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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 ($)
%
Options
Notes
101 ACTIVISION BLIZZARD INC 128 5 0.00% Call
102 VERISIGN INC 57 5 0.00% Call
103 MONDELEZ INTL INC 121 5 0.00% Call
104 SMUCKER J M CO 38 5 0.00% Put
105 MIDDLEBY CORP 46 5 0.00% Call
106 DEUTSCHE BANK AG 206 5 0.00% Call
107 ANADARKO PETE CORP 106 5 0.00% Call
108 PRICE T ROWE GROUP INC 73 5 0.00% Call
109 ZIONS BANCORPORATION 226 6 0.00% Call
110 DR PEPPER SNAPPLE GROUP INC 65 6 0.00% Put
111 SHERWIN WILLIAMS CO 22 6 0.00% Put
112 SMUCKER J M CO 45 6 0.00% Call
113 CME GROUP INC 64 6 0.00% Put
114 IDEXX LAB 76 6 0.00% Put
115 MARATHON OIL CORP 485 6 0.00% Call
116 S&P GLOBAL INC 60 6 0.00% Call
117 BCE INC 161 6 0.00% Call
118 DOW CHEM CO 124 6 0.00% Call
119 RED HAT INC 73 6 0.00% Call
120 CARNIVAL CORP 113 6 0.00% Call
121 ACE LTD 48 6 0.00% Call
122 HARLEY DAVIDSON INC 142 6 0.00% Call
123 WESTAR ENERGY 135 6 0.00% Put
124 AVIS BUDGET GROUP 174 6 0.00% Put
125 AVAGO TECHNOLOGIES LTD SHS 41 6 0.00% Put
126 AUTOZONE INC 8 6 0.00% Put
127 CARMAX INC 115 6 0.00% Put
128 INTERCEPT PHARMACEUTICALS INCORPORATED 38 6 0.00% Put
129 FLOWSERVE CORP 139 6 0.00% Put
130 MICHAEL KORS HLDGS LTD 185 7 0.00% Call
131 CLOROX CO DEL 52 7 0.00% Call
132 XL Group plc 168 7 0.00% Put
133 ANALOG DEVICES INC 120 7 0.00% Call
134 V F CORP 109 7 0.00% Put
135 EXPRESS SCRIPTS HLDG CO 75 7 0.00% Call
136 HSBC HLDGS PLC 189 7 0.00% Put
137 MICRON TECHNOLOGY INC 467 7 0.00% Put
138 KOHLS 141 7 0.00% Call
139 SNAP ON INC 42 7 0.00% Call
140 DARDEN RESTAURANTS INC 114 7 0.00% Put
141 AGRIUM INC 77 7 0.00% Call
142 SONY GROUP CORP 289 7 0.00% Put
143 SEALED AIR CORP NEW 175 8 0.00% Put
144 PVH CORPORATION 111 8 0.00% Put
145 MARRIOTT INTL INC NEW 113 8 0.00% Put
146 COGNIZANT TECHNOLOGY SOLUTIO 129 8 0.00% Call
147 TYCO INTL PLC SHS 248 8 0.00% Call
148 MORGAN STANLEY 267 8 0.00% Call
149 KROGER CO 194 8 0.00% Put
150 NETAPP INC 303 8 0.00% Put
Page 3 of 18
Restatement filing (0000950123-16-020466) filed in 2016.09.14
#
Name
Shares
Value ($)
%
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
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