Twin Tree Management, LP Q3 2020 Filing

Filed November 13, 2020

Portfolio Value

$24.3B

Holdings

669

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (669 positions)

#StockSharesValue% PortfolioType
201
NVSNNOVARTIS A G
286,774$24.9B102.68%Put
202
RYROYAL BANK OF CANADA
353,859$24.8B102.19%
203
RCLROYAL CARIBBEAN GROUP
381,300$24.7B101.63%Put
204
UALUNITED AIRLINES HOLDINGS INC
705,013$24.5B100.87%Put
205
LMTLOCKHEED MARTIN CORP.
63,528$24.3B100.26%Put
206
A4SAMERIPRISE FINANCIAL INC
156,700$24.1B99.43%Put
207
BAXBAXTER INTERNATIONAL INC.
293,754$23.6B97.27%Put
208
DRIDARDEN RESTAURANTS, INC.
233,701$23.5B96.94%Put
209
AYXEURALTERYX INC
206,879$23.5B96.73%Put
210
LULULULULEMON ATHLETICA INC.
70,930$23.4B96.20%Put
211
MUMICRON TECHNOLOGY INC.
474,382$22.3B91.72%Put
212
XHBSSGA ACTIVE TRUST
410,100$22.1B90.98%Put
213
TMOTHERMO FISHER SCIENTIFIC INC
48,400$21.4B87.99%Put
214
TDTORONTO DOMINION BANK
449,231$20.8B85.53%Call
215
NVCRNOVOCURE LTD
184,400$20.5B84.51%Put
216
MDYSTATE STREET GLOBAL ADVISORS
60,300$20.4B84.12%Call
217
WFCWELLS FARGO & CO.
856,705$20.1B82.93%Put
218
MTARCELORMITTAL SA LUXEMBOURG
1,512,376$20.0B82.51%Put
219
IGVISHARES TR
63,900$19.9B81.86%Call
220
CGCARLYLE GROUP INC
795,153$19.6B80.77%Put
221
BFAMBRIGHT HORIZONS FAM SOL IN D
128,700$19.6B80.57%Put
222
IPINTERNATIONAL PAPER CO.
473,600$19.2B79.05%Put
223
MRNAMODERNA INC
268,600$19.0B78.24%Put
224
BIDUNBAIDU INC
148,658$18.8B77.49%Put
225
ESEVERSOURCE ENERGY
223,128$18.6B76.76%Put
226
LEGLEGGETT & PLATT, INC.
452,200$18.6B76.65%Put
227
COSTCOSTCO WHOLESALE CORP
52,400$18.6B76.59%Call
228
TFCTRUIST FINANCIAL CORPORATION
487,100$18.5B76.31%Put
229
IEFISHARES TR
148,406$18.1B74.44%
230
MCKMCKESSON CORPORATION
120,900$18.0B74.13%Put
231
CHTRCHARTER COMMUNICATIONS INC N
28,711$17.9B73.81%Put
232
EPAMEPAM SYSTEMS INC
54,500$17.6B72.54%Put
233
RIORIO TINTO PLC
288,334$17.4B71.69%Call
234
LNCLINCOLN NATIONAL CORP.
554,700$17.4B71.55%Put
235
SHWSHERWIN-WILLIAMS CO.
24,939$17.4B71.54%Put
236
DKSDICKS SPORTING GOODS, INC.
295,100$17.1B70.33%Call
237
BMOBANK MONTREAL QUE
290,045$16.9B69.76%Put
238
CZRCAESARS ENTERTAINMENT INC
302,000$16.9B69.71%Put
239
INDAISHARES TR
494,900$16.8B69.00%Call
240
SNAPSNAP INC
639,175$16.7B68.72%Put
241
WBAWALGREENS BOOTS ALLIANCE INC
455,459$16.4B67.36%Put
242
VNQVANGUARD GROUP, INC.
205,800$16.3B66.91%Call
243
IQVIQVIA HOLDINGS INC
102,672$16.2B66.64%Put
244
ORCLORACLE CORP.
270,456$16.1B66.48%Put
245
PLDPROLOGIS INC
160,300$16.1B66.41%Put
246
TWLOTWILIO INC
64,869$16.0B65.99%Put
247
VODVODAFONE GROUP PLC NEW
1,178,586$15.8B65.13%Put
248
ZZILLOW GROUP INC
155,493$15.8B65.04%Put
249
RGLDROYAL GOLD, INC.
130,200$15.6B64.42%Put
250
TROWT. ROWE PRICE GROUP INC.
121,163$15.5B63.97%Put
251
TELTE CONNECTIVITY LTD
158,478$15.5B63.78%
252
TDOCTELADOC HEALTH INC
70,600$15.5B63.73%Call
253
FITBFIFTH THIRD BANCORP
720,046$15.4B63.21%Put
254
MSIMOTOROLA SOLUTIONS INC
97,400$15.3B62.89%Call
255
TOLTOLL BROTHERS INC
310,200$15.1B62.15%Put
256
AWMSKYWORKS SOLUTIONS, INC.
103,580$15.1B62.05%Call
257
WHRWHIRLPOOL CORP.
81,800$15.0B61.93%Put
258
UNHUNITEDHEALTH GROUP INC
47,900$14.9B61.49%Call
259
WEXWEX INC
106,710$14.8B61.06%Put
260
WMTWALMART INC
105,393$14.7B60.72%Call
261
VLOVALERO ENERGY CORP.
336,051$14.6B59.94%Put
262
OKTAOKTA INC
66,900$14.3B58.90%Put
263
GAPGAP, INC.
832,992$14.2B58.41%Put
264
SONYSONY CORP
176,148$13.5B55.66%
265
SBACSBA COMMUNICATIONS CORP
42,300$13.5B55.47%Call
266
WECWEC ENERGY GROUP INC
138,800$13.4B55.38%Call
267
TECK/BTECK RESOURCES LTD
949,100$13.2B54.40%Put
268
WYNNWYNN RESORTS LTD.
183,600$13.2B54.28%Call
269
PLNTPLANET FITNESS INC
213,300$13.1B54.12%Call
270
CRLCHARLES RIV LABS INTL INC
56,946$12.9B53.09%Put
271
TRI4EURTHOMSON-REUTERS CORP
161,063$12.8B52.90%
272
CP.TOCANADIAN PACIFIC RAILWAY LTD
41,471$12.6B51.98%Put
273
LYFTLYFT INC
457,065$12.6B51.85%Put
274
TWTRUSDTWITTER INC
282,873$12.6B51.83%Put
275
IBBISHARES TR
92,100$12.5B51.35%Put
276
PIIPOLARIS INC
130,851$12.3B50.83%Put
277
CAHCARDINAL HEALTH, INC.
261,162$12.3B50.48%Put
278
DEDEERE & CO.
55,104$12.2B50.29%
279
MGMMGM RESORTS INTERNATIONAL
537,949$11.7B48.17%Put
280
NUENUCOR CORP.
256,546$11.5B47.39%Call
281
ASHRDBX ETF TRUST
332,909$11.5B47.26%Put
282
CREE, INC.
175,309$11.2B46.01%Put
283
COUPEURCOUPA SOFTWARE INC
39,500$10.8B44.60%Call
284
ONON SEMICONDUCTOR CORP.
493,500$10.7B44.07%Put
285
DPZDOMINOS PIZZA INC
25,100$10.7B43.95%Call
286
STXSEAGATE TECHNOLOGY PLC
212,112$10.5B43.03%Call
287
EMREMERSON ELECTRIC CO.
154,100$10.1B41.60%Call
288
ITA*ISHARES TR
63,609$10.1B41.49%Call
289
DELLDELL TECHNOLOGIES INC
147,991$10.0B41.24%Put
290
HESHESS CORP
244,600$10.0B41.22%Call
291
OMCOMNICOM GROUP, INC.
199,647$9.9B40.69%Call
292
ABGAMERISOURCEBERGEN CORP
101,700$9.9B40.59%Put
293
CITCINTAS CORP
29,337$9.8B40.20%Put
294
AZNASTRAZENECA PLC
177,732$9.7B40.10%Put
295
PFGCPERFORMANCE FOOD GROUP COMPA
279,752$9.7B39.88%Put
296
CATCATERPILLAR INC.
64,031$9.6B39.32%
297
EBAEBAY INC.
182,743$9.5B39.20%Put
298
ABXBARRICK GOLD CORP.
335,021$9.4B38.77%Put
299
MRKMERCK & CO INC
110,100$9.1B37.60%Call
300
QSRRESTAURANT BRANDS INTERNATIO
158,407$9.1B37.51%Put
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