Twin Tree Management, LP
Q1 2014 13F-HR Holdings
Net value change ($000)
+14,988
(6.0%)
New positions
86
Sold out positions
85
Turnover %
84.1%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| BMY | 4,554 | 677.7% |
| C | 4,262 | NEW |
| ENCANA CORP | 3,807 | NEW |
| FOREST LAB | 3,418 | 86.2% |
| STX | 3,191 | NEW |
| PBR | 3,122 | 180.4% |
| IBM | 3,091 | NEW |
| VOD | 3,037 | NEW |
| AZN | 2,919 | NEW |
| CHINA MOBILE LIMITED | 2,841 | 255.5% |
Top Reduces (Value $000, Stocks/ETFs)
| INVSC QQQ TRUST SRS 1 ETF | -13,528 | -100.0% |
| FE | -5,419 | -100.0% |
| Time Warner Cable | -3,969 | -100.0% |
| JNJ | -3,624 | -100.0% |
| HRI | -3,565 | -100.0% |
| MU | -3,414 | -100.0% |
| SPY | -3,306 | -100.0% |
| TMUS | -3,031 | -100.0% |
| ADM | -2,789 | -100.0% |
| Dow Chemical Company | -2,637 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
36,003
(13.6% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|