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)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 501 | SHLDEURSEARS HLDGS CORP | 16,200 | $186.0M | 2.38% | Put |
| 502 | AIZASSURANT INC | 1,878 | $173.0M | 2.21% | Put |
| 503 | NNNNATIONAL RETAIL PPTYS INC | 3,281 | $167.0M | 2.14% | |
| 504 | ROKROCKWELL AUTOMATION INC | 1,361 | $167.0M | 2.14% | |
| 505 | GLPIGAMING & LEISURE PPTYS INC | 4,748 | $159.0M | 2.03% | |
| 506 | CCKCROWN HOLDINGS INC | 2,781 | $159.0M | 2.03% | |
| 507 | AFWALIGN TECHNOLOGY INC | 1,672 | $157.0M | 2.01% | Put |
| 508 | —ARRIS INTL INC | 5,511 | $156.0M | 1.99% | |
| 509 | AONAON PLC | 1,354 | $152.0M | 1.94% | |
| 510 | AMEAMETEK INC NEW | 3,135 | $150.0M | 1.92% | |
| 511 | EPCEDGEWELL PERS CARE CO | 1,728 | $137.0M | 1.75% | |
| 512 | EQTEQT CORP | 1,849 | $134.0M | 1.71% | |
| 513 | CPTCAMDEN PPTY T | 1,600 | $134.0M | 1.71% | Call |
| 514 | AAALCOA INC | 12,860 | $130.0M | 1.66% | |
| 515 | BRBROADRIDGE FINL SOLUTIONS IN | 1,927 | $130.0M | 1.66% | Put |
| 516 | NDAQNASDAQ INC | 1,900 | $128.0M | 1.64% | |
| 517 | IEXIDEX CORP | 1,320 | $124.0M | 1.59% | |
| 518 | ITWILLINOIS TOOL WKS INC | 1,022 | $122.0M | 1.56% | |
| 519 | LLOEWS CORP | 2,890 | $119.0M | 1.52% | Put |
| 520 | NINISOURCE INC | 4,941 | $119.0M | 1.52% | |
| 521 | CHLUSDCHINA MOBILE LIMITED | 1,910 | $117.0M | 1.50% | Call |
| 522 | —B/E AEROSPACE INC | 2,145 | $111.0M | 1.42% | |
| 523 | —XEROX CORP | 10,470 | $106.0M | 1.36% | Put |
| 524 | ALLEALLEGION PUB LTD CO | 1,463 | $101.0M | 1.29% | |
| 525 | CECELANESE CORP DEL | 1,383 | $92.0M | 1.18% | |
| 526 | HRLHORMEL FOODS CORP(NYS) | 2,331 | $88.0M | 1.13% | |
| 527 | FSLRFIRST SOLAR INC | 2,044 | $81.0M | 1.04% | |
| 528 | ACMAECOM | 2,700 | $80.0M | 1.02% | Call |
| 529 | SHWSHERWIN WILLIAMS CO | 262 | $72.0M | 0.92% | |
| 530 | KRKROGER CO | 2,316 | $69.0M | 0.88% | |
| 531 | MIKUSDMICHAELS COS INC | 2,726 | $66.0M | 0.84% | |
| 532 | ROPROPER TECHNOLOGIES INC | 359 | $66.0M | 0.84% | |
| 533 | CLBCORE LABORATORIES N V | 598 | $65.0M | 0.83% | |
| 534 | LNTALLIANT ENERGY CORP | 1,686 | $65.0M | 0.83% | |
| 535 | CBCHUBB LIMITED | 500 | $63.0M | 0.81% | Call |
| 536 | ATRAPTARGROUP INC | 820 | $63.0M | 0.81% | |
| 537 | —LEUCADIA NATL CORP | 3,259 | $62.0M | 0.79% | |
| 538 | ARCPEURVEREIT INC | 5,877 | $61.0M | 0.78% | |
| 539 | SIVBEURSVB FINL GROUP | 541 | $60.0M | 0.77% | |
| 540 | ASMLASML HOLDING N V | 529 | $58.0M | 0.74% | |
| 541 | APHAMPHENOL CORP NEW | 838 | $54.0M | 0.69% | |
| 542 | —WHITING PETE CORP NEW | 6,000 | $52.0M | 0.66% | Put |
| 543 | STWDSTARWOOD PPTY TR INC | 2,037 | $46.0M | 0.59% | Put |
| 544 | WRBBERKLEY W R CORP | 770 | $44.0M | 0.56% | |
| 545 | —SYNERGY PHARMACEUTICALS DEL | 8,000 | $44.0M | 0.56% | Call |
| 546 | PACWUSDPACWEST BANCORP DEL | 1,007 | $43.0M | 0.55% | |
| 547 | ITGARTNER INC | 484 | $43.0M | 0.55% | |
| 548 | TGNATEGNA INC | 1,932 | $42.0M | 0.54% | |
| 549 | ODFLOLD DOMINION FGHT LINES INC | 588 | $40.0M | 0.51% | |
| 550 | —VCA INC | 486 | $34.0M | 0.43% | |
| 551 | OREALTY INCOME CORP | 500 | $33.0M | 0.42% | Call |
| 552 | IRMIRON MTN INC NEW | 874 | $33.0M | 0.42% | |
| 553 | —IHS MARKIT LTD | 856 | $32.0M | 0.41% | |
| 554 | WFCWELLS FARGO & CO NEW | 2,600 | $32.0M | 0.41% | |
| 555 | FLT1EURFLEETCOR TECHNOLOGIES INC | 165 | $29.0M | 0.37% | |
| 556 | MKTXMARKETAXESS HLDGS INC | 171 | $28.0M | 0.36% | |
| 557 | CFCDW CORP | 1,100 | $27.0M | 0.35% | Call |
| 558 | EFXEQUIFAX INC | 201 | $27.0M | 0.35% | Put |
| 559 | NWLNEWELL BRANDS INC | 500 | $26.0M | 0.33% | Call |
| 560 | JBHTHUNT J B TRANS SVCS INC | 321 | $26.0M | 0.33% | |
| 561 | ARANTERO RES CORP | 829 | $22.0M | 0.28% | |
| 562 | —SYNERGY PHARMACEUTICALS DEL | 29,429 | $21.0M | 0.27% | |
| 563 | —FMC TECHNOLOGIES INC | 637 | $19.0M | 0.24% | |
| 564 | —NETSUITE INC | 165 | $18.0M | 0.23% | |
| 565 | —DEL TACO RESTAURANTS INC | 4,800 | $18.0M | 0.23% | |
| 566 | FBINFORTUNE BRANDS HOME & SEC IN | 252 | $15.0M | 0.19% | |
| 567 | HN9HANESBRANDS INC | 587 | $15.0M | 0.19% | |
| 568 | CITCINTAS CORP | 133 | $15.0M | 0.19% | |
| 569 | HRBBLOCK H & R INC | 550 | $13.0M | 0.17% | |
| 570 | ADPAUTOMATIC DATA PROCESSING IN | 100 | $9.0M | 0.12% | Call |
| 571 | WTWWILLIS TOWERS WATSON PUB LTD | 67 | $9.0M | 0.12% | |
| 572 | SKAASKECHERS U S A INC | 315 | $7.0M | 0.09% | |
| 573 | —BLUE BUFFALO PET PRODS INC | 233 | $6.0M | 0.08% | |
| 574 | —ORBITAL ATK INC | 78 | $6.0M | 0.08% | |
| 575 | TRITHOMSON REUTERS CORP | 156 | $6.0M | 0.08% | |
| 576 | CHKPCHECK POINT SOFTWARE TECH LT | 48 | $4.0M | 0.05% | |
| 577 | JKHYJACK HENRY & ASSOCIATES INC | 31 | $3.0M | 0.04% | |
| 578 | CINFCINCINNATI FINL CORP | 40 | $3.0M | 0.04% | |
| 579 | LILALIBERTY GLOBAL PLC | 75 | $2.0M | 0.03% | |
| 580 | CUBECUBESMART | 24 | $1.0M | 0.01% | |
| 581 | TOLTOLL BROTHERS INC | 19 | $1.0M | 0.01% | |
| 582 | CHDCHURCH & DWIGHT INC | 11 | $1.0M | 0.01% | |
| 583 | —AQUA AMERICA INC | 5 | $0 | 0.00% | |
| 584 | RNRRENAISSANCERE HOLDINGS LTD | 3 | $0 | 0.00% | |
| 585 | ORIOLD REP INTL CORP | 11 | $0 | 0.00% |
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