Twin Tree Management, LP Q3 2016 Filing

Filed November 15, 2016

Portfolio Value

$7.8B

Holdings

583

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (583 positions)

#StockSharesValue% PortfolioType
401
NEWFIELD EXPL CO
20,900$908.0M11.61%Put
402
FLSFLOWSERVE CORP
18,711$903.0M11.55%Put
403
KMXCARMAX INC
16,800$896.0M11.46%Put
404
QUINTILES TRANSNATIO HLDGS I
10,964$889.0M11.37%
405
PARSLEY ENERGY INC
25,926$869.0M11.11%
406
MHKMOHAWK INDS INC
4,304$862.0M11.02%
407
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
17,600$840.0M10.74%Put
408
RPMRPM INTL INC
15,529$834.0M10.66%
409
NVONOVO-NORDISK A S
20,001$832.0M10.64%Put
410
UHSUNIVERSAL HLTH SVCS INC
6,459$796.0M10.18%
411
ASHASHLAND GLOBAL HLDGS INC
6,798$788.0M10.08%
412
WHRWHIRLPOOL CORP
4,800$778.0M9.95%Put
413
CPRTCOPART INC
14,395$771.0M9.86%
414
EMREMERSON ELEC CO
13,796$752.0M9.62%Put
415
JNPJUNIPER NETWORKS INC
31,168$750.0M9.59%
416
LEVEL 3 COMMUNICATIONS INC
16,175$750.0M9.59%
417
DBDEUTSCHE BANK AG
56,400$738.0M9.44%Put
418
BMOBANK MONTREAL QUE
11,259$738.0M9.44%Put
419
HASHASBRO INC
9,240$733.0M9.37%
420
TWXCHFTIME WARNER INC
8,813$702.0M8.98%Call
421
XYLXYLEM INC
13,267$695.0M8.89%Put
422
SNASNAP ON INC
4,500$684.0M8.75%Call
423
A4SAMERIPRISE FINANCIAL INC
6,817$680.0M8.70%Put
424
MXIMMAXIM INTEGRATED PRODS INC
16,983$678.0M8.67%
425
ANETEURARISTA NETWORKS INC
7,850$668.0M8.54%
426
SABRSABRE CORP
23,717$668.0M8.54%
427
L-3 COMMUNICATIONS HLDGS INC
4,408$664.0M8.49%
428
CDKCDK GLOBAL INC
11,574$664.0M8.49%Call
429
MSIMOTOROLA SOLUTIONS INC
8,681$662.0M8.47%
430
CHRWC H ROBINSON WORLDWIDE INC
9,220$650.0M8.31%Put
431
STSENSATA TECHNOLOGIES HLDG NV
16,743$649.0M8.30%
432
LIILENNOX INTL INC
4,083$641.0M8.20%
433
AG8AGILENT TECHNOLOGIES INC
13,407$631.0M8.07%
434
EXPDEXPEDITORS INTL WASH INC
12,107$624.0M7.98%
435
AGRIUM INC
6,699$608.0M7.77%
436
TTCTORO CO
12,911$605.0M7.74%
437
RGLDROYAL GOLD INC
7,600$588.0M7.52%Put
438
AXSAXIS CAPITAL HOLDINGS LTD
10,694$581.0M7.43%
439
VMCVULCAN MATLS CO
4,975$566.0M7.24%
440
WEINGARTEN RLTY INVS
14,500$565.0M7.22%Call
441
BAXBAXTER INTL INC
11,834$564.0M7.21%Put
442
GRMNGARMIN LTD
11,348$546.0M6.98%
443
BALLBALL CORP
6,648$544.0M6.96%Put
444
ALVAUTOLIV INC
5,036$538.0M6.88%Put
445
NWSANEWS CORP NEW
37,903$530.0M6.78%Put
446
AXTAAXALTA COATING SYS LTD
18,619$526.0M6.73%
447
OCOWENS CORNING NEW
9,689$517.0M6.61%
448
ALXNALEXION PHARMACEUTICALS INC
4,200$515.0M6.59%Put
449
EMNEASTMAN CHEM CO
7,110$481.0M6.15%
450
SENIOR HSG PPTYS TR
20,345$461.0M5.90%Put
451
WYNEURWYNDHAM WORLDWIDE CORP
6,698$451.0M5.77%
452
TXTTEXTRON INC
11,327$450.0M5.75%
453
IFFINTERNATIONAL FLAVORS&FRAGRA
3,141$449.0M5.74%Put
454
ADIANALOG DEVICES INC
6,931$447.0M5.72%
455
TYLTYLER TECHNOLOGIES INC
2,585$443.0M5.66%
456
NLYEURANNALY CAP MGMT INC
41,207$433.0M5.54%Put
457
VRSNVERISIGN INC
5,402$423.0M5.41%
458
TAT&T INC
10,400$422.0M5.40%Put
459
FFIVF5 NETWORKS INC
3,382$422.0M5.40%
460
SCCOSOUTHERN COPPER CORP
15,967$420.0M5.37%
461
LYBLYONDELLBASELL INDUSTRIES N
5,200$419.0M5.36%Call
462
DFSEURDISCOVER FINL SVCS
7,333$415.0M5.31%
463
PHMPULTE GROUP INC
20,200$405.0M5.18%Put
464
S9QSPIRIT AEROSYSTEMS HLDGS INC
8,707$388.0M4.96%
465
THSTREEHOUSE FOODS INC
4,441$387.0M4.95%
466
ICEINTERCONTINENTAL EXCHANGE IN
1,412$380.0M4.86%
467
DISHDISH NETWORK CORP
6,717$368.0M4.71%
468
DR PEPPER SNAPPLE GROUP INC
4,014$367.0M4.69%
469
UTHUNITED THERAPEUTICS CORP DEL
3,070$363.0M4.64%
470
LENLENNAR CORP
8,322$352.0M4.50%
471
CALPINE CORP
27,077$342.0M4.37%Put
472
ORLYO REILLY AUTOMOTIVE INC NEW
1,212$339.0M4.33%
473
BWABORGWARNER INC
9,517$335.0M4.28%Put
474
TSLATESLA MTRS INC
1,628$332.0M4.25%
475
ALLYALLY FINL INC
17,001$331.0M4.23%Call
476
HSICSCHEIN HENRY INC
1,963$320.0M4.09%
477
OGEOGE ENERGY CORP
10,143$320.0M4.09%Put
478
FLEXFLEX LTD
23,135$315.0M4.03%
479
CERNCHFCERNER CORP
4,976$307.0M3.93%
480
BHCVALEANT PHARMACEUTICALS INTL
12,400$304.0M3.89%Put
481
KEYKEYCORP NEW
24,522$298.0M3.81%Put
482
SCISERVICE CORP INTL
11,020$292.0M3.73%
483
INTUINTUIT
2,638$290.0M3.71%
484
AKXANSYS INC
3,106$288.0M3.68%
485
MALLINCKRODT PUB LTD CO
4,100$286.0M3.66%Put
486
GPNGLOBAL PMTS INC
3,643$280.0M3.58%Put
487
KSUEURKANSAS CITY SOUTHERN
2,960$276.0M3.53%
488
COOCOOPER COS INC
1,504$270.0M3.45%
489
ULTIMATE SOFTWARE GROUP INC
1,295$265.0M3.39%
490
SONYSONY CORP
7,937$264.0M3.38%
491
CSGPCOSTAR GROUP INC
1,200$260.0M3.32%Call
492
ST JUDE MED INC
3,248$259.0M3.31%
493
SWKSTANLEY BLACK & DECKER INC
2,042$251.0M3.21%Put
494
TRMBTRIMBLE NAVIGATION LTD
8,503$243.0M3.11%
495
WCNWASTE CONNECTIONS INC
2,982$223.0M2.85%
496
PCGPG&E CORP
3,442$211.0M2.70%
497
XECEURCIMAREX ENERGY CO
1,478$199.0M2.54%
498
SEESEALED AIR CORP NEW
4,296$197.0M2.52%
499
STERIS PLC
2,573$188.0M2.40%
500
PPGPPG INDS INC
1,800$186.0M2.38%Put
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