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
101 CBS CORP NEW 81 4 0.00% Put
102 SYMANTEC CORP 81 2 0.00% Call
103 MOLSON COORS BREWING CO 81 8 0.00% Call
104 ALEXION PHARMACEUTIC 82 16 0.00% Call
105 SPLUNK INC 83 5 0.00% Put
106 INTERCONTINENTAL EXCHANGE IN 85 22 0.00% Call
107 AERCAP HOLDINGS NV 86 4 0.00% Call
108 ANTHEM INC 87 12 0.00% Call
109 INTREXON CORPORATION 87 3 0.00% Put
110 FEDEX CORP 89 13 0.00% Call
111 ALEXION PHARMACEUTIC 91 17 0.00% Put
112 CIMAREX ENERGY 94 8 0.00% Put
113 COSTCO WHSL CORP NEW 96 16 0.00% Put
114 ALLERGAN PLC 96 30 0.01% Put
115 LEVEL 3 COMM 98 5 0.00% Put
116 SVB FINANCIAL GROUP 98 12 0.00% Put
117 S&P GLOBAL INC 101 10 0.00% Put
118 REGENERON PHARMACEUTICALS 101 55 0.01% Put
119 DANAHER CORP DEL 106 10 0.00% Put
120 ANADARKO PETE CORP 106 5 0.00% Call
121 V F CORP 109 7 0.00% Put
122 GOODYEAR TIRE & RUBR CO 109 4 0.00% Put
123 PVH CORPORATION 111 8 0.00% Put
124 COMERICA INC 112 5 0.00% Put
125 NVIDIA CORPORATION 113 4 0.00% Call
126 CARNIVAL CORP 113 6 0.00% Call
127 MARRIOTT INTL INC NEW 113 8 0.00% Put
128 ILLINOIS TOOL WKS INC 114 11 0.00% Put
129 NXP SEMICONDUCTORS N V 114 10 0.00% Call
130 DARDEN RESTAURANTS INC 114 7 0.00% Put
131 Intuit Inc 115 26 0.01% Call
132 PROGRESSIVE CORP OHIO 115 4 0.00% Put
133 CARMAX INC 115 6 0.00% Put
134 ANALOG DEVICES INC 120 7 0.00% Call
135 INTREXON CORPORATION 120 4 0.00% Call
136 MONDELEZ INTL INC 121 5 0.00% Call
137 TJX COS INC NEW 124 9 0.00% Call
138 DOW CHEM CO 124 6 0.00% Call
139 MONSANTO CO NEW 125 12 0.00% Call
140 ARISTA NETWORKS INC 126 10 0.00% Put
141 MATTEL INC 126 3 0.00% Put
142 CANADIAN PAC RY LTD 127 16 0.00% Call
143 ACTIVISION BLIZZARD INC 128 5 0.00% Call
144 COGNIZANT TECHNOLOGY SOLUTIO 129 8 0.00% Call
145 SNAP ON INC 129 22 0.00% Put
146 DIAGEO P L C 130 14 0.00% Call
147 REGENERON PHARMACEUTICALS 130 71 0.02% Call
148 ADOBE INC 130 12 0.00% Call
149 DISNEY WALT CO 132 14 0.00% Put
150 WESTAR ENERGY 135 6 0.00% Put
Page 3 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 CITIGROUPINC 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