Twin Tree Management, LP Q4 2016 Filing
Filed February 13, 2017
Portfolio Value
$10.2B
Holdings
582
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (582 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 501 | —ULTIMATE SOFTWARE GROUP INC | 1,519 | $277.0M | 2.71% | Put |
| 502 | BHCVALEANT PHARMACEUTICALS INTL | 19,100 | $277.0M | 2.71% | Put |
| 503 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 4,800 | $269.0M | 2.63% | Put |
| 504 | OCOWENS CORNING NEW | 5,192 | $268.0M | 2.62% | Put |
| 505 | REEVEREST RE GROUP LTD | 1,236 | $267.0M | 2.61% | |
| 506 | PACWUSDPACWEST BANCORP DEL | 4,822 | $263.0M | 2.57% | |
| 507 | SHLDEURSEARS HLDGS CORP | 28,200 | $261.0M | 2.55% | Put |
| 508 | PUKNPRUDENTIAL PLC | 6,420 | $255.0M | 2.49% | Put |
| 509 | —XL GROUP LTD | 6,724 | $251.0M | 2.46% | |
| 510 | UNMUNUM GROUP | 5,600 | $246.0M | 2.41% | Call |
| 511 | ASMLASML HOLDING N V | 2,100 | $236.0M | 2.31% | Put |
| 512 | FISFIDELITY NATL INFORMATION SV | 2,848 | $215.0M | 2.10% | |
| 513 | NLYEURANNALY CAP MGMT INC | 21,362 | $213.0M | 2.08% | Put |
| 514 | HASHASBRO INC | 2,694 | $210.0M | 2.05% | |
| 515 | PLDPROLOGIS INC | 3,800 | $201.0M | 1.97% | Call |
| 516 | RIORIO TINTO PLC | 5,100 | $196.0M | 1.92% | Call |
| 517 | TJXTJX COS INC NEW | 2,390 | $180.0M | 1.76% | |
| 518 | NVONOVO-NORDISK A S | 4,854 | $174.0M | 1.70% | |
| 519 | WYNEURWYNDHAM WORLDWIDE CORP | 2,259 | $173.0M | 1.69% | |
| 520 | GPNGLOBAL PMTS INC | 2,443 | $170.0M | 1.66% | Put |
| 521 | AIZASSURANT INC | 1,714 | $159.0M | 1.56% | Put |
| 522 | AFLAFLAC INC | 2,244 | $156.0M | 1.53% | |
| 523 | EWBCEAST WEST BANCORP INC | 3,000 | $153.0M | 1.50% | Put |
| 524 | NGGNATIONAL GRID PLC | 2,400 | $140.0M | 1.37% | Call |
| 525 | BMTABRITISH AMERN TOB PLC | 1,234 | $139.0M | 1.36% | Call |
| 526 | CHKPCHECK POINT SOFTWARE TECH LT | 1,646 | $139.0M | 1.36% | |
| 527 | AFWALIGN TECHNOLOGY INC | 1,400 | $135.0M | 1.32% | Put |
| 528 | FFIVF5 NETWORKS INC | 923 | $134.0M | 1.31% | |
| 529 | XHBSPDR SERIES TRUST | 3,500 | $118.0M | 1.15% | Put |
| 530 | RGAREINSURANCE GROUP AMER INC | 900 | $113.0M | 1.11% | Call |
| 531 | DOXAMDOCS LTD | 1,918 | $112.0M | 1.10% | |
| 532 | —XEROX CORP | 12,746 | $111.0M | 1.09% | Put |
| 533 | BURLBURLINGTON STORES INC | 1,282 | $109.0M | 1.07% | |
| 534 | DNKNDUNKIN BRANDS GROUP INC | 2,064 | $108.0M | 1.06% | |
| 535 | RSRELIANCE STEEL & ALUMINUM CO | 1,300 | $103.0M | 1.01% | Put |
| 536 | EQTEQT CORP | 1,552 | $102.0M | 1.00% | |
| 537 | HDBHDFC BANK LTD | 1,588 | $96.0M | 0.94% | |
| 538 | —SYNERGY PHARMACEUTICALS DEL | 15,000 | $91.0M | 0.89% | Call |
| 539 | GRA1EURGRACE W R & CO DEL NEW | 1,209 | $82.0M | 0.80% | |
| 540 | AAALCOA CORP | 2,831 | $79.0M | 0.77% | |
| 541 | MACMACERICH CO | 1,039 | $74.0M | 0.72% | |
| 542 | MATMATTEL INC | 2,662 | $73.0M | 0.71% | |
| 543 | AGOASSURED GUARANTY LTD | 1,938 | $73.0M | 0.71% | |
| 544 | —WHITING PETE CORP NEW | 6,000 | $72.0M | 0.70% | Put |
| 545 | —PINNACLE FOODS INC DEL | 1,333 | $71.0M | 0.69% | |
| 546 | —GREAT PLAINS ENERGY INC | 2,407 | $66.0M | 0.65% | |
| 547 | OPLNKAR AUCTION SVCS INC | 1,360 | $58.0M | 0.57% | |
| 548 | —WELLS FARGO & CO NEW | 2,600 | $55.0M | 0.54% | |
| 549 | SEICSEI INVESTMENTS CO | 1,118 | $55.0M | 0.54% | |
| 550 | ALLEALLEGION PUB LTD CO | 814 | $52.0M | 0.51% | |
| 551 | LIILENNOX INTL INC | 311 | $48.0M | 0.47% | |
| 552 | MCXMCCORMICK & CO INC | 484 | $45.0M | 0.44% | |
| 553 | SERVUSDSERVICEMASTER GLOBAL HLDGS I | 1,191 | $45.0M | 0.44% | |
| 554 | CASYCASEYS GEN STORES INC | 298 | $36.0M | 0.35% | Put |
| 555 | ETRENTERGY CORP NEW | 476 | $35.0M | 0.34% | |
| 556 | CHDCHURCH & DWIGHT INC | 741 | $33.0M | 0.32% | |
| 557 | —VCA INC | 399 | $27.0M | 0.26% | |
| 558 | BRK-BQUALITY CARE PPTYS INC | 1,583 | $25.0M | 0.24% | |
| 559 | CSGPCOSTAR GROUP INC | 120 | $23.0M | 0.23% | |
| 560 | INTUINTUIT | 203 | $23.0M | 0.23% | |
| 561 | —DEL TACO RESTAURANTS IN-CW18 | 4,800 | $23.0M | 0.23% | |
| 562 | —SCANA CORP NEW | 300 | $22.0M | 0.22% | Call |
| 563 | ROKROCKWELL AUTOMATION INC | 116 | $16.0M | 0.16% | |
| 564 | —IHS MARKIT LTD | 412 | $15.0M | 0.15% | |
| 565 | XLKSELECT SECTOR SPDR TR | 300 | $15.0M | 0.15% | Call |
| 566 | AU3EURANGLOGOLD ASHANTI LTD | 999 | $10.0M | 0.10% | Put |
| 567 | ACMAECOM | 287 | $10.0M | 0.10% | Put |
| 568 | —LEUCADIA NATL CORP | 400 | $9.0M | 0.09% | Call |
| 569 | —WASHINGTON FED INC | 500 | $9.0M | 0.09% | |
| 570 | VRSKVERISK ANALYTICS INC | 111 | $9.0M | 0.09% | |
| 571 | SEESEALED AIR CORP NEW | 140 | $6.0M | 0.06% | |
| 572 | RACEFERRARI N V | 100 | $6.0M | 0.06% | Call |
| 573 | TSSTOTAL SYS SVCS INC | 117 | $6.0M | 0.06% | |
| 574 | CHLUSDCHINA MOBILE LIMITED | 100 | $5.0M | 0.05% | Call |
| 575 | EPIWISDOMTREE TR | 85 | $2.0M | 0.02% | |
| 576 | YUMCYUM CHINA HLDGS INC | 22 | $1.0M | 0.01% | |
| 577 | STMSTMICROELECTRONICS N V | 69 | $1.0M | 0.01% | |
| 578 | MTBM & T BK CORP | 4 | $1.0M | 0.01% | |
| 579 | NINISOURCE INC | 3 | $0 | 0.00% | |
| 580 | SKAASKECHERS U S A INC | 1 | $0 | 0.00% | |
| 581 | ARCPEURVEREIT INC | 1 | $0 | 0.00% | |
| 582 | THSTREEHOUSE FOODS INC | 3 | $0 | 0.00% |
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