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)

#StockSharesValue% PortfolioType
301
PGRPROGRESSIVE CORP OHIO
9,803$344.0M0.08%
302
TRITHOMSON REUTERS CORP
8,495$344.0M0.08%
303
DELPHI AUTOMOTIVE PLC
4,596$344.0M0.08%Put
304
JBLUJETBLUE AIRWAYS CORP
16,243$343.0M0.08%
305
XLESELECT SECTOR SPDR TR
5,530$342.0M0.08%Put
306
CECELANESE CORP DEL
5,106$335.0M0.08%Put
307
HDHOME DEPOT INC
2,513$335.0M0.08%Put
308
GAPGAP INC DEL
11,359$334.0M0.08%
309
CHKPCHECK POINT SOFTWARE TECH LT
3,807$333.0M0.08%
310
UNPUNION PAC CORP
4,173$332.0M0.08%Put
311
AVTAVNET INC
7,483$331.0M0.08%
312
CMSCMS ENERGY CORP
7,811$331.0M0.08%
313
SNPSSYNOPSYS INC
6,755$327.0M0.08%
314
BAXBAXTER INTL INC
7,933$326.0M0.08%Put
315
PRGOPERRIGO CO PLC
2,539$325.0M0.08%
316
NUANEURNUANCE COMMUNICATIONS INC
17,205$322.0M0.07%
317
CHLUSDCHINA MOBILE LIMITED
5,776$321.0M0.07%Put
318
HSICSCHEIN HENRY INC
1,844$318.0M0.07%
319
VRSKVERISK ANALYTICS INC
3,879$310.0M0.07%Put
320
BRK/BBERKSHIRE HATHAWAY INC DEL
2,153$306.0M0.07%Put
321
SCHWSCHWAB CHARLES CORP NEW
10,726$301.0M0.07%
322
WFCWELLS FARGO & CO NEW
6,176$300.0M0.07%Put
323
NFLXNETFLIX INC
2,913$297.0M0.07%Put
324
MRKMERCK & CO INC NEW
5,620$297.0M0.07%Put
325
APCANADARKO PETE CORP
6,373$296.0M0.07%Put
326
AETNA INC NEW
2,596$291.0M0.07%Put
327
OREALTY INCOME CORP
4,653$291.0M0.07%Put
328
JPMJPMORGAN CHASE & CO
4,853$288.0M0.07%Put
329
STSENSATA TECHNOLOGIES HLDG NV
7,385$287.0M0.07%
330
CVXCHEVRON CORP NEW
2,992$286.0M0.07%Put
331
XOMEXXON MOBIL CORP
3,412$285.0M0.07%Put
332
MIDDMIDDLEBY CORP
2,648$283.0M0.07%Put
333
CDWCDW CORP
6,723$279.0M0.06%
334
CP.TOCANADIAN PAC RY LTD
2,102$278.0M0.06%Put
335
BHCVALEANT PHARMACEUTICALS INTL
10,365$273.0M0.06%Put
336
WHRWHIRLPOOL CORP
1,513$273.0M0.06%Put
337
MACMACERICH CO
3,430$272.0M0.06%Call
338
AERAERCAP HOLDINGS NV
6,950$270.0M0.06%Put
339
MCOMOODYS CORP
2,784$269.0M0.06%
340
DEDEERE & CO
3,469$267.0M0.06%Put
341
KMBKIMBERLY CLARK CORP
1,989$267.0M0.06%Put
342
CSCOCISCO SYS INC
9,372$266.0M0.06%Put
343
PCARPACCAR INC
4,870$266.0M0.06%
344
FBINFORTUNE BRANDS HOME & SEC IN
4,727$265.0M0.06%Put
345
AZOAUTOZONE INC
333$265.0M0.06%Put
346
LINEAR TECHNOLOGY CORP
5,819$259.0M0.06%
347
SCCOSOUTHERN COPPER CORP
9,357$259.0M0.06%Put
348
PANERA BREAD CO
1,260$258.0M0.06%
349
PEPPEPSICO INC
2,496$256.0M0.06%Put
350
FTNTFORTINET INC
8,295$254.0M0.06%
351
BACVERIZON COMMUNICATIONS INC
4,674$253.0M0.06%Put
352
ZTSZOETIS INC
5,697$252.0M0.06%Put
353
CFGCITIZENS FINL GROUP INC
11,794$247.0M0.06%Put
354
TQJSIGNATURE BK NEW YORK N Y
4,420$244.0M0.06%
355
ODFLOLD DOMINION FGHT LINES INC
3,557$243.0M0.06%
356
STERIS PLC
3,408$242.0M0.06%Put
357
UNHUNITEDHEALTH GROUP INC
1,847$238.0M0.06%Put
358
NINISOURCE INC
10,123$238.0M0.06%
359
HASHASBRO INC
2,978$238.0M0.06%Put
360
AMEAMETEK INC NEW
4,734$237.0M0.05%
361
ETRENTERGY CORP NEW
2,967$235.0M0.05%Put
362
FLSFLOWSERVE CORP
5,272$234.0M0.05%Put
363
NOCNORTHROP GRUMMAN CORP
1,170$232.0M0.05%Put
364
ALKALASKA AIR GROUP INC
2,811$231.0M0.05%
365
HARMAN INTL INDS INC
2,571$229.0M0.05%Put
366
ST JUDE MED INC
4,101$226.0M0.05%
367
XLNXEURXILINX INC
4,772$226.0M0.05%Call
368
ATVIEURACTIVISION BLIZZARD INC
6,649$225.0M0.05%Put
369
MAAMID-AMER APT CMNTYS INC
2,194$224.0M0.05%Put
370
EXPDEXPEDITORS INTL WASH INC
4,552$222.0M0.05%
371
CATCATERPILLAR INC DEL
2,881$221.0M0.05%Put
372
ORCLORACLE CORP
5,299$217.0M0.05%Put
373
VANTIV INC
4,018$216.0M0.05%
374
ABTABBOTT LABS
5,152$216.0M0.05%Put
375
WRBBERKLEY W R CORP
3,838$216.0M0.05%
376
KMXCARMAX INC
4,170$213.0M0.05%
377
CHDCHURCH & DWIGHT INC
2,286$211.0M0.05%
378
ITWILLINOIS TOOL WKS INC
2,038$209.0M0.05%Put
379
DPZDOMINOS PIZZA INC
1,576$208.0M0.05%
380
CTRACABOT OIL & GAS CORP
9,108$207.0M0.05%
381
ROPROPER TECHNOLOGIES INC
1,134$207.0M0.05%
382
QUINTILES TRANSNATIO HLDGS I
3,148$205.0M0.05%
383
WYNEURWYNDHAM WORLDWIDE CORP
2,666$204.0M0.05%
384
ROKROCKWELL AUTOMATION INC
1,783$203.0M0.05%
385
THE ADT CORPORATION
4,886$202.0M0.05%
386
STATOIL ASA
12,822$199.0M0.05%Put
387
HTZHERTZ GLOBAL HOLDINGS INC
17,623$185.0M0.04%Put
388
MFCMANULIFE FINL CORP
11,244$159.0M0.04%Put
389
7HPHP INC
12,598$155.0M0.04%Put
390
KEYKEYCORP NEW
13,786$152.0M0.04%Put
391
CVECENOVUS ENERGY INC
10,856$141.0M0.03%Put
392
ALLYALLY FINL INC
22,327$24.0M0.01%Put
393
SYNERGY PHARMACEUTICALS DEL
20,029$12.0M0.00%
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