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
401
PPCPILGRIMS PRIDE CORP NEW
20,300$577.0M4.57%Call
402
TELTE CONNECTIVITY LTD
6,936$576.0M4.56%
403
LABORATORY CORP AMER HLDGS
3,735$564.0M4.47%
404
TMTOYOTA MOTOR CORP
4,736$564.0M4.47%Put
405
TEVATEVA PHARMACEUTICAL INDS LTD
30,900$544.0M4.31%Call
406
MSCIMSCI INC
4,571$534.0M4.23%
407
ABJAABB LTD
20,089$498.0M3.95%Put
408
STSENSATA TECHNOLOGIES HLDG NV
9,479$456.0M3.61%
409
BHPBHP BILLITON LTD
11,100$450.0M3.56%Put
410
SPBSPECTRUM BRANDS HLDGS INC
4,242$449.0M3.56%
411
OHIOMEGA HEALTHCARE INVS INC
13,900$444.0M3.52%Call
412
UNPUNION PAC CORP
3,707$430.0M3.41%
413
ZTSZOETIS INC
6,726$429.0M3.40%Put
414
PTCPTC INC
7,156$403.0M3.19%
415
BCEBCE INC
8,505$399.0M3.16%Put
416
ETRAE TRADE FINANCIAL CORP
8,588$375.0M2.97%
417
MCDMCDONALDS CORP
2,375$372.0M2.95%Call
418
CLXCLOROX CO DEL
2,629$347.0M2.75%
419
HCAHCA HEALTHCARE INC
4,300$342.0M2.71%Call
420
WEAWESTERN ALLIANCE BANCORP
6,400$340.0M2.69%Call
421
HSYHERSHEY CO
3,060$334.0M2.65%
422
BENFRANKLIN RES INC
7,469$332.0M2.63%Put
423
CBOECBOE GLOBAL MARKETS INC
3,083$332.0M2.63%
424
LEALEAR CORP
1,800$312.0M2.47%Put
425
CMECME GROUP INC
2,207$299.0M2.37%
426
COLONY NORTHSTAR INC
21,100$266.0M2.11%Put
427
SEICSEI INVESTMENTS CO
4,280$261.0M2.07%
428
IRMIRON MTN INC NEW
6,600$257.0M2.04%Call
429
TROWPRICE T ROWE GROUP INC
2,800$254.0M2.01%Put
430
TJXTJX COS INC NEW
3,440$254.0M2.01%
431
WBAWALGREENS BOOTS ALLIANCE INC
3,174$245.0M1.94%
432
VMCVULCAN MATLS CO
2,001$239.0M1.89%
433
MTDMETTLER TOLEDO INTERNATIONAL
373$234.0M1.85%
434
VVISA INC
2,212$233.0M1.85%
435
CCLCARNIVAL CORP
3,458$223.0M1.77%
436
FFORD MTR CO DEL
18,642$223.0M1.77%
437
ETNEATON CORP PLC
2,864$220.0M1.74%
438
CDKCDK GLOBAL INC
3,354$212.0M1.68%
439
CAHCARDINAL HEALTH INC
2,928$196.0M1.55%
440
THOTHOR INDS INC
1,541$194.0M1.54%
441
GISGENERAL MLS INC
3,344$173.0M1.37%
442
MANMANPOWERGROUP INC
1,388$164.0M1.30%
443
SCISERVICE CORP INTL
4,684$162.0M1.28%
444
SPGIS&P GLOBAL INC
1,000$156.0M1.24%Put
445
SJMSMUCKER J M CO
1,491$156.0M1.24%
446
TRMBTRIMBLE INC
3,723$146.0M1.16%Put
447
LLOEWS CORP
2,949$141.0M1.12%
448
OLNOLIN CORP
4,000$137.0M1.09%Call
449
BHCVALEANT PHARMACEUTICALS INTL
9,500$136.0M1.08%Put
450
KHCKRAFT HEINZ CO
1,520$118.0M0.93%
451
EWBCEAST WEST BANCORP INC
1,900$114.0M0.90%Put
452
LYBLYONDELLBASELL INDUSTRIES N
1,154$114.0M0.90%
453
AEMAGNICO EAGLE MINES LTD
2,445$111.0M0.88%
454
ONON SEMICONDUCTOR CORP
5,973$110.0M0.87%
455
USFDUS FOODS HLDG CORP
4,124$110.0M0.87%
456
AESAES CORP
9,900$109.0M0.86%Call
457
SONYSONY CORP
2,880$108.0M0.86%Put
458
DGXQUEST DIAGNOSTICS INC
1,147$107.0M0.85%
459
IWOISHARES TR
600$107.0M0.85%Call
460
DDOMINION ENERGY INC
1,100$85.0M0.67%Call
461
COOCOOPER COS INC
332$79.0M0.63%
462
NYCBEURNEW YORK CMNTY BANCORP INC
6,109$79.0M0.63%Put
463
SSNCSS&C TECHNOLOGIES HLDGS INC
1,885$76.0M0.60%
464
DEL TACO RESTAURANTS INC
4,800$74.0M0.59%Call
465
CPBCAMPBELL SOUP CO
1,360$64.0M0.51%
466
EWJISHARES INC
1,151$64.0M0.51%Put
467
VIABVIACOM INC NEW
2,214$62.0M0.49%
468
TSMTAIWAN SEMICONDUCTOR MFG LTD
1,625$61.0M0.48%
469
CNRCANADIAN NATL RY CO
734$61.0M0.48%
470
A4SAMERIPRISE FINL INC
400$59.0M0.47%Call
471
TRITHOMSON REUTERS CORP
1,282$59.0M0.47%
472
ETRENTERGY CORP NEW
700$53.0M0.42%Call
473
PEGPUBLIC SVC ENTERPRISE GROUP
1,000$46.0M0.36%Call
474
FLIRFLIR SYS INC
1,145$45.0M0.36%
475
LEUCADIA NATL CORP
1,650$42.0M0.33%
476
FLT1EURFLEETCOR TECHNOLOGIES INC
216$33.0M0.26%
477
DFSEURDISCOVER FINL SVCS
491$32.0M0.25%
478
FLEXFLEX LTD
1,741$29.0M0.23%Put
479
GLPIGAMING & LEISURE PPTYS INC
670$25.0M0.20%
480
SENIOR HSG PPTYS TR
1,000$20.0M0.16%Call
481
SABRSABRE CORP
919$17.0M0.13%
482
VISNCOMMSCOPE HLDG CO INC
500$17.0M0.13%Call
483
CHDCHURCH & DWIGHT INC
351$17.0M0.13%
484
WAFDWASHINGTON FED INC
500$17.0M0.13%Call
485
HLTHILTON WORLDWIDE HLDGS INC
214$15.0M0.12%
486
STMSTMICROELECTRONICS N V
752$15.0M0.12%
487
MFCMANULIFE FINL CORP
543$11.0M0.09%Put
488
ITBISHARES TR
286$10.0M0.08%
489
KIMKIMCO RLTY CORP
472$9.0M0.07%
490
PBCTEURPEOPLES UNITED FINANCIAL INC
500$9.0M0.07%Call
491
CINFCINCINNATI FINL CORP
100$8.0M0.06%Call
492
LBTYBLIBERTY GLOBAL PLC
167$6.0M0.05%
493
IHS MARKIT LTD
140$6.0M0.05%
494
UEOWESTLAKE CHEM CORP
56$5.0M0.04%
495
DEODIAGEO P L C
33$4.0M0.03%
496
FLSFLOWSERVE CORP
100$4.0M0.03%Call
497
STLDSTEEL DYNAMICS INC
100$3.0M0.02%Call
498
APHAMPHENOL CORP NEW
40$3.0M0.02%
499
PINNACLE WEST CAP CORP
17$1.0M0.01%
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