13F-HR filed by Twin Tree Management, LP
Twin Tree Management, LP filed this 13F-HR for the quarter ended 2020-09-30, filed 2020-11-13, with 1,177 holding rows worth $24,287,001,000.
- Accession
- 0001535588-20-000005
- Filer
- CIK 1535588
- Filed
- 2020-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2020
A holdings report, 1,177 entries on the cover page, a total value of $24,287,001,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $24,287,001,000 with VALUE read as thousands by filing date, 13F file number 028-15586. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| TYLER TECHNOLOGIES INC COM | 902252105 | Stock | 972 | $339,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 1,064 | $336,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 10,800 | $330,000 | thousands by filing date | put |
| AUTOZONE INC COM | 053332102 | Stock | 275 | $324,000 | thousands by filing date | |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 2,200 | $320,000 | thousands by filing date | put |
| ZENDESK INC | 98936J101 | COM | 3,106 | $320,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 700 | $309,000 | thousands by filing date | put |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 3,718 | $307,000 | thousands by filing date | |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 4,496 | $304,000 | thousands by filing date | |
| CACI INTL INC CL A | 127190304 | Stock | 1,420 | $303,000 | thousands by filing date | |
| ONEOK INC NEW | 682680103 | COM | 11,500 | $299,000 | thousands by filing date | call |
| GENUINE PARTS CO COM | 372460105 | Stock | 3,129 | $298,000 | thousands by filing date | |
| IHS MARKIT LTD | G47567105 | SHS | 3,693 | $290,000 | thousands by filing date | |
| Prologis,Inc. | 74340W103 | COM | 2,800 | $282,000 | thousands by filing date | put |
| GENTEX CORP COM | 371901109 | Stock | 10,934 | $282,000 | thousands by filing date | |
| YUM BRANDS INC COM | 988498101 | Stock | 3,058 | $279,000 | thousands by filing date | |
| SEALED AIR CORP NEW | 81211K100 | COM | 7,190 | $279,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 9,074 | $273,000 | thousands by filing date | |
| ATHENE HOLDING LTD | G0684D107 | CL A | 7,670 | $261,000 | thousands by filing date | |
| GAP INC COM | 364760108 | Stock | 14,692 | $250,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 2,200 | $242,000 | thousands by filing date | put |
| CANADIAN PACIFIC RAILWAYS | 13645T100 | COM | 771 | $235,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 7,200 | $229,000 | thousands by filing date | put |
| AES CORP COM | 00130H105 | Stock | 12,425 | $225,000 | thousands by filing date | |
| BROWN & BROWN INC COM | 115236101 | Stock | 4,979 | $225,000 | thousands by filing date | |
| XILINX INC | 983919101 | COM | 2,152 | $224,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 5,500 | $207,000 | thousands by filing date | call |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 16,300 | $200,000 | thousands by filing date | call |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 2,928 | $200,000 | thousands by filing date | |
| MODERNA INC | 60770K107 | COM | 2,800 | $198,000 | thousands by filing date | call |
| RESTAURANT BRANDS INTL INC COM | 76131D103 | Stock | 3,407 | $196,000 | thousands by filing date | |
| FLIR SYS INC | 302445101 | COM | 5,451 | $195,000 | thousands by filing date | |
| OPTIMUM COMMUNICATIONS INC | 02156K103 | CL A | 7,461 | $194,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 4,055 | $188,000 | thousands by filing date | |
| THE COOPER COMPANIES | 216648402 | COM NEW | 556 | $187,000 | thousands by filing date | |
| ROGERS COMMUNICATIONS INC CL B | 775109200 | Stock | 4,649 | $184,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 10,734 | $179,000 | thousands by filing date | |
| WATERS CORP COM | 941848103 | Stock | 874 | $171,000 | thousands by filing date | |
| MGM GROWTH PPTYS LLC | 55303A105 | CL A COM | 6,089 | $170,000 | thousands by filing date | |
| CORESITE RLTY CORP | 21870Q105 | COM | 1,420 | $169,000 | thousands by filing date | |
| UBS GROUP AG SHS | H42097107 | Stock | 14,500 | $162,000 | thousands by filing date | call |
| FLEX LTD ORD | Y2573F102 | Stock | 14,165 | $158,000 | thousands by filing date | |
| POLARIS INC COM | 731068102 | Stock | 1,651 | $156,000 | thousands by filing date | |
| RENAISSANCERE HLDGS LTD COM | G7496G103 | Stock | 909 | $154,000 | thousands by filing date | |
| HOLLYFRONTIER CORP | 436106108 | COM | 7,600 | $150,000 | thousands by filing date | call |
| CF INDUSTRIES HOLD COM | 125269100 | Stock | 4,800 | $147,000 | thousands by filing date | call |
| QORVO INC COM | 74736K101 | Stock | 1,134 | $146,000 | thousands by filing date | |
| MAGNA INTL INC COM | 559222401 | Stock | 3,199 | $146,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 1,847 | $140,000 | thousands by filing date | |
| NOMAD FOODS LTD USD ORD SHS | G6564A105 | Stock | 5,455 | $139,000 | thousands by filing date | |
| DIAGEO PLC SPON ADR NEW | 25243Q205 | ADR | 978 | $135,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 13,365 | $135,000 | thousands by filing date | |
| CHECK POINT SOFTWARE TECH LTD ORD | M22465104 | Stock | 1,100 | $132,000 | thousands by filing date | put |
| APACHE CORP | 037411105 | COM | 13,800 | $131,000 | thousands by filing date | call |
| Intuit Inc. | 461202103 | COM | 396 | $129,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 2,000 | $129,000 | thousands by filing date | call |
| GLOBUS MED INC CL A | 379577208 | Stock | 2,581 | $128,000 | thousands by filing date | |
| ALLEGHANY CORP DEL | 017175100 | COM | 242 | $126,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRANC COM | 459506101 | Stock | 985 | $121,000 | thousands by filing date | |
| EVERSOURCE ENERGY COM | 30040W108 | Stock | 1,328 | $111,000 | thousands by filing date | |
| FLEX LTD ORD | Y2573F102 | Stock | 10,000 | $111,000 | thousands by filing date | put |
| SYNEOS HEALTH INC | 87166B102 | CL A | 2,088 | $111,000 | thousands by filing date | |
| IQVIA HLDGS INC COM | 46266C105 | Stock | 700 | $110,000 | thousands by filing date | call |
| LKQ CORP COM | 501889208 | Stock | 3,900 | $108,000 | thousands by filing date | call |
| ERIE INDTY CO CL A | 29530P102 | Stock | 500 | $105,000 | thousands by filing date | call |
| BHP BILLITON LIMITED SPONSORED ADS | 088606108 | ADR | 2,028 | $105,000 | thousands by filing date | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 2,602 | $105,000 | thousands by filing date | |
| CHARLES RIV LABS INTL INC | 159864107 | COM | 446 | $101,000 | thousands by filing date | |
| PUBLIC SVC ENTERPRISE GROUP COM | 744573106 | Stock | 1,774 | $97,000 | thousands by filing date | |
| LAZARD LTD-CLASS A | G54050102 | SHS A | 2,845 | $94,000 | thousands by filing date | |
| EXELIXIS INC COM | 30161Q104 | Stock | 3,817 | $93,000 | thousands by filing date | |
| LIONS GATE ENTMNT CORP | 535919401 | CL A VTG | 9,854 | $93,000 | thousands by filing date | |
| HANOVER INS GROUP INC COM | 410867105 | Stock | 991 | $92,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 618 | $91,000 | thousands by filing date | |
| PERRIGO CO PLC SHS | G97822103 | Stock | 1,989 | $91,000 | thousands by filing date | |
| AGIOS PHARMACEUTICALS INC | 00847X104 | COM | 2,612 | $91,000 | thousands by filing date | |
| NORDSON CORP | 655663102 | COM | 470 | $90,000 | thousands by filing date | |
| TELEPHONE & DATA SYS INC | 879433829 | COM NEW | 4,813 | $89,000 | thousands by filing date | |
| ARRAY DIGITAL INFRASTRUCTURE | 911684108 | COM | 3,027 | $89,000 | thousands by filing date | |
| DOLBY LABORATORIES INC COM CL A | 25659T107 | Stock | 1,281 | $85,000 | thousands by filing date | |
| MID AMERICA APARTMENT COMMUNITIES INC. | 59522J103 | Common Stock, par value $0.01 per share | 722 | $84,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 2,267 | $75,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 500 | $74,000 | thousands by filing date | put |
| DOCUSIGN INC COM | 256163106 | Stock | 342 | $74,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 353 | $71,000 | thousands by filing date | |
| PEMBINA PIPELINE CORP COM | 706327103 | Stock | 3,100 | $66,000 | thousands by filing date | call |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 1,386 | $64,000 | thousands by filing date | |
| MARKETAXESS HLDGS INC | 57060D108 | COM | 130 | $63,000 | thousands by filing date | |
| OLD REP INTL CORP COM | 680223104 | Stock | 4,118 | $61,000 | thousands by filing date | |
| WHITE MTNS INS GROUP LTD | G9618E107 | COM | 78 | $61,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 2,761 | $61,000 | thousands by filing date | |
| NEW YORK COMMUNITY BANCORP | 649445103 | COM | 7,349 | $61,000 | thousands by filing date | |
| TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS | 874060205 | ADR | 3,229 | $58,000 | thousands by filing date | |
| Vanguard FTSE Europe ETF | 922042874 | SHS | 1,000 | $52,000 | thousands by filing date | call |
| NOVARTIS AG SPONSORED ADR | 66987V109 | ADR | 600 | $52,000 | thousands by filing date | call |
| OWENS CORNING NEW | 690742101 | COM | 759 | $52,000 | thousands by filing date | |
| TENARIS S A SPONSORED ADS | 88031M109 | ADR | 5,226 | $51,000 | thousands by filing date | |
| LEIDOS HOLDINGS INC COM | 525327102 | Stock | 451 | $40,000 | thousands by filing date | |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 484 | $39,000 | thousands by filing date | |
| PENTAIR PLC SHS | G7S00T104 | Stock | 788 | $36,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 829 | $34,000 | thousands by filing date | |
| ALLIANT ENERGY CORP COM | 018802108 | Stock | 613 | $32,000 | thousands by filing date | |
| EAGLE MATLS INC COM | 26969P108 | Stock | 372 | $32,000 | thousands by filing date | |
| HELMERICH & PAYNE INC | 423452101 | COM | 2,154 | $32,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 467 | $32,000 | thousands by filing date | |
| AIR LEASE CORP | 00912X302 | CL A | 1,103 | $32,000 | thousands by filing date | |
| CULLEN FROST BANKERS INC COM | 229899109 | Stock | 482 | $31,000 | thousands by filing date | |
| CMS ENERGY CORP COM | 125896100 | Stock | 504 | $31,000 | thousands by filing date | |
| MORNINGSTAR INC COM | 617700109 | Stock | 193 | $31,000 | thousands by filing date | |
| SUN CMNTYS INC COM | 866674104 | REIT | 217 | $31,000 | thousands by filing date | |
| LEAR CORP COM NEW | 521865204 | Stock | 287 | $31,000 | thousands by filing date | |
| ENTERGY CORP NEW COM | 29364G103 | Stock | 310 | $31,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 841 | $31,000 | thousands by filing date | |
| WESTERN ALLIANCE BANCORP COM | 957638109 | Stock | 975 | $31,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 3,308 | $31,000 | thousands by filing date | |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 264 | $30,000 | thousands by filing date | |
| ALCOA CORP COM | 013872106 | Stock | 2,603 | $30,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 4,504 | $30,000 | thousands by filing date | |
| RIO TINTO PLC SPONSORED ADR | 767204100 | ADR | 500 | $30,000 | thousands by filing date | call |
| CNA FINL CORP | 126117100 | COM | 1,010 | $30,000 | thousands by filing date | |
| NU SKIN ENTERPRISES INC | 67018T105 | CL A | 589 | $30,000 | thousands by filing date | |
| ECHOSTAR CORP | 278768106 | CL A | 1,204 | $30,000 | thousands by filing date | |
| CORECIVIC INC | 21871N101 | COM | 3,717 | $30,000 | thousands by filing date | |
| WILEY JOHN & SONS INC | 968223206 | CL A | 946 | $30,000 | thousands by filing date | |
| MDU RES GROUP INC | 552690109 | COM | 1,332 | $30,000 | thousands by filing date | |
| MERCURY GENL CORP NEW | 589400100 | COM | 714 | $30,000 | thousands by filing date | |
| FOOT LOCKER INC | 344849104 | COM | 922 | $30,000 | thousands by filing date | |
| PIEDMONT REALTY TRUST INC | 720190206 | COM CL A | 2,228 | $30,000 | thousands by filing date | |
| PEOPLE'S UNITED FINANCIAL INC | 712704105 | COM | 2,930 | $30,000 | thousands by filing date | |
| PVH CORPORATION COM | 693656100 | Stock | 483 | $29,000 | thousands by filing date | |
| HARLEY DAVIDSON INC COM | 412822108 | Stock | 1,178 | $29,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 395 | $27,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 344 | $26,000 | thousands by filing date | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 176 | $26,000 | thousands by filing date | |
| BROWN FORMAN CORP | 115637100 | CL A | 374 | $26,000 | thousands by filing date | |
| NUTANIX INC CL A | 67059N108 | Stock | 1,141 | $25,000 | thousands by filing date | |
| GOODYEAR TIRE & RUBBER CO | 382550101 | COM | 3,287 | $25,000 | thousands by filing date | |
| CARDINAL HEALTH INC | 14149Y108 | COM | 500 | $23,000 | thousands by filing date | put |
| GOLD FIELDS LTD SPONSORED ADR | 38059T106 | ADR | 1,885 | $23,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 1,200 | $22,000 | thousands by filing date | put |
| ALNYLAM PHARMACEUTICALS INC COM | 02043Q107 | Stock | 134 | $20,000 | thousands by filing date | |
| DOUGLAS EMMETT INC | 25960P109 | COM | 804 | $20,000 | thousands by filing date | |
| RITE AID CORP | 767754872 | COM | 2,133 | $20,000 | thousands by filing date | |
| AMERICAN NATIONAL GROUP INC | 02772A109 | COM NEW | 300 | $20,000 | thousands by filing date | |
| GUARDANT HEALTH INC COM | 40131M109 | Stock | 163 | $18,000 | thousands by filing date | |
| BRUNSWICK CORP | 117043109 | COM | 300 | $18,000 | thousands by filing date | call |
| CHURCHILL DOWNS INC | 171484108 | COM | 100 | $16,000 | thousands by filing date | put |
| NEWELL BRANDS INC COM | 651229106 | Stock | 900 | $15,000 | thousands by filing date | put |
| ACADIA HEALTHCARE COMPANY INC COM | 00404A109 | Stock | 494 | $15,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 700 | $15,000 | thousands by filing date | put |
| STORE CAP CORP | 862121100 | COM | 500 | $14,000 | thousands by filing date | put |
| DOMTAR CORP | 257559203 | COM NEW | 499 | $13,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 600 | $11,000 | thousands by filing date | put |
| GENUINE PARTS CO COM | 372460105 | Stock | 100 | $10,000 | thousands by filing date | call |
| Concho Resources Inc. | 20605P101 | COM | 221 | $10,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 138 | $9,000 | thousands by filing date | |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 29 | $9,000 | thousands by filing date | |
| RYDER SYS INC COM | 783549108 | Stock | 215 | $9,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 100 | $8,000 | thousands by filing date | call |
| CITIZENS FINL GROUP INC COM | 174610105 | Stock | 300 | $8,000 | thousands by filing date | put |
| CARMAX INC COM | 143130102 | Stock | 83 | $8,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 156 | $8,000 | thousands by filing date | |
| OMNICOM GROUP INC COM | 681919106 | Stock | 147 | $7,000 | thousands by filing date | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 688 | $7,000 | thousands by filing date | |
| DELL TECHNOLOGIES INC CL C | 24703L202 | Stock | 91 | $6,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 173 | $4,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 176 | $3,000 | thousands by filing date | |
| WESTROCK CO | 96145D105 | COM | 100 | $3,000 | thousands by filing date | call |
| ZSCALERINC | 98980G102 | STOK | 12 | $2,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 12 | $1,000 | thousands by filing date | |
| HERSHEY CO COM | 427866108 | Stock | 7 | $1,000 | thousands by filing date | |
| KEURIG DR PEPPER INC COM | 49271V100 | Stock | 45 | $1,000 | thousands by filing date | |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 8 | $1,000 | thousands by filing date | |
| QIAGEN NV | N72482123 | SHS NEW | 20 | $1,000 | thousands by filing date | |
| HONDA MOTOR CO LTD ADR ECH CNV IN 3 | 438128308 | ADR | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 1 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 13 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001535588-20-000005 | this filing | 2020-11-13 | acceptance time not in the bulk data set |