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
401
ALBALBEMARLE CORP
44,400$4.0B16.32%Put
402
ALXNALEXION PHARMACEUTICALS INC
34,108$3.9B16.07%Put
403
NOCNORTHROP GRUMMAN CORP.
12,364$3.9B16.06%Put
404
GHGUARDANT HEALTH INC
33,563$3.8B15.44%Put
405
VMWEURVMWARE INC
25,771$3.7B15.25%
406
PANWPALO ALTO NETWORKS INC
14,891$3.6B15.01%
407
DOCUDOCUSIGN INC
16,342$3.5B14.49%Put
408
POOLPOOL CORPORATION
10,500$3.5B14.46%Call
409
TMTOYOTA MOTOR CORPORATION
26,075$3.5B14.22%Put
410
BNSBANK NOVA SCOTIA B C
82,938$3.4B14.18%
411
PAYXPAYCHEX INC.
42,859$3.4B14.08%Put
412
4I1PHILIP MORRIS INTERNATIONAL
45,444$3.4B14.03%Call
413
GLGLOBE LIFE INC
41,484$3.3B13.65%Put
414
CGNXCOGNEX CORP.
50,900$3.3B13.64%Put
415
BMTABRITISH AMERN TOB PLC
91,458$3.3B13.61%
416
BKBANK OF NEW YORK MELLON CORP
95,104$3.3B13.45%
417
ELLAUDER ESTEE COS INC
14,900$3.3B13.39%Call
418
CBRECBRE GROUP INC
68,900$3.2B13.32%Put
419
MNSTMONSTER BEVERAGE CORP.
38,350$3.1B12.67%
420
HZNPHORIZON THERAPEUTICS PLC
39,046$3.0B12.49%
421
W3UWESTERN UNION COMPANY
139,759$3.0B12.33%
422
VSTVISTRA CORP
156,131$2.9B12.13%
423
KMIKINDER MORGAN INC
235,093$2.9B11.94%
424
BWXTBWX TECHNOLOGIES INC
51,348$2.9B11.90%
425
VIGVANGUARD GROUP, INC.
22,300$2.9B11.81%Call
426
WRKUSDWESTROCK CO
82,313$2.9B11.77%Put
427
CECELANESE CORP DEL
25,976$2.8B11.49%
428
IPGPIPG PHOTONICS CORP
16,400$2.8B11.48%Call
429
BMRNBIOMARIN PHARMACEUTICAL INC
36,464$2.8B11.43%Put
430
XMESPDR SERIES TRUST
115,899$2.7B11.09%
431
PLANUSDANAPLAN INC
42,793$2.7B11.03%
432
DEODIAGEO PLC
19,378$2.7B10.99%Put
433
TEVATEVA PHARMACEUTICAL INDS LTD
295,597$2.7B10.96%Put
434
EDGGOLD FIELDS LTD
216,385$2.7B10.95%Put
435
CERNCHFCERNER CORP
36,000$2.6B10.71%
436
BWABORGWARNER INC
67,032$2.6B10.69%
437
RFREGIONS FINANCIAL CORP.
222,299$2.6B10.55%
438
PNCPNC FINANCIAL SERVICES GROUP
23,251$2.6B10.52%Put
439
GDDYGODADDY INC
32,907$2.5B10.29%
440
CTLTEURCATALENT INC
28,863$2.5B10.18%
441
TXTTEXTRON INC.
66,962$2.4B9.95%Put
442
CFGCITIZENS FINANCIAL GROUP INC
92,700$2.3B9.65%Put
443
SYFSYNCHRONY FINANCIAL
87,829$2.3B9.46%
444
APHAMPHENOL CORP NEW
20,940$2.3B9.33%
445
CVSCVS HEALTH CORP
38,578$2.3B9.28%
446
PG4PRINCIPAL FINANCIAL GROUP IN
55,902$2.3B9.27%Put
447
CBCHUBB LIMITED
19,140$2.2B9.15%
448
ELANELANCO ANIMAL HEALTH INC
79,385$2.2B9.13%Put
449
OCOWENS CORNING
32,159$2.2B9.11%Put
450
NWLNEWELL BRANDS INC
128,600$2.2B9.08%Put
451
JNPJUNIPER NETWORKS INC
102,036$2.2B9.03%
452
TMUST-MOBILE US INC
19,000$2.2B8.94%Put
453
BURLBURLINGTON STORES INC
10,486$2.2B8.90%
454
PHMPULTEGROUP INC
44,610$2.1B8.50%
455
REEVEREST RE GROUP LTD
10,300$2.0B8.38%Call
456
KKRKKR & CO. INC.
58,400$2.0B8.26%Call
457
GSKGLAXOSMITHKLINE PLC
52,701$2.0B8.17%Call
458
RPMRPM INTERNATIONAL, INC.
23,687$2.0B8.08%
459
JAZZJAZZ PHARMACEUTICALS PLC
13,668$1.9B8.02%
460
OSKOSHKOSH CORP
25,937$1.9B7.85%
461
RSGREPUBLIC SERVICES, INC.
20,405$1.9B7.84%
462
ZBHZIMMER BIOMET HOLDINGS INC
13,900$1.9B7.79%Put
463
CMCANADIAN IMP BK COMM
24,792$1.9B7.63%
464
SJMSMUCKER J M CO
15,700$1.8B7.47%Call
465
PTCPTC INC
21,746$1.8B7.41%
466
IRMIRON MOUNTAIN INC.
67,077$1.8B7.40%Call
467
LLYLILLY(ELI) & CO
11,918$1.8B7.26%Put
468
HWMHOWMET AEROSPACE INC
103,879$1.7B7.15%
469
WDAYWORKDAY INC
7,969$1.7B7.06%Put
470
EOGEOG RESOURCES, INC.
47,300$1.7B7.00%Call
471
XLNXEURXILINX, INC.
15,952$1.7B6.85%Put
472
SUSUNCOR ENERGY, INC.
133,112$1.6B6.70%
473
DOXAMDOCS LTD
27,721$1.6B6.55%
474
WSOWATSCO INC.
6,642$1.5B6.37%
475
TTELUS CORP.
86,143$1.5B6.25%
476
NUANEURNUANCE COMMUNICATIONS INC
44,945$1.5B6.14%
477
CDKCDK GLOBAL INC
34,160$1.5B6.13%
478
CCLCARNIVAL CORP
97,887$1.5B6.12%Put
479
CHGGCHEGG INC
20,631$1.5B6.07%
480
NYTNEW YORK TIMES CO.
34,281$1.5B6.04%
481
PAASPAN AMERICAN SILVER CORP
45,506$1.5B6.02%
482
PLUNPLUG POWER INC
108,481$1.5B5.99%
483
DALDELTA AIR LINES INC DEL
47,211$1.4B5.94%Put
484
XRAYDENTSPLY SIRONA INC
32,861$1.4B5.92%
485
SMARGBPSMARTSHEET INC
28,925$1.4B5.88%
486
GNTXGENTEX CORP.
54,634$1.4B5.79%Call
487
EHCENCOMPASS HEALTH CORP
21,639$1.4B5.79%
488
RNRRENAISSANCERE HOLDINGS LTD
7,809$1.3B5.46%Put
489
VWOVANGUARD GROUP, INC.
29,401$1.3B5.23%
490
CNRCANADIAN NATIONAL RAILWAY CO
11,870$1.3B5.20%
491
NGGNATIONAL GRID PLC
21,600$1.2B5.14%Call
492
HSICHENRY SCHEIN INC.
20,768$1.2B5.03%
493
UNUSDUNILEVER NV
20,067$1.2B4.99%
494
BKNGBOOKING HOLDINGS INC
705$1.2B4.97%
495
NETCLOUDFLARE INC
29,088$1.2B4.92%
496
OXYOCCIDENTAL PETROLEUM CORP.
118,159$1.2B4.87%Put
497
GMGENERAL MOTORS COMPANY
39,435$1.2B4.81%
498
PENPENUMBRA INC
5,800$1.1B4.64%Call
499
BKIEURBLACK KNIGHT INC
12,700$1.1B4.55%
500
S76STORE CAP CORP
39,775$1.1B4.49%Put
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