Twin Tree Management, LP Q3 2017 Filing
Filed November 13, 2017
Portfolio Value
$12.6B
Holdings
499
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (499 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | DWDMORGAN STANLEY | 587,000 | $28.3B | 224.00% | Put |
| 102 | ABTABBOTT LABS | 505,100 | $27.0B | 213.51% | Put |
| 103 | CP.TOCANADIAN PAC RY LTD | 156,700 | $26.3B | 208.58% | Put |
| 104 | ALXNALEXION PHARMACEUTICALS INC | 185,022 | $26.0B | 205.63% | Put |
| 105 | UNUSDUNILEVER N V | 439,470 | $25.9B | 205.54% | Put |
| 106 | LVLNSPDR SERIES TRUST | 455,300 | $25.8B | 204.73% | Put |
| 107 | HDHOME DEPOT INC | 156,740 | $25.6B | 203.09% | Put |
| 108 | CELGCELGENE CORP | 172,468 | $25.1B | 199.23% | Put |
| 109 | IVZINVESCO LTD | 709,600 | $24.9B | 196.97% | Put |
| 110 | BABOEING CO | 97,800 | $24.9B | 196.95% | Put |
| 111 | ORCLORACLE CORP | 504,327 | $24.4B | 193.17% | Put |
| 112 | DGDOLLAR GEN CORP NEW | 295,197 | $23.9B | 189.54% | Put |
| 113 | TAT&T INC | 610,000 | $23.9B | 189.29% | Put |
| 114 | QCOMQUALCOMM INC | 459,228 | $23.8B | 188.59% | Put |
| 115 | BIDUNBAIDU INC | 95,500 | $23.7B | 187.39% | Put |
| 116 | DVNDEVON ENERGY CORP NEW | 642,617 | $23.6B | 186.89% | Put |
| 117 | CMCSACOMCAST CORP NEW | 596,900 | $23.0B | 181.96% | Put |
| 118 | GEGENERAL ELECTRIC CO | 948,300 | $22.9B | 181.65% | Put |
| 119 | VNQVANGUARD INDEX FDS | 270,500 | $22.5B | 178.05% | Put |
| 120 | DEDEERE & CO | 178,069 | $22.4B | 177.17% | Put |
| 121 | PSAPUBLIC STORAGE | 103,300 | $22.1B | 175.11% | Call |
| 122 | —TESARO INC | 171,000 | $22.1B | 174.88% | Put |
| 123 | VGKVANGUARD INTL EQUITY INDEX F | 376,100 | $21.9B | 173.79% | Put |
| 124 | —ANDEAVOR | 210,607 | $21.7B | 172.10% | Put |
| 125 | AXPAMERICAN EXPRESS CO | 238,400 | $21.6B | 170.84% | Put |
| 126 | ULTAULTA BEAUTY INC | 95,035 | $21.5B | 170.19% | Put |
| 127 | RLRALPH LAUREN CORP | 242,068 | $21.4B | 169.31% | Put |
| 128 | BIIBBIOGEN INC | 67,400 | $21.1B | 167.18% | Put |
| 129 | LULULULULEMON ATHLETICA INC | 330,831 | $20.6B | 163.14% | Put |
| 130 | XLBSELECT SECTOR SPDR TR | 361,742 | $20.5B | 162.77% | |
| 131 | AMATAPPLIED MATLS INC | 393,548 | $20.5B | 162.39% | Put |
| 132 | ADMARCHER DANIELS MIDLAND CO | 475,200 | $20.2B | 160.02% | Put |
| 133 | CLRUSDCONTINENTAL RESOURCES INC | 520,344 | $20.1B | 159.15% | Put |
| 134 | MRKMERCK & CO INC | 312,797 | $20.0B | 158.66% | Put |
| 135 | KOCOCA COLA CO | 444,298 | $20.0B | 158.42% | Put |
| 136 | BMYBRISTOL MYERS SQUIBB CO | 311,583 | $19.9B | 157.33% | Put |
| 137 | CNCCENTENE CORP DEL | 204,571 | $19.8B | 156.82% | Put |
| 138 | IDXXIDEXX LABS INC | 126,298 | $19.6B | 155.56% | Put |
| 139 | HFCUSDHOLLYFRONTIER CORP | 544,300 | $19.6B | 155.10% | Put |
| 140 | PKGPACKAGING CORP AMER | 169,307 | $19.4B | 153.81% | Put |
| 141 | METMETLIFE INC | 371,700 | $19.3B | 152.97% | Put |
| 142 | TRGPTARGA RES CORP | 406,500 | $19.2B | 152.31% | Put |
| 143 | AGNCAGNC INVT CORP | 884,700 | $19.2B | 151.95% | Put |
| 144 | ABBVABBVIE INC | 214,000 | $19.0B | 150.64% | Put |
| 145 | ABGAMERISOURCEBERGEN CORP | 227,328 | $18.8B | 149.03% | Put |
| 146 | SLBSCHLUMBERGER LTD | 262,452 | $18.3B | 145.03% | Put |
| 147 | ALVAUTOLIV INC | 148,123 | $18.3B | 145.03% | Put |
| 148 | —DELPHI AUTOMOTIVE PLC | 183,500 | $18.1B | 143.05% | Put |
| 149 | ARNCCHFARCONIC INC | 706,676 | $17.6B | 139.28% | Put |
| 150 | KMXCARMAX INC | 228,500 | $17.3B | 137.23% | Put |
| 151 | USX1UNITED STATES STL CORP NEW | 663,893 | $17.0B | 134.95% | Put |
| 152 | MTNVAIL RESORTS INC | 73,240 | $16.7B | 132.35% | Put |
| 153 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 223,144 | $16.2B | 128.23% | Put |
| 154 | WDCWESTERN DIGITAL CORP | 186,831 | $16.1B | 127.88% | Put |
| 155 | MARMARRIOTT INTL INC NEW | 145,918 | $16.1B | 127.46% | Put |
| 156 | ABMDEURABIOMED INC | 95,200 | $16.1B | 127.15% | Put |
| 157 | NUENUCOR CORP | 279,979 | $15.7B | 124.29% | Put |
| 158 | CVXCHEVRON CORP NEW | 133,126 | $15.6B | 123.91% | Call |
| 159 | COHREURCOHERENT INC | 66,493 | $15.6B | 123.87% | Put |
| 160 | EWYISHARES INC | 225,000 | $15.5B | 123.09% | Put |
| 161 | CTRACABOT OIL & GAS CORP | 569,990 | $15.2B | 120.79% | Put |
| 162 | CLSCA INC | 455,712 | $15.2B | 120.51% | Put |
| 163 | CIKCREDIT SUISSE GROUP | 937,611 | $14.8B | 117.36% | Put |
| 164 | —COACH INC | 363,634 | $14.6B | 116.03% | Put |
| 165 | GMGENERAL MTRS CO | 362,223 | $14.6B | 115.87% | Put |
| 166 | EXPEEXPEDIA INC DEL | 98,079 | $14.1B | 111.84% | Put |
| 167 | WRKUSDWESTROCK CO | 245,648 | $13.9B | 110.40% | Put |
| 168 | OSVEURVANECK VECTORS ETF TR | 531,332 | $13.9B | 109.74% | Put |
| 169 | SBUXSTARBUCKS CORP | 257,526 | $13.8B | 109.57% | Put |
| 170 | BFHALLIANCE DATA SYSTEMS CORP | 62,122 | $13.8B | 109.03% | Put |
| 171 | PVHPVH CORP | 108,600 | $13.7B | 108.45% | Put |
| 172 | NRANRG ENERGY INC | 524,744 | $13.4B | 106.38% | Put |
| 173 | OLEDUNIVERSAL DISPLAY CORP | 102,939 | $13.3B | 105.07% | Put |
| 174 | MRO*MARATHON OIL CORP | 969,452 | $13.1B | 104.13% | Put |
| 175 | CMICUMMINS INC | 75,500 | $12.7B | 100.50% | Put |
| 176 | XLVSECTOR SPDR TR | 152,285 | $12.4B | 98.60% | Put |
| 177 | AMTAMERICAN TOWER CORP NEW | 88,000 | $12.0B | 95.28% | Call |
| 178 | NEENEXTERA ENERGY INC | 81,500 | $11.9B | 94.62% | Call |
| 179 | WPMWHEATON PRECIOUS METALS CORP | 622,658 | $11.9B | 94.16% | Put |
| 180 | UALUNITED CONTL HLDGS INC | 195,010 | $11.9B | 94.06% | Put |
| 181 | JWNUSDNORDSTROM INC | 245,600 | $11.6B | 91.74% | Put |
| 182 | ADPAUTOMATIC DATA PROCESSING IN | 105,218 | $11.5B | 91.12% | Put |
| 183 | ENBENBRIDGE INC | 267,855 | $11.2B | 88.78% | Put |
| 184 | CITCINTAS CORP | 76,814 | $11.1B | 87.79% | Put |
| 185 | —ATHENAHEALTH INC | 86,929 | $10.8B | 85.64% | Put |
| 186 | NOVEURNATIONAL OILWELL VARCO INC | 300,600 | $10.7B | 85.08% | Put |
| 187 | EXASEXACT SCIENCES CORP | 227,300 | $10.7B | 84.85% | Put |
| 188 | MAAMID AMER APT CMNTYS INC | 99,500 | $10.6B | 84.24% | Put |
| 189 | PEOEXELON CORP | 272,100 | $10.3B | 81.20% | Call |
| 190 | SRCLSTERICYCLE INC | 139,413 | $10.0B | 79.10% | Put |
| 191 | BUDANHEUSER BUSCH INBEV SA/NV | 82,189 | $9.8B | 77.67% | Call |
| 192 | —HCP INC | 352,200 | $9.8B | 77.65% | Call |
| 193 | SLVISHARES SILVER TRUST | 622,500 | $9.8B | 77.63% | Put |
| 194 | CICIGNA CORPORATION | 51,100 | $9.6B | 75.67% | Put |
| 195 | AZOAUTOZONE INC | 15,462 | $9.2B | 72.90% | Put |
| 196 | LVSLAS VEGAS SANDS CORP | 143,372 | $9.2B | 72.87% | Put |
| 197 | ALNYALNYLAM PHARMACEUTICALS INC | 77,400 | $9.1B | 72.04% | Put |
| 198 | APCANADARKO PETE CORP | 186,155 | $9.1B | 72.03% | Put |
| 199 | GLWCORNING INC | 298,463 | $8.9B | 70.74% | Put |
| 200 | GSGOLDMAN SACHS GROUP INC | 37,300 | $8.8B | 70.09% | Put |