Twin Tree Management, LP Q1 2016 Filing

Filed May 16, 2016

Portfolio Value

$432.7B

Holdings

393

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (393 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	46,676	$9.6B	2.22%	Put
2	BIDUNBAIDU INC	45,082	$8.6B	1.99%	Put
3	—MARKET VECTORS ETF TR	333,470	$6.7B	1.54%	Put
4	DVNDEVON ENERGY CORP NEW	233,078	$6.4B	1.48%	Put
5	LLYLILLY ELI & CO	86,858	$6.3B	1.45%	Put
6	AMZNAMAZON COM INC	10,242	$6.1B	1.41%	Put
7	GOOGLALPHABET INC	7,204	$5.5B	1.27%	Put
8	TEVATEVA PHARMACEUTICAL INDS LTD	98,653	$5.3B	1.22%	Put
9	DWDMORGAN STANLEY	201,387	$5.0B	1.16%	Put
10	FDXFEDEX CORP	30,474	$5.0B	1.15%	Put
11	TRVCCITIGROUP INC	115,321	$4.8B	1.11%	Put
12	BACBANK AMER CORP	333,468	$4.5B	1.04%	Put
13	BPBP PLC	148,352	$4.5B	1.03%	Put
14	AMGNAMGEN INC	29,647	$4.4B	1.03%	Put
15	COPCONOCOPHILLIPS	108,440	$4.4B	1.01%	Put
16	CELGCELGENE CORP	43,157	$4.3B	1.00%	Put
17	HESHESS CORP	77,695	$4.1B	0.95%	Put
18	CRMSALESFORCE COM INC	54,363	$4.0B	0.93%	Put
19	BABAALIBABA GROUP HLDG LTD	49,335	$3.9B	0.90%	Put
20	XMESPDR SERIES TRUST	186,517	$3.8B	0.88%	Put
21	RYROYAL BK CDA MONTREAL QUE	65,432	$3.8B	0.87%	Put
22	—ARM HLDGS PLC	84,806	$3.7B	0.86%	Put
23	QCOMQUALCOMM INC	70,768	$3.6B	0.84%	Put
24	DISDISNEY WALT CO	35,472	$3.5B	0.81%	Put
25	LVSLAS VEGAS SANDS CORP	66,049	$3.4B	0.79%	Put
26	EAELECTRONIC ARTS INC	49,411	$3.3B	0.75%	Put
27	NVDANVIDIA CORP	90,876	$3.2B	0.75%	Put
28	XOPUSDSPDR SERIES TRUST	106,446	$3.2B	0.75%	Put
29	WYWEYERHAEUSER CO	98,397	$3.0B	0.70%	Put
30	—HCP INC	84,891	$2.8B	0.64%	Put
31	—POWERSHARES QQQ TRUST	24,698	$2.7B	0.62%	Put
32	MAMASTERCARD INC	28,379	$2.7B	0.62%	Put
33	NXPINXP SEMICONDUCTORS N V	33,032	$2.7B	0.62%	Put
34	KMIKINDER MORGAN INC DEL	148,610	$2.7B	0.61%	Put
35	XLUSELECT SECTOR SPDR TR	52,603	$2.6B	0.60%	Put
36	—VALSPAR CORP	24,386	$2.6B	0.60%	Call
37	CERNCHFCERNER CORP	48,875	$2.6B	0.60%	Put
38	GILDGILEAD SCIENCES INC	27,825	$2.6B	0.59%	Put
39	SLBSCHLUMBERGER LTD	34,583	$2.6B	0.59%	Put
40	—SUNTRUST BKS INC	69,335	$2.5B	0.58%	Put
41	DRIDARDEN RESTAURANTS INC	36,508	$2.4B	0.56%
42	NVONOVO-NORDISK A S	43,148	$2.3B	0.54%	Put
43	EBAEBAY INC	96,641	$2.3B	0.53%	Put
44	LUVSOUTHWEST AIRLS CO	49,918	$2.2B	0.52%
45	SUSUNCOR ENERGY INC NEW	80,311	$2.2B	0.52%	Put
46	BIIBBIOGEN INC	8,509	$2.2B	0.51%	Put
47	ULTAULTA SALON COSMETCS & FRAG I	11,278	$2.2B	0.50%	Put
48	FITBFIFTH THIRD BANCORP	130,878	$2.2B	0.50%	Put
49	BWABORGWARNER INC	56,145	$2.2B	0.50%	Put
50	XHBSPDR SERIES TRUST	62,259	$2.1B	0.49%
51	BUDANHEUSER BUSCH INBEV SA/NV	16,634	$2.1B	0.48%	Put
52	—MYLAN N V	43,801	$2.0B	0.47%	Put
53	EWEDWARDS LIFESCIENCES CORP	22,904	$2.0B	0.47%	Put
54	AONAON PLC	18,821	$2.0B	0.45%
55	FNVFRANCO NEVADA CORP	31,050	$1.9B	0.44%	Put
56	ALSALLSTATE CORP	27,405	$1.8B	0.43%	Put
57	PANWPALO ALTO NETWORKS INC	11,197	$1.8B	0.42%	Put
58	GISGENERAL MLS INC	28,561	$1.8B	0.42%
59	—CBS CORP NEW	32,502	$1.8B	0.41%	Put
60	PRUPRUDENTIAL FINL INC	24,336	$1.8B	0.41%	Put
61	NOVEURNATIONAL OILWELL VARCO INC	56,223	$1.7B	0.40%
62	GSGOLDMAN SACHS GROUP INC	11,040	$1.7B	0.40%	Put
63	—SILVER WHEATON CORP	104,335	$1.7B	0.40%	Put
64	ADMARCHER DANIELS MIDLAND CO	46,321	$1.7B	0.39%	Put
65	CDNSCADENCE DESIGN SYSTEM INC	70,729	$1.7B	0.39%	Put
66	USBUS BANCORP DEL	40,902	$1.7B	0.38%	Put
67	RIORIO TINTO PLC	58,719	$1.7B	0.38%	Put
68	AOSSMITH A O	21,738	$1.7B	0.38%
69	SBUXSTARBUCKS CORP	27,760	$1.7B	0.38%	Put
70	NUENUCOR CORP	35,016	$1.7B	0.38%	Put
71	ADSKAUTODESK INC	28,050	$1.6B	0.38%	Put
72	—MICHAEL KORS HLDGS LTD	28,227	$1.6B	0.37%	Put
73	TYLTYLER TECHNOLOGIES INC	12,469	$1.6B	0.37%	Put
74	9990302DAPACHE CORP	32,701	$1.6B	0.37%	Put
75	PXGBXPRAXAIR INC	13,793	$1.6B	0.36%	Put
76	—SHIRE PLC	9,125	$1.6B	0.36%	Put
77	XRTSPDR SERIES TRUST	33,840	$1.6B	0.36%	Put
78	HALHALLIBURTON CO	42,984	$1.5B	0.35%	Put
79	—STAPLES INC	138,726	$1.5B	0.35%
80	HRSEURHARRIS CORP DEL	19,553	$1.5B	0.35%	Put
81	BCEBCE INC	33,394	$1.5B	0.35%	Put
82	MGMMGM RESORTS INTERNATIONAL	69,444	$1.5B	0.34%	Put
83	NVSNNOVARTIS A G	20,348	$1.5B	0.34%	Put
84	APDAIR PRODS & CHEMS INC	10,192	$1.5B	0.34%
85	RPMRPM INTL INC	30,519	$1.4B	0.33%	Put
86	TDTORONTO DOMINION BK ONT	33,267	$1.4B	0.33%	Put
87	MPCMARATHON PETE CORP	38,362	$1.4B	0.33%	Put
88	NNNNATIONAL RETAIL PPTYS INC	30,871	$1.4B	0.33%
89	ICEINTERCONTINENTAL EXCHANGE IN	6,020	$1.4B	0.33%	Put
90	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	22,260	$1.4B	0.32%	Put
91	CITUSDCIT GROUP INC	44,562	$1.4B	0.32%	Put
92	FFIVF5 NETWORKS INC	13,051	$1.4B	0.32%
93	CNRCANADIAN NATL RY CO	22,099	$1.4B	0.32%	Put
94	—LINKEDIN CORP	12,071	$1.4B	0.32%	Put
95	YUMYUM BRANDS INC	16,605	$1.4B	0.31%	Put
96	VVISA INC	17,451	$1.3B	0.31%	Put
97	JKHYHENRY JACK & ASSOC INC	15,698	$1.3B	0.31%
98	—FMC TECHNOLOGIES INC	46,949	$1.3B	0.30%	Put
99	REGNREGENERON PHARMACEUTICALS	3,560	$1.3B	0.30%	Put
100	—TYCO INTL PLC	34,515	$1.3B	0.29%

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