Twin Tree Management, LP

Q3 2021 13F-HR Holdings

Location
Dallas, TX
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
1,534
Total value ($000)
$45,417,305
Net value change ($000)
+8,138,770 (21.8%)
New positions
228
Sold out positions
146
Turnover %
37.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/12/2021 Next filing: 2/10/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
NKE 64,464 582.6%
MPC 48,333 NEW
TDOC 31,287 101.1%
CMG 29,080 NEW
SPOT 26,382 400.5%
ROST 26,258 1648.3%
FCX 23,808 178.1%
MAR 22,724 320.1%
LOW 21,003 539.2%
GM 20,995 106.7%
Top Reduces (Value $000, Stocks/ETFs)
TM -57,203 -83.9%
GOOGL -55,614 -100.0%
IBB -42,204 -80.7%
ADBE -32,435 -100.0%
EFA -27,347 -100.0%
DELL -27,229 -81.5%
NVDA -27,036 -59.4%
KRE -26,375 -81.4%
GIS -26,031 -100.0%
INTC -23,119 -65.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 42,058,802 (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.
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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