Dark
Light
System
Institutional Investment Manager
Twin Tree Management, LP
Twin Tree Management, LP (CIK: 0001535588) incorporated in Texas, located at 6688 N. Central Expressway, Dallas, TX. Institutional holdings reported to the SEC.
Institutional Holdings (2015Q4)
Original 13F HR (0000950123-16-014841) filed in 2016.02.16
#
Name
Shares
Value ($)
%
Options
Notes
1 CHIPOTLE MEXICAN GRILL INC 18,379 8,819 2.00%
2 APPLE INC 74,475 7,839 1.78%
3 Vaneck Vectors Gold 538,155 7,383 1.67%
4 SPDR S&P 500 ETF TR 34,684 7,071 1.60% Call
5 NOVARTIS A G 68,151 5,864 1.33%
6 BP PLC 167,436 5,234 1.19%
7 CITIGROUP INC 100,600 5,206 1.18%
8 SPDR FTSE SP OILGAS EXP ETF 171,670 5,188 1.18%
9 RAYTHEON CO 41,064 5,114 1.16%
10 ROYAL DUTCH SHELL PLC 111,411 5,102 1.16%
11 SPDR S&P 500 ETF TR 21,936 4,472 1.01% Put
12 ACTIVISION BLIZZARD INC 108,055 4,183 0.95%
13 CONOCOPHILLIPS 84,980 3,968 0.90%
14 SPDR S&P 500 ETF TR 19,100 3,894 0.88%
15 ANTHEM INC 26,800 3,737 0.85%
16 UNION PAC CORP 47,672 3,728 0.85%
17 AUTODESK 60,261 3,672 0.83%
18 OMNICOM GROUP INC 45,336 3,430 0.78%
19 SELECT SECTOR SPDR TR 47,000 3,385 0.77%
20 HESS CORP 68,858 3,338 0.76%
21 ORACLE CORP 91,371 3,338 0.76%
22 EOG RES INC 46,689 3,305 0.75%
23 INTUITIVE SURGICAL INC 5,981 3,267 0.74%
24 SELECT SECTOR SPDR TR 136,649 3,256 0.74%
25 HP INC 270,828 3,207 0.73%
26 WAL-MART STORES INC 51,818 3,176 0.72%
27 ALLERGAN PLC 9,685 3,027 0.69%
28 KEURIG GREEN MTN INC 33,600 3,023 0.69%
29 SUNCOR ENERGY INC NEW 115,583 2,982 0.68%
30 VODAFONE GROUP PLC NEW 92,296 2,977 0.67%
31 HARMAN INTL INDS INC 31,591 2,976 0.67%
32 C.H. ROBINSON WORLDW 47,589 2,951 0.67%
33 MYLAN N V 54,572 2,951 0.67%
34 AMERICAN EXPRESS CO 42,074 2,926 0.66%
35 EXPEDIA INC DEL 22,847 2,840 0.64%
36 ULTA BEAUTY INC 15,075 2,789 0.63%
37 HARLEY DAVIDSON INC 60,666 2,754 0.62%
38 INTERNATIONAL BUSINESS MACHS 19,044 2,621 0.59%
39 ALIBABA GROUP HLDG LTD 31,998 2,600 0.59%
40 KANSAS CITY SOUTHERN 32,768 2,447 0.55%
41 NVIDIA CORPORATION 73,675 2,428 0.55%
42 MORGAN STANLEY 75,471 2,401 0.54%
43 GOLDCORP INC NEW 206,290 2,385 0.54%
44 WELLS FARGO & CO NEW 43,629 2,372 0.54%
45 HALLIBURTON 69,007 2,349 0.53%
46 AVAGO TECHNOLOGIES LTD SHS 16,172 2,347 0.53%
47 STARBUCKS CORP 38,596 2,317 0.53%
48 ROYAL CARIBBEAN GROUP 22,802 2,308 0.52%
49 ALPHABET INC 2,900 2,256 0.51%
50 AMAZON COM INC 3,246 2,194 0.50%
Page 1 of 18
Restatement filing (0000950123-16-020466) filed in 2016.09.14
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 3,468,400 707,103 13.99% Call
2 SPDR S&P 500 ETF TR 2,193,600 447,209 8.85% Put
3 ALPHABET INC 166,100 129,227 2.56% Put
4 ISHARES TR 1,083,800 122,058 2.42% Put
5 POWERSHARES QQQ TRUST 528,000 59,062 1.17% Put
6 MICROSOFT CORP 1,001,600 55,569 1.10% Put
7 AMAZON COM INC 78,600 53,125 1.05% Put
8 ISHARES TR 379,400 42,728 0.85% Call
9 VISA INC 440,600 34,169 0.68% Put
10 PRICELINE GRP INC 26,300 33,531 0.66% Put
11 WALGREENS BOOTS ALLIANCE INC 387,200 32,970 0.65% Put
12 SELECT SECTOR SPDR TR 1,358,700 32,378 0.64% Put
13 PEPSICO INC 300,600 30,036 0.59% Put
14 POWERSHARES QQQ TRUST 267,500 29,923 0.59% Call
15 Vaneck Vectors Gold 2,031,800 27,876 0.55% Put
16 APPLE INC 239,700 25,231 0.50% Put
17 WAL-MART STORES INC 408,000 25,010 0.49% Put
18 INTEL CORP 714,700 24,621 0.49% Put
19 BIOGEN INC 80,100 24,539 0.49% Put
20 BOEING CO 168,100 24,306 0.48% Put
21 ALIBABA GROUP HLDG LTD 296,500 24,097 0.48% Call
22 INTERNATIONAL BUSINESS MACHS 169,300 23,299 0.46% Put
23 BANK AMER CORP 1,346,500 22,662 0.45% Put
24 ALIBABA GROUP HLDG LTD 269,200 21,878 0.43% Put
25 EXPEDIA INC DEL 174,600 21,703 0.43% Call
26 CHIPOTLE MEXICAN GRILL INC 44,000 21,113 0.42% Put
27 RAYTHEON CO 161,000 20,049 0.40% Put
28 SELECT SECTOR SPDR TR 330,000 19,906 0.39% Put
29 CELGENE CORP 164,800 19,736 0.39% Call
30 COCA COLA CO 457,700 19,663 0.39% Put
31 AMGEN INC 119,200 19,350 0.38% Put
32 MASTERCARD INCORPORATED 198,200 19,297 0.38% Put
33 ROYAL CARIBBEAN GROUP 189,800 19,210 0.38% Put
34 PROCTER AND GAMBLE CO 240,400 19,090 0.38% Put
35 SELECT SECTOR SPDR TR 253,100 18,231 0.36% Put
36 SELECT SECTOR SPDR TR 301,700 18,199 0.36% Call
37 UNITED TECHNOLOGIES CORP 189,400 18,196 0.36% Put
38 ULTA BEAUTY INC 98,200 18,167 0.36% Put
39 COLGATE PALMOLIVE CO 267,200 17,801 0.35% Put
40 GENERAL ELECTRIC CO 549,200 17,108 0.34% Put
41 CITIGROUP INC 327,600 16,953 0.34% Put
42 HOME DEPOT INC 126,700 16,756 0.33% Put
43 LOWES COS INC 219,000 16,653 0.33% Call
44 ALPHABET INC 21,400 16,649 0.33% Call
45 BERKSHIRE HATHAWAY INC DEL 126,000 16,637 0.33% Put
46 BAIDU INC 82,900 15,671 0.31% Call
47 CISCO SYS INC 575,900 15,641 0.31% Put
48 HONEYWELL INTL INC 149,800 15,515 0.31% Put
49 UNITEDHEALTH GROUP INC 130,700 15,376 0.30% Put
50 CHIPOTLE MEXICAN GRILL INC 31,900 15,307 0.30% Call
Page 1 of 28