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)

#StockSharesValue% PortfolioType
301
DUKDUKE ENERGY CORP NEW
30,400$2.6B20.21%Call
302
VFCV F CORP
40,100$2.5B20.19%Call
303
LBEURL BRANDS INC
61,192$2.5B20.17%
304
SIXEURSIX FLAGS ENTMT CORP NEW
41,723$2.5B20.15%
305
CTLEURCENTURYLINK INC
132,793$2.5B19.88%Call
306
BWXTBWX TECHNOLOGIES INC
44,654$2.5B19.82%
307
VRSKVERISK ANALYTICS INC
29,912$2.5B19.72%Put
308
UBSUBS GROUP AG
144,889$2.5B19.69%Put
309
NVSNNOVARTIS A G
28,614$2.5B19.46%Put
310
EWWISHARES INC
44,497$2.4B19.25%Put
311
FDO.FMACYS INC
107,391$2.3B18.56%Call
312
BKRBAKER HUGHES A GE CO
62,811$2.3B18.22%
313
ADSKAUTODESK INC
19,890$2.2B17.69%
314
RITMNEW RESIDENTIAL INVT CORP
132,700$2.2B17.59%Call
315
CFRCULLEN FROST BANKERS INC
23,100$2.2B17.37%Call
316
TRPTRANSCANADA CORP
42,273$2.1B16.56%Put
317
TTWOTAKE-TWO INTERACTIVE SOFTWAR
19,860$2.0B16.09%Put
318
EFXEQUIFAX INC
19,100$2.0B16.03%Put
319
OPLNKAR AUCTION SVCS INC
42,321$2.0B16.00%
320
MOSMOSAIC CO NEW
91,687$2.0B15.69%
321
ALBALBEMARLE CORP
14,419$2.0B15.57%
322
FASTFASTENAL CO
43,100$2.0B15.57%Put
323
TAPMOLSON COORS BREWING CO
23,911$2.0B15.46%
324
HRLHORMEL FOODS CORP
60,531$1.9B15.41%Put
325
BAHBOOZ ALLEN HAMILTON HLDG COR
52,000$1.9B15.40%Put
326
XECEURCIMAREX ENERGY CO
16,515$1.9B14.87%Put
327
INCYINCYTE CORP
15,677$1.8B14.50%Put
328
HESHESS CORP
38,464$1.8B14.29%Put
329
WCGEURWELLCARE HEALTH PLANS INC
10,488$1.8B14.27%Put
330
SNPSSYNOPSYS INC
22,342$1.8B14.25%
331
MASMASCO CORP
45,700$1.8B14.12%Call
332
EWGISHARES INC
54,800$1.8B14.08%Call
333
XPOXPO LOGISTICS INC
26,000$1.8B13.96%Call
334
XRTSPDR SERIES TRUST
41,519$1.7B13.74%Call
335
MKLMARKEL CORP
1,623$1.7B13.73%Put
336
CRCCANADIAN NAT RES LTD
50,100$1.7B13.29%Put
337
PYPLPAYPAL HLDGS INC
25,917$1.7B13.14%
338
LMTLOCKHEED MARTIN CORP
5,325$1.7B13.09%
339
DCT INDUSTRIAL TRUST INC
28,392$1.6B13.02%Put
340
TRUTRANSUNION
34,600$1.6B12.95%Put
341
ALLYALLY FINL INC
66,440$1.6B12.77%
342
GREAT PLAINS ENERGY INC
52,546$1.6B12.61%
343
HRSEURHARRIS CORP DEL
11,800$1.6B12.31%Put
344
HBANHUNTINGTON BANCSHARES INC
109,348$1.5B12.10%Put
345
ENCANA CORP
128,000$1.5B11.95%Put
346
WYNEURWYNDHAM WORLDWIDE CORP
14,135$1.5B11.80%
347
ACMAECOM
40,231$1.5B11.72%Put
348
FLRFLUOR CORP NEW
34,100$1.4B11.37%Put
349
BDXBECTON DICKINSON & CO
7,200$1.4B11.18%Call
350
HASHASBRO INC
14,400$1.4B11.14%Put
351
TDTORONTO DOMINION BK ONT
24,100$1.4B10.74%Put
352
DEIDOUGLAS EMMETT INC
32,924$1.3B10.28%Put
353
BANK OF THE OZARKS
26,500$1.3B10.08%Put
354
S9QSPIRIT AEROSYSTEMS HLDGS INC
16,118$1.3B9.93%Put
355
TERTERADYNE INC
33,473$1.2B9.89%
356
ANETEURARISTA NETWORKS INC
6,115$1.2B9.18%
357
FFIVF5 NETWORKS INC
9,516$1.1B9.09%
358
EVEUREATON VANCE CORP
23,000$1.1B9.00%Call
359
TSCOTRACTOR SUPPLY CO
17,643$1.1B8.84%Call
360
UNHUNITEDHEALTH GROUP INC
5,657$1.1B8.78%
361
DHID R HORTON INC
27,446$1.1B8.68%
362
GGGGRACO INC
8,660$1.1B8.48%Put
363
MCXMCCORMICK & CO INC
10,403$1.1B8.46%
364
VANTIV INC
15,041$1.1B8.40%
365
PHPARKER HANNIFIN CORP
5,932$1.0B8.22%
366
CHKPCHECK POINT SOFTWARE TECH LT
9,107$1.0B8.22%
367
DR PEPPER SNAPPLE GROUP INC
11,700$1.0B8.20%Call
368
WCNWASTE CONNECTIONS INC
14,516$1.0B8.05%
369
BKBANK NEW YORK MELLON CORP
18,700$991.0M7.85%Call
370
TMUST MOBILE US INC
15,868$978.0M7.75%
371
WPCW P CAREY INC
14,100$950.0M7.53%Call
372
GPCGENUINE PARTS CO
9,900$947.0M7.50%Call
373
XYZSQUARE INC
32,768$944.0M7.48%
374
MACMACERICH CO
16,717$919.0M7.28%
375
PINNACLE FOODS INC DEL
15,838$905.0M7.17%
376
SUNTRUST BKS INC
15,000$897.0M7.11%Call
377
JNPJUNIPER NETWORKS INC
31,829$886.0M7.02%
378
MRVLMARVELL TECHNOLOGY GROUP LTD
47,846$856.0M6.78%
379
NGGNATIONAL GRID PLC
13,400$840.0M6.65%Call
380
VWOVANGUARD INTL EQUITY INDEX F
18,971$827.0M6.55%
381
HBC2HSBC HLDGS PLC
16,400$810.0M6.42%Call
382
KMBKIMBERLY CLARK CORP
6,638$781.0M6.19%
383
ALSALLSTATE CORP
8,424$774.0M6.13%
384
MCHPMICROCHIP TECHNOLOGY INC
8,564$769.0M6.09%Put
385
DOXAMDOCS LTD
11,705$753.0M5.97%
386
FMCF M C CORP
8,426$753.0M5.97%
387
RSX1USDVANECK VECTORS ETF TR
33,700$751.0M5.95%Call
388
EAELECTRONIC ARTS INC
6,340$749.0M5.93%
389
AWNADVANCE AUTO PARTS INC
7,300$724.0M5.74%Call
390
LUVSOUTHWEST AIRLS CO
12,639$708.0M5.61%Call
391
IYTISHARES TR
3,899$696.0M5.51%Put
392
CXOEURCONCHO RES INC
5,170$681.0M5.39%
393
CAGCONAGRA BRANDS INC
19,842$669.0M5.30%
394
EPREPR PPTYS
9,500$663.0M5.25%Call
395
SOUTHERN CO
13,500$663.0M5.25%Call
396
LYVLIVE NATION ENTERTAINMENT IN
14,588$635.0M5.03%
397
EQTEQT CORP
9,161$598.0M4.74%
398
XRXCHFXEROX CORP
17,708$590.0M4.67%Put
399
RRCRANGE RES CORP
30,037$588.0M4.66%
400
PNRPENTAIR PLC
8,500$578.0M4.58%Call
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