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
301
CASYCASEYS GEN STORES INC
18,754$2.3B0.03%Put
302
NTRSNORTHERN TR CORP
32,787$2.2B0.03%Put
303
CPBCAMPBELL SOUP CO
40,627$2.2B0.03%Put
304
SSNCSS&C TECHNOLOGIES HLDGS INC
67,623$2.2B0.03%Put
305
RHIROBERT HALF INTL INC
57,017$2.2B0.03%Put
306
LULULULULEMON ATHLETICA INC
34,500$2.1B0.03%Put
307
JAZZJAZZ PHARMACEUTICALS PLC
17,114$2.1B0.03%Put
308
KSSKOHLS CORP
46,514$2.0B0.03%Put
309
TRIPTRIPADVISOR INC
32,086$2.0B0.03%Call
310
EWEDWARDS LIFESCIENCES CORP
16,797$2.0B0.03%
311
INGING GROEP N V
163,387$2.0B0.03%Put
312
CBS CORP NEW
36,473$2.0B0.03%Put
313
PNCPNC FINL SVCS GROUP INC
21,900$2.0B0.03%Call
314
NYCBEURNEW YORK CMNTY BANCORP INC
137,420$2.0B0.02%Put
315
MEAD JOHNSON NUTRITION CO
23,848$1.9B0.02%Put
316
AU3EURANGLOGOLD ASHANTI LTD
118,238$1.9B0.02%Put
317
PVHPVH CORP
16,994$1.9B0.02%Put
318
DOVDOVER CORP
24,497$1.8B0.02%Put
319
CLXCLOROX CO DEL
14,038$1.8B0.02%Put
320
ABGAMERISOURCEBERGEN CORP
21,155$1.7B0.02%
321
EDCONSOLIDATED EDISON INC
22,700$1.7B0.02%Put
322
FNVFRANCO NEVADA CORP
24,356$1.7B0.02%
323
LAMRLAMAR ADVERTISING CO NEW
25,835$1.7B0.02%Put
324
DRIDARDEN RESTAURANTS INC
27,500$1.7B0.02%Put
325
AWCAMERICAN WTR WKS CO INC NEW
22,509$1.7B0.02%Put
326
MGMMGM RESORTS INTERNATIONAL
64,649$1.7B0.02%Put
327
UPSUNITED PARCEL SERVICE INC
15,100$1.7B0.02%Put
328
NGGNATIONAL GRID PLC
22,900$1.6B0.02%Call
329
XLISELECT SECTOR SPDR TR
27,866$1.6B0.02%
330
FISFIDELITY NATL INFORMATION SV
20,828$1.6B0.02%Put
331
TSSTOTAL SYS SVCS INC
33,875$1.6B0.02%Put
332
SEICSEI INVESTMENTS CO
34,794$1.6B0.02%Put
333
AMTTD AMERITRADE HLDG CORP
44,942$1.6B0.02%Put
334
HOGHARLEY-DAVIDSON INC
30,100$1.6B0.02%Call
335
SGENEURSEATTLE GENETICS INC
29,216$1.6B0.02%Put
336
MRVLMARVELL TECHNOLOGYMARVELL TECHNOLOGY GROUP LTD GROUP LTD
118,060$1.6B0.02%
337
WSTWEST PHARMACEUTICAL SVSC INC
20,900$1.6B0.02%Put
338
MGAMAGNA INTL INC
36,075$1.5B0.02%Put
339
PYPLPAYPAL HLDGS INC
37,700$1.5B0.02%Put
340
QSRRESTAURANT BRANDS INTL INC
34,590$1.5B0.02%Put
341
LMTLOCKHEED MARTIN CORP
6,400$1.5B0.02%Call
342
LABORATORY CORP AMER HLDGS
11,108$1.5B0.02%Put
343
WOOFOOT LOCKER INC
22,375$1.5B0.02%
344
VANTIV INC
26,628$1.5B0.02%
345
ALBALBEMARLE CORP
16,933$1.4B0.02%Put
346
ALCOA INC
142,500$1.4B0.02%Put
347
PSAPUBLIC STORAGE
6,400$1.4B0.02%Call
348
CDWCDW CORP
30,515$1.4B0.02%
349
VOYAVOYA FINL INC
48,309$1.4B0.02%Put
350
NEENEXTERA ENERGY INC
10,900$1.3B0.02%Call
351
SNISCRIPPS NETWORKS INTERACT IN
20,864$1.3B0.02%
352
TEVATEVA PHARMACEUTICAL INDS LTD
28,588$1.3B0.02%Put
353
LUVSOUTHWEST AIRLS CO
33,608$1.3B0.02%
354
LEALEAR CORP
10,609$1.3B0.02%Put
355
MIDDMIDDLEBY CORP
10,322$1.3B0.02%Put
356
JBLUJETBLUE AIRWAYS CORP
73,557$1.3B0.02%
357
ETRAE TRADE FINANCIAL CORP
43,038$1.3B0.02%Put
358
BUNGE LIMITED
21,057$1.2B0.02%Put
359
MCHPMICROCHIP TECHNOLOGY INC
20,013$1.2B0.02%
360
TWENTY FIRST CENTY FOX INC
50,757$1.2B0.02%
361
RGAREINSURANCE GROUP AMER INC
11,292$1.2B0.02%Call
362
CITUSDCIT GROUP INC
32,924$1.2B0.02%Put
363
AVYAVERY DENNISON CORP
15,302$1.2B0.02%Put
364
CDNSCADENCE DESIGN SYSTEM INC
44,985$1.1B0.01%
365
LBEURL BRANDS INC
16,000$1.1B0.01%
366
BCRUSDBARD C R INC
5,042$1.1B0.01%Put
367
DHID R HORTON INC
37,400$1.1B0.01%Put
368
AESAES CORP
87,800$1.1B0.01%Call
369
HSTHOST HOTELS & RESORTS INC
72,243$1.1B0.01%Put
370
CTRACABOT OIL & GAS CORP
43,466$1.1B0.01%
371
SNPSSYNOPSYS INC
18,640$1.1B0.01%
372
FEFIRSTENERGY CORP
33,431$1.1B0.01%
373
QRVOQORVO INC
19,809$1.1B0.01%
374
ARMKARAMARK
28,866$1.1B0.01%
375
AZNASTRAZENECA PLC
33,101$1.1B0.01%
376
HOLXHOLOGIC INC(NSM)
27,900$1.1B0.01%Put
377
ESSESSEX PPTY TR INC
4,840$1.1B0.01%Put
378
COMERICA INC
58,200$1.1B0.01%
379
REEVEREST RE GROUP LTD
5,585$1.1B0.01%
380
AWNADVANCE AUTO PARTS INC
7,052$1.1B0.01%
381
PINNACLE FOODS INC DEL
20,687$1.0B0.01%
382
PXGBXPRAXAIR INC
8,449$1.0B0.01%Put
383
HPHELMERICH & PAYNE
15,113$1.0B0.01%
384
DLTRDOLLAR TREE INC
12,814$1.0B0.01%
385
DGDOLLAR GEN CORP NEW
14,400$1.0B0.01%Put
386
GSKGLAXOSMITHKLINE PLC
23,000$992.0M0.01%Call
387
HSYHERSHEY CO
10,358$990.0M0.01%
388
GRA1EURGRACE W R & CO DEL NEW
13,344$985.0M0.01%
389
LBTYBLIBERTY GLOBAL PLC
28,698$981.0M0.01%Put
390
GISGENERAL MLS INC
15,304$978.0M0.01%Call
391
ZTSZOETIS INC
18,812$978.0M0.01%
392
PUKNPRUDENTIAL PLC
27,042$966.0M0.01%Put
393
MNSTMONSTER BEVERAGE CORP NEW
6,492$954.0M0.01%Put
394
CNPCENTERPOINT ENERGY INC
41,044$953.0M0.01%Call
395
MYLAN N V
24,897$949.0M0.01%Call
396
ALKALASKA AIR GROUP INC
14,403$949.0M0.01%
397
TQJSIGNATURE BK NEW YORK N Y
7,823$927.0M0.01%Put
398
POSTPOST HLDGS INC
11,895$918.0M0.01%
399
PG4PRINCIPAL FINL GROUP INC
17,785$916.0M0.01%Put
400
QGENQIAGEN NV
33,104$909.0M0.01%Call
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