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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | CTRACABOT OIL & GAS CORP | 30,625 | $732.0M | 6.64% | |
| 402 | CCLCARNIVAL CORP | 12,000 | $707.0M | 6.41% | Put |
| 403 | VEEVVEEVA SYS INC | 13,774 | $706.0M | 6.40% | |
| 404 | EXREXTRA SPACE STORAGE INC | 9,000 | $670.0M | 6.08% | Call |
| 405 | —MEAD JOHNSON NUTRITION CO | 7,283 | $649.0M | 5.89% | |
| 406 | JBLUJETBLUE AIRWAYS CORP | 31,465 | $648.0M | 5.88% | |
| 407 | MAMASTERCARD INCORPORATED | 5,617 | $632.0M | 5.73% | |
| 408 | AKXANSYS INC | 5,888 | $629.0M | 5.71% | |
| 409 | PSXPHILLIPS 66 | 7,700 | $610.0M | 5.53% | Put |
| 410 | CPBCAMPBELL SOUP CO | 10,434 | $597.0M | 5.42% | |
| 411 | MGAMAGNA INTL INC | 13,779 | $596.0M | 5.41% | Put |
| 412 | JAZZJAZZ PHARMACEUTICALS PLC | 4,068 | $590.0M | 5.35% | |
| 413 | TMTOYOTA MOTOR CORP | 5,421 | $589.0M | 5.34% | |
| 414 | SNPSSYNOPSYS INC | 8,032 | $579.0M | 5.25% | |
| 415 | HSYHERSHEY CO | 5,152 | $563.0M | 5.11% | |
| 416 | HSTHOST HOTELS & RESORTS INC | 29,559 | $552.0M | 5.01% | |
| 417 | AFLAFLAC INC | 7,584 | $549.0M | 4.98% | |
| 418 | MHKMOHAWK INDS INC | 2,309 | $530.0M | 4.81% | |
| 419 | DVADAVITA INC | 7,785 | $529.0M | 4.80% | |
| 420 | NYCBEURNEW YORK CMNTY BANCORP INC | 36,900 | $515.0M | 4.67% | Call |
| 421 | HDBHDFC BANK LTD | 6,778 | $510.0M | 4.63% | |
| 422 | SYFSYNCHRONY FINL | 13,800 | $473.0M | 4.29% | Call |
| 423 | INGING GROEP N V | 30,900 | $466.0M | 4.23% | Put |
| 424 | ARCCARES CAP CORP | 26,700 | $464.0M | 4.21% | Put |
| 425 | W3UWESTERN UN CO | 21,751 | $443.0M | 4.02% | |
| 426 | LRCXEURLAM RESEARCH CORP | 3,441 | $442.0M | 4.01% | |
| 427 | FTNTFORTINET INC | 11,200 | $430.0M | 3.90% | Call |
| 428 | FMXFOMENTO ECONOMICO MEXICANO S | 4,814 | $426.0M | 3.86% | |
| 429 | DTEDTE ENERGY CO | 4,000 | $408.0M | 3.70% | Call |
| 430 | TRITHOMSON REUTERS CORP | 8,984 | $388.0M | 3.52% | |
| 431 | TQJSIGNATURE BK NEW YORK N Y | 2,600 | $386.0M | 3.50% | Call |
| 432 | LECOLINCOLN ELEC HLDGS INC | 4,383 | $381.0M | 3.46% | Put |
| 433 | HIIHUNTINGTON INGALLS INDS INC | 1,887 | $378.0M | 3.43% | |
| 434 | MCXMCCORMICK & CO INC | 3,451 | $337.0M | 3.06% | |
| 435 | MXIMMAXIM INTEGRATED PRODS INC | 7,183 | $323.0M | 2.93% | |
| 436 | QGENQIAGEN NV | 10,782 | $312.0M | 2.83% | |
| 437 | GEGENERAL ELECTRIC CO | 10,402 | $310.0M | 2.81% | |
| 438 | BURLBURLINGTON STORES INC | 3,157 | $307.0M | 2.78% | |
| 439 | MRSHMARSH & MCLENNAN COS INC | 4,138 | $306.0M | 2.78% | |
| 440 | NXPINXP SEMICONDUCTORS N V | 2,900 | $300.0M | 2.72% | Put |
| 441 | TAPMOLSON COORS BREWING CO | 3,127 | $299.0M | 2.71% | |
| 442 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 4,800 | $286.0M | 2.59% | Put |
| 443 | ROSTROSS STORES INC | 4,330 | $285.0M | 2.59% | |
| 444 | ELLAUDER ESTEE COS INC | 3,355 | $284.0M | 2.58% | |
| 445 | SWKSTANLEY BLACK & DECKER INC | 2,075 | $276.0M | 2.50% | |
| 446 | HRBBLOCK H & R INC | 11,302 | $263.0M | 2.39% | |
| 447 | CGNXCOGNEX CORP | 3,100 | $260.0M | 2.36% | Put |
| 448 | JBHTHUNT J B TRANS SVCS INC | 2,749 | $252.0M | 2.29% | |
| 449 | IRINGERSOLL-RAND PLC | 2,800 | $228.0M | 2.07% | Call |
| 450 | XLNXEURXILINX INC | 3,778 | $219.0M | 1.99% | Put |
| 451 | RIORIO TINTO PLC | 5,327 | $216.0M | 1.96% | Put |
| 452 | ILMNILLUMINA INC | 1,200 | $205.0M | 1.86% | Call |
| 453 | GWWGRAINGER W W INC | 837 | $195.0M | 1.77% | |
| 454 | EWBCEAST WEST BANCORP INC | 3,600 | $185.0M | 1.68% | Put |
| 455 | CAGCONAGRA BRANDS INC | 4,507 | $182.0M | 1.65% | |
| 456 | ALKALASKA AIR GROUP INC | 1,936 | $179.0M | 1.62% | |
| 457 | STLAFIAT CHRYSLER AUTOMOBILES N | 16,076 | $176.0M | 1.60% | Put |
| 458 | ITGARTNER INC | 1,600 | $173.0M | 1.57% | Put |
| 459 | MGMMGM RESORTS INTERNATIONAL | 6,100 | $167.0M | 1.51% | Call |
| 460 | UPSUNITED PARCEL SERVICE INC | 1,558 | $167.0M | 1.51% | |
| 461 | MFCMANULIFE FINL CORP | 8,999 | $160.0M | 1.45% | Put |
| 462 | AZOAUTOZONE INC | 206 | $149.0M | 1.35% | |
| 463 | BLKCHFBLACKROCK INC | 343 | $132.0M | 1.20% | |
| 464 | ARMKARAMARK | 3,381 | $125.0M | 1.13% | |
| 465 | TRMBTRIMBLE INC | 3,860 | $124.0M | 1.12% | |
| 466 | PKNPERKINELMER INC | 2,095 | $122.0M | 1.11% | |
| 467 | JECUSDJACOBS ENGR GROUP INC DEL | 2,163 | $120.0M | 1.09% | Put |
| 468 | SIVBEURSVB FINL GROUP | 600 | $112.0M | 1.02% | Call |
| 469 | AMEAMETEK INC NEW | 2,049 | $111.0M | 1.01% | Put |
| 470 | BHCVALEANT PHARMACEUTICALS INTL | 9,500 | $105.0M | 0.95% | Put |
| 471 | KELKELLOGG CO | 1,409 | $102.0M | 0.93% | |
| 472 | DFSEURDISCOVER FINL SVCS | 1,194 | $82.0M | 0.74% | |
| 473 | —GREAT PLAINS ENERGY INC | 2,763 | $81.0M | 0.73% | |
| 474 | HOLXHOLOGIC INC | 1,891 | $80.0M | 0.73% | |
| 475 | —WPX ENERGY INC | 5,900 | $79.0M | 0.72% | Put |
| 476 | —DDR CORP | 6,200 | $78.0M | 0.71% | Call |
| 477 | —SYNERGY PHARMACEUTICALS DEL | 15,000 | $70.0M | 0.63% | Call |
| 478 | NWSANEWS CORP NEW | 5,276 | $68.0M | 0.62% | Put |
| 479 | CIKCREDIT SUISSE GROUP | 4,392 | $66.0M | 0.60% | Put |
| 480 | —IHS MARKIT LTD | 1,580 | $66.0M | 0.60% | |
| 481 | SRESEMPRA ENERGY | 600 | $66.0M | 0.60% | Call |
| 482 | —ULTIMATE SOFTWARE GROUP INC | 314 | $61.0M | 0.55% | |
| 483 | SABRSABRE CORP | 2,864 | $61.0M | 0.55% | |
| 484 | UNUSDUNILEVER N V | 1,200 | $60.0M | 0.54% | Call |
| 485 | —WELLS FARGO & CO NEW | 2,600 | $58.0M | 0.53% | |
| 486 | ANETEURARISTA NETWORKS INC | 435 | $58.0M | 0.53% | |
| 487 | HUBBHUBBELL INC | 476 | $57.0M | 0.52% | |
| 488 | SOSOUTHERN CO | 1,100 | $55.0M | 0.50% | Call |
| 489 | UTHUNITED THERAPEUTICS CORP DEL | 397 | $54.0M | 0.49% | |
| 490 | IFFINTERNATIONAL FLAVORS&FRAGRA | 375 | $50.0M | 0.45% | |
| 491 | SONYSONY CORP | 1,378 | $47.0M | 0.43% | Put |
| 492 | TSSTOTAL SYS SVCS INC | 848 | $45.0M | 0.41% | |
| 493 | PEGPUBLIC SVC ENTERPRISE GROUP | 1,000 | $44.0M | 0.40% | Call |
| 494 | MIC2EURMACQUARIE INFRASTRUCTURE COR | 528 | $43.0M | 0.39% | |
| 495 | GNTXGENTEX CORP | 1,721 | $37.0M | 0.34% | |
| 496 | S9QSPIRIT AEROSYSTEMS HLDGS INC | 624 | $36.0M | 0.33% | |
| 497 | AESAES CORP | 3,000 | $34.0M | 0.31% | Call |
| 498 | —ORBITAL ATK INC | 343 | $34.0M | 0.31% | |
| 499 | AXSAXIS CAPITAL HOLDINGS LTD | 457 | $31.0M | 0.28% | |
| 500 | MASMASCO CORP | 800 | $27.0M | 0.24% | Call |