13F-HR filed by Twin Tree Management, LP
Twin Tree Management, LP filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-13, with 1,131 holding rows worth $10,221,190,000.
- Accession
- 0001535588-17-000002
- Filer
- CIK 1535588
- Filed
- 2017-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2016
A holdings report, 1,131 entries on the cover page, a total value of $10,221,190,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $10,221,190,000 with VALUE read as thousands by filing date, 13F file number 028-15586. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| STERIS PLC | G84720104 | SHS USD | 2,414 | $163,000 | thousands by filing date | |
| Stryker Corporation | 863667101 | COM | 1,300 | $156,000 | thousands by filing date | call |
| AFLAC INC COM | 001055102 | Stock | 2,244 | $156,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 3,900 | $154,000 | thousands by filing date | call |
| SEARS HOLDINGS CORP XXX | 812350106 | COM | 16,200 | $150,000 | thousands by filing date | put |
| THE ULTIMATE SOFTWARE GROUP IN | 90385D107 | COM | 800 | $146,000 | thousands by filing date | call |
| PENTAIR PLC SHS | G7S00T104 | Stock | 2,500 | $140,000 | thousands by filing date | call |
| NATIONAL GRID PLC | 636274300 | SPONSORED ADR NE | 2,400 | $140,000 | thousands by filing date | call |
| GLOBAL PMTS INC | 37940X102 | COM | 2,000 | $139,000 | thousands by filing date | put |
| ASSURANT INC COM | 04621X108 | Stock | 1,500 | $139,000 | thousands by filing date | put |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 1,646 | $139,000 | thousands by filing date | |
| STERICYCLE INC | 858912108 | COM | 1,771 | $136,000 | thousands by filing date | |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 1,400 | $135,000 | thousands by filing date | put |
| MURPHY OIL CORP COM | 626717102 | Stock | 4,332 | $135,000 | thousands by filing date | |
| F5 INC COM | 315616102 | Stock | 923 | $134,000 | thousands by filing date | |
| MEAD JOHNSON NUTRITION CO | 582839106 | COM | 1,900 | $134,000 | thousands by filing date | call |
| FMC CORP COM NEW | 302491303 | Stock | 2,336 | $132,000 | thousands by filing date | |
| ACUITY INC COM | 00508Y102 | Stock | 534 | $123,000 | thousands by filing date | |
| AMETEK INC COM | 031100100 | Stock | 2,499 | $121,000 | thousands by filing date | |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 3,500 | $118,000 | thousands by filing date | put |
| MACQUARIE INFRASTRUCTURE HOLDI | 55608B105 | COMMON UNITS | 1,440 | $118,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 1,755 | $114,000 | thousands by filing date | |
| REINSURANCE GROUP AMER INC COM NEW | 759351604 | Stock | 900 | $113,000 | thousands by filing date | call |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 3,700 | $113,000 | thousands by filing date | put |
| AMDOCS LTD | G02602103 | SHS | 1,918 | $112,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 7,600 | $110,000 | thousands by filing date | call |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 1,600 | $109,000 | thousands by filing date | call |
| BURLINGTON STORES INC COM | 122017106 | Stock | 1,282 | $109,000 | thousands by filing date | |
| THE ULTIMATE SOFTWARE GROUP IN | 90385D107 | COM | 600 | $109,000 | thousands by filing date | put |
| DUNKIN BRANDS GROUP INC | 265504100 | COM | 2,064 | $108,000 | thousands by filing date | |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 1,374 | $105,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 1,300 | $103,000 | thousands by filing date | put |
| SVB FINANCIAL GROUP | 78486Q101 | COM | 600 | $103,000 | thousands by filing date | call |
| EQT CORP COM | 26884L109 | Stock | 1,552 | $102,000 | thousands by filing date | |
| EAST WEST BANCORP INC COM | 27579R104 | Stock | 2,000 | $102,000 | thousands by filing date | put |
| BRITISH AMERN TOB PLC SPONSORED ADR | 110448107 | ADR | 900 | $101,000 | thousands by filing date | call |
| BAKER HUGHES INC | 057224107 | COM | 1,500 | $97,000 | thousands by filing date | call |
| HDFC BANK LTD SPONSORED ADS | 40415F101 | ADR | 1,588 | $96,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 2,000 | $95,000 | thousands by filing date | call |
| WEST PHARMACEUTICAL SVSC INC COM | 955306105 | Stock | 1,099 | $93,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 5,106 | $93,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 6,400 | $93,000 | thousands by filing date | put |
| PRUDENTIAL PLC ADR | 74435K204 | ADR | 2,320 | $92,000 | thousands by filing date | |
| SYNERGY PHARMACEUTICALS DEL | 871639308 | COM NEW | 15,000 | $91,000 | thousands by filing date | call |
| ROBERT HALF INC. COM | 770323103 | Stock | 1,800 | $88,000 | thousands by filing date | call |
| ALKERMES PLC | G01767105 | SHS | 1,541 | $86,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 1,209 | $82,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 2,300 | $81,000 | thousands by filing date | call |
| ALCOA CORP COM | 013872106 | Stock | 2,831 | $79,000 | thousands by filing date | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 1,274 | $74,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 1,039 | $74,000 | thousands by filing date | |
| VALEANT PHARMACEUTICALS INTL | 91911K102 | COM | 5,100 | $74,000 | thousands by filing date | |
| SEARS HOLDINGS CORP XXX | 812350106 | COM | 8,000 | $74,000 | thousands by filing date | call |
| ASSURED GUARANTY LTD COM | G0585R106 | Stock | 1,938 | $73,000 | thousands by filing date | |
| MATTEL INC | 577081102 | COM | 2,662 | $73,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 8,400 | $73,000 | thousands by filing date | put |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 500 | $72,000 | thousands by filing date | call |
| OWENS CORNING NEW | 690742101 | COM | 1,392 | $72,000 | thousands by filing date | |
| PINNACLE FOODS INC DEL | 72348P104 | COM | 1,333 | $71,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 1,400 | $69,000 | thousands by filing date | call |
| PULTE GROUP INC COM | 745867101 | Stock | 3,600 | $66,000 | thousands by filing date | put |
| FLOWSERVE CORP | 34354P105 | COM | 1,368 | $66,000 | thousands by filing date | |
| GREAT PLAINS ENERGY INC | 391164100 | COM | 2,407 | $66,000 | thousands by filing date | |
| COGNEX CORP | 192422103 | COM | 1,000 | $64,000 | thousands by filing date | put |
| UNITED STATES STL CORP NEW | 912909108 | COM | 1,900 | $63,000 | thousands by filing date | put |
| WESTROCK CO | 96145D105 | COM | 1,193 | $61,000 | thousands by filing date | |
| OPENLANE INC | 48238T109 | COM | 1,360 | $58,000 | thousands by filing date | |
| BANK NOVA SCOTIA B C COM | 064149107 | Stock | 1,000 | $56,000 | thousands by filing date | call |
| NEWS CORP NEW CL A | 65249B109 | Stock | 4,800 | $55,000 | thousands by filing date | call |
| SEI INVTS CO COM | 784117103 | Stock | 1,118 | $55,000 | thousands by filing date | |
| WELLS FARGO & CO NEW | 949746119 | *W EXP 10/28/201 | 2,600 | $55,000 | thousands by filing date | |
| ALLEGION PLC | G0176J109 | ORD SHS | 814 | $52,000 | thousands by filing date | |
| EAST WEST BANCORP INC COM | 27579R104 | Stock | 1,000 | $51,000 | thousands by filing date | call |
| LENNOX INTL INC COM | 526107107 | Stock | 311 | $48,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 484 | $45,000 | thousands by filing date | |
| SERVICEMASTER GLOBAL HOLDING | 81761R109 | COMMON STOCK | 1,191 | $45,000 | thousands by filing date | |
| ENDURANCE SPECIALTY HLDGS LT | G30397106 | SHS | 455 | $42,000 | thousands by filing date | |
| MANULIFE FINL CORP | 56501R106 | COM | 2,300 | $41,000 | thousands by filing date | call |
| BRITISH AMERN TOB PLC SPONSORED ADR | 110448107 | ADR | 334 | $38,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 4,346 | $38,000 | thousands by filing date | |
| OGE ENERGY CORP | 670837103 | COM | 1,110 | $37,000 | thousands by filing date | |
| SEARS HOLDINGS CORP XXX | 812350106 | COM | 4,000 | $37,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 3,000 | $36,000 | thousands by filing date | |
| WHITING PETE CORP NEW | 966387102 | COM | 3,000 | $36,000 | thousands by filing date | put |
| Union Pacific Corporation | 907818108 | COM | 337 | $35,000 | thousands by filing date | |
| ENTERGY CORP NEW COM | 29364G103 | Stock | 476 | $35,000 | thousands by filing date | |
| CHURCH & DWIGHT CO INC COM | 171340102 | Stock | 741 | $33,000 | thousands by filing date | |
| GLOBAL PMTS INC | 37940X102 | COM | 443 | $31,000 | thousands by filing date | |
| VCA ANTECH INC | 918194101 | COM | 399 | $27,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 400 | $25,000 | thousands by filing date | put |
| QUALITY CARE PPTYS INC | 747545101 | COM | 1,583 | $25,000 | thousands by filing date | |
| CASEYS GEN STORES INC | 147528103 | COM | 200 | $24,000 | thousands by filing date | put |
| LOEWS CORP COM | 540424108 | Stock | 511 | $24,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 203 | $23,000 | thousands by filing date | |
| COSTAR GROUP INC COM | 22160N109 | Stock | 120 | $23,000 | thousands by filing date | |
| Del Taco Restaurants | 245496112 | W EXP 06/30/202 | 4,800 | $23,000 | thousands by filing date | |
| THE ULTIMATE SOFTWARE GROUP IN | 90385D107 | COM | 119 | $22,000 | thousands by filing date | |
| SCANA CORP NEW | 80589M102 | COM | 300 | $22,000 | thousands by filing date | call |
| ASSURANT INC COM | 04621X108 | Stock | 214 | $20,000 | thousands by filing date | |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 116 | $16,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 300 | $15,000 | thousands by filing date | call |
| IHS MARKIT LTD | G47567105 | SHS | 412 | $15,000 | thousands by filing date | |
| BANK MONTREAL MEDIUM COM | 063671101 | Stock | 200 | $14,000 | thousands by filing date | put |
| MANULIFE FINL CORP | 56501R106 | COM | 666 | $12,000 | thousands by filing date | |
| CASEYS GEN STORES INC | 147528103 | COM | 98 | $12,000 | thousands by filing date | |
| XYLEM INC COM | 98419M100 | Stock | 200 | $10,000 | thousands by filing date | put |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 1,000 | $10,000 | thousands by filing date | call |
| VERISK ANALYTICS INC COM | 92345Y106 | Stock | 111 | $9,000 | thousands by filing date | |
| LEUCADIA NATL CORP | 527288104 | COM | 400 | $9,000 | thousands by filing date | call |
| WASHINGTON FED INC | 938824117 | *W EXP 11/14/201 | 500 | $9,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 100 | $7,000 | thousands by filing date | put |
| AECOM COM | 00766T100 | Stock | 200 | $7,000 | thousands by filing date | put |
| FERRARI N V | N3167Y103 | COM | 100 | $6,000 | thousands by filing date | call |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 122 | $6,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 140 | $6,000 | thousands by filing date | |
| TOTAL SYS SVCS INC | 891906109 | COM | 117 | $6,000 | thousands by filing date | |
| WESTERN ALLIANCE BANCORP COM | 957638109 | Stock | 100 | $5,000 | thousands by filing date | put |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 100 | $5,000 | thousands by filing date | call |
| Anglogold Ashanti Plc | 035128206 | Common | 499 | $5,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 500 | $5,000 | thousands by filing date | put |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 362 | $4,000 | thousands by filing date | |
| AECOM COM | 00766T100 | Stock | 87 | $3,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 85 | $2,000 | thousands by filing date | |
| STMICROELECTRONICS N V NY REGISTRY | 861012102 | ADR | 69 | $1,000 | thousands by filing date | |
| M & T BK CORP COM | 55261F104 | Stock | 4 | $1,000 | thousands by filing date | |
| YUM CHINA HLDGS INC | 98850P109 | COM | 22 | $1,000 | thousands by filing date | |
| RANDGOLD RES LTD | 752344309 | ADR | 17 | $1,000 | thousands by filing date | |
| NISOURCE INC COM | 65473P105 | Stock | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 3 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| VEREIT INC | 92339V100 | COM | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| SKECHERS U S A INC | 830566105 | CL A | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001535588-17-000002 | this filing | 2017-02-13 | acceptance time not in the bulk data set |