Twin Tree Management, LP

Q1 2020 13F-HR Holdings

Location
Dallas, TX
Holdings as of
3/31/2020
Date filed
5/13/2020
Form type
13F-HR
Num holdings
1,324
Total value ($000)
$20,803,890
Net value change ($000)
-8,036,929 (-27.9%)
New positions
247
Sold out positions
234
Turnover %
68.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
DIA 79,844 NEW
SLV 72,970 NEW
PYPL 51,025 2954.5%
MA 48,664 NEW
GDXJ 45,566 NEW
MSFT 43,471 8642.3%
NXPI 42,458 NEW
GDX 40,047 535.9%
EFA 39,654 NEW
FDX 37,312 387.1%
Top Reduces (Value $000, Stocks/ETFs)
XHB -42,034 -100.0%
EEM -41,495 -98.7%
XME -36,120 -95.5%
IYR -34,234 -78.1%
SMH -32,187 -87.6%
NKE -21,717 -89.8%
MGM -18,814 -100.0%
EWZ -18,530 -87.9%
VanEck ETF Trust -17,734 -100.0%
BMY -17,507 -91.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 18,722,383 (90.0% 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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type