Twin Tree Management, LP

Q4 2021 13F-HR Holdings

Location
Dallas, TX
Holdings as of
12/31/2021
Date filed
2/10/2022
Form type
13F-HR
Num holdings
1,549
Total value ($000)
$48,058,212
Net value change ($000)
+2,640,907 (5.8%)
New positions
146
Sold out positions
190
Turnover %
36.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/12/2021 Next filing: 5/11/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
SMH 86,339 422.6%
DIA 83,624 NEW
QCOM 64,085 732.1%
XYZ 59,435 298.8%
PLTR 57,177 NEW
MRNA 47,546 NEW
ADBE 40,438 NEW
XLB 40,272 NEW
PFE 38,892 595.0%
GE 37,872 426.5%
Top Reduces (Value $000, Stocks/ETFs)
NKE -70,055 -92.8%
TDOC -55,537 -89.2%
MPC -48,333 -100.0%
FCX -37,176 -100.0%
AON -37,172 -93.7%
SAP -25,485 -73.9%
GM -24,441 -60.1%
SPOT -24,159 -73.3%
LOW -22,725 -91.3%
MAR -21,701 -72.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 43,934,082 (91.4% 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