Twin Tree Management, LP Q3 2016 Filing

Filed November 15, 2016

Portfolio Value

$7.8T

Holdings

583

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (583 positions)

#StockSharesValue% PortfolioType
201
PGPROCTER AND GAMBLE CO
66,400$6.0B0.08%Call
202
ZIONZIONS BANCORPORATION
187,300$5.8B0.07%Put
203
TSCOTRACTOR SUPPLY CO
85,343$5.7B0.07%Put
204
NEMNEWMONT MINING CORP
145,672$5.7B0.07%Put
205
MDLZMONDELEZ INTL INC
129,183$5.7B0.07%Put
206
KOCOCA COLA CO
133,228$5.6B0.07%Put
207
TFXTELEFLEX INC
32,772$5.5B0.07%Put
208
AMERICAN CAPITAL AGENCY CORP
280,000$5.5B0.07%Put
209
NVSNNOVARTIS A G
69,280$5.5B0.07%Put
210
NTAPNETAPP INC
151,524$5.4B0.07%Put
211
XRTSPDR SERIES TRUST
123,768$5.4B0.07%Put
212
UTXZUNITED TECHNOLOGIES CORP
52,727$5.4B0.07%Put
213
PHPARKER HANNIFIN CORP
42,670$5.4B0.07%Put
214
CAHCARDINAL HEALTH INC
68,200$5.3B0.07%Put
215
MICHAEL KORS HLDGS LTD
112,514$5.3B0.07%Call
216
DUKDUKE ENERGY CORP NEW
64,856$5.2B0.07%Put
217
SRCLSTERICYCLE INC
63,979$5.1B0.07%Put
218
NBL2EURNOBLE ENERGY INC
142,667$5.1B0.07%Put
219
CCLCARNIVAL CORP
103,961$5.1B0.06%Put
220
ADSKAUTODESK INC
69,568$5.0B0.06%Put
221
HDBHDFC BANK LTD
69,728$5.0B0.06%
222
CIKCREDIT SUISSE GROUP
373,412$4.9B0.06%Put
223
MPCMARATHON PETE CORP
119,817$4.9B0.06%Put
224
MCXMCCORMICK & CO INC
47,584$4.8B0.06%Put
225
BDXBECTON DICKINSON & CO
26,295$4.7B0.06%Put
226
PRGOPERRIGO CO PLC
49,431$4.6B0.06%Call
227
FLRFLUOR CORP NEW
88,335$4.5B0.06%Put
228
PSXPHILLIPS 66
55,826$4.5B0.06%Put
229
BENFRANKLIN RES INC
126,049$4.5B0.06%Put
230
FFORD MTR CO DEL
362,237$4.4B0.06%Put
231
CMACOMERICA INC
92,209$4.4B0.06%Put
232
CFCF INDS HLDGS INC
178,726$4.4B0.06%Put
233
VLOVALERO ENERGY CORP NEW
80,674$4.3B0.05%Put
234
CTLEURCENTURYLINK INC
155,800$4.3B0.05%Call
235
FDXFEDEX CORP
23,732$4.1B0.05%Put
236
TESARO INC
41,000$4.1B0.05%Put
237
MFCMANULIFE FINL CORP
289,878$4.1B0.05%Put
238
EXPEEXPEDIA INC DEL
34,800$4.1B0.05%Put
239
BF/BBROWN FORMAN CORP
85,527$4.1B0.05%Put
240
POT1EURPOTASH CORP SASK INC
247,116$4.0B0.05%Put
241
BMTABRITISH AMERN TOB PLC
31,433$4.0B0.05%Put
242
BNSBANK N S HALIFAX
75,396$4.0B0.05%Put
243
SPLKCHFSPLUNK INC
67,700$4.0B0.05%Put
244
SJMSMUCKER J M CO
29,300$4.0B0.05%Put
245
BERYEURBERRY PLASTICS GROUP INC
90,267$4.0B0.05%Put
246
WHITEWAVE FOODS CO
71,933$3.9B0.05%
247
RIORIO TINTO PLC
116,200$3.9B0.05%Call
248
WRKUSDWESTROCK CO
80,017$3.9B0.05%Put
249
LOWLOWES COS INC
53,400$3.9B0.05%Put
250
DEODIAGEO P L C
33,178$3.9B0.05%Put
251
FMXFOMENTO ECONOMICO MEXICANO S
41,400$3.8B0.05%Put
252
MDTMEDTRONIC PLC
43,800$3.8B0.05%Call
253
JPMJPMORGAN CHASE & CO
149,900$3.7B0.05%
254
SILVER WHEATON CORP
136,477$3.7B0.05%
255
HBC2HSBC HLDGS PLC
96,400$3.6B0.05%Call
256
CNCCENTENE CORP DEL
53,976$3.6B0.05%Put
257
RRCRANGE RES CORP
93,191$3.6B0.05%Put
258
VAREURVARIAN MED SYS INC
35,571$3.5B0.05%Put
259
BSXBOSTON SCIENTIFIC CORP
145,831$3.5B0.04%Put
260
UAAUNDER ARMOUR INC
89,239$3.5B0.04%Put
261
SPGIS&P GLOBAL INC
27,200$3.4B0.04%Put
262
HRSEURHARRIS CORP(NYS)
37,534$3.4B0.04%Put
263
TMUST MOBILE US INC
73,456$3.4B0.04%
264
TRPTRANSCANADA CORP
71,495$3.4B0.04%Put
265
GLWCORNING INC
139,900$3.3B0.04%Put
266
MIC2EURMACQUARIE INFRASTRUCTURE COR
39,574$3.3B0.04%Put
267
RANDGOLD RES LTD
32,776$3.3B0.04%Put
268
JWNUSDNORDSTROM INC
58,979$3.1B0.04%Put
269
KELKELLOGG CO
39,095$3.0B0.04%
270
SYFSYNCHRONY FINL
108,109$3.0B0.04%
271
MAAMID-AMER APT CMNTYS INC
32,041$3.0B0.04%Put
272
LINKEDIN CORP
15,584$3.0B0.04%Put
273
TSNTYSON FOODS INC
39,490$2.9B0.04%
274
FMCF M C CORP
60,913$2.9B0.04%Put
275
XLKSELECT SECTOR SPDR TR
61,000$2.9B0.04%Call
276
RHT1EURRED HAT INC
36,047$2.9B0.04%Put
277
PNRPENTAIR PLC
44,619$2.9B0.04%Call
278
KHCKRAFT HEINZ CO
31,894$2.9B0.04%Put
279
SPBSPECTRUM BRANDS HLDGS INC
20,636$2.8B0.04%
280
HIGHARTFORD FINANCIAL SVCS GRP
64,911$2.8B0.04%Put
281
XLNXEURXILINX INC
51,061$2.8B0.04%Put
282
BBYBEST BUY CO INC
72,101$2.8B0.04%Put
283
TMTOYOTA MOTOR CORP
23,200$2.7B0.03%Call
284
UEOWESTLAKE CHEM CORP
49,606$2.7B0.03%
285
TELTE CONNECTIVITY LTD
40,836$2.6B0.03%
286
OPLNKAR AUCTION SVCS INC
60,588$2.6B0.03%
287
STLDSTEEL DYNAMICS INC
104,000$2.6B0.03%Call
288
TDTORONTO DOMINION BK ONT
58,249$2.6B0.03%Put
289
MONSANTO CO NEW
24,790$2.5B0.03%Call
290
BCEBCE INC
54,172$2.5B0.03%Put
291
CHTRCHARTER COMMUNICATIONS INC N
9,179$2.5B0.03%
292
PPLPPL CORP
71,000$2.5B0.03%Put
293
LRCXEURLAM RESEARCH CORP
25,765$2.4B0.03%Put
294
GTGOODYEAR TIRE & RUBR CO
75,429$2.4B0.03%
295
WMBWILLIAMS COS INC DEL
78,100$2.4B0.03%Put
296
ULTAULTA SALON COSMETCS & FRAG I
10,000$2.4B0.03%Put
297
DVADAVITA INC
36,018$2.4B0.03%
298
WABWABTEC CORP
28,498$2.3B0.03%
299
AVGOBROADCOM LTD
13,406$2.3B0.03%
300
UNMUNUM GROUP
64,017$2.3B0.03%Put
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