Twin Tree Management, LP Q2 2018 Filing

Filed August 8, 2018

Portfolio Value

$16.3B

Holdings

627

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (627 positions)

#StockSharesValue% PortfolioType
201
WCGEURWELLCARE HEALTH PLANS INC
39,112$9.6B59.14%Put
202
UAUNDER ARMOUR INC
455,591$9.6B58.96%Put
203
CLXCLOROX CO DEL
70,800$9.6B58.80%Put
204
COHREURCOHERENT INC
61,088$9.6B58.67%Put
205
BKNGBOOKING HOLDINGS INC
4,685$9.5B58.32%Put
206
CLCOLGATE PALMOLIVE CO
141,663$9.2B56.37%Call
207
IRINGERSOLL-RAND PLC
102,161$9.2B56.29%Put
208
STZCONSTELLATION BRANDS INC
41,045$9.0B55.16%Call
209
ATHENAHEALTH INC
56,400$9.0B55.11%Put
210
PARSLEY ENERGY INC
291,328$8.8B54.16%Put
211
DVADAVITA INC
126,977$8.8B54.14%Put
212
ABTABBOTT LABS
138,913$8.5B52.02%Put
213
GLWCORNING INC
302,022$8.3B51.02%Call
214
WMBWILLIAMS COS INC DEL
303,931$8.2B50.59%Put
215
VOYAVOYA FINL INC
174,552$8.2B50.37%Put
216
OXYOCCIDENTAL PETE CORP DEL
97,825$8.2B50.26%Call
217
NNNNATIONAL RETAIL PPTYS INC
184,000$8.1B49.67%Put
218
RJFRAYMOND JAMES FINANCIAL INC
90,300$8.1B49.54%Put
219
AZOAUTOZONE INC
11,858$8.0B48.85%Put
220
XPOXPO LOGISTICS INC
79,333$7.9B48.80%Put
221
XLYSELECT SECTOR SPDR TR
72,694$7.9B48.78%
222
XLUSELECT SECTOR SPDR TR
150,700$7.8B48.08%Call
223
NTAPNETAPP INC
99,449$7.8B47.95%
224
FDO.FMACYS INC
205,275$7.7B47.18%Put
225
AYIACUITY BRANDS INC
66,067$7.7B47.00%Put
226
RLRALPH LAUREN CORP
60,700$7.6B46.86%Put
227
MGAMAGNA INTL INC
130,861$7.6B46.71%Put
228
PGRPROGRESSIVE CORP OHIO
127,800$7.6B46.41%
229
METMETLIFE INC
173,200$7.6B46.37%Call
230
TMUST MOBILE US INC
126,132$7.5B46.28%Put
231
RTN1USDRAYTHEON CO
38,942$7.5B46.19%Call
232
ICEINTERCONTINENTAL EXCHANGE IN
102,081$7.5B46.10%Put
233
KOCOCA-COLA CO
169,565$7.4B45.66%Call
234
XRTSPDR SERIES TRUST
152,519$7.4B45.48%Call
235
BXPBOSTON PROPERTIES INC
59,000$7.4B45.44%Call
236
WELLWELLTOWER INC
114,905$7.2B44.23%Call
237
ENCANA CORP
536,779$7.0B43.01%Put
238
SRESEMPRA ENERGY
59,100$6.9B42.13%Call
239
PEPPEPSICO INC
62,765$6.8B41.96%Call
240
CNCCENTENE CORP DEL
55,409$6.8B41.92%Put
241
ORLYO REILLY AUTOMOTIVE INC NEW
24,751$6.8B41.57%Put
242
KHCKRAFT HEINZ CO
104,459$6.6B40.29%
243
EAELECTRONIC ARTS INC
45,576$6.4B39.46%
244
HRBH&R BLOCK INC
281,062$6.4B39.31%Put
245
HASHASBRO INC
68,500$6.3B38.82%Call
246
FFORD MTR CO DEL
566,610$6.3B38.51%Call
247
MOHMOLINA HEALTHCARE INC
63,100$6.2B37.95%Put
248
MKSIMKS INSTRUMENT INC
63,000$6.0B37.02%Put
249
SUSUNCOR ENERGY INC NEW
148,110$6.0B36.99%
250
RIGTRANSOCEAN LTD
433,480$5.8B35.77%Put
251
CMCDN IMPERIAL BK COMM TORONTO
66,938$5.8B35.72%
252
KELKELLOGG CO
83,100$5.8B35.65%Call
253
NOVEURNATIONAL OILWELL VARCO INC
133,700$5.8B35.62%Put
254
CCLCARNIVAL CORP
100,555$5.8B35.39%
255
MNSTMONSTER BEVERAGE CORP NEW
97,522$5.6B34.31%Put
256
AOSAO SMITH CORP
94,456$5.6B34.30%Put
257
MSGSMADISON SQUARE GARDEN CO
17,873$5.5B34.04%
258
BRBROADRIDGE FINL SOLUTIONS IN
48,162$5.5B34.03%
259
RITMNEW RESIDENTIAL INVT CORP
310,800$5.4B33.38%Put
260
WHITING PETE CORP NEW
102,725$5.4B33.25%Put
261
WPMWHEATON PRECIOUS METALS CORP
244,720$5.4B33.15%Put
262
APCANADARKO PETE CORP
73,697$5.4B33.14%
263
EEMISHARES TR
124,467$5.4B33.11%Call
264
ROKROCKWELL AUTOMATION INC
32,099$5.3B32.76%Put
265
AKXANSYS INC
30,403$5.3B32.51%Put
266
KMIKINDER MORGAN INC DEL
296,539$5.2B32.17%Call
267
OLEDUNIVERSAL DISPLAY CORP
60,364$5.2B31.88%Put
268
XLFISELECT SECTOR SPDR TR
100,234$5.2B31.71%Call
269
RHT1EURRED HAT INC
38,300$5.1B31.60%Put
270
TRITHOMSON REUTERS CORP
126,172$5.1B31.23%
271
VENVENTAS INC
89,200$5.1B31.19%Call
272
COMERICA INC
55,800$5.1B31.15%Call
273
AG8AGILENT TECHNOLOGIES INC
81,606$5.0B30.99%Put
274
LUVSOUTHWEST AIRLS CO
98,421$5.0B30.75%
275
GLPIGAMING & LEISURE PPTYS INC
135,197$4.8B29.72%
276
AZNASTRAZENECA PLC
137,522$4.8B29.64%
277
MAMASTERCARD INCORPORATED
23,964$4.7B28.91%
278
SIXEURSIX FLAGS ENTERTAINMENT CORP
65,797$4.6B28.30%Call
279
ELLAUDER ESTEE COS INC
31,797$4.5B27.86%
280
AZPNUSDASPEN TECHNOLOGY INC
48,347$4.5B27.53%Put
281
BMOBANK MONTREAL QUE
57,533$4.4B27.29%
282
EWGISHARES INC
147,370$4.4B27.13%
283
FEZSPDR INDEX SHS FDS
114,439$4.4B26.93%Call
284
RGLDROYAL GOLD INC
47,101$4.4B26.85%Put
285
WOOFOOT LOCKER INC
82,700$4.4B26.73%Call
286
EWEDWARDS LIFESCIENCES CORP
29,816$4.3B26.65%
287
HOLXHOLOGIC INC
107,157$4.3B26.15%
288
MEOHMETHANEX CORP
59,691$4.2B25.91%
289
JWNUSDNORDSTROM INC
81,500$4.2B25.91%Put
290
ALXNALEXION PHARMACEUTICALS INC
33,720$4.2B25.70%Put
291
JKHYHENRY JACK & ASSOC INC
31,703$4.1B25.38%
292
CEOCNOOC LTD
24,080$4.1B25.32%Put
293
KEYSKEYSIGHT TECHNOLOGIES INC
69,096$4.1B25.05%
294
DDOMINION ENERGY INC
59,813$4.1B25.04%
295
RSP PERMIAN INC
91,398$4.0B24.70%Put
296
ADSKAUTODESK INC
30,286$4.0B24.38%
297
DALDELTA AIR LINES INC DEL
78,937$3.9B24.01%Call
298
NDSNNORDSON CORP
29,377$3.8B23.17%Put
299
FTNTFORTINET INC
59,138$3.7B22.67%
300
NOCNORTHROP GRUMMAN CORP
12,000$3.7B22.67%Call
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