Twin Tree Management, LP Q1 2017 Filing

Filed May 11, 2017

Portfolio Value

$11.0B

Holdings

521

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (521 positions)

#StockSharesValue% PortfolioType
101
WDCWESTERN DIGITAL CORP
303,157$25.0B226.94%Put
102
7HPHP INC
1,393,000$24.9B225.92%Put
103
IBBISHARES TR
84,583$24.8B224.99%Put
104
SHWSHERWIN WILLIAMS CO
78,700$24.4B221.43%Put
105
VIABVIACOM INC NEW
498,500$23.2B210.80%Put
106
ACNACCENTURE PLC IRELAND
193,721$23.2B210.65%Put
107
USX1UNITED STATES STL CORP NEW
680,445$23.0B208.68%Put
108
XBISPDR SERIES TRUST
327,500$22.7B205.98%Put
109
MDYSPDR S&P MIDCAP 400 ETF TR
72,600$22.7B205.74%Call
110
ORCLORACLE CORP
506,700$22.6B205.03%Put
111
HESHESS CORP
466,833$22.5B204.13%Put
112
BABAALIBABA GROUP HLDG LTD
204,739$22.1B200.25%Put
113
GPNGLOBAL PMTS INC
273,100$22.0B199.85%Put
114
QUINTILES IMS HOLDINGS INC
266,681$21.5B194.80%Put
115
YUMYUM BRANDS INC
335,300$21.4B194.34%Put
116
ALLERGAN PLC
88,090$21.0B190.90%Put
117
AWMSKYWORKS SOLUTIONS INC
212,738$20.8B189.07%Put
118
IVZINVESCO LTD
678,673$20.8B188.55%Put
119
ETNEATON CORP PLC
269,000$19.9B180.92%Put
120
BHPBHP BILLITON LTD
548,106$19.9B180.57%Put
121
LLYLILLY ELI & CO
226,709$19.1B172.97%Put
122
SRCLSTERICYCLE INC
220,068$18.2B165.46%Put
123
DUKDUKE ENERGY CORP NEW
221,200$18.1B164.55%Put
124
BIDUNBAIDU INC
104,552$18.0B163.60%Put
125
FEZSPDR INDEX SHS FDS
490,533$17.8B161.74%Put
126
GILDGILEAD SCIENCES INC
258,855$17.6B159.48%Put
127
URIUNITED RENTALS INC
138,382$17.3B156.97%Put
128
MYLAN N V
442,627$17.3B156.54%Put
129
9990302DAPACHE CORP
335,131$17.2B156.21%Put
130
BUNGE LIMITED
213,800$16.9B153.70%Put
131
PEOEXELON CORP
469,900$16.9B153.36%Put
132
ZIONZIONS BANCORPORATION
396,617$16.7B151.11%Put
133
AKAMAKAMAI TECHNOLOGIES INC
278,291$16.6B150.70%Put
134
DISDISNEY WALT CO
145,635$16.5B149.78%Put
135
ENBENBRIDGE INC
386,564$16.2B146.72%Put
136
CSCOCISCO SYS INC
473,900$16.0B145.28%Put
137
OKEONEOK INC NEW
287,900$16.0B144.77%Put
138
CRCCANADIAN NAT RES LTD
484,400$15.9B144.08%Put
139
LVLNSPDR SERIES TRUST
277,148$15.1B137.28%Call
140
LNCLINCOLN NATL CORP IND
229,000$15.0B135.95%Put
141
CELGCELGENE CORP
118,400$14.7B133.64%Put
142
OHIOMEGA HEALTHCARE INVS INC
446,500$14.7B133.61%Put
143
SLVISHARES SILVER TRUST
848,696$14.6B132.79%Put
144
FLRFLUOR CORP NEW
278,149$14.6B132.76%Put
145
TTMCHFTATA MTRS LTD
409,300$14.6B132.36%Put
146
CFCF INDS HLDGS INC
489,841$14.4B130.42%Put
147
GOLDCORP INC NEW
980,000$14.3B129.69%Put
148
LVSLAS VEGAS SANDS CORP
249,956$14.3B129.39%Put
149
TAT&T INC
342,500$14.2B129.08%Put
150
ADMARCHER DANIELS MIDLAND CO
307,900$14.2B128.57%Put
151
FDCFIRST DATA CORP NEW
903,857$14.0B127.08%Put
152
AMDADVANCED MICRO DEVICES INC
956,266$13.9B126.20%Put
153
EWYISHARES
222,900$13.8B125.09%Put
154
AZNASTRAZENECA PLC
441,517$13.7B124.71%Put
155
CCCHEMOURS CO
357,100$13.7B124.70%Put
156
CMECME GROUP INC
114,270$13.6B123.13%Put
157
MKLMARKEL CORP
13,792$13.5B122.08%Put
158
CP.TOCANADIAN PAC RY LTD
91,333$13.4B121.72%Put
159
WCGEURWELLCARE HEALTH PLANS INC
95,438$13.4B121.37%Put
160
WELLWELLTOWER INC
188,500$13.3B121.09%Call
161
SPGSIMON PPTY GROUP INC NEW
77,400$13.3B120.77%Call
162
MOSMOSAIC CO NEW
455,374$13.3B120.53%Put
163
XLFSECTOR SPDR TR
553,374$13.1B119.10%Put
164
DONSPDR DOW JONES INDL AVRG ETF
62,949$13.0B117.82%Put
165
VENVENTAS INC
199,400$13.0B117.64%Put
166
CNCCENTENE CORP DEL
179,713$12.8B116.17%Put
167
RDS/AROYAL DUTCH SHELL PLC
242,366$12.8B115.92%Put
168
SYMCEURSYMANTEC CORP
412,338$12.7B114.74%Put
169
ENCANA CORP
1,075,992$12.6B114.30%Put
170
UNHUNITEDHEALTH GROUP INC
75,215$12.3B111.89%Put
171
CLCOLGATE PALMOLIVE CO
167,777$12.3B111.38%Call
172
BUDANHEUSER BUSCH INBEV SA/NV
111,344$12.2B110.85%Call
173
STLDSTEEL DYNAMICS INC
345,700$12.0B109.00%Put
174
DC4DEXCOM INC
141,017$11.9B108.38%Put
175
A4SAMERIPRISE FINL INC
91,277$11.8B107.37%Put
176
OSVEURVANECK VECTORS ETF TR
383,598$11.8B107.20%Put
177
WBAWALGREENS BOOTS ALLIANCE INC
135,924$11.3B102.40%Call
178
AMTAMERICAN TOWER CORP NEW
90,000$10.9B99.22%Call
179
MARMARRIOTT INTL INC NEW
115,953$10.9B99.06%Put
180
HPEHEWLETT PACKARD ENTERPRISE C
458,800$10.9B98.63%Put
181
NSCNORFOLK SOUTHERN CORP
93,400$10.5B94.86%Put
182
GRMNGARMIN LTD
199,380$10.2B92.43%Put
183
MANMANPOWERGROUP INC
95,709$9.8B89.05%Put
184
AIGAMERICAN INTL GROUP INC
153,200$9.6B86.75%Put
185
ABGAMERISOURCEBERGEN CORP
106,400$9.4B85.42%Put
186
INTCINTEL CORP
252,700$9.1B82.68%Put
187
CFGCITIZENS FINL GROUP INC
256,844$8.9B80.50%Put
188
XLBSELECT SECTOR SPDR TR
168,800$8.8B80.25%Call
189
MDTMEDTRONIC PLC
107,300$8.6B78.41%Put
190
XLYSECTOR SPDR TR
96,389$8.5B76.89%Put
191
MSCIMSCI INC
87,199$8.5B76.87%Put
192
JNPJUNIPER NETWORKS INC
304,423$8.5B76.85%Put
193
FDO.FMACYS INC
282,718$8.4B76.00%Put
194
EBAEBAY INC
247,509$8.3B75.36%Put
195
IPGPIPG PHOTONICS CORP
67,799$8.2B74.22%Put
196
PHPARKER HANNIFIN CORP
49,100$7.9B71.40%Put
197
BENFRANKLIN RES INC
185,655$7.8B70.96%Put
198
PVHPVH CORP
74,800$7.7B70.21%Put
199
MURMURPHY OIL CORP
264,409$7.6B68.56%Put
200
SUNTRUST BKS INC
135,700$7.5B68.07%Put
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