Twin Tree Management, LP Q2 2020 Filing
Filed August 12, 2020
Portfolio Value
$24.6B
Holdings
791
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (791 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 301 | RNRRENAISSANCE RE HLDGS LTD | 78,235 | $13.4B | 54.42% | Put |
| 302 | XLBSELECT SECTOR SPDR TR | 234,580 | $13.2B | 53.76% | Put |
| 303 | KRKROGER CO | 388,300 | $13.1B | 53.46% | Put |
| 304 | HFCUSDHOLLYFRONTIER CORP | 449,100 | $13.1B | 53.33% | Call |
| 305 | OHIOMEGA HEALTHCARE INVS INC | 439,100 | $13.1B | 53.09% | Put |
| 306 | CAGCONAGRA BRANDS INC | 360,000 | $12.7B | 51.50% | Put |
| 307 | OCOWENS CORNING | 225,899 | $12.6B | 51.23% | Put |
| 308 | XYLXYLEM INC | 191,099 | $12.4B | 50.49% | Put |
| 309 | UAAUNDER ARMOUR INC | 1,268,142 | $12.4B | 50.23% | Put |
| 310 | DELLDELL TECHNOLOGIES INC | 224,125 | $12.3B | 50.08% | Put |
| 311 | MHKMOHAWK INDS INC | 120,900 | $12.3B | 50.04% | Put |
| 312 | MPWRMONOLITHIC PWR SYS INC | 49,719 | $11.8B | 47.92% | Put |
| 313 | PCARPACCAR INC | 156,180 | $11.7B | 47.54% | |
| 314 | SRESEMPRA ENERGY | 99,600 | $11.7B | 47.49% | Call |
| 315 | VODVODAFONE GROUP PLC NEW | 731,973 | $11.7B | 47.45% | Put |
| 316 | BHCBAUSCH HEALTH COMPANIES INC | 632,058 | $11.6B | 47.02% | Put |
| 317 | AESAES CORP. | 797,231 | $11.6B | 46.98% | Put |
| 318 | TNDMTANDEM DIABETES CARE INC | 115,900 | $11.5B | 46.63% | Call |
| 319 | HESHESS CORP | 220,305 | $11.4B | 46.42% | Put |
| 320 | BNSBANK OF NOVA SCOTIA | 276,496 | $11.4B | 46.38% | Put |
| 321 | ARCCARES CAPITAL CORP | 776,700 | $11.2B | 45.65% | Put |
| 322 | INDAISHARES TR | 386,700 | $11.2B | 45.64% | Put |
| 323 | CMACOMERICA INC | 292,359 | $11.1B | 45.30% | Put |
| 324 | WDAYWORKDAY INC | 59,027 | $11.1B | 44.98% | Put |
| 325 | AZNASTRAZENECA PLC | 202,835 | $10.7B | 43.63% | |
| 326 | NOVEURNATIONAL OILWELL VARCO INC | 872,251 | $10.7B | 43.46% | Put |
| 327 | PNCPNC FINL SVCS GROUP INC | 99,657 | $10.5B | 42.64% | Put |
| 328 | 9990302DAPACHE CORP. | 753,653 | $10.2B | 41.38% | Put |
| 329 | CNPCENTERPOINT ENERGY INC | 542,733 | $10.1B | 41.21% | Put |
| 330 | WECWEC ENERGY GROUP INC | 115,500 | $10.1B | 41.17% | Call |
| 331 | HZNPHORIZON THERAPEUTICS PLC | 181,012 | $10.1B | 40.92% | Put |
| 332 | LOGILOGITECH INTL S A | 154,121 | $10.1B | 40.88% | |
| 333 | CHLUSDCHINA MOBILE LIMITED | 294,664 | $9.9B | 40.31% | Call |
| 334 | OKEONEOK INC NEW | 296,781 | $9.9B | 40.10% | Put |
| 335 | ENBENBRIDGE INC | 323,769 | $9.8B | 40.06% | Call |
| 336 | STTSTATE STR CORP | 154,638 | $9.8B | 39.97% | Put |
| 337 | TECHBIO TECHNE CORP | 36,887 | $9.7B | 39.62% | Put |
| 338 | ZBRAZEBRA TECHNOLOGIES CORP. | 36,300 | $9.3B | 37.79% | Put |
| 339 | TJXTJX COS INC NEW | 182,151 | $9.2B | 37.45% | Call |
| 340 | WRKUSDWESTROCK CO | 320,538 | $9.1B | 36.84% | Put |
| 341 | KEYSKEYSIGHT TECHNOLOGIES INC | 89,667 | $9.0B | 36.75% | Put |
| 342 | ZZILLOW GROUP INC | 155,000 | $8.9B | 36.32% | Put |
| 343 | SMGSCOTTS MIRACLE-GRO COMPANY | 66,200 | $8.9B | 36.20% | Put |
| 344 | DHID.R. HORTON INC. | 159,400 | $8.8B | 35.95% | Put |
| 345 | BUDANHEUSER BUSCH INBEV SA/NV | 178,344 | $8.8B | 35.76% | |
| 346 | VFCVF CORP. | 143,709 | $8.8B | 35.62% | Put |
| 347 | JBHTHUNT J B TRANS SVCS INC | 72,675 | $8.7B | 35.57% | |
| 348 | SNPSSYNOPSYS INC | 43,905 | $8.6B | 34.82% | Put |
| 349 | UALUNITED AIRLINES HOLDINGS INC | 247,200 | $8.6B | 34.80% | Call |
| 350 | IEFISHARES TR | 69,985 | $8.5B | 34.69% | |
| 351 | WHRWHIRLPOOL CORP. | 65,800 | $8.5B | 34.66% | Put |
| 352 | FBINFORTUNE BRANDS HOME & SECURI | 131,953 | $8.4B | 34.31% | Put |
| 353 | AONAON PLC. | 43,708 | $8.4B | 34.24% | Put |
| 354 | CRCCANADIAN NATURAL RESOURCES L | 480,381 | $8.4B | 34.05% | Put |
| 355 | LBEURL BRANDS INC | 557,326 | $8.3B | 33.93% | Put |
| 356 | IRMIRON MTN INC NEW | 316,791 | $8.3B | 33.63% | Call |
| 357 | WTWWILLIS TOWERS WATSON PUB LTD | 41,924 | $8.3B | 33.58% | Put |
| 358 | GDGENERAL DYNAMICS CORP. | 55,083 | $8.2B | 33.48% | Put |
| 359 | CRWDCROWDSTRIKE HOLDINGS INC | 81,951 | $8.2B | 33.43% | Put |
| 360 | GPCGENUINE PARTS CO | 94,306 | $8.2B | 33.35% | Put |
| 361 | NUENUCOR CORP | 196,886 | $8.2B | 33.16% | Call |
| 362 | NMI1EURKIRKLAND LAKE GOLD LTD | 195,419 | $8.1B | 32.78% | Put |
| 363 | ADPAUTOMATIC DATA PROCESSING IN | 53,226 | $7.9B | 32.23% | Call |
| 364 | USBU.S. BANCORP. | 212,415 | $7.8B | 31.81% | Put |
| 365 | KWEBKRANESHARES TR | 125,923 | $7.8B | 31.72% | Put |
| 366 | ONON SEMICONDUCTOR CORP | 392,300 | $7.8B | 31.62% | Put |
| 367 | FIVEFIVE BELOW INC | 72,100 | $7.7B | 31.35% | Call |
| 368 | BKBANK NEW YORK MELLON CORP | 199,426 | $7.7B | 31.35% | |
| 369 | NCLHNORWEGIAN CRUISE LINE HOLDIN | 460,751 | $7.6B | 30.79% | Put |
| 370 | EXPDEXPEDITORS INTL WASH INC | 99,115 | $7.5B | 30.65% | |
| 371 | DTEDTE ENERGY CO | 69,500 | $7.5B | 30.39% | Put |
| 372 | ROKROCKWELL AUTOMATION INC | 34,900 | $7.4B | 30.23% | Put |
| 373 | BWABORGWARNER INC | 210,109 | $7.4B | 30.16% | |
| 374 | CFCF INDUSTRIES HOLDINGS INC | 261,650 | $7.4B | 29.95% | Put |
| 375 | SEDGSOLAREDGE TECHNOLOGIES INC | 52,900 | $7.3B | 29.86% | Put |
| 376 | STXSEAGATE TECHNOLOGY PLC | 151,293 | $7.3B | 29.79% | Call |
| 377 | CNRCANADIAN NATIONAL RAILWAY CO | 82,375 | $7.3B | 29.67% | Put |
| 378 | 3M4MASIMO CORP | 31,990 | $7.3B | 29.66% | |
| 379 | VMWEURVMWARE INC | 46,920 | $7.3B | 29.55% | Put |
| 380 | BALLBALL CORP | 104,500 | $7.3B | 29.53% | Call |
| 381 | EWTISHARES INC | 180,200 | $7.2B | 29.47% | Put |
| 382 | SONYSONY CORP | 103,552 | $7.2B | 29.12% | |
| 383 | COFCAPITAL ONE FINL CORP | 114,000 | $7.1B | 29.02% | Put |
| 384 | LKQ1LKQ CORP | 271,435 | $7.1B | 28.92% | Put |
| 385 | MGMMGM RESORTS INTERNATIONAL | 422,305 | $7.1B | 28.85% | Put |
| 386 | DISHDISH NETWORK CORP | 201,502 | $7.0B | 28.28% | |
| 387 | MDBMONGODB INC | 29,400 | $6.7B | 27.06% | Call |
| 388 | GHGUARDANT HEALTH INC | 81,886 | $6.6B | 27.02% | Put |
| 389 | NEENEXTERA ENERGY INC | 27,527 | $6.6B | 26.89% | Call |
| 390 | PANWPALO ALTO NETWORKS INC | 28,598 | $6.6B | 26.71% | Put |
| 391 | BMRNBIOMARIN PHARMACEUTICAL INC | 52,994 | $6.5B | 26.58% | |
| 392 | MOALTRIA GROUP INC | 164,401 | $6.5B | 26.24% | |
| 393 | MDLZMONDELEZ INTERNATIONAL INC. | 124,558 | $6.4B | 25.90% | Put |
| 394 | WABWABTEC CORP | 110,314 | $6.3B | 25.83% | Put |
| 395 | EWWISHARES INC | 198,074 | $6.3B | 25.68% | Call |
| 396 | YUSDALLEGHANY CORP DEL | 12,688 | $6.2B | 25.24% | Put |
| 397 | PAYXPAYCHEX INC. | 81,100 | $6.1B | 24.98% | Put |
| 398 | HQYHEALTHEQUITY INC | 102,228 | $6.0B | 24.39% | Put |
| 399 | PKNPERKINELMER INC | 59,634 | $5.8B | 23.79% | |
| 400 | WDCWESTERN DIGITAL CORP | 131,734 | $5.8B | 23.65% | Put |