Twin Tree Management, LP Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$6.4B
Holdings
579
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (579 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | —MONSANTO CO NEW | 59,592 | $6.2B | 96.56% | Put |
| 202 | PVHPVH CORP | 65,152 | $6.1B | 96.18% | Put |
| 203 | AALAMERICAN AIRLS GROUP INC | 212,700 | $6.0B | 94.35% | Put |
| 204 | UHSUNIVERSAL HLTH SVCS INC | 44,568 | $6.0B | 93.63% | Put |
| 205 | AVGOBROADCOM LTD | 37,725 | $5.9B | 91.86% | Put |
| 206 | NBL2EURNOBLE ENERGY INC | 161,716 | $5.8B | 90.87% | Put |
| 207 | RLRALPH LAUREN CORP | 64,710 | $5.8B | 90.86% | Put |
| 208 | BLKCHFBLACKROCK INC | 16,828 | $5.8B | 90.29% | Put |
| 209 | BFHALLIANCE DATA SYSTEMS CORP | 29,302 | $5.7B | 89.95% | Put |
| 210 | ALXNALEXION PHARMACEUTICALS INC | 48,519 | $5.7B | 88.76% | Put |
| 211 | —MYLAN N V | 130,642 | $5.6B | 88.51% | Put |
| 212 | ETNEATON CORP PLC | 93,578 | $5.6B | 87.57% | Put |
| 213 | SWN1EURSOUTHWESTERN ENERGY CO | 436,200 | $5.5B | 85.98% | Put |
| 214 | TAT&T INC | 124,400 | $5.4B | 84.23% | Put |
| 215 | HSYHERSHEY CO | 47,104 | $5.3B | 83.76% | Put |
| 216 | BKRBAKER HUGHES INC | 118,042 | $5.3B | 83.46% | Put |
| 217 | ADBEADOBE SYS INC | 54,267 | $5.2B | 81.44% | Put |
| 218 | JLLJONES LANG LASALLE INC | 53,009 | $5.2B | 80.94% | Put |
| 219 | LNGCHENIERE ENERGY INC | 137,541 | $5.2B | 80.92% | Put |
| 220 | AU3EURANGLOGOLD ASHANTI LTD | 278,068 | $5.0B | 78.68% | Put |
| 221 | SCHWSCHWAB CHARLES CORP NEW | 198,348 | $5.0B | 78.65% | Put |
| 222 | GSKGLAXOSMITHKLINE PLC | 113,500 | $4.9B | 77.07% | Put |
| 223 | PEPPEPSICO INC | 46,400 | $4.9B | 77.02% | Put |
| 224 | —SILVER WHEATON CORP | 206,673 | $4.9B | 76.19% | Put |
| 225 | CERNCHFCERNER CORP | 81,899 | $4.8B | 75.19% | Put |
| 226 | GRMNGARMIN LTD | 111,256 | $4.7B | 73.94% | Put |
| 227 | CSXCSX CORP | 180,143 | $4.7B | 73.61% | Put |
| 228 | LOWLOWES COS INC | 57,700 | $4.6B | 71.59% | Put |
| 229 | STLDSTEEL DYNAMICS INC | 184,300 | $4.5B | 70.74% | Call |
| 230 | UALUNITED CONTL HLDGS INC | 109,070 | $4.5B | 70.13% | Put |
| 231 | BBTUSDBB&T CORP | 125,100 | $4.5B | 69.80% | Put |
| 232 | FNVFRANCO NEVADA CORP | 58,165 | $4.4B | 69.31% | Call |
| 233 | BF/BBROWN FORMAN CORP | 44,257 | $4.4B | 69.17% | Put |
| 234 | NVDANVIDIA CORP | 93,765 | $4.4B | 69.06% | Call |
| 235 | —IHS INC | 37,376 | $4.3B | 67.70% | Put |
| 236 | MANMANPOWERGROUP INC | 67,101 | $4.3B | 67.64% | Put |
| 237 | SONYSONY CORP | 146,761 | $4.3B | 67.48% | Put |
| 238 | EXPEEXPEDIA INC DEL | 40,280 | $4.3B | 67.09% | Put |
| 239 | —LABORATORY CORP AMER HLDGS | 32,417 | $4.2B | 66.17% | Put |
| 240 | RHT1EURRED HAT INC | 57,481 | $4.2B | 65.40% | Put |
| 241 | TIFEURTIFFANY & CO NEW | 66,537 | $4.0B | 63.22% | Put |
| 242 | HRSEURHARRIS CORP DEL | 48,034 | $4.0B | 62.80% | Put |
| 243 | AXPAMERICAN EXPRESS CO | 65,200 | $4.0B | 62.06% | Put |
| 244 | HONHONEYWELL INTL INC | 33,703 | $3.9B | 61.42% | Put |
| 245 | CFGCITIZENS FINL GROUP INC | 191,582 | $3.8B | 59.99% | Put |
| 246 | CBRECBRE GROUP INC | 142,869 | $3.8B | 59.27% | Put |
| 247 | POT1EURPOTASH CORP SASK INC | 231,800 | $3.8B | 58.99% | Put |
| 248 | SPLKCHFSPLUNK INC | 69,000 | $3.7B | 58.57% | Put |
| 249 | PXDEURPIONEER NAT RES CO | 24,514 | $3.7B | 58.06% | Put |
| 250 | FMCF M C CORP | 79,429 | $3.7B | 57.63% | Put |
| 251 | LULULULULEMON ATHLETICA INC | 48,994 | $3.6B | 56.70% | Put |
| 252 | TSSTOTAL SYS SVCS INC | 67,725 | $3.6B | 56.36% | Put |
| 253 | IVZINVESCO LTD | 139,179 | $3.6B | 55.70% | Put |
| 254 | —BUNGE LIMITED | 59,936 | $3.5B | 55.54% | Put |
| 255 | EMNEASTMAN CHEM CO | 51,202 | $3.5B | 54.48% | Put |
| 256 | WYWEYERHAEUSER CO | 116,600 | $3.5B | 54.38% | Put |
| 257 | AG8AGILENT TECHNOLOGIES INC | 75,339 | $3.3B | 52.36% | Put |
| 258 | TEVATEVA PHARMACEUTICAL INDS LTD | 66,100 | $3.3B | 52.03% | Put |
| 259 | BMOBANK MONTREAL QUE | 52,221 | $3.3B | 51.88% | Put |
| 260 | NYCBEURNEW YORK CMNTY BANCORP INC | 220,674 | $3.3B | 51.81% | Put |
| 261 | —RANDGOLD RES LTD | 29,098 | $3.3B | 51.08% | Put |
| 262 | LEALEAR CORP | 32,035 | $3.3B | 51.08% | Put |
| 263 | AIGAMERICAN INTL GROUP INC | 61,200 | $3.2B | 50.72% | Put |
| 264 | —NEWFIELD EXPL CO | 72,869 | $3.2B | 50.43% | Put |
| 265 | HOGHARLEY DAVIDSON INC | 70,764 | $3.2B | 50.22% | Put |
| 266 | TXNTEXAS INSTRS INC | 49,200 | $3.1B | 48.29% | Put |
| 267 | BSXBOSTON SCIENTIFIC CORP | 127,953 | $3.0B | 46.83% | Put |
| 268 | IRINGERSOLL-RAND PLC | 46,766 | $3.0B | 46.66% | Put |
| 269 | —EXPRESS SCRIPTS HLDG CO | 37,788 | $2.9B | 44.87% | Call |
| 270 | LYBLYONDELLBASELL INDUSTRIES N | 38,400 | $2.9B | 44.78% | Put |
| 271 | AMTAMERICAN TOWER CORP NEW | 24,700 | $2.8B | 43.96% | Call |
| 272 | NGGNATIONAL GRID PLC | 37,100 | $2.8B | 43.21% | Put |
| 273 | SAPSAP SE | 36,600 | $2.7B | 43.02% | Put |
| 274 | UNUSDUNILEVER N V | 57,080 | $2.7B | 41.97% | Put |
| 275 | FFORD MTR CO DEL | 213,170 | $2.7B | 41.97% | Put |
| 276 | POSTPOST HLDGS INC | 31,819 | $2.6B | 41.22% | |
| 277 | SBACSBA COMMUNICATIONS CORP | 24,330 | $2.6B | 41.14% | Put |
| 278 | PHPARKER HANNIFIN CORP | 24,058 | $2.6B | 40.72% | Put |
| 279 | GISGENERAL MLS INC | 36,416 | $2.6B | 40.69% | |
| 280 | VOYAVOYA FINL INC | 103,920 | $2.6B | 40.31% | Put |
| 281 | LMTLOCKHEED MARTIN CORP | 10,300 | $2.6B | 40.05% | Call |
| 282 | MPCMARATHON PETE CORP | 65,880 | $2.5B | 39.19% | Put |
| 283 | NTRSNORTHERN TR CORP | 37,111 | $2.5B | 38.53% | Put |
| 284 | QSRRESTAURANT BRANDS INTL INC | 58,786 | $2.4B | 38.31% | Put |
| 285 | AWCAMERICAN WTR WKS CO INC NEW | 28,775 | $2.4B | 38.09% | Put |
| 286 | GLWCORNING INC | 118,661 | $2.4B | 38.07% | Put |
| 287 | CXOEURCONCHO RES INC | 20,019 | $2.4B | 37.40% | Put |
| 288 | KELKELLOGG CO | 28,666 | $2.3B | 36.68% | |
| 289 | AWMSKYWORKS SOLUTIONS INC | 36,467 | $2.3B | 36.15% | Put |
| 290 | —L-3 COMMUNICATIONS HLDGS INC | 15,505 | $2.3B | 35.63% | |
| 291 | EFXEQUIFAX INC | 17,673 | $2.3B | 35.57% | Put |
| 292 | TFXTELEFLEX INC | 12,784 | $2.3B | 35.50% | Put |
| 293 | —BARCLAYS BK PLC | 160,000 | $2.2B | 34.63% | Put |
| 294 | UAAUNDER ARMOUR INC | 53,142 | $2.1B | 33.42% | Put |
| 295 | VLOVALERO ENERGY CORP NEW | 41,737 | $2.1B | 33.36% | Put |
| 296 | RHIROBERT HALF INTL INC | 55,655 | $2.1B | 33.28% | Put |
| 297 | NTAPNETAPP INC | 86,242 | $2.1B | 33.23% | Put |
| 298 | ELLAUDER ESTEE COS INC | 23,200 | $2.1B | 33.09% | Put |
| 299 | THSTREEHOUSE FOODS INC | 20,505 | $2.1B | 32.98% | |
| 300 | AONAON PLC | 19,256 | $2.1B | 32.95% |