Twin Tree Management, LP

Q3 2020 13F-HR Holdings

Location
Dallas, TX
Holdings as of
9/30/2020
Date filed
11/13/2020
Form type
13F-HR
Num holdings
1,177
Total value ($000)
$24,287,001
Net value change ($000)
-301,403 (-1.2%)
New positions
149
Sold out positions
234
Turnover %
47.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/12/2020 Next filing: 2/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
SLV 36,838 NEW
AMD 29,191 1967.0%
NKE 27,823 483.3%
CSCO 21,436 NEW
HD 19,868 NEW
INTC 19,698 1195.3%
PYPL 19,366 NEW
GILD 19,200 273.5%
NTR 18,159 389.8%
TSM 17,641 NEW
Top Reduces (Value $000, Stocks/ETFs)
FNV -27,020 -91.5%
DOCU -23,207 -99.7%
XLI -22,610 -100.0%
XME -20,349 -88.3%
FDX -18,845 -100.0%
OIH -18,579 -58.4%
EBAY -17,627 -75.1%
GDXJ -16,464 -94.5%
IBB -15,827 -100.0%
DGX -15,747 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 22,484,129 (92.6% 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