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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 CITIGROUPINC 100,600 5,206 1.18%
8 SPDR SERIES TRUST 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 INC 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 WORLDWIDE INC 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 CO 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
201 SELECT SECTOR SPDR TR 92,900 4,925 0.10% Put
202 HOME DEPOT INC 37,100 4,906 0.10% Call
203 SUNCOR ENERGY INC NEW 188,900 4,874 0.10% Put
204 TARGET CORP 66,800 4,850 0.10% Put
205 FEDEX CORP 32,400 4,827 0.10% Put
206 THERMO FISHER SCIENTIFIC INC 33,700 4,780 0.09% Call
207 PROCTER AND GAMBLE CO 60,100 4,773 0.09% Call
208 UNITED TECHNOLOGIES CORP 49,600 4,765 0.09% Call
209 COLGATE PALMOLIVE CO 71,200 4,743 0.09% Call
210 BAIDU INC 24,800 4,688 0.09% Put
211 AUTOMATIC DATA PROCESSING IN 55,300 4,685 0.09% Put
212 MEDTRONIC PLC 59,900 4,607 0.09% Put
213 BANK NEW YORK MELLON CORP 111,700 4,604 0.09% Call
214 C H ROBINSON WORLDWIDE INC 73,800 4,577 0.09% Put
215 Hewlett Packard Co 380,500 4,505 0.09% Put
216 iPath S&P 500 VIX Short-Term F 222,500 4,472 0.09% Put
217 PRICELINE GRP INC 3,500 4,462 0.09% Call
218 3M CO 29,600 4,459 0.09% Call
219 VORNADO REALTY 44,600 4,458 0.09% Put
220 WELLTOWER INC 65,300 4,442 0.09% Call
221 AMGEN INC 27,300 4,432 0.09% Call
222 METLIFE INC 91,900 4,430 0.09% Put
223 PPL CORP 129,000 4,403 0.09% Put
224 DISNEY WALT CO 41,800 4,392 0.09% Call
225 HARMAN INTL INDS INC 46,400 4,371 0.09% Put
226 AMERICAN AIRLS GROUP INC 103,100 4,366 0.09% Put
227 ABBVIE INC 73,600 4,360 0.09% Put
228 JPMORGAN CHASE & CO 66,000 4,358 0.09% Call
229 CONCHO RESOURCES 46,900 4,355 0.09% Put
230 SPDR SERIES TRUST 125,900 4,303 0.09% Put
231 RANDGOLD RES LTD 68,800 4,261 0.08% Put
232 TEVA PHARMACEUTICAL INDS LTD 64,500 4,234 0.08% Call
233 TJX COS INC NEW 59,500 4,219 0.08% Put
234 WALGREENS BOOTS ALLIANCE INC 49,200 4,189 0.08% Call
235 ACTIVISION BLIZZARD INC 108,055 4,183 0.08%
236 HESS CORP 83,000 4,024 0.08% Put
237 VISA INC 51,200 3,971 0.08% Call
238 CONOCOPHILLIPS 84,980 3,968 0.08%
239 PIONEER NAT RES CO 31,500 3,949 0.08% Call
240 NEXTERA ENERGY INC 38,000 3,948 0.08% Call
241 ALASKA AIR GROUP INC 48,900 3,937 0.08% Put
242 MONDELEZ INTL INC 87,000 3,901 0.08% Put
243 LILLY ELI & CO 46,300 3,901 0.08% Call
244 SPDR S&P 500 ETF TR 19,100 3,894 0.08%
245 TRAVELERS COMPANIES INC 34,400 3,882 0.08% Put
246 LAUDER ESTEE COS INC 43,700 3,848 0.08% Put
247 SPDR SERIES TRUST 88,300 3,818 0.08% Put
248 AMERICAN ELEC PWR INC 65,000 3,788 0.07% Call
249 MALLINCKRODT PUB LTD CO 50,700 3,784 0.07% Call
250 DOLLAR TREE INC 48,700 3,761 0.07% Call
Page 5 of 28