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
401
HBANHUNTINGTON BANCSHARES INC
112,381$1.7B10.18%Put
402
TSMTAIWAN SEMICONDUCTOR MFG LTD
44,574$1.6B10.01%
403
OPLNKAR AUCTION SERVICES INC
29,610$1.6B9.97%
404
JECUSDJACOBS ENGINEERING GROUP IN
25,482$1.6B9.93%
405
AAALCOA CORP
34,200$1.6B9.84%Put
406
MPCMARATHON PETE CORP
22,114$1.6B9.53%
407
EBAEBAY INC
42,105$1.5B9.38%Put
408
TAPMOLSON COORS BREWING CO
22,150$1.5B9.25%
409
HALHALLIBURTON CO
33,382$1.5B9.23%
410
MCXMCCORMICK & CO INC
12,785$1.5B9.11%Put
411
ICUIICU MED INC
5,018$1.5B9.05%
412
TIFEURTIFFANY & CO NEW
11,128$1.5B8.99%
413
EWUISHARES TR
41,931$1.5B8.95%
414
ASMLASML HOLDING N V
7,300$1.4B8.87%Put
415
TYLTYLER TECHNOLOGIES INC
6,501$1.4B8.87%
416
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
17,770$1.4B8.62%
417
AGIOAGIOS PHARMACEUTICALS INC
16,400$1.4B8.48%Call
418
BFAMBRIGHT HORIZONS FAM SOL IN D
13,320$1.4B8.39%
419
NDAQNASDAQ INC
14,951$1.4B8.38%
420
DTEDTE ENERGY CO
13,116$1.4B8.34%
421
ARMKARAMARK
36,599$1.4B8.34%
422
LWLAMB WESTON HOLDINGS INC
19,673$1.3B8.28%
423
SOSOUTHERN CO
28,500$1.3B8.10%Call
424
CMICUMMINS INC
9,893$1.3B8.08%
425
TRVCCITIGROUP INC
19,484$1.3B8.01%
426
BURLBURLINGTON STORES INC
8,534$1.3B7.89%
427
SNPSSYNOPSYS INC
14,972$1.3B7.87%Call
428
AIZASSURANT INC
12,247$1.3B7.78%
429
LYBLYONDELLBASELL INDUSTRIES NV
11,353$1.2B7.66%
430
LKQ1LKQ CORP
38,881$1.2B7.62%Put
431
VSTVISTRA ENERGY CORP
52,407$1.2B7.61%
432
ODFLOLD DOMINION FGHT LINES INC
8,199$1.2B7.50%
433
MRVLMARVELL TECHNOLOGY GROUP LTD
56,461$1.2B7.44%
434
TQJSIGNATURE BK NEW YORK N Y
9,438$1.2B7.41%Put
435
MASMASCO CORP
32,016$1.2B7.36%
436
CZREURCAESARS ENTMT CORP
110,787$1.2B7.28%
437
CYPRESS SEMICONDUCTOR CORP
75,735$1.2B7.25%
438
PNFPPINNACLE FINL PARTNERS INC
19,100$1.2B7.20%Call
439
SYYSYSCO CORP
17,100$1.2B7.17%Call
440
ADNTADIENT PLC
23,600$1.2B7.13%Call
441
DGXQUEST DIAGNOSTICS INC
10,456$1.1B7.06%
442
BARCLAYS BK PLC
31,000$1.1B7.04%Call
443
RFREGIONS FINL CORP NEW
62,993$1.1B6.88%
444
MTDMETTLER TOLEDO INTERNATIONAL
1,913$1.1B6.80%Put
445
PKGPACKAGING CORP OF AMERICA
9,844$1.1B6.75%Put
446
HOGHARLEY DAVIDSON INC
25,991$1.1B6.72%
447
EVEUREATON VANCE CORP
20,800$1.1B6.67%Call
448
LFUSLITTELFUSE INC
4,746$1.1B6.65%Put
449
EQIXEQUINIX INC
2,500$1.1B6.60%Put
450
STSENSATA TECHNOLOGIES HLDG NV
22,261$1.1B6.50%
451
RPMRPM INTL INC
18,104$1.1B6.48%
452
CNPCENTERPOINT ENERGY INC
38,100$1.1B6.48%Call
453
KMBKIMBERLY-CLARK CORP
9,809$1.0B6.34%
454
APHAMPHENOL CORP NEW
11,851$1.0B6.34%
455
HIIHUNTINGTON INGALLS INDUSTRIE
4,600$997.0M6.12%Call
456
CITUSDCIT GROUP INC
19,105$963.0M5.91%Put
457
LIVNLIVANOVA PLC
9,650$963.0M5.91%
458
QCOMQUALCOMM INC
17,096$959.0M5.89%
459
HIGHARTFORD FINL SVCS GROUP INC
17,882$914.0M5.61%
460
ARCCARES CAPITAL CORP
54,265$893.0M5.48%
461
RCLROYAL CARIBBEAN CRUISES LTD
8,547$885.0M5.43%
462
IBBISHARES TR
8,051$884.0M5.43%
463
NBIXNEUROCRINE BIOSCIENCES INC
8,900$874.0M5.37%Call
464
NOWSERVICENOW INC
5,010$864.0M5.31%
465
ALSNALLISON TRANSMISSION HLDGS I
21,300$862.0M5.29%Call
466
REGREGENCY CTRS CORP
13,700$850.0M5.22%Call
467
WPX ENERGY INC
46,962$846.0M5.19%Put
468
JBLUJETBLUE AIRWAYS CORP
44,033$836.0M5.13%
469
LIILENNOX INTL INC
4,100$820.0M5.03%Put
470
KSSKOHLS CORP
11,218$818.0M5.02%Call
471
MIDDMIDDLEBY CORP
7,756$810.0M4.97%
472
GSKGLAXOSMITHKLINE PLC
20,105$810.0M4.97%Call
473
CHDCHURCH & DWIGHT CO INC
15,097$803.0M4.93%
474
9990302DAPACHE CORP
16,954$793.0M4.87%Call
475
BTUPEABODY ENERGY CORP NEW
17,085$777.0M4.77%
476
NEMNEWMONT MINING CORP
20,384$769.0M4.72%
477
FDSFACTSET RESEARCH SYSTEMS INC
3,844$761.0M4.67%
478
OMCOMNICOM GROUP INC
9,840$750.0M4.61%
479
NGGNATIONAL GRID PLC
13,200$737.0M4.53%Call
480
ZAYOEURZAYO GROUP HLDGS INC
20,140$735.0M4.51%Call
481
BCEBCE INC
18,031$730.0M4.48%
482
TSNTYSON FOODS INC
10,567$728.0M4.47%
483
IRMIRON MTN INC NEW
20,500$718.0M4.41%Call
484
YUSDALLEGHANY CORP DEL
1,247$717.0M4.40%Put
485
ACMAECOM
21,626$714.0M4.38%
486
CAGCONAGRA BRANDS INC
19,376$692.0M4.25%
487
BAXBAXTER INTL INC
9,362$691.0M4.24%
488
RANDGOLD RESOURCES
8,944$689.0M4.23%
489
RIORIO TINTO PLC
12,203$677.0M4.16%
490
HXLHEXCEL CORP NEW
9,608$638.0M3.92%
491
LBTYBLIBERTY GLOBAL PLC
23,000$633.0M3.89%Put
492
DGDOLLAR GEN CORP NEW
6,285$620.0M3.81%
493
ROPROPER TECHNOLOGIES INC
2,217$612.0M3.76%
494
ALVAUTOLIV INC
4,133$592.0M3.63%Put
495
BERYEURBERRY GLOBAL GROUP INC
12,868$591.0M3.63%Call
496
LIESUN LIFE FINL INC
14,619$587.0M3.60%
497
FLIRFLIR SYS INC
11,253$585.0M3.59%
498
ULTIMATE SOFTWARE GROUP INC
2,271$584.0M3.59%Put
499
WPCW P CAREY INC
8,759$581.0M3.57%Call
500
KEYKEYCORP NEW
29,392$575.0M3.53%Call
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