 64,946 | $2.9B | 28.17% | Put |
| 331 | BALLBALL CORP | 37,945 | $2.8B | 27.87% | Put |
| 332 | DFSEURDISCOVER FINL SVCS | 39,308 | $2.8B | 27.73% | Call |
| 333 | TDTORONTO DOMINION BK ONT | 57,155 | $2.8B | 27.59% | Put |
| 334 | ABJAABB LTD | 133,139 | $2.8B | 27.44% | Put |
| 335 | SMGSCOTTS MIRACLE GRO CO | 29,076 | $2.8B | 27.18% | |
| 336 | BLKCHFBLACKROCK INC | 7,300 | $2.8B | 27.18% | Put |
| 337 | AMXNAMERICA MOVIL SAB DE CV | 219,700 | $2.8B | 27.02% | Put |
| 338 | DVADAVITA INC | 42,960 | $2.8B | 26.98% | Put |
| 339 | SJMSMUCKER J M CO | 21,441 | $2.7B | 26.87% | Put |
| 340 | OSVEURVANECK VECTORS ETF TR | 81,088 | $2.7B | 26.45% | |
| 341 | JBLUJETBLUE AIRWAYS CORP | 119,563 | $2.7B | 26.23% | |
| 342 | SCISERVICE CORP INTL | 91,428 | $2.6B | 25.41% | |
| 343 | STZCONSTELLATION BRANDS INC | 16,800 | $2.6B | 25.20% | Call |
| 344 | XLBSELECT SECTOR SPDR TR | 51,505 | $2.6B | 25.05% | |
| 345 | —LABORATORY CORP AMER HLDGS | 19,676 | $2.5B | 24.71% | Put |
| 346 | PPLPPL CORP | 72,900 | $2.5B | 24.28% | Put |
| 347 | WSTWEST PHARMACEUTICAL SVSC INC | 28,999 | $2.5B | 24.07% | Put |
| 348 | BBYBEST BUY INC | 56,358 | $2.4B | 23.53% | Call |
| 349 | POSTPOST HLDGS INC | 29,406 | $2.4B | 23.13% | |
| 350 | EXPEEXPEDIA INC DEL | 20,800 | $2.4B | 23.05% | Put |
| 351 | BCEBCE INC | 54,370 | $2.4B | 23.00% | Put |
| 352 | TFXTELEFLEX INC | 14,503 | $2.3B | 22.86% | Put |
| 353 | BRBROADRIDGE FINL SOLUTIONS IN | 34,229 | $2.3B | 22.21% | Put |
| 354 | MGAMAGNA INTL INC | 52,000 | $2.3B | 22.07% | Put |
| 355 | —COMERICA INC-CW18 | 58,200 | $2.3B | 22.06% | |
| 356 | FMCF M C CORP | 39,836 | $2.3B | 22.04% | Put |
| 357 | CTRACABOT OIL & GAS CORP | 94,879 | $2.2B | 21.68% | |
| 358 | SRESEMPRA ENERGY | 22,000 | $2.2B | 21.66% | Put |
| 359 | SPGIS&P GLOBAL INC | 20,500 | $2.2B | 21.57% | Call |
| 360 | KEYKEYCORP NEW | 120,306 | $2.2B | 21.50% | Put |
| 361 | HBANHUNTINGTON BANCSHARES INC | 165,691 | $2.2B | 21.43% | |
| 362 | —GOLDCORP INC NEW | 159,623 | $2.2B | 21.23% | Put |
| 363 | ZBHZIMMER BIOMET HLDGS INC | 20,500 | $2.1B | 20.70% | Put |
| 364 | CTLEURCENTURYLINK INC | 88,900 | $2.1B | 20.68% | Call |
| 365 | NYCBEURNEW YORK CMNTY BANCORP INC | 132,900 | $2.1B | 20.68% | Put |
| 366 | APDAIR PRODS & CHEMS INC | 14,248 | $2.0B | 20.05% | |
| 367 | SYKSTRYKER CORP | 16,840 | $2.0B | 19.74% | Put |
| 368 | HSYHERSHEY CO | 19,314 | $2.0B | 19.54% | Put |
| 369 | FASTFASTENAL CO | 42,400 | $2.0B | 19.49% | Call |
| 370 | ROSTROSS STORES INC | 30,099 | $2.0B | 19.31% | |
| 371 | BMOBANK MONTREAL QUE | 27,361 | $2.0B | 19.24% | Put |
| 372 | AWCAMERICAN WTR WKS CO INC NEW | 27,100 | $2.0B | 19.19% | Put |
| 373 | SNASNAP ON INC | 11,395 | $2.0B | 19.10% | Put |
| 374 | CITCINTAS CORP | 16,880 | $2.0B | 19.09% | Call |
| 375 | FXIISHARES TR | 55,607 | $1.9B | 18.88% | |
| 376 | UTHUNITED THERAPEUTICS CORP DEL | 13,398 | $1.9B | 18.80% | Call |
| 377 | ESEVERSOURCE ENERGY | 34,715 | $1.9B | 18.76% | Call |
| 378 | HOLXHOLOGIC INC | 47,663 | $1.9B | 18.71% | Put |
| 379 | DGDOLLAR GEN CORP NEW | 25,800 | $1.9B | 18.70% | Put |
| 380 | —DR PEPPER SNAPPLE GROUP INC | 21,068 | $1.9B | 18.69% | Put |
| 381 | ITWILLINOIS TOOL WKS INC | 15,301 | $1.9B | 18.33% | |
| 382 | WRKUSDWESTROCK CO | 35,493 | $1.8B | 17.63% | Put |
| 383 | BBBYEURBED BATH & BEYOND INC | 43,840 | $1.8B | 17.42% | Put |
| 384 | MGMMGM RESORTS INTERNATIONAL | 61,740 | $1.8B | 17.41% | |
| 385 | FDXFEDEX CORP | 9,500 | $1.8B | 17.31% | Put |
| 386 | WEAWESTERN ALLIANCE BANCORP | 35,600 | $1.7B | 16.96% | Put |
| 387 | KRKROGER CO | 49,881 | $1.7B | 16.85% | Call |
| 388 | LRCXEURLAM RESEARCH CORP | 15,958 | $1.7B | 16.50% | |
| 389 | BWABORGWARNER INC | 42,314 | $1.7B | 16.33% | Put |
| 390 | ONON SEMICONDUCTOR CORP | 129,927 | $1.7B | 16.22% | |
| 391 | SBACSBA COMMUNICATIONS CORP | 16,000 | $1.7B | 16.16% | Put |
| 392 | ANETEURARISTA NETWORKS INC | 17,017 | $1.6B | 16.11% | Put |
| 393 | LAZLAZARD LTD | 39,800 | $1.6B | 16.00% | Call |
| 394 | XRTSPDR SERIES TRUST | 36,800 | $1.6B | 15.87% | Put |
| 395 | MSIMOTOROLA SOLUTIONS INC | 19,394 | $1.6B | 15.73% | Call |
| 396 | CITUSDCIT GROUP INC | 37,259 | $1.6B | 15.56% | |
| 397 | —LEVEL 3 COMMUNICATIONS INC | 27,494 | $1.6B | 15.16% | |
| 398 | FLSFLOWSERVE CORP | 31,968 | $1.5B | 15.04% | Put |
| 399 | GEGENERAL ELECTRIC CO | 48,500 | $1.5B | 15.00% | Call |
| 400 | QSRRESTAURANT BRANDS INTL INC | 32,100 | $1.5B | 14.97% | Put |