Twin Tree Management, LP

Q2 2020 13F-HR Holdings

Location
Dallas, TX
Holdings as of
6/30/2020
Date filed
8/12/2020
Form type
13F-HR
Num holdings
1,425
Total value ($000)
$24,588,404
Net value change ($000)
+3,784,514 (18.2%)
New positions
244
Sold out positions
209
Turnover %
79.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2020 Next filing: 11/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
BRK-B 25,081 NEW
FNV 23,556 394.5%
XLI 22,610 NEW
XME 21,330 1245.9%
BAC 20,144 NEW
GS 17,549 NEW
DOCU 16,811 259.8%
OIH 16,416 106.7%
IBB 15,827 NEW
BA 15,780 NEW
Top Reduces (Value $000, Stocks/ETFs)
DIA -79,844 -100.0%
SLV -72,970 -100.0%
PYPL -52,752 -100.0%
MA -48,664 -100.0%
GDX -45,752 -96.3%
MSFT -43,974 -100.0%
EFA -39,654 -100.0%
NXPI -37,022 -87.2%
BABA -35,610 -96.9%
AAPL -29,707 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 22,610,491 (92.0% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type