Twin Tree Management, LP

Q4 2019 13F-HR Holdings

Location
Dallas, TX
Holdings as of
12/31/2019
Date filed
2/14/2020
Form type
13F-HR
Num holdings
1,207
Total value ($000)
$28,840,819
Net value change ($000)
—
New positions
511
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2014 Next filing: 5/13/2020 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
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)
IYR 43,812 —
EEM 42,060 —
XHB 42,034 —
XME 37,832 —
SMH 36,724 —
XLE 29,614 —
NKE 24,195 —
ALGN 21,988 —
EWZ 21,090 —
BMY 19,173 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 27,242,125 (94.5% 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