Twin Tree Management, LP Q2 2017 Filing
Filed August 10, 2017
Portfolio Value
$12.8B
Holdings
518
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (518 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | USFDUS FOODS HLDG CORP | 24,879 | $677.0M | 5.29% | |
| 402 | HIGHARTFORD FINL SVCS GROUP INC | 12,817 | $674.0M | 5.27% | |
| 403 | FXIISHARES TR | 16,609 | $660.0M | 5.16% | |
| 404 | CECELANESE CORP DEL | 6,885 | $654.0M | 5.11% | |
| 405 | RSX1USDVANECK VECTORS ETF TR | 33,700 | $646.0M | 5.05% | Call |
| 406 | PWRQUANTA SVCS INC | 19,500 | $642.0M | 5.02% | Call |
| 407 | TIFEURTIFFANY & CO NEW | 6,842 | $642.0M | 5.02% | |
| 408 | BWABORGWARNER INC | 15,000 | $635.0M | 4.96% | Call |
| 409 | BFHALLIANCE DATA SYSTEMS CORP | 2,462 | $632.0M | 4.94% | Put |
| 410 | PNWPINNACLE WEST CAP CORP | 7,200 | $613.0M | 4.79% | Call |
| 411 | CINFCINCINNATI FINL CORP | 8,355 | $605.0M | 4.73% | Put |
| 412 | DDOMINION ENERGY INC | 7,700 | $590.0M | 4.61% | Call |
| 413 | STSENSATA TECHNOLOGIES HLDG NV | 13,075 | $559.0M | 4.37% | |
| 414 | ZBHZIMMER BIOMET HLDGS INC | 4,354 | $559.0M | 4.37% | |
| 415 | AXTAAXALTA COATING SYS LTD | 17,073 | $547.0M | 4.28% | |
| 416 | XYZSQUARE INC | 22,610 | $530.0M | 4.14% | |
| 417 | EWEDWARDS LIFESCIENCES CORP | 4,359 | $515.0M | 4.03% | Put |
| 418 | VNOVORNADO RLTY TR | 5,439 | $511.0M | 3.99% | Call |
| 419 | A4SAMERIPRISE FINL INC | 3,989 | $508.0M | 3.97% | Put |
| 420 | AKXANSYS INC | 4,147 | $505.0M | 3.95% | |
| 421 | DKSDICKS SPORTING GOODS INC | 12,600 | $502.0M | 3.92% | Call |
| 422 | CHTRCHARTER COMMUNICATIONS INC N | 1,482 | $499.0M | 3.90% | |
| 423 | LBTYBLIBERTY GLOBAL PLC | 15,500 | $498.0M | 3.89% | Call |
| 424 | PRUPRUDENTIAL FINL INC | 4,572 | $494.0M | 3.86% | |
| 425 | AFWALIGN TECHNOLOGY INC | 3,289 | $494.0M | 3.86% | |
| 426 | EMNEASTMAN CHEM CO | 5,608 | $471.0M | 3.68% | |
| 427 | HPHELMERICH & PAYNE INC | 8,657 | $470.0M | 3.67% | |
| 428 | —TWENTY FIRST CENTY FOX INC | 16,145 | $458.0M | 3.58% | |
| 429 | ROPROPER TECHNOLOGIES INC | 1,938 | $449.0M | 3.51% | |
| 430 | EOGEOG RES INC | 4,919 | $445.0M | 3.48% | |
| 431 | UALUNITED CONTL HLDGS INC | 5,868 | $442.0M | 3.45% | |
| 432 | —ULTIMATE SOFTWARE GROUP INC | 1,990 | $418.0M | 3.27% | |
| 433 | BRK/BBERKSHIRE HATHAWAY INC DEL | 2,430 | $412.0M | 3.22% | |
| 434 | XHBSPDR SERIES TRUST | 10,500 | $405.0M | 3.17% | Call |
| 435 | RITMNEW RESIDENTIAL INVT CORP | 25,813 | $402.0M | 3.14% | Call |
| 436 | LYVLIVE NATION ENTERTAINMENT IN | 11,268 | $393.0M | 3.07% | |
| 437 | HCAHCA HEALTHCARE INC | 4,300 | $375.0M | 2.93% | Call |
| 438 | ESEVERSOURCE ENERGY | 6,100 | $370.0M | 2.89% | Call |
| 439 | MCXMCCORMICK & CO INC | 3,495 | $341.0M | 2.67% | |
| 440 | —SUNTRUST BKS INC | 5,918 | $336.0M | 2.63% | |
| 441 | IDXXIDEXX LABS INC | 1,888 | $305.0M | 2.38% | |
| 442 | —PINNACLE FOODS INC DEL | 5,053 | $300.0M | 2.34% | |
| 443 | SWKSTANLEY BLACK & DECKER INC | 2,118 | $298.0M | 2.33% | |
| 444 | KELKELLOGG CO | 3,795 | $264.0M | 2.06% | |
| 445 | RHIROBERT HALF INTL INC | 5,425 | $260.0M | 2.03% | |
| 446 | IRINGERSOLL-RAND PLC | 2,769 | $253.0M | 1.98% | |
| 447 | TRMBTRIMBLE INC | 6,751 | $241.0M | 1.88% | |
| 448 | RMERESMED INC | 2,946 | $229.0M | 1.79% | |
| 449 | RJFRAYMOND JAMES FINANCIAL INC | 2,800 | $225.0M | 1.76% | Call |
| 450 | ALLYALLY FINL INC | 10,282 | $215.0M | 1.68% | |
| 451 | SCISERVICE CORP INTL | 6,386 | $214.0M | 1.67% | |
| 452 | TMKTORCHMARK CORP | 2,790 | $213.0M | 1.66% | |
| 453 | BMOBANK MONTREAL QUE | 2,888 | $212.0M | 1.66% | |
| 454 | CLXCLOROX CO DEL | 1,574 | $210.0M | 1.64% | |
| 455 | EWBCEAST WEST BANCORP INC | 3,400 | $199.0M | 1.56% | Put |
| 456 | TRPTRANSCANADA CORP | 4,109 | $195.0M | 1.52% | Put |
| 457 | ZTSZOETIS INC | 3,060 | $191.0M | 1.49% | |
| 458 | CVECENOVUS ENERGY INC | 23,587 | $174.0M | 1.36% | Put |
| 459 | EQTEQT CORP | 2,857 | $167.0M | 1.31% | |
| 460 | BHCVALEANT PHARMACEUTICALS INTL | 9,500 | $164.0M | 1.28% | Put |
| 461 | —RANDGOLD RES LTD | 1,807 | $160.0M | 1.25% | |
| 462 | FDO.FMACYS INC | 6,800 | $158.0M | 1.23% | Call |
| 463 | MRSHMARSH & MCLENNAN COS INC | 1,994 | $155.0M | 1.21% | |
| 464 | AESAES CORP | 13,900 | $154.0M | 1.20% | Call |
| 465 | SPGIS&P GLOBAL INC | 1,000 | $146.0M | 1.14% | Put |
| 466 | STLAFIAT CHRYSLER AUTOMOBILES N | 13,300 | $141.0M | 1.10% | Put |
| 467 | NDSNNORDSON CORP | 1,156 | $140.0M | 1.09% | Put |
| 468 | CXOEURCONCHO RES INC | 1,130 | $137.0M | 1.07% | |
| 469 | COOCOOPER COS INC | 542 | $130.0M | 1.02% | |
| 470 | —COLONY NORTHSTAR INC | 9,159 | $129.0M | 1.01% | Put |
| 471 | —ATHENAHEALTH INC | 900 | $126.0M | 0.98% | Call |
| 472 | SERVUSDSERVICEMASTER GLOBAL HLDGS I | 3,044 | $119.0M | 0.93% | |
| 473 | IPGPIPG PHOTONICS CORP | 800 | $116.0M | 0.91% | Put |
| 474 | LVLNSPDR SERIES TRUST | 2,100 | $115.0M | 0.90% | Call |
| 475 | NYCBEURNEW YORK CMNTY BANCORP INC | 8,500 | $111.0M | 0.87% | Put |
| 476 | PEGPUBLIC SVC ENTERPRISE GROUP | 2,000 | $86.0M | 0.67% | Call |
| 477 | SABRSABRE CORP | 3,877 | $84.0M | 0.66% | |
| 478 | FLEXFLEX LTD | 5,000 | $82.0M | 0.64% | |
| 479 | ABJAABB LTD | 3,000 | $75.0M | 0.59% | Call |
| 480 | KLACKLA-TENCOR CORP | 800 | $73.0M | 0.57% | Call |
| 481 | ETRENTERGY CORP NEW | 900 | $69.0M | 0.54% | Call |
| 482 | —DEL TACO RESTAURANTS INC | 4,800 | $66.0M | 0.52% | Call |
| 483 | ROKROCKWELL AUTOMATION INC | 394 | $64.0M | 0.50% | |
| 484 | ARCCARES CAP CORP | 3,500 | $57.0M | 0.45% | Call |
| 485 | JBHTHUNT J B TRANS SVCS INC | 623 | $57.0M | 0.45% | |
| 486 | JECUSDJACOBS ENGR GROUP INC DEL | 900 | $49.0M | 0.38% | Call |
| 487 | WEAWESTERN ALLIANCE BANCORP | 1,000 | $49.0M | 0.38% | Call |
| 488 | 3M4MASIMO CORP | 502 | $46.0M | 0.36% | |
| 489 | POSTPOST HLDGS INC | 545 | $42.0M | 0.33% | |
| 490 | BRXBRIXMOR PPTY GROUP INC | 2,302 | $41.0M | 0.32% | |
| 491 | SIXEURSIX FLAGS ENTMT CORP NEW | 678 | $40.0M | 0.31% | |
| 492 | CDKCDK GLOBAL INC | 630 | $39.0M | 0.30% | |
| 493 | —LEUCADIA NATL CORP | 1,345 | $35.0M | 0.27% | Put |
| 494 | ONON SEMICONDUCTOR CORP | 2,332 | $33.0M | 0.26% | |
| 495 | MGAMAGNA INTL INC | 700 | $32.0M | 0.25% | Call |
| 496 | BNSBANK N S HALIFAX | 500 | $30.0M | 0.23% | Put |
| 497 | MIC2EURMACQUARIE INFRASTRUCTURE COR | 346 | $27.0M | 0.21% | |
| 498 | PPLPPL CORP | 600 | $23.0M | 0.18% | Call |
| 499 | BRBROADRIDGE FINL SOLUTIONS IN | 291 | $22.0M | 0.17% | |
| 500 | RNRRENAISSANCE RE HLDGS LTD | 147 | $20.0M | 0.16% |