Twin Tree Management, LP Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$28.8B

Holdings

722

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (722 positions)

#StockSharesValue% PortfolioType
201
ASMLASML HOLDING N V
57,364$17.0B58.86%Put
202
AALAMERICAN AIRLS GROUP INC
588,247$16.9B58.50%Put
203
MLMMARTIN MARIETTA MATLS INC
59,972$16.8B58.15%Put
204
RSX1USDVANECK VECTORS ETF TRUST
665,394$16.6B57.61%Put
205
DWDMORGAN STANLEY
317,869$16.2B56.34%Put
206
XRXXEROX HOLDINGS CORP
437,643$16.1B55.95%Put
207
RNGRINGCENTRAL INC
94,948$16.0B55.53%Put
208
CP.TOCANADIAN PAC RY LTD
62,300$15.9B55.07%Put
209
ADSKAUTODESK INC
86,551$15.9B55.06%Put
210
IDXXIDEXX LABS INC
59,836$15.6B54.18%Put
211
BMOBANK MONTREAL QUE
201,360$15.6B54.11%
212
MDTMEDTRONIC PLC
133,597$15.2B52.55%Put
213
DOCUDOCUSIGN INC
201,900$15.0B51.88%Put
214
BURLBURLINGTON STORES INC
65,587$15.0B51.86%Put
215
MHKMOHAWK INDS INC
109,000$14.9B51.54%Put
216
GLWCORNING INC
504,443$14.7B50.92%Put
217
AKXANSYS INC
57,044$14.7B50.91%Put
218
DLTRDOLLAR TREE INC
156,024$14.7B50.88%Put
219
FITBFIFTH THIRD BANCORP
475,900$14.6B50.72%Put
220
NOVEURNATIONAL OILWELL VARCO INC
582,973$14.6B50.63%Put
221
BNSBANK N S HALIFAX
256,511$14.5B50.24%
222
A4SAMERIPRISE FINL INC
86,300$14.4B49.85%Put
223
VIGVANGUARD GROUP
113,300$14.1B48.97%Call
224
ITA*ISHARES TR
62,100$13.8B47.82%Call
225
DPZDOMINOS PIZZA INC
46,400$13.6B47.26%Call
226
FANGDIAMONDBACK ENERGY INC
145,553$13.5B46.86%Put
227
IPGPIPG PHOTONICS CORP
93,129$13.5B46.79%Put
228
BMTABRITISH AMERN TOB PLC
316,800$13.5B46.64%Put
229
RMERESMED INC
85,469$13.2B45.92%Put
230
INDAISHARES TR
365,900$12.9B44.59%Call
231
IVZINVESCO LTD
713,712$12.8B44.49%Put
232
TTWOTAKE-TWO INTERACTIVE SOFTWAR
103,400$12.7B43.90%Put
233
KMIKINDER MORGAN INC DEL
592,932$12.6B43.52%Call
234
WTWWILLIS TOWERS WATSON PUB LTD
62,100$12.5B43.48%Put
235
XPOXPO LOGISTICS INC
155,000$12.4B42.83%Put
236
HALHALLIBURTON CO
502,888$12.3B42.67%Put
237
XLISELECT SECTOR SPDR TR
149,906$12.2B42.35%Call
238
FIVEFIVE BELOW INC
92,266$11.8B40.90%Put
239
ADMARCHER DANIELS MIDLAND CO
254,342$11.8B40.88%
240
GMGENERAL MTRS CO
320,611$11.7B40.69%Call
241
WATWATERS CORP
49,025$11.5B39.72%Put
242
DISHDISH NETWORK CORP
318,651$11.3B39.19%Put
243
CCLCARNIVAL CORP
221,069$11.2B38.96%Call
244
AMTAMERICAN TOWER CORP NEW
48,260$11.1B38.46%Put
245
VRSNVERISIGN INC
57,113$11.0B38.15%Put
246
OMCOMNICOM GROUP INC
135,734$11.0B38.13%Call
247
XLFISELECT SECTOR SPDR TR
173,100$10.9B37.80%Call
248
ITWILLINOIS TOOL WKS INC
60,600$10.9B37.75%Put
249
KOCOCA COLA CO
196,600$10.9B37.73%Call
250
CFCF INDS HLDGS INC
226,045$10.8B37.42%Put
251
ACNACCENTURE PLC IRELAND
50,616$10.7B36.95%Call
252
DOXAMDOCS LTD
147,479$10.6B36.92%
253
HLFHERBALIFE NUTRITION LTD
222,851$10.6B36.84%Put
254
LRCXEURLAM RESEARCH CORP
36,005$10.5B36.50%Put
255
CXOEURCONCHO RES INC
118,339$10.4B35.93%Put
256
CIENCIENA CORP
239,377$10.2B35.43%Put
257
ETSYETSY INC
228,935$10.1B35.17%Put
258
OXYOCCIDENTAL PETE CORP DEL
245,973$10.1B35.15%Call
259
EMREMERSON ELECTRIC CO
131,971$10.1B34.89%Put
260
GHGUARDANT HEALTH INC
128,500$10.0B34.82%Put
261
IACIEURIAC INTERACTIVECORP
39,584$9.9B34.19%Put
262
GRMNGARMIN LTD
100,383$9.8B33.96%
263
SKAASKECHERS U S A INC
226,566$9.8B33.93%Put
264
DXCDXC TECHNOLOGY CO
258,932$9.7B33.75%Put
265
CMCDN IMPERIAL BK COMM TORONTO
115,300$9.6B33.26%Call
266
AVLRUSDAVALARA INC
130,837$9.6B33.23%Put
267
KEYKEYCORP NEW
471,400$9.5B33.08%Put
268
LINLINDE PLC
44,028$9.4B32.50%Put
269
BERYEURBERRY GLOBAL GROUP INC
196,536$9.3B32.36%Put
270
CERNCHFCERNER CORP
124,826$9.2B31.76%
271
EWBCEAST WEST BANCORP INC
186,271$9.1B31.46%Put
272
AWMSKYWORKS SOLUTIONS INC
74,600$9.0B31.27%Put
273
TRGPTARGA RES CORP
220,104$9.0B31.16%Put
274
HOLXHOLOGIC INC
169,196$8.8B30.63%Put
275
STXSEAGATE TECHNOLOGY PLC
148,213$8.8B30.58%Call
276
BHPBHP GROUP LTD
159,857$8.7B30.33%
277
EWWISHARES INC
193,982$8.7B30.29%Put
278
HCAHCA HEALTHCARE INC
59,000$8.7B30.24%Call
279
EPAMEPAM SYS INC
40,543$8.6B29.82%Put
280
VRTXVERTEX PHARMACEUTICALS INC
38,920$8.5B29.54%Put
281
ITTITT INC
114,811$8.5B29.42%Put
282
AWNADVANCE AUTO PARTS INC
51,523$8.3B28.61%Call
283
TXTTEXTRON INC
184,919$8.2B28.59%Put
284
MRVLMARVELL TECHNOLOGY GROUP LTD
310,092$8.2B28.56%Put
285
4I1PHILIP MORRIS INTL INC
96,500$8.2B28.47%Put
286
SSNCSS&C TECHNOLOGIES HLDGS INC
132,009$8.1B28.10%Put
287
CTXSEURCITRIX SYS INC
72,072$8.0B27.71%Put
288
LNCLINCOLN NATL CORP IND
134,790$8.0B27.58%Put
289
KHCKRAFT HEINZ CO
243,770$7.8B27.16%Put
290
NEMNEWMONT GOLDCORP CORPORATION
177,639$7.7B26.76%
291
SNAPSNAP INC
471,361$7.7B26.69%Put
292
CECELANESE CORP DEL
62,000$7.6B26.47%Put
293
BFHALLIANCE DATA SYSTEMS CORP
67,200$7.5B26.14%Call
294
KKRKKR & CO INC
257,700$7.5B26.06%Put
295
ROKROCKWELL AUTOMATION INC
36,488$7.4B25.64%Put
296
DVNDEVON ENERGY CORP NEW
283,862$7.4B25.56%Put
297
SRESEMPRA ENERGY
48,600$7.4B25.53%Call
298
MPTMEDICAL PPTYS TRUST INC
348,500$7.4B25.51%Put
299
LYVLIVE NATION ENTERTAINMENT IN
102,475$7.3B25.39%Put
300
ZZILLOW GROUP INC
159,378$7.3B25.39%Put
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