Twin Tree Management, LP Q4 2017 Filing
Filed February 9, 2018
Portfolio Value
$13.5B
Holdings
524
Report Date
Q4 2017
Filing Type
13F-HR
All Holdings (524 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 401 | HRSEURHARRIS CORP DEL | 7,107 | $1.0B | 7.46% | Put |
| 402 | DTEDTE ENERGY CO | 9,200 | $1.0B | 7.46% | Call |
| 403 | PNWPINNACLE WEST CAP CORP | 11,810 | $1.0B | 7.45% | Put |
| 404 | HUMHUMANA INC | 3,935 | $976.0M | 7.23% | |
| 405 | WPCW P CAREY INC | 14,100 | $971.0M | 7.20% | Call |
| 406 | CAGCONAGRA BRANDS INC | 25,564 | $963.0M | 7.14% | |
| 407 | WEAWESTERN ALLIANCE BANCORP | 17,000 | $962.0M | 7.13% | Put |
| 408 | WECWEC ENERGY GROUP INC | 14,100 | $937.0M | 6.94% | Call |
| 409 | HRLHORMEL FOODS CORP | 25,300 | $920.0M | 6.82% | Put |
| 410 | JCIJOHNSON CTLS INTL PLC | 23,993 | $915.0M | 6.78% | Call |
| 411 | DVADAVITA INC | 12,456 | $900.0M | 6.67% | |
| 412 | MOSMOSAIC CO NEW | 34,748 | $892.0M | 6.61% | |
| 413 | BRBROADRIDGE FINL SOLUTIONS IN | 9,832 | $891.0M | 6.60% | |
| 414 | EWEDWARDS LIFESCIENCES CORP | 7,900 | $890.0M | 6.60% | Put |
| 415 | TRITHOMSON REUTERS CORP | 20,188 | $880.0M | 6.52% | |
| 416 | UTHUNITED THERAPEUTICS CORP DEL | 5,904 | $873.0M | 6.47% | |
| 417 | DRIDARDEN RESTAURANTS INC | 8,983 | $863.0M | 6.39% | |
| 418 | CITUSDCIT GROUP INC | 16,872 | $831.0M | 6.16% | Put |
| 419 | EDCONSOLIDATED EDISON INC | 9,700 | $824.0M | 6.11% | Call |
| 420 | TAPMOLSON COORS BREWING CO | 9,891 | $812.0M | 6.02% | |
| 421 | ADMARCHER DANIELS MIDLAND CO | 20,124 | $807.0M | 5.98% | Put |
| 422 | GRMNGARMIN LTD | 13,378 | $797.0M | 5.91% | Call |
| 423 | WABWABTEC CORP | 9,300 | $757.0M | 5.61% | Put |
| 424 | KOCOCA COLA CO | 16,310 | $748.0M | 5.54% | |
| 425 | CHDCHURCH & DWIGHT INC | 14,843 | $745.0M | 5.52% | |
| 426 | AWNADVANCE AUTO PARTS INC | 7,300 | $728.0M | 5.39% | Call |
| 427 | —PROSHARES TR II | 5,500 | $705.0M | 5.22% | Put |
| 428 | UBSUBS GROUP AG | 37,100 | $682.0M | 5.05% | Put |
| 429 | MEOHMETHANEX CORP | 11,207 | $679.0M | 5.03% | |
| 430 | LAMRLAMAR ADVERTISING CO NEW | 9,070 | $673.0M | 4.99% | |
| 431 | COTYCOTY INC | 33,079 | $658.0M | 4.88% | |
| 432 | WPWORLDPAY INC | 8,853 | $651.0M | 4.82% | |
| 433 | ALKALASKA AIR GROUP INC | 8,579 | $631.0M | 4.68% | |
| 434 | TRMBTRIMBLE INC | 14,565 | $592.0M | 4.39% | Put |
| 435 | TJXTJX COS INC NEW | 7,663 | $586.0M | 4.34% | |
| 436 | LYBLYONDELLBASELL INDUSTRIES N | 5,242 | $578.0M | 4.28% | |
| 437 | INCYINCYTE CORP | 5,997 | $568.0M | 4.21% | Put |
| 438 | MFCMANULIFE FINL CORP | 26,500 | $553.0M | 4.10% | Put |
| 439 | TMTOYOTA MOTOR CORP | 4,300 | $547.0M | 4.05% | Put |
| 440 | TRNTRINITY INDS INC | 14,206 | $532.0M | 3.94% | Put |
| 441 | MNSTMONSTER BEVERAGE CORP NEW | 7,149 | $452.0M | 3.35% | |
| 442 | MIC2EURMACQUARIE INFRASTRUCTURE COR | 6,938 | $445.0M | 3.30% | |
| 443 | ABJAABB LTD | 16,500 | $443.0M | 3.28% | Put |
| 444 | CMECME GROUP INC | 3,019 | $441.0M | 3.27% | |
| 445 | IGTINTERNATIONAL GAME TECHNOLOG | 16,471 | $437.0M | 3.24% | |
| 446 | MANMANPOWERGROUP INC | 3,412 | $430.0M | 3.19% | |
| 447 | CPTCAMDEN PPTY TR | 4,600 | $423.0M | 3.13% | Call |
| 448 | FDSFACTSET RESH SYS INC | 2,186 | $421.0M | 3.12% | |
| 449 | MSIMOTOROLA SOLUTIONS INC | 4,650 | $420.0M | 3.11% | |
| 450 | GGGGRACO INC | 9,300 | $420.0M | 3.11% | Put |
| 451 | OSVEURVANECK VECTORS ETF TR | 15,525 | $405.0M | 3.00% | Put |
| 452 | KMBKIMBERLY CLARK CORP | 3,350 | $404.0M | 2.99% | |
| 453 | ZTSZOETIS INC | 5,567 | $401.0M | 2.97% | Put |
| 454 | STWDSTARWOOD PPTY TR INC | 18,500 | $395.0M | 2.93% | Call |
| 455 | NSCNORFOLK SOUTHERN CORP | 2,676 | $388.0M | 2.88% | |
| 456 | HCAHCA HEALTHCARE INC | 4,300 | $378.0M | 2.80% | Call |
| 457 | PTCPTC INC | 6,167 | $375.0M | 2.78% | |
| 458 | BCEBCE INC | 7,224 | $347.0M | 2.57% | Put |
| 459 | AMXNAMERICA MOVIL SAB DE CV | 20,000 | $343.0M | 2.54% | Put |
| 460 | —COLONY NORTHSTAR INC | 28,900 | $329.0M | 2.44% | Put |
| 461 | KHCKRAFT HEINZ CO | 4,092 | $318.0M | 2.36% | |
| 462 | XRXCHFXEROX CORP | 10,679 | $312.0M | 2.31% | Put |
| 463 | MAMASTERCARD INCORPORATED | 2,052 | $311.0M | 2.30% | |
| 464 | EAELECTRONIC ARTS INC | 2,777 | $292.0M | 2.16% | |
| 465 | BENFRANKLIN RES INC | 6,700 | $290.0M | 2.15% | Put |
| 466 | ETNEATON CORP PLC | 3,548 | $280.0M | 2.07% | |
| 467 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 3,871 | $275.0M | 2.04% | |
| 468 | HXLHEXCEL CORP NEW | 4,374 | $271.0M | 2.01% | |
| 469 | VNQVANGUARD INDEX FDS | 3,000 | $249.0M | 1.85% | Put |
| 470 | IRMIRON MTN INC NEW | 6,600 | $249.0M | 1.85% | Call |
| 471 | USFDUS FOODS HLDG CORP | 7,357 | $235.0M | 1.74% | |
| 472 | MTDMETTLER TOLEDO INTERNATIONAL | 341 | $211.0M | 1.56% | |
| 473 | ARCCARES CAP CORP | 12,930 | $203.0M | 1.50% | |
| 474 | NBL2EURNOBLE ENERGY INC | 6,863 | $200.0M | 1.48% | |
| 475 | BHCVALEANT PHARMACEUTICALS INTL | 9,500 | $197.0M | 1.46% | Put |
| 476 | MCHPMICROCHIP TECHNOLOGY INC | 2,210 | $194.0M | 1.44% | |
| 477 | VRSNVERISIGN INC | 1,503 | $172.0M | 1.27% | |
| 478 | OHIOMEGA HEALTHCARE INVS INC | 5,900 | $162.0M | 1.20% | Call |
| 479 | LECOLINCOLN ELEC HLDGS INC | 1,693 | $155.0M | 1.15% | Put |
| 480 | ARANTERO RES CORP | 7,523 | $143.0M | 1.06% | |
| 481 | OLNOLIN CORP | 4,000 | $142.0M | 1.05% | Call |
| 482 | HDBHDFC BANK LTD | 1,193 | $121.0M | 0.90% | Put |
| 483 | FLIRFLIR SYS INC | 2,404 | $112.0M | 0.83% | |
| 484 | LLOEWS CORP | 2,245 | $112.0M | 0.83% | |
| 485 | IWOISHARES TR | 600 | $112.0M | 0.83% | Call |
| 486 | TYLTYLER TECHNOLOGIES INC | 600 | $106.0M | 0.79% | Put |
| 487 | QRVOQORVO INC | 1,300 | $87.0M | 0.64% | Call |
| 488 | SABRSABRE CORP | 3,836 | $79.0M | 0.59% | |
| 489 | SEICSEI INVESTMENTS CO | 1,006 | $72.0M | 0.53% | Put |
| 490 | EMNEASTMAN CHEM CO | 759 | $70.0M | 0.52% | |
| 491 | LBTYBLIBERTY GLOBAL PLC | 1,888 | $68.0M | 0.50% | |
| 492 | —RANDGOLD RES LTD | 680 | $67.0M | 0.50% | |
| 493 | —DEL TACO RESTAURANTS INC | 4,800 | $58.0M | 0.43% | Call |
| 494 | ORIOLD REP INTL CORP | 2,655 | $57.0M | 0.42% | Put |
| 495 | ALBALBEMARLE CORP | 427 | $55.0M | 0.41% | |
| 496 | —LEUCADIA NATL CORP | 1,718 | $46.0M | 0.34% | |
| 497 | RRCRANGE RES CORP | 1,957 | $33.0M | 0.24% | |
| 498 | EXPDEXPEDITORS INTL WASH INC | 500 | $32.0M | 0.24% | Call |
| 499 | TPRTAPESTRY INC | 600 | $27.0M | 0.20% | Put |
| 500 | AFWALIGN TECHNOLOGY INC | 121 | $27.0M | 0.20% |