Twin Tree Management, LP Q1 2018 Filing

Filed May 9, 2018

Portfolio Value

$12.5B

Holdings

569

Report Date

Q1 2018

Filing Type

13F-HR

All Holdings (569 positions)

#StockSharesValue% PortfolioType
401
WPX ENERGY INC
57,075$844.0M6.75%Put
402
AG8AGILENT TECHNOLOGIES INC
12,595$843.0M6.75%
403
SNPSSYNOPSYS INC
10,100$841.0M6.73%
404
CFCF INDS HLDGS INC
22,300$841.0M6.73%Call
405
ITGARTNER INC
6,956$819.0M6.55%Put
406
HN9HANESBRANDS INC
44,193$814.0M6.51%Put
407
ZAYOEURZAYO GROUP HLDGS INC
23,546$804.0M6.43%Call
408
GPCGENUINE PARTS CO
8,600$773.0M6.19%Call
409
PNRPENTAIR PLC
11,200$763.0M6.11%Call
410
WABWABTEC CORP
9,300$757.0M6.06%Put
411
GSKGLAXOSMITHKLINE PLC
19,304$754.0M6.03%
412
IFFINTERNATIONAL FLAVORS&FRAGRA
5,497$752.0M6.02%Put
413
FEFIRSTENERGY CORP
21,600$734.0M5.87%Put
414
PVHPVH CORP
4,843$733.0M5.87%
415
NNNNATIONAL RETAIL PPTYS INC
18,300$718.0M5.75%Call
416
GGP INC
35,036$717.0M5.74%Put
417
AGNCAGNC INVT CORP
37,100$702.0M5.62%Call
418
LMTLOCKHEED MARTIN CORP
2,064$697.0M5.58%
419
PKNPERKINELMER INC
9,075$687.0M5.50%Put
420
KMIKINDER MORGAN INC DEL
45,424$684.0M5.47%
421
RFREGIONS FINL CORP NEW
36,345$675.0M5.40%
422
TRMBTRIMBLE INC
18,813$675.0M5.40%Put
423
CPTCAMDEN PPTY TR
7,900$665.0M5.32%Call
424
ARMKARAMARK
16,336$646.0M5.17%
425
WEAWESTERN ALLIANCE BANCORP
10,800$628.0M5.03%Call
426
GTGOODYEAR TIRE & RUBR CO
23,352$621.0M4.97%Put
427
WBC1EURWABCO HLDGS INC
4,600$616.0M4.93%Put
428
EPREPR PPTYS
10,900$604.0M4.83%Call
429
KEYSKEYSIGHT TECHNOLOGIES INC
11,451$600.0M4.80%Put
430
OREALTY INCOME CORP
11,400$590.0M4.72%Call
431
HSYHERSHEY CO
5,919$586.0M4.69%Put
432
FLEXFLEX LTD
35,629$581.0M4.65%Put
433
LLOEWS CORP
11,415$567.0M4.54%Put
434
BBBLACKBERRY LTD
49,115$565.0M4.52%Put
435
BKRBAKER HUGHES A GE CO
19,951$554.0M4.43%
436
TMKTORCHMARK CORP
6,306$531.0M4.25%Put
437
MANMANPOWERGROUP INC
4,579$527.0M4.22%Put
438
CBSHCOMMERCE BANCSHARES INC
8,726$524.0M4.19%Put
439
BLKBBLACKBAUD INC
5,089$518.0M4.14%
440
CR1USDCRANE CO
5,409$501.0M4.01%Put
441
RHIROBERT HALF INTL INC
8,400$487.0M3.90%Put
442
DEODIAGEO P L C
3,596$487.0M3.90%
443
FDSFACTSET RESH SYS INC
2,405$480.0M3.84%
444
DGXQUEST DIAGNOSTICS INC
4,765$478.0M3.82%
445
SPBSPECTRUM BRANDS HLDGS INC
4,600$477.0M3.82%Call
446
CYPRESS SEMICONDUCTOR CORP
28,091$476.0M3.81%
447
SABRSABRE CORP
21,844$469.0M3.75%
448
MRVLMARVELL TECHNOLOGY GROUP LTD
22,100$464.0M3.71%Call
449
CNPCENTERPOINT ENERGY INC
16,400$449.0M3.59%Call
450
SMGSCOTTS MIRACLE GRO CO
5,102$437.0M3.50%
451
PTCPTC INC
5,497$429.0M3.43%
452
NGGNATIONAL GRID PLC
7,600$429.0M3.43%Call
453
OCOWENS CORNING NEW
5,097$410.0M3.28%
454
VWOVANGUARD INTL EQUITY INDEX F
8,549$402.0M3.22%
455
JKHYHENRY JACK & ASSOC INC
3,296$399.0M3.19%
456
URIUNITED RENTALS INC
2,300$397.0M3.18%Call
457
TOLTOLL BROTHERS INC
9,100$394.0M3.15%Call
458
IPGPIPG PHOTONICS CORP
1,674$391.0M3.13%
459
9990302DAPACHE CORP
10,174$391.0M3.13%
460
APCANADARKO PETE CORP
6,429$388.0M3.10%
461
TRNTRINITY INDS INC
11,820$385.0M3.08%Put
462
AMXNAMERICA MOVIL SAB DE CV
20,000$382.0M3.06%Put
463
CRMSALESFORCE COM INC
3,258$379.0M3.03%
464
NVONOVO-NORDISK A S
7,607$375.0M3.00%
465
IGTINTERNATIONAL GAME TECHNOLOG
13,685$366.0M2.93%
466
SSNCSS&C TECHNOLOGIES HLDGS INC
6,563$352.0M2.82%
467
NYCBEURNEW YORK CMNTY BANCORP INC
26,600$347.0M2.78%Call
468
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
4,306$347.0M2.78%
469
MCHPMICROCHIP TECHNOLOGY INC
3,756$343.0M2.74%
470
NUANEURNUANCE COMMUNICATIONS INC
20,215$318.0M2.54%
471
XHBSPDR SERIES TRUST
7,700$314.0M2.51%Put
472
MPWRMONOLITHIC PWR SYS INC
2,674$309.0M2.47%Put
473
RPMRPM INTL INC
6,357$303.0M2.42%
474
MNSTMONSTER BEVERAGE CORP NEW
5,237$300.0M2.40%
475
EAELECTRONIC ARTS INC
2,466$299.0M2.39%
476
RSRELIANCE STEEL & ALUMINUM CO
3,481$298.0M2.38%
477
HIGHARTFORD FINL SVCS GROUP INC
5,787$298.0M2.38%
478
QSRRESTAURANT BRANDS INTL INC
5,163$294.0M2.35%
479
PKGPACKAGING CORP AMER
2,500$282.0M2.26%Call
480
JNPJUNIPER NETWORKS INC
11,605$282.0M2.26%
481
LDOSLEIDOS HLDGS INC
4,213$276.0M2.21%
482
LAMRLAMAR ADVERTISING CO NEW
4,236$270.0M2.16%
483
BROBROWN & BROWN INC
10,258$261.0M2.09%
484
MTNVAIL RESORTS INC
1,117$248.0M1.98%
485
BNSBANK N S HALIFAX
3,916$242.0M1.94%
486
CAHCARDINAL HEALTH INC
3,600$226.0M1.81%Call
487
NOWSERVICENOW INC
1,300$215.0M1.72%Put
488
XMESPDR SERIES TRUST
6,242$212.0M1.70%
489
ENOVCOLFAX CORP
6,600$211.0M1.69%Call
490
DPZDOMINOS PIZZA INC
900$210.0M1.68%Put
491
BMRNBIOMARIN PHARMACEUTICAL INC
2,534$205.0M1.64%Put
492
COTYCOTY INC
11,082$203.0M1.62%Put
493
PKPARK HOTELS RESORTS INC
7,500$203.0M1.62%Call
494
MAMASTERCARD INCORPORATED
1,158$203.0M1.62%
495
EPAMEPAM SYS INC
1,729$198.0M1.58%
496
ADPAUTOMATIC DATA PROCESSING IN
1,700$193.0M1.54%Call
497
PRGOPERRIGO CO PCL
2,223$185.0M1.48%
498
OLNOLIN CORP
6,011$183.0M1.46%
499
ARANTERO RES CORP
9,144$182.0M1.46%
500
FT2FIRST HORIZON NATL CORP
9,403$177.0M1.42%
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