Twin Tree Management, LP

Q2 2021 13F-HR Holdings

Location
Dallas, TX
Holdings as of
6/30/2021
Date filed
8/12/2021
Form type
13F-HR
Num holdings
1,297
Total value ($000)
$37,278,535
Net value change ($000)
+10,501,838 (39.2%)
New positions
193
Sold out positions
184
Turnover %
37.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/17/2021 Next filing: 11/12/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
IBB 52,288 NEW
TM 50,510 286.2%
GOOGL 37,443 206.1%
ROKU 36,345 775.6%
KRE 32,401 NEW
TDOC 30,949 NEW
EFA 27,347 NEW
LH 27,010 NEW
MRVL 24,874 NEW
INTC 24,449 227.5%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -88,306 -100.0%
QCOM -28,214 -96.5%
XLV -25,044 -100.0%
BIIB -23,390 -84.1%
WMT -22,292 -71.9%
XLF -21,958 -100.0%
ORCL -21,742 -94.5%
XOM -21,571 -100.0%
FXI -19,150 -88.4%
NKE -19,123 -63.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 33,934,104 (91.0% 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