Twin Tree Management, LP

Q1 2021 13F-HR Holdings

Location
Dallas, TX
Holdings as of
3/31/2021
Date filed
5/17/2021
Form type
13F-HR
Num holdings
1,318
Total value ($000)
$26,776,697
Net value change ($000)
+1,803,730 (7.2%)
New positions
211
Sold out positions
160
Turnover %
36.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2021 Next filing: 8/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
QQQ 88,306 NEW
WMT 29,842 2601.7%
XLI 26,470 NEW
XLV 23,867 2027.8%
QCOM 18,150 163.7%
COST 17,761 269.3%
RS 17,587 NEW
TMO 17,317 NEW
PG 15,780 NEW
TGT 15,610 611.2%
Top Reduces (Value $000, Stocks/ETFs)
SMH -38,741 -94.1%
TSM -38,378 -60.0%
TSLA -38,280 -100.0%
BIDU -26,538 -70.0%
IYR -25,518 -100.0%
EEM -24,665 -94.9%
XLF -23,176 -51.3%
DOCU -23,062 -96.1%
AMZN -22,082 -100.0%
ILMN -19,688 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 24,145,412 (90.2% 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