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 |
|---|---|---|---|---|---|
| 201 | VMWEURVMWARE INC | 96,743 | $8.5B | 66.11% | Put |
| 202 | TEVATEVA PHARMACEUTICAL INDS LTD | 252,680 | $8.4B | 65.61% | Put |
| 203 | INTCINTEL CORP | 238,600 | $8.1B | 62.92% | Put |
| 204 | TSLATESLA INC | 21,139 | $7.6B | 59.75% | Put |
| 205 | JNPJUNIPER NETWORKS INC | 273,580 | $7.6B | 59.61% | Put |
| 206 | LYBLYONDELLBASELL INDUSTRIES N | 90,100 | $7.6B | 59.43% | Put |
| 207 | AGNCAGNC INVT CORP | 355,700 | $7.6B | 59.18% | Put |
| 208 | HONHONEYWELL INTL INC | 56,055 | $7.5B | 58.40% | Call |
| 209 | LNCLINCOLN NATL CORP IND | 109,315 | $7.4B | 57.74% | Put |
| 210 | HFCUSDHOLLYFRONTIER CORP | 259,700 | $7.1B | 55.76% | Call |
| 211 | GEGENERAL ELECTRIC CO | 255,100 | $6.9B | 53.86% | Put |
| 212 | —COACH INC | 144,900 | $6.9B | 53.62% | Call |
| 213 | EXPEEXPEDIA INC DEL | 45,644 | $6.8B | 53.14% | |
| 214 | ADSKAUTODESK INC | 67,044 | $6.8B | 52.83% | |
| 215 | CNCCENTENE CORP DEL | 84,400 | $6.7B | 52.70% | Put |
| 216 | SMHVANECK VECTORS ETF TR | 82,110 | $6.7B | 52.53% | Put |
| 217 | DHRDANAHER CORP DEL | 78,900 | $6.7B | 52.04% | Call |
| 218 | TAT&T INC | 170,700 | $6.4B | 50.34% | Call |
| 219 | LOWLOWES COS INC | 82,700 | $6.4B | 50.12% | Put |
| 220 | IVZINVESCO LTD | 182,200 | $6.4B | 50.12% | Put |
| 221 | MMM3M CO | 30,761 | $6.4B | 50.05% | |
| 222 | DHID R HORTON INC | 183,200 | $6.3B | 49.51% | Put |
| 223 | —MICHAEL KORS HLDGS LTD | 174,080 | $6.3B | 49.32% | Put |
| 224 | LBEURL BRANDS INC | 116,722 | $6.3B | 49.16% | |
| 225 | XLYSECTOR SPDR TR | 69,800 | $6.3B | 48.90% | Put |
| 226 | GRMNGARMIN LTD | 122,300 | $6.2B | 48.78% | Call |
| 227 | RFREGIONS FINL CORP NEW | 408,533 | $6.0B | 46.75% | Put |
| 228 | EWYISHARES | 87,200 | $5.9B | 46.22% | Put |
| 229 | DC4DEXCOM INC | 80,400 | $5.9B | 45.97% | Put |
| 230 | DBDEUTSCHE BANK AG | 329,100 | $5.9B | 45.76% | Call |
| 231 | NSCNORFOLK SOUTHERN CORP | 47,800 | $5.8B | 45.47% | Put |
| 232 | KHCKRAFT HEINZ CO | 67,809 | $5.8B | 45.39% | Put |
| 233 | CHKPCHECK POINT SOFTWARE TECH LT | 52,298 | $5.7B | 44.59% | |
| 234 | EDCONSOLIDATED EDISON INC | 70,200 | $5.7B | 44.35% | Call |
| 235 | VLOVALERO ENERGY CORP NEW | 81,677 | $5.5B | 43.07% | Call |
| 236 | WDAYWORKDAY INC | 56,200 | $5.5B | 42.61% | Put |
| 237 | CP.TOCANADIAN PAC RY LTD | 33,358 | $5.4B | 41.93% | Put |
| 238 | ABMDEURABIOMED INC | 37,300 | $5.3B | 41.78% | Call |
| 239 | SRESEMPRA ENERGY | 46,700 | $5.3B | 41.15% | Call |
| 240 | TXTTEXTRON INC | 111,050 | $5.2B | 40.89% | Put |
| 241 | —PANERA BREAD CO | 16,400 | $5.2B | 40.33% | Put |
| 242 | TSNTYSON FOODS INC | 81,794 | $5.1B | 40.04% | Put |
| 243 | MGMMGM RESORTS INTERNATIONAL | 163,054 | $5.1B | 39.88% | Call |
| 244 | CMCDN IMPERIAL BK COMM TORONTO | 62,690 | $5.1B | 39.77% | |
| 245 | MSIMOTOROLA SOLUTIONS INC | 57,858 | $5.0B | 39.22% | Put |
| 246 | CTLEURCENTURYLINK INC | 209,010 | $5.0B | 39.01% | Call |
| 247 | RYROYAL BK CDA MONTREAL QUE | 68,338 | $5.0B | 38.74% | Call |
| 248 | CICIGNA CORPORATION | 28,700 | $4.8B | 37.55% | Call |
| 249 | DALDELTA AIR LINES INC DEL | 89,298 | $4.8B | 37.51% | |
| 250 | RHT1EURRED HAT INC | 49,311 | $4.7B | 36.91% | Put |
| 251 | CMECME GROUP INC | 37,376 | $4.7B | 36.59% | Call |
| 252 | PGPROCTER AND GAMBLE CO | 53,500 | $4.7B | 36.45% | Call |
| 253 | HRBBLOCK H & R INC | 147,100 | $4.5B | 35.54% | Put |
| 254 | —AETNA INC NEW | 29,900 | $4.5B | 35.48% | Put |
| 255 | UNPUNION PAC CORP | 40,749 | $4.4B | 34.69% | Call |
| 256 | QSRRESTAURANT BRANDS INTL INC | 70,732 | $4.4B | 34.58% | Put |
| 257 | XMESPDR SERIES TRUST | 142,335 | $4.3B | 33.35% | Put |
| 258 | RIORIO TINTO PLC | 99,093 | $4.2B | 32.77% | Put |
| 259 | NOWSERVICENOW INC | 38,800 | $4.1B | 32.15% | Call |
| 260 | CMACOMERICA INC | 55,800 | $4.1B | 31.94% | Call |
| 261 | OXYOCCIDENTAL PETE CORP DEL | 67,796 | $4.1B | 31.73% | |
| 262 | COFCAPITAL ONE FINL CORP | 48,200 | $4.0B | 31.13% | Put |
| 263 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 113,616 | $4.0B | 31.05% | |
| 264 | VFCV F CORP | 65,600 | $3.8B | 29.54% | Put |
| 265 | GDGENERAL DYNAMICS CORP | 19,049 | $3.8B | 29.50% | |
| 266 | VISNCOMMSCOPE HLDG CO INC | 98,800 | $3.8B | 29.36% | Call |
| 267 | ZIONZIONS BANCORPORATION | 85,083 | $3.7B | 29.20% | Put |
| 268 | AWCAMERICAN WTR WKS CO INC NEW | 46,800 | $3.6B | 28.51% | Put |
| 269 | WRKUSDWESTROCK CO | 62,600 | $3.5B | 27.72% | Call |
| 270 | CRCCANADIAN NAT RES LTD | 122,252 | $3.5B | 27.56% | Put |
| 271 | ARNCCHFARCONIC INC | 155,000 | $3.5B | 27.44% | Put |
| 272 | —WPX ENERGY INC | 360,851 | $3.5B | 27.25% | Put |
| 273 | ETRAE TRADE FINANCIAL CORP | 90,943 | $3.5B | 27.04% | Put |
| 274 | APDAIR PRODS & CHEMS INC | 23,800 | $3.4B | 26.61% | Put |
| 275 | TERTERADYNE INC | 113,064 | $3.4B | 26.54% | |
| 276 | —UNITED STATES NATL GAS FUND | 499,094 | $3.4B | 26.45% | Put |
| 277 | FNVFRANCO NEVADA CORP | 46,041 | $3.3B | 25.96% | |
| 278 | BSXBOSTON SCIENTIFIC CORP | 116,728 | $3.2B | 25.29% | |
| 279 | PYPLPAYPAL HLDGS INC | 60,194 | $3.2B | 25.25% | Put |
| 280 | JCIJOHNSON CTLS INTL PLC | 73,800 | $3.2B | 25.01% | Call |
| 281 | ACMAECOM | 97,100 | $3.1B | 24.53% | Put |
| 282 | TDTORONTO DOMINION BK ONT | 61,700 | $3.1B | 24.30% | Put |
| 283 | SOSOUTHERN CO | 64,700 | $3.1B | 24.21% | Call |
| 284 | MPCMARATHON PETE CORP | 58,800 | $3.1B | 24.05% | Call |
| 285 | CCLCARNIVAL CORP | 46,711 | $3.1B | 23.94% | |
| 286 | LLYLILLY ELI & CO | 36,700 | $3.0B | 23.60% | Call |
| 287 | BKBANK NEW YORK MELLON CORP | 58,966 | $3.0B | 23.51% | |
| 288 | ILMNILLUMINA INC | 17,107 | $3.0B | 23.20% | |
| 289 | NCLHNORWEGIAN CRUISE LINE HLDGS | 54,500 | $3.0B | 23.13% | Put |
| 290 | CTXSEURCITRIX SYS INC | 36,829 | $2.9B | 22.91% | Put |
| 291 | USOUNITED STATES OIL FUND LP | 308,090 | $2.9B | 22.88% | Put |
| 292 | CHDCHURCH & DWIGHT INC | 56,262 | $2.9B | 22.82% | |
| 293 | HESHESS CORP | 65,490 | $2.9B | 22.46% | Put |
| 294 | CNRCANADIAN NATL RY CO | 35,153 | $2.8B | 22.27% | |
| 295 | FEFIRSTENERGY CORP | 97,000 | $2.8B | 22.11% | Call |
| 296 | AZOAUTOZONE INC | 4,844 | $2.8B | 21.60% | Call |
| 297 | CCEPCOCA COLA EUROPEAN PARTNERS | 67,826 | $2.8B | 21.56% | |
| 298 | PHPARKER HANNIFIN CORP | 17,193 | $2.7B | 21.48% | |
| 299 | BBTUSDBB&T CORP | 60,200 | $2.7B | 21.37% | Put |
| 300 | HALHALLIBURTON CO | 63,651 | $2.7B | 21.25% |