Twin Tree Management, LP

Q4 2020 13F-HR Holdings

Location
Dallas, TX
Holdings as of
12/31/2020
Date filed
2/12/2021
Form type
13F-HR
Num holdings
1,245
Total value ($000)
$24,972,967
Net value change ($000)
+685,966 (2.8%)
New positions
192
Sold out positions
171
Turnover %
37.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/13/2020 Next filing: 5/17/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
TSM 46,308 262.5%
XLF 45,134 NEW
SMH 39,875 3074.4%
MU 35,639 530.8%
BIDU 32,546 608.5%
MA 28,699 NEW
META 26,530 NEW
AAPL 26,018 NEW
DOCU 23,919 32323.0%
TSLA 22,369 140.6%
Top Reduces (Value $000, Stocks/ETFs)
SLV -32,585 -88.5%
NTR -22,734 -99.6%
MCD -19,295 -91.8%
TD -18,298 -94.7%
SHEL -17,938 -100.0%
RIO -17,382 -100.0%
MDT -17,112 -100.0%
AMD -17,083 -55.7%
SPOT -14,470 -71.5%
FCX -13,946 -61.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 22,463,108 (89.9% 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