Twin Tree Management, LP Q2 2017 Filing
Filed August 10, 2017
Portfolio Value
$12.8B
Holdings
518
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (518 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | RCLROYAL CARIBBEAN CRUISES LTD | 249,400 | $27.2B | 212.93% | Put |
| 102 | AZNASTRAZENECA PLC | 789,815 | $26.9B | 210.45% | Put |
| 103 | ABTABBOTT LABS | 546,200 | $26.6B | 207.52% | Put |
| 104 | JWNUSDNORDSTROM INC | 546,800 | $26.2B | 204.41% | Put |
| 105 | EWWISHARES | 480,813 | $25.9B | 202.72% | Put |
| 106 | MUMICRON TECHNOLOGY INC | 863,471 | $25.8B | 201.53% | Put |
| 107 | XLFISECTOR SPDR TR | 445,787 | $25.6B | 200.25% | Put |
| 108 | AIGAMERICAN INTL GROUP INC | 397,500 | $24.9B | 194.24% | Put |
| 109 | VENVENTAS INC | 355,000 | $24.7B | 192.79% | Put |
| 110 | KMIKINDER MORGAN INC DEL | 1,284,969 | $24.6B | 192.43% | Put |
| 111 | MRO*MARATHON OIL CORP | 2,055,363 | $24.4B | 190.36% | Put |
| 112 | USX1UNITED STATES STL CORP NEW | 1,078,954 | $23.9B | 186.72% | Put |
| 113 | PVHPVH CORP | 206,700 | $23.7B | 184.98% | Put |
| 114 | CELGCELGENE CORP | 182,200 | $23.7B | 184.94% | Put |
| 115 | OSVEURVANECK VECTORS ETF TR | 944,706 | $23.4B | 183.04% | Put |
| 116 | LVSLAS VEGAS SANDS CORP | 364,280 | $23.3B | 181.91% | Put |
| 117 | MTARCELORMITTAL SA LUXEMBOURG | 1,006,636 | $22.9B | 178.84% | Put |
| 118 | ADMARCHER DANIELS MIDLAND CO | 543,900 | $22.5B | 175.91% | Put |
| 119 | BACVERIZON COMMUNICATIONS INC | 502,100 | $22.4B | 175.27% | Put |
| 120 | FEZSPDR INDEX SHS FDS | 581,400 | $22.4B | 174.82% | Put |
| 121 | MLMMARTIN MARIETTA MATLS INC | 99,925 | $22.2B | 173.84% | Put |
| 122 | PRGOPERRIGO CO PCL | 292,200 | $22.1B | 172.47% | Put |
| 123 | CVXCHEVRON CORP NEW | 204,700 | $21.4B | 166.92% | Put |
| 124 | XBISPDR SERIES TRUST | 275,500 | $21.3B | 166.19% | Put |
| 125 | EMREMERSON ELEC CO | 353,600 | $21.1B | 164.78% | Put |
| 126 | GPNGLOBAL PMTS INC | 231,972 | $21.0B | 163.76% | Put |
| 127 | FDCFIRST DATA CORP NEW | 1,119,300 | $20.4B | 159.22% | Put |
| 128 | DGDOLLAR GEN CORP NEW | 265,682 | $19.2B | 149.70% | Put |
| 129 | NWLNEWELL BRANDS INC | 353,600 | $19.0B | 148.19% | Put |
| 130 | VVISA INC | 197,904 | $18.6B | 145.06% | Put |
| 131 | ENBENBRIDGE INC | 466,196 | $18.6B | 145.06% | Put |
| 132 | DUKDUKE ENERGY CORP NEW | 220,800 | $18.5B | 144.25% | Put |
| 133 | ORCLORACLE CORP | 341,700 | $17.1B | 133.91% | Put |
| 134 | DISDISNEY WALT CO | 158,500 | $16.8B | 131.63% | Call |
| 135 | —ALLERGAN PLC | 68,900 | $16.7B | 130.91% | Call |
| 136 | STWDSTARWOOD PPTY TR INC | 732,000 | $16.4B | 128.10% | Put |
| 137 | WCGEURWELLCARE HEALTH PLANS INC | 91,100 | $16.4B | 127.86% | Put |
| 138 | SRCLSTERICYCLE INC | 209,770 | $16.0B | 125.14% | Put |
| 139 | —TESORO CORP | 160,687 | $15.0B | 117.56% | Call |
| 140 | FLRFLUOR CORP NEW | 323,755 | $14.8B | 115.85% | Put |
| 141 | WHRWHIRLPOOL CORP | 77,300 | $14.8B | 115.77% | Call |
| 142 | NVONOVO-NORDISK A S | 342,300 | $14.7B | 114.75% | Put |
| 143 | VNQVANGUARD INDEX FDS | 176,200 | $14.7B | 114.62% | Call |
| 144 | TECK/BTECK RESOURCES LTD | 838,625 | $14.5B | 113.60% | Put |
| 145 | SBUXSTARBUCKS CORP | 248,471 | $14.5B | 113.24% | Put |
| 146 | MCDMCDONALDS CORP | 94,107 | $14.4B | 112.65% | Put |
| 147 | ADBEADOBE SYS INC | 101,316 | $14.3B | 112.01% | Put |
| 148 | EBAEBAY INC | 407,000 | $14.2B | 111.08% | Put |
| 149 | CFCF INDS HLDGS INC | 503,977 | $14.1B | 110.14% | Put |
| 150 | PEOEXELON CORP | 377,900 | $13.6B | 106.54% | Put |
| 151 | CIKCREDIT SUISSE GROUP | 926,790 | $13.5B | 105.76% | Put |
| 152 | AYIACUITY BRANDS INC | 66,500 | $13.5B | 105.66% | Call |
| 153 | SLBSCHLUMBERGER LTD | 204,600 | $13.5B | 105.29% | Put |
| 154 | MAMASTERCARD INCORPORATED | 108,700 | $13.2B | 103.18% | Put |
| 155 | VIABVIACOM INC NEW | 391,443 | $13.1B | 102.71% | Put |
| 156 | CLCOLGATE PALMOLIVE CO | 175,600 | $13.0B | 101.74% | Put |
| 157 | XLISECTOR SPDR TR | 190,056 | $12.9B | 101.18% | Put |
| 158 | NVSNNOVARTIS A G | 152,492 | $12.7B | 99.49% | Put |
| 159 | SPGSIMON PPTY GROUP INC NEW | 78,600 | $12.7B | 99.37% | Put |
| 160 | CCCHEMOURS CO | 331,800 | $12.6B | 98.34% | Put |
| 161 | ISRGINTUITIVE SURGICAL INC | 13,400 | $12.5B | 97.97% | Put |
| 162 | INGING GROEP N V | 705,424 | $12.3B | 95.89% | Put |
| 163 | PEPPEPSICO INC | 105,186 | $12.1B | 94.95% | Call |
| 164 | WDCWESTERN DIGITAL CORP | 135,380 | $12.0B | 93.75% | Put |
| 165 | DYHTARGET CORP | 227,187 | $11.9B | 92.85% | Put |
| 166 | WPMWHEATON PRECIOUS METALS CORP | 585,182 | $11.6B | 90.97% | Put |
| 167 | BABOEING CO | 58,400 | $11.5B | 90.27% | Put |
| 168 | CMICUMMINS INC | 71,100 | $11.5B | 90.15% | Put |
| 169 | AEPAMERICAN ELEC PWR INC | 165,300 | $11.5B | 89.75% | Call |
| 170 | OLEDUNIVERSAL DISPLAY CORP | 102,589 | $11.2B | 87.60% | Put |
| 171 | STZCONSTELLATION BRANDS INC | 56,989 | $11.0B | 86.29% | Put |
| 172 | MAAMID AMER APT CMNTYS INC | 104,200 | $11.0B | 85.83% | Call |
| 173 | SLVISHARES SILVER TRUST | 673,288 | $10.6B | 82.68% | Call |
| 174 | —HCP INC | 328,800 | $10.5B | 82.13% | Call |
| 175 | XLKSELECT SECTOR SPDR TR | 190,200 | $10.4B | 81.35% | Put |
| 176 | FDXFEDEX CORP | 46,500 | $10.1B | 78.99% | Put |
| 177 | KMXCARMAX INC | 159,316 | $10.0B | 78.52% | Put |
| 178 | —ENCANA CORP | 1,137,708 | $10.0B | 78.25% | Put |
| 179 | UNHUNITEDHEALTH GROUP INC | 53,952 | $10.0B | 78.19% | Put |
| 180 | UNUSDUNILEVER N V | 179,562 | $9.9B | 77.57% | Put |
| 181 | 9990302DAPACHE CORP | 206,495 | $9.9B | 77.36% | Put |
| 182 | URIUNITED RENTALS INC | 87,300 | $9.8B | 76.91% | Put |
| 183 | WBAWALGREENS BOOTS ALLIANCE INC | 124,626 | $9.8B | 76.28% | Call |
| 184 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 144,600 | $9.6B | 75.05% | Put |
| 185 | EAELECTRONIC ARTS INC | 90,645 | $9.6B | 74.90% | Call |
| 186 | XRTSPDR SERIES TRUST | 234,334 | $9.5B | 74.58% | Put |
| 187 | PKGPACKAGING CORP AMER | 84,700 | $9.4B | 73.74% | Put |
| 188 | LUVSOUTHWEST AIRLS CO | 151,500 | $9.4B | 73.59% | Put |
| 189 | —DELPHI AUTOMOTIVE PLC | 106,300 | $9.3B | 72.82% | Call |
| 190 | FQIDIGITAL RLTY TR INC | 80,900 | $9.1B | 71.42% | Call |
| 191 | OHIOMEGA HEALTHCARE INVS INC | 276,100 | $9.1B | 71.26% | Call |
| 192 | RTN1USDRAYTHEON CO | 56,283 | $9.1B | 71.03% | Put |
| 193 | MKLMARKEL CORP | 9,197 | $9.0B | 70.15% | Put |
| 194 | BBYBEST BUY INC | 155,006 | $8.9B | 69.45% | Put |
| 195 | ETNEATON CORP PLC | 113,300 | $8.8B | 68.92% | Put |
| 196 | TRVTRAVELERS COMPANIES INC | 69,400 | $8.8B | 68.63% | Call |
| 197 | ZBRAZEBRA TECHNOLOGIES CORP | 86,993 | $8.7B | 68.35% | Put |
| 198 | FFORD MTR CO DEL | 772,700 | $8.6B | 67.59% | Call |
| 199 | —BUNGE LIMITED | 114,500 | $8.5B | 66.76% | Put |
| 200 | XLESELECT SECTOR SPDR TR | 130,800 | $8.5B | 66.37% | Put |