Twin Tree Management, LP Q3 2017 Filing
Filed November 13, 2017
Portfolio Value
$12.6B
Holdings
499
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (499 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | CFCF INDS HLDGS INC | 251,200 | $8.8B | 69.97% | Put |
| 202 | BBYBEST BUY INC | 152,770 | $8.7B | 68.93% | Put |
| 203 | FANGDIAMONDBACK ENERGY INC | 88,800 | $8.7B | 68.91% | Put |
| 204 | RYROYAL BK CDA MONTREAL QUE | 109,759 | $8.5B | 67.26% | |
| 205 | FXIISHARES TR | 188,514 | $8.3B | 65.77% | Call |
| 206 | AEPAMERICAN ELEC PWR INC | 115,400 | $8.1B | 64.21% | Call |
| 207 | LNCLINCOLN NATL CORP IND | 108,397 | $8.0B | 63.09% | Put |
| 208 | CBRECBRE GROUP INC | 208,738 | $7.9B | 62.64% | Put |
| 209 | AFLAFLAC INC | 96,963 | $7.9B | 62.52% | |
| 210 | ISIIONIS PHARMACEUTICALS INC | 153,700 | $7.8B | 61.74% | Put |
| 211 | SUSUNCOR ENERGY INC NEW | 219,700 | $7.7B | 60.97% | Put |
| 212 | EXREXTRA SPACE STORAGE INC | 96,000 | $7.7B | 60.78% | Call |
| 213 | TSNTYSON FOODS INC | 106,979 | $7.5B | 59.71% | Put |
| 214 | WTWWILLIS TOWERS WATSON PUB LTD | 48,700 | $7.5B | 59.50% | Put |
| 215 | AMGAFFILIATED MANAGERS GROUP | 39,395 | $7.5B | 59.24% | Put |
| 216 | CMCDN IMPERIAL BK COMM TORONTO | 84,764 | $7.4B | 58.76% | Put |
| 217 | NDSNNORDSON CORP | 61,813 | $7.3B | 58.03% | Put |
| 218 | STZCONSTELLATION BRANDS INC | 36,343 | $7.2B | 57.42% | Put |
| 219 | ROKROCKWELL AUTOMATION INC | 39,941 | $7.1B | 56.39% | Put |
| 220 | RTN1USDRAYTHEON CO | 38,069 | $7.1B | 56.27% | Put |
| 221 | PLDPROLOGIS INC | 111,000 | $7.0B | 55.80% | Call |
| 222 | ADBEADOBE SYS INC | 47,175 | $7.0B | 55.75% | |
| 223 | RIORIO TINTO PLC | 146,619 | $6.9B | 54.81% | Put |
| 224 | NVONOVO-NORDISK A S | 138,277 | $6.7B | 52.74% | Put |
| 225 | CHLUSDCHINA MOBILE LIMITED | 129,279 | $6.5B | 51.79% | Put |
| 226 | SMHVANECK VECTORS ETF TR | 69,274 | $6.5B | 51.22% | Put |
| 227 | ZBRAZEBRA TECHNOLOGIES CORP | 58,595 | $6.4B | 50.40% | Put |
| 228 | ICLRICON PLC | 55,500 | $6.3B | 50.07% | Put |
| 229 | AMGNAMGEN INC | 33,900 | $6.3B | 50.07% | Put |
| 230 | PRGOPERRIGO CO PCL | 73,600 | $6.2B | 49.36% | Put |
| 231 | —BUNGE LIMITED | 89,600 | $6.2B | 49.31% | Call |
| 232 | WDAYWORKDAY INC | 58,814 | $6.2B | 49.11% | Put |
| 233 | FEFIRSTENERGY CORP | 199,900 | $6.2B | 48.82% | Call |
| 234 | MPCMARATHON PETE CORP | 109,606 | $6.1B | 48.70% | Call |
| 235 | PPGPPG INDS INC | 56,457 | $6.1B | 48.60% | |
| 236 | AYIACUITY BRANDS INC | 35,441 | $6.1B | 48.09% | Put |
| 237 | XLNXEURXILINX INC | 84,770 | $6.0B | 47.56% | Put |
| 238 | RHT1EURRED HAT INC | 52,974 | $5.9B | 46.53% | Put |
| 239 | CTXSEURCITRIX SYS INC | 74,636 | $5.7B | 45.42% | Put |
| 240 | ATVIEURACTIVISION BLIZZARD INC | 88,861 | $5.7B | 45.41% | Put |
| 241 | XHBSPDR SERIES TRUST | 143,100 | $5.7B | 45.14% | Put |
| 242 | WATWATERS CORP | 31,100 | $5.6B | 44.23% | Put |
| 243 | FDCFIRST DATA CORP NEW | 309,300 | $5.6B | 44.20% | Put |
| 244 | ROPROPER TECHNOLOGIES INC | 22,584 | $5.5B | 43.55% | |
| 245 | EWTISHARES INC | 149,331 | $5.4B | 42.71% | Call |
| 246 | OXYOCCIDENTAL PETE CORP DEL | 83,733 | $5.4B | 42.59% | |
| 247 | NCLHNORWEGIAN CRUISE LINE HLDGS | 99,300 | $5.4B | 42.52% | Put |
| 248 | SRESEMPRA ENERGY | 46,100 | $5.3B | 41.68% | Call |
| 249 | NOWSERVICENOW INC | 43,349 | $5.1B | 40.36% | Put |
| 250 | DC4DEXCOM INC | 103,585 | $5.1B | 40.15% | Put |
| 251 | WHRWHIRLPOOL CORP | 26,782 | $4.9B | 39.13% | Call |
| 252 | SIVBEURSVB FINL GROUP | 26,337 | $4.9B | 39.04% | Put |
| 253 | KLACKLA-TENCOR CORP | 45,700 | $4.8B | 38.37% | Put |
| 254 | PEPPEPSICO INC | 42,400 | $4.7B | 37.43% | Put |
| 255 | PFEPFIZER INC | 128,900 | $4.6B | 36.46% | Call |
| 256 | NWLNEWELL BRANDS INC | 105,700 | $4.5B | 35.73% | Put |
| 257 | MDTMEDTRONIC PLC | 57,508 | $4.5B | 35.43% | Put |
| 258 | XMESPDR SERIES TRUST | 137,806 | $4.4B | 35.13% | Put |
| 259 | —WPX ENERGY INC | 384,620 | $4.4B | 35.04% | Put |
| 260 | LRCXEURLAM RESEARCH CORP | 23,480 | $4.3B | 34.42% | |
| 261 | CMACOMERICA INC | 55,800 | $4.3B | 33.71% | Call |
| 262 | XRAYDENTSPLY SIRONA INC | 69,191 | $4.1B | 32.78% | |
| 263 | HRBBLOCK H & R INC | 155,715 | $4.1B | 32.66% | Put |
| 264 | GRMNGARMIN LTD | 74,017 | $4.0B | 31.64% | Call |
| 265 | NNNNATIONAL RETAIL PPTYS INC | 94,700 | $3.9B | 31.25% | Put |
| 266 | MNSTMONSTER BEVERAGE CORP NEW | 71,188 | $3.9B | 31.16% | |
| 267 | PAYXPAYCHEX INC | 64,500 | $3.9B | 30.63% | Call |
| 268 | JLLJONES LANG LASALLE INC | 30,938 | $3.8B | 30.27% | Put |
| 269 | JCIJOHNSON CTLS INTL PLC | 93,976 | $3.8B | 29.99% | Call |
| 270 | —MICHAEL KORS HLDGS LTD | 77,816 | $3.7B | 29.50% | Put |
| 271 | MGMMGM RESORTS INTERNATIONAL | 112,989 | $3.7B | 29.17% | |
| 272 | YUMYUM BRANDS INC | 49,000 | $3.6B | 28.57% | Put |
| 273 | HN9HANESBRANDS INC | 146,040 | $3.6B | 28.51% | Put |
| 274 | CRMSALESFORCE COM INC | 36,700 | $3.4B | 27.16% | Put |
| 275 | CLCOLGATE PALMOLIVE CO | 46,997 | $3.4B | 27.12% | Call |
| 276 | QRVOQORVO INC | 47,866 | $3.4B | 26.80% | Call |
| 277 | ELLAUDER ESTEE COS INC | 31,238 | $3.4B | 26.68% | Put |
| 278 | SYYSYSCO CORP | 62,002 | $3.3B | 26.50% | Call |
| 279 | 7HPHP INC | 167,203 | $3.3B | 26.44% | Put |
| 280 | SMGSCOTTS MIRACLE GRO CO | 34,110 | $3.3B | 26.30% | |
| 281 | —ORBITAL ATK INC | 24,852 | $3.3B | 26.21% | |
| 282 | BWABORGWARNER INC | 64,145 | $3.3B | 26.03% | Put |
| 283 | EWEDWARDS LIFESCIENCES CORP | 29,398 | $3.2B | 25.46% | Put |
| 284 | STLAFIAT CHRYSLER AUTOMOBILES N | 175,860 | $3.1B | 24.95% | Put |
| 285 | TXTTEXTRON INC | 58,067 | $3.1B | 24.79% | |
| 286 | FNVFRANCO NEVADA CORP | 39,376 | $3.1B | 24.17% | Put |
| 287 | NBL2EURNOBLE ENERGY INC | 103,390 | $2.9B | 23.23% | |
| 288 | BBTUSDBB&T CORP | 60,200 | $2.8B | 22.39% | Put |
| 289 | SHWSHERWIN WILLIAMS CO | 7,712 | $2.8B | 21.87% | |
| 290 | MDLZMONDELEZ INTL INC | 66,700 | $2.7B | 21.48% | Put |
| 291 | AMXNAMERICA MOVIL SAB DE CV | 151,700 | $2.7B | 21.33% | Call |
| 292 | QSRRESTAURANT BRANDS INTL INC | 41,887 | $2.7B | 21.20% | Put |
| 293 | TSSTOTAL SYS SVCS INC | 40,546 | $2.7B | 21.04% | Put |
| 294 | RDS/AROYAL DUTCH SHELL PLC | 43,600 | $2.6B | 20.92% | Put |
| 295 | AXTAAXALTA COATING SYS LTD | 91,297 | $2.6B | 20.91% | |
| 296 | INGING GROEP N V | 142,600 | $2.6B | 20.81% | Put |
| 297 | COTYCOTY INC | 158,331 | $2.6B | 20.73% | Put |
| 298 | INTUINTUIT | 18,334 | $2.6B | 20.64% | |
| 299 | RPMRPM INTL INC | 50,397 | $2.6B | 20.49% | |
| 300 | ILMNILLUMINA INC | 12,953 | $2.6B | 20.44% | Put |