Twin Tree Management, LP Q1 2020 Filing
Filed May 13, 2020
Portfolio Value
$20.8B
Holdings
747
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (747 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | YUSDALLEGHANY CORP DEL | 11,051 | $6.1B | 29.34% | Put |
| 302 | MPTMEDICAL PPTYS TRUST INC | 352,700 | $6.1B | 29.31% | Put |
| 303 | REGNREGENERON PHARMACEUTICALS | 12,396 | $6.1B | 29.09% | Put |
| 304 | EMREMERSON ELECTRIC CO. | 126,293 | $6.0B | 28.93% | Put |
| 305 | BAXBAXTER INTL INC | 73,850 | $6.0B | 28.82% | Put |
| 306 | FNVFRANCO-NEVADA CORPORATION | 60,002 | $6.0B | 28.70% | |
| 307 | CSGPCOSTAR GROUP INC | 10,117 | $5.9B | 28.56% | Put |
| 308 | LYVLIVE NATION ENTERTAINMENT IN | 129,700 | $5.9B | 28.35% | Put |
| 309 | EEMISHARES TR | 169,454 | $5.8B | 27.80% | Put |
| 310 | WHRWHIRLPOOL CORP. | 67,008 | $5.7B | 27.63% | Put |
| 311 | DUKDUKE ENERGY CORP NEW | 71,000 | $5.7B | 27.60% | Call |
| 312 | CRCCANADIAN NATURAL RESOURCES L | 422,228 | $5.7B | 27.50% | Call |
| 313 | CNCCENTENE CORP DEL | 95,872 | $5.7B | 27.37% | Put |
| 314 | TJXTJX COS INC NEW | 118,400 | $5.7B | 27.21% | Put |
| 315 | LNGCHENIERE ENERGY INC | 167,400 | $5.6B | 26.96% | Call |
| 316 | AVLRUSDAVALARA INC | 75,153 | $5.6B | 26.95% | Put |
| 317 | APTVAPTIV PLC | 112,300 | $5.5B | 26.58% | Call |
| 318 | CMACOMERICA INC | 184,500 | $5.4B | 26.02% | Put |
| 319 | CRLCHARLES RIV LABS INTL INC | 42,815 | $5.4B | 25.97% | Put |
| 320 | RETAEURREATA PHARMACEUTICALS INC | 36,833 | $5.3B | 25.56% | Put |
| 321 | AFLAFLAC INC | 153,800 | $5.3B | 25.31% | Put |
| 322 | MKTXMARKETAXESS HLDGS INC | 15,705 | $5.2B | 25.11% | Put |
| 323 | GDGENERAL DYNAMICS CORP. | 39,026 | $5.2B | 24.82% | Put |
| 324 | USBU.S. BANCORP. | 149,754 | $5.2B | 24.80% | Put |
| 325 | ROKROCKWELL AUTOMATION INC | 33,778 | $5.1B | 24.51% | Put |
| 326 | PPGPPG INDS INC | 60,200 | $5.0B | 24.19% | Call |
| 327 | IFFINTERNATIONAL FLAVORS & FRAG | 48,882 | $5.0B | 23.99% | Put |
| 328 | BACVERIZON COMMUNICATIONS INC | 92,800 | $5.0B | 23.97% | Call |
| 329 | EOGEOG RES INC | 138,000 | $5.0B | 23.83% | Call |
| 330 | AGNCAGNC INVT CORP | 467,175 | $4.9B | 23.76% | Call |
| 331 | OSKOSHKOSH CORP | 75,873 | $4.9B | 23.46% | Put |
| 332 | MKSIMKS INSTRUMENT INC | 59,700 | $4.9B | 23.38% | Put |
| 333 | LLOEWS CORP | 136,076 | $4.7B | 22.78% | Put |
| 334 | ARMKARAMARK | 236,014 | $4.7B | 22.66% | Put |
| 335 | HALHALLIBURTON CO | 680,613 | $4.7B | 22.41% | Put |
| 336 | MTNVAIL RESORTS INC. | 31,500 | $4.7B | 22.37% | Call |
| 337 | FEZSPDR INDEX SHS FDS | 157,110 | $4.6B | 22.28% | Put |
| 338 | AXPAMERICAN EXPRESS CO | 53,400 | $4.6B | 21.97% | Put |
| 339 | —MYLAN N V | 298,450 | $4.5B | 21.39% | Put |
| 340 | CERNCHFCERNER CORP | 69,024 | $4.3B | 20.90% | |
| 341 | HONHONEYWELL INTERNATIONAL INC | 32,300 | $4.3B | 20.77% | Put |
| 342 | RJFRAYMOND JAMES FINANCIAL INC | 67,300 | $4.3B | 20.44% | Call |
| 343 | ZIONZIONS BANCORPORATION N.A | 156,387 | $4.2B | 20.12% | Put |
| 344 | WTRGESSENTIAL UTILITIES INC | 101,940 | $4.1B | 19.94% | Put |
| 345 | VMWEURVMWARE INC | 34,099 | $4.1B | 19.85% | Put |
| 346 | —CYRUSONE INC | 66,548 | $4.1B | 19.75% | Put |
| 347 | XMESPDR SERIES TRUST | 254,048 | $4.1B | 19.70% | Put |
| 348 | WPCW P CAREY INC | 70,500 | $4.1B | 19.68% | Call |
| 349 | TPRTAPESTRY INC | 313,935 | $4.1B | 19.54% | Put |
| 350 | UBSUBS GROUP AG | 437,700 | $4.1B | 19.48% | Call |
| 351 | NWLNEWELL BRANDS INC | 301,855 | $4.0B | 19.27% | Put |
| 352 | NEMNEWMONT CORP | 88,179 | $4.0B | 19.19% | |
| 353 | IEFISHARES TR | 32,751 | $4.0B | 19.13% | |
| 354 | ITGARTNER INC | 39,219 | $3.9B | 18.77% | Put |
| 355 | NVONOVO-NORDISK A S | 62,800 | $3.8B | 18.17% | Put |
| 356 | JPMJPMORGAN CHASE & CO | 41,000 | $3.7B | 17.74% | Call |
| 357 | CCLCARNIVAL CORP. | 277,100 | $3.6B | 17.54% | Call |
| 358 | ACGLARCH CAP GROUP LTD | 127,104 | $3.6B | 17.39% | Put |
| 359 | MTDMETTLER TOLEDO INTERNATIONAL | 5,187 | $3.6B | 17.22% | Put |
| 360 | HUBSHUBSPOT INC | 26,700 | $3.6B | 17.09% | Put |
| 361 | LNCLINCOLN NATL CORP IND | 134,461 | $3.5B | 17.01% | Put |
| 362 | OKEONEOK INC NEW | 158,764 | $3.5B | 16.65% | Put |
| 363 | KSUEURKANSAS CITY SOUTHERN | 26,900 | $3.4B | 16.44% | Put |
| 364 | STMSTMICROELECTRONICS N V | 159,247 | $3.4B | 16.36% | Put |
| 365 | AJGGALLAGHER ARTHUR J & CO | 41,718 | $3.4B | 16.34% | Put |
| 366 | —QIAGEN NV | 81,415 | $3.4B | 16.28% | Put |
| 367 | XPOXPO LOGISTICS INC | 68,800 | $3.4B | 16.12% | Put |
| 368 | DALDELTA AIR LINES INC DEL | 116,700 | $3.3B | 16.00% | Put |
| 369 | SEICSEI INVESTMENTS CO | 70,098 | $3.2B | 15.61% | Put |
| 370 | HSTHOST HOTELS & RESORTS INC | 293,255 | $3.2B | 15.56% | Put |
| 371 | CMCANADIAN IMPERIAL BANK OF CO | 55,082 | $3.2B | 15.35% | Put |
| 372 | RSGREPUBLIC SVCS INC | 42,468 | $3.2B | 15.32% | Put |
| 373 | DFSEURDISCOVER FINL SVCS | 87,400 | $3.1B | 14.99% | Call |
| 374 | EWBCEAST WEST BANCORP INC | 120,450 | $3.1B | 14.90% | Put |
| 375 | VODVODAFONE GROUP PLC NEW | 221,600 | $3.1B | 14.67% | Call |
| 376 | SEDGSOLAREDGE TECHNOLOGIES INC | 37,000 | $3.0B | 14.56% | Put |
| 377 | COOCOOPER COS INC | 10,836 | $3.0B | 14.36% | Put |
| 378 | HCAHCA HEALTHCARE INC | 32,200 | $2.9B | 13.91% | Call |
| 379 | FBINFORTUNE BRANDS HOME & SECURI | 66,459 | $2.9B | 13.82% | Put |
| 380 | IDXXIDEXX LABS INC | 11,858 | $2.9B | 13.81% | Put |
| 381 | CYBRCYBERARK SOFTWARE LTD | 33,500 | $2.9B | 13.78% | Call |
| 382 | CPRICAPRI HOLDINGS LTD | 263,314 | $2.8B | 13.66% | Put |
| 383 | EQHEQUITABLE HOLDINGS INC | 196,194 | $2.8B | 13.63% | Put |
| 384 | MSCIMSCI INC | 9,500 | $2.7B | 13.19% | Put |
| 385 | IACIEURIAC INTERACTIVECORP | 14,900 | $2.7B | 12.84% | Call |
| 386 | VRTXVERTEX PHARMACEUTICALS INC | 11,210 | $2.7B | 12.82% | |
| 387 | 9990302DAPACHE CORP | 630,141 | $2.6B | 12.66% | Put |
| 388 | ELANELANCO ANIMAL HEALTH INC | 117,200 | $2.6B | 12.61% | Put |
| 389 | EFXEQUIFAX, INC. | 21,900 | $2.6B | 12.57% | Put |
| 390 | GRMNGARMIN LTD | 34,310 | $2.6B | 12.36% | |
| 391 | HOLXHOLOGIC INC | 72,843 | $2.6B | 12.29% | Put |
| 392 | OREALTY INCOME CORP | 50,900 | $2.5B | 12.20% | Call |
| 393 | TYLTYLER TECHNOLOGIES INC | 8,484 | $2.5B | 12.09% | |
| 394 | CTLEURCENTURYLINK INC | 264,500 | $2.5B | 12.03% | Put |
| 395 | DOVDOVER CORP. | 29,760 | $2.5B | 12.01% | Put |
| 396 | ALNYALNYLAM PHARMACEUTICALS INC | 22,100 | $2.4B | 11.57% | Call |
| 397 | CNPCENTERPOINT ENERGY INC | 155,268 | $2.4B | 11.53% | Put |
| 398 | RYROYAL BANK OF CANADA | 38,877 | $2.4B | 11.50% | |
| 399 | NTRSNORTHERN TR CORP | 31,500 | $2.4B | 11.43% | Call |
| 400 | CHLUSDCHINA MOBILE LIMITED | 62,103 | $2.3B | 11.24% | Put |