Twin Tree Management, LP Q1 2017 Filing
Filed May 11, 2017
Portfolio Value
$11.0B
Holdings
521
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (521 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 201 | KSSKOHLS CORP | 186,438 | $7.4B | 67.32% | Put |
| 202 | PYPLPAYPAL HLDGS INC | 169,264 | $7.3B | 66.04% | Put |
| 203 | RFREGIONS FINL CORP NEW | 492,375 | $7.2B | 64.90% | Put |
| 204 | AXPAMERICAN EXPRESS CO | 89,608 | $7.1B | 64.30% | Put |
| 205 | MNSTMONSTER BEVERAGE CORP NEW | 147,667 | $6.8B | 61.84% | Put |
| 206 | FMCF M C CORP | 95,584 | $6.7B | 60.34% | |
| 207 | CNRCANADIAN NATL RY CO | 88,769 | $6.6B | 59.52% | Put |
| 208 | JWNUSDNORDSTROM INC | 139,934 | $6.5B | 59.11% | Put |
| 209 | VVISA INC | 72,911 | $6.5B | 58.78% | |
| 210 | AMATAPPLIED MATLS INC | 165,037 | $6.4B | 58.23% | Put |
| 211 | AALAMERICAN AIRLS GROUP INC | 149,847 | $6.3B | 57.49% | Call |
| 212 | WYWEYERHAEUSER CO | 181,300 | $6.2B | 55.88% | Put |
| 213 | ADSKAUTODESK INC | 70,511 | $6.1B | 55.30% | Call |
| 214 | AMGAFFILIATED MANAGERS GROUP | 37,020 | $6.1B | 55.06% | Put |
| 215 | —MICHAEL KORS HLDGS LTD | 157,862 | $6.0B | 54.58% | Put |
| 216 | DKSDICKS SPORTING GOODS INC | 119,669 | $5.8B | 52.82% | Put |
| 217 | PTCPTC INC | 110,515 | $5.8B | 52.68% | Put |
| 218 | FITBFIFTH THIRD BANCORP | 227,184 | $5.8B | 52.35% | Put |
| 219 | MLMMARTIN MARIETTA MATLS INC | 26,034 | $5.7B | 51.54% | Put |
| 220 | UALUNITED CONTL HLDGS INC | 80,080 | $5.7B | 51.30% | Put |
| 221 | GLWCORNING INC | 207,493 | $5.6B | 50.81% | |
| 222 | SBUXSTARBUCKS CORP | 95,126 | $5.6B | 50.39% | Put |
| 223 | RHT1EURRED HAT INC | 64,136 | $5.5B | 50.32% | Put |
| 224 | RIGTRANSOCEAN LTD | 432,800 | $5.4B | 48.88% | Put |
| 225 | RSX1USDVANECK VECTORS ETF TR | 258,498 | $5.3B | 48.46% | |
| 226 | SUSUNCOR ENERGY INC NEW | 165,412 | $5.1B | 46.14% | Put |
| 227 | NUENUCOR CORP | 85,031 | $5.1B | 46.06% | Call |
| 228 | ADBEADOBE SYS INC | 38,723 | $5.0B | 45.71% | |
| 229 | XLKSELECT SECTOR SPDR TR | 94,281 | $5.0B | 45.59% | Call |
| 230 | FFORD MTR CO DEL | 428,175 | $5.0B | 45.21% | Call |
| 231 | —NEWFIELD EXPL CO | 133,208 | $4.9B | 44.60% | Put |
| 232 | XLFISECTOR SPDR TR | 88,300 | $4.8B | 43.71% | Put |
| 233 | TXTTEXTRON INC | 97,549 | $4.6B | 42.11% | Put |
| 234 | GISGENERAL MLS INC | 78,500 | $4.6B | 42.01% | Put |
| 235 | ALXNALEXION PHARMACEUTICALS INC | 36,829 | $4.5B | 40.50% | Call |
| 236 | FQIDIGITAL RLTY TR INC | 41,600 | $4.4B | 40.15% | Put |
| 237 | PNWPINNACLE WEST CAP CORP | 52,547 | $4.4B | 39.74% | |
| 238 | TDTORONTO DOMINION BK ONT | 83,776 | $4.2B | 38.06% | Put |
| 239 | QSRRESTAURANT BRANDS INTL INC | 72,925 | $4.1B | 36.87% | Put |
| 240 | ETRAE TRADE FINANCIAL CORP | 115,876 | $4.0B | 36.67% | Put |
| 241 | MSIMOTOROLA SOLUTIONS INC | 46,852 | $4.0B | 36.64% | Put |
| 242 | BBYBEST BUY INC | 82,144 | $4.0B | 36.62% | Put |
| 243 | NOVEURNATIONAL OILWELL VARCO INC | 100,479 | $4.0B | 36.54% | Put |
| 244 | BBTUSDBB&T CORP | 89,900 | $4.0B | 36.45% | Call |
| 245 | AEPAMERICAN ELEC PWR INC | 59,500 | $4.0B | 36.23% | Call |
| 246 | MOALTRIA GROUP INC | 55,907 | $4.0B | 36.22% | Call |
| 247 | CMACOMERICA INC | 57,900 | $4.0B | 36.02% | Put |
| 248 | —SHIRE PLC | 22,648 | $3.9B | 35.79% | Put |
| 249 | CHTRCHARTER COMMUNICATIONS INC N | 12,000 | $3.9B | 35.63% | Call |
| 250 | AVGOBROADCOM LTD | 17,900 | $3.9B | 35.56% | Put |
| 251 | TSTENARIS S A | 113,369 | $3.9B | 35.10% | |
| 252 | KHCKRAFT HEINZ CO | 42,069 | $3.8B | 34.65% | Put |
| 253 | EXPEEXPEDIA INC DEL | 30,245 | $3.8B | 34.61% | Call |
| 254 | FDXFEDEX CORP | 19,500 | $3.8B | 34.51% | Put |
| 255 | BABOEING CO | 21,485 | $3.8B | 34.47% | Put |
| 256 | SSNCSS&C TECHNOLOGIES HLDGS INC | 106,161 | $3.8B | 34.09% | Put |
| 257 | MIDDMIDDLEBY CORP | 27,421 | $3.7B | 33.93% | Put |
| 258 | PHMPULTE GROUP INC | 158,006 | $3.7B | 33.75% | |
| 259 | UGIUGI CORP NEW | 75,000 | $3.7B | 33.61% | Put |
| 260 | XMESPDR SERIES TRUST | 121,676 | $3.7B | 33.57% | Put |
| 261 | ESEVERSOURCE ENERGY | 61,161 | $3.6B | 32.61% | Call |
| 262 | —MGM RESORTS INTERNATIONAL | 130,900 | $3.6B | 32.54% | Put |
| 263 | AGNCAGNC INVT CORP | 178,700 | $3.6B | 32.24% | Call |
| 264 | RRCRANGE RES CORP | 121,845 | $3.5B | 32.16% | Put |
| 265 | VGKVANGUARD INTL EQUITY INDEX F | 68,700 | $3.5B | 32.14% | Call |
| 266 | RHIROBERT HALF INTL INC | 71,566 | $3.5B | 31.70% | Put |
| 267 | AG8AGILENT TECHNOLOGIES INC | 65,560 | $3.5B | 31.44% | |
| 268 | COFCAPITAL ONE FINL CORP | 39,400 | $3.4B | 30.97% | Put |
| 269 | TSNTYSON FOODS INC | 54,851 | $3.4B | 30.71% | Put |
| 270 | KMXCARMAX INC | 56,872 | $3.4B | 30.55% | Call |
| 271 | MMM3M CO | 17,598 | $3.4B | 30.54% | |
| 272 | TERTERADYNE INC | 106,055 | $3.3B | 29.91% | |
| 273 | NCLHNORWEGIAN CRUISE LINE HLDGS | 64,900 | $3.3B | 29.87% | Put |
| 274 | STMSTMICROELECTRONICS N V | 211,516 | $3.3B | 29.66% | |
| 275 | CHLUSDCHINA MOBILE LIMITED | 57,328 | $3.2B | 28.73% | Put |
| 276 | STTSTATE STR CORP | 39,055 | $3.1B | 28.20% | Put |
| 277 | VODVODAFONE GROUP PLC NEW | 116,945 | $3.1B | 28.04% | Call |
| 278 | —PINNACLE FOODS INC DEL | 53,347 | $3.1B | 28.00% | |
| 279 | XHBSPDR SERIES TRUST | 82,312 | $3.1B | 27.79% | Put |
| 280 | —UNITED STATES NATL GAS FUND | 402,012 | $3.0B | 27.60% | Put |
| 281 | —AETNA INC NEW | 23,800 | $3.0B | 27.54% | Call |
| 282 | FEFIRSTENERGY CORP | 93,800 | $3.0B | 27.08% | Call |
| 283 | CSXCSX CORP | 64,000 | $3.0B | 27.02% | Call |
| 284 | POSTPOST HLDGS INC | 33,719 | $3.0B | 26.77% | |
| 285 | EAELECTRONIC ARTS INC | 32,829 | $2.9B | 26.66% | |
| 286 | HLTHILTON WORLDWIDE HLDGS INC | 50,243 | $2.9B | 26.64% | |
| 287 | STZCONSTELLATION BRANDS INC | 18,091 | $2.9B | 26.59% | Call |
| 288 | FNVFRANCO NEVADA CORP | 44,057 | $2.9B | 26.18% | |
| 289 | —WHOLE FOODS MKT INC | 97,049 | $2.9B | 26.16% | Put |
| 290 | UNPUNION PAC CORP | 27,007 | $2.9B | 25.95% | |
| 291 | BKRBAKER HUGHES INC | 46,477 | $2.8B | 25.22% | Put |
| 292 | GDGENERAL DYNAMICS CORP | 14,527 | $2.7B | 24.66% | |
| 293 | FXIISHARES TR | 69,363 | $2.7B | 24.22% | |
| 294 | SERVUSDSERVICEMASTER GLOBAL HLDGS I | 63,242 | $2.6B | 23.95% | |
| 295 | ACMAECOM | 72,084 | $2.6B | 23.27% | Put |
| 296 | —HCP INC | 81,700 | $2.6B | 23.18% | Put |
| 297 | VNQVANGUARD INDEX FDS | 30,400 | $2.5B | 22.78% | Call |
| 298 | TRPTRANSCANADA CORP | 54,111 | $2.5B | 22.65% | |
| 299 | IACIEURIAC INTERACTIVECORP | 33,722 | $2.5B | 22.55% | |
| 300 | HONHONEYWELL INTL INC | 19,829 | $2.5B | 22.46% |