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)

#StockSharesValue% PortfolioType
301
GLWCORNING INC
89,648$2.7B21.06%Call
302
CTRACABOT OIL & GAS CORP
104,883$2.6B20.56%
303
QRVOQORVO INC
41,100$2.6B20.34%Put
304
VODVODAFONE GROUP PLC NEW
90,100$2.6B20.24%Call
305
WYNEURWYNDHAM WORLDWIDE CORP
25,410$2.6B19.94%
306
EXREXTRA SPACE STORAGE INC
32,600$2.5B19.88%Call
307
WYWEYERHAEUSER CO
75,100$2.5B19.67%Put
308
MSCIMSCI INC
24,200$2.5B19.48%Call
309
NGGNATIONAL GRID PLC
39,378$2.5B19.34%Put
310
BHPBHP BILLITON LTD
69,137$2.5B19.24%Put
311
SYYSYSCO CORP
48,375$2.4B19.02%Call
312
AMXNAMERICA MOVIL SAB DE CV
152,100$2.4B18.92%Call
313
AEMAGNICO EAGLE MINES LTD
51,218$2.3B18.06%Call
314
COTYCOTY INC
122,000$2.3B17.89%Put
315
SJMSMUCKER J M CO
19,289$2.3B17.84%Put
316
CHRWC H ROBINSON WORLDWIDE INC
32,968$2.3B17.70%
317
SHIRE PLC
13,623$2.3B17.60%Put
318
DOXAMDOCS LTD
34,885$2.2B17.58%
319
TTWOTAKE-TWO INTERACTIVE SOFTWAR
30,220$2.2B17.34%Call
320
KSSKOHLS CORP
57,300$2.2B17.32%Call
321
FISVFISERV INC
18,009$2.2B17.22%
322
PAYXPAYCHEX INC
38,687$2.2B17.21%Call
323
ADIANALOG DEVICES INC
27,813$2.2B16.91%Call
324
PTCPTC INC
38,619$2.1B16.63%Put
325
MTDMETTLER TOLEDO INTERNATIONAL
3,607$2.1B16.59%Put
326
FITBFIFTH THIRD BANCORP
81,293$2.1B16.49%
327
CRMSALESFORCE COM INC
23,727$2.1B16.06%
328
HN9HANESBRANDS INC
86,300$2.0B15.62%Put
329
FTNTFORTINET INC
52,820$2.0B15.46%Put
330
INTUINTUIT
14,824$2.0B15.39%
331
AMTAMERICAN TOWER CORP NEW
14,600$1.9B15.10%Call
332
MDMEDNAX INC
31,987$1.9B15.09%
333
INCYINCYTE CORP
14,900$1.9B14.66%Put
334
CDNSCADENCE DESIGN SYSTEM INC
55,916$1.9B14.64%
335
ITWILLINOIS TOOL WKS INC
12,893$1.8B14.44%
336
7HPHP INC
103,074$1.8B14.08%Put
337
USBUS BANCORP DEL
34,326$1.8B13.93%
338
SMGSCOTTS MIRACLE GRO CO
19,862$1.8B13.89%
339
DRIDARDEN RESTAURANTS INC
19,562$1.8B13.83%
340
MURMURPHY OIL CORP
68,575$1.8B13.73%Put
341
SNISCRIPPS NETWORKS INTERACT IN
25,373$1.7B13.55%
342
ALXNALEXION PHARMACEUTICALS INC
14,200$1.7B13.51%Put
343
ORBITAL ATK INC
17,483$1.7B13.44%Call
344
RDS/AROYAL DUTCH SHELL PLC
31,800$1.7B13.22%Put
345
KMBKIMBERLY CLARK CORP
12,969$1.7B13.08%
346
EWGISHARES
54,800$1.7B12.97%Call
347
WHOLE FOODS MKT INC
39,200$1.6B12.90%Put
348
GISGENERAL MLS INC
28,417$1.6B12.30%
349
AFLAFLAC INC
20,169$1.6B12.25%
350
BUDANHEUSER BUSCH INBEV SA/NV
14,157$1.6B12.21%
351
XLBSELECT SECTOR SPDR TR
28,700$1.5B12.07%Put
352
TSCOTRACTOR SUPPLY CO
27,895$1.5B11.82%Put
353
RPMRPM INTL INC
26,545$1.4B11.32%Call
354
CBRECBRE GROUP INC
38,300$1.4B10.90%Call
355
MDLZMONDELEZ INTL INC
31,900$1.4B10.76%Put
356
RIGTRANSOCEAN LTD
166,258$1.4B10.69%Put
357
KSUEURKANSAS CITY SOUTHERN
13,044$1.4B10.67%
358
PNCPNC FINL SVCS GROUP INC
10,491$1.3B10.24%
359
HRSEURHARRIS CORP DEL
11,977$1.3B10.21%
360
GREAT PLAINS ENERGY INC
44,343$1.3B10.15%
361
FANGDIAMONDBACK ENERGY INC
14,607$1.3B10.14%Put
362
ANETEURARISTA NETWORKS INC
8,601$1.3B10.07%
363
TROWPRICE T ROWE GROUP INC
17,342$1.3B10.06%Put
364
ZZILLOW GROUP INC
26,200$1.3B10.04%Put
365
ALVAUTOLIV INC
11,500$1.3B9.87%Call
366
ALSALLSTATE CORP
14,003$1.2B9.68%
367
AMATAPPLIED MATLS INC
29,751$1.2B9.61%
368
XLNXEURXILINX INC
18,923$1.2B9.51%
369
HRLHORMEL FOODS CORP
35,240$1.2B9.39%Put
370
SENIOR HSG PPTYS TR
58,600$1.2B9.36%Call
371
WCNWASTE CONNECTIONS INC
18,544$1.2B9.34%
372
GLPIGAMING & LEISURE PPTYS INC
30,710$1.2B9.04%
373
QGENQIAGEN NV
34,390$1.2B9.01%
374
SSNCSS&C TECHNOLOGIES HLDGS INC
29,471$1.1B8.85%
375
MXIMMAXIM INTEGRATED PRODS INC
25,049$1.1B8.79%
376
SNPSSYNOPSYS INC
15,071$1.1B8.59%
377
MASMASCO CORP
28,500$1.1B8.51%Put
378
XECEURCIMAREX ENERGY CO
11,425$1.1B8.39%
379
DR PEPPER SNAPPLE GROUP INC
11,700$1.1B8.33%Call
380
CGNXCOGNEX CORP
12,162$1.0B8.07%Put
381
SUSUNCOR ENERGY INC NEW
35,202$1.0B8.03%Put
382
STMSTMICROELECTRONICS N V
71,432$1.0B8.03%
383
UBSUBS GROUP AG
60,400$1.0B8.02%Put
384
HBANHUNTINGTON BANCSHARES INC
73,616$995.0M7.78%Put
385
MOSMOSAIC CO NEW
42,971$981.0M7.67%Put
386
JAZZJAZZ PHARMACEUTICALS PLC
6,236$970.0M7.58%Call
387
NEWFIELD EXPL CO
32,749$932.0M7.28%
388
GPCGENUINE PARTS CO
9,900$918.0M7.18%Call
389
FFIVF5 NETWORKS INC
7,121$905.0M7.07%
390
MNSTMONSTER BEVERAGE CORP NEW
17,865$888.0M6.94%Put
391
PPCPILGRIMS PRIDE CORP NEW
39,900$875.0M6.84%Call
392
NTAPNETAPP INC
20,995$841.0M6.57%Call
393
MRVLMARVELL TECHNOLOGY GROUP LTD
48,105$795.0M6.21%Put
394
ARANTERO RES CORP
35,256$762.0M5.96%
395
BCEBCE INC
16,700$752.0M5.88%Call
396
CPBCAMPBELL SOUP CO
14,365$749.0M5.85%
397
RRCRANGE RES CORP
31,844$738.0M5.77%
398
UGIUGI CORP NEW
15,100$731.0M5.71%Call
399
IPINTL PAPER CO
12,700$719.0M5.62%Put
400
UTHUNITED THERAPEUTICS CORP DEL
5,500$714.0M5.58%Call
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