Twin Tree Management, LP

Q2 2022 13F-HR Holdings

Location
Dallas, TX
Holdings as of
6/30/2022
Date filed
8/11/2022
Form type
13F-HR
Num holdings
1,475
Total value ($000)
$62,859,504
Net value change ($000)
+339,970 (0.5%)
New positions
156
Sold out positions
231
Turnover %
40.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/11/2022 Next filing: 11/10/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
IWF 127,722 NEW
SPGI 89,739 463.8%
NVDA 88,158 285.7%
SOXX 74,410 362.6%
SMH 71,599 296.7%
META 63,741 NEW
ISRG 58,072 170.7%
AMD 49,708 132.2%
AMZN 49,464 185.9%
LULU 49,443 1624.8%
Top Reduces (Value $000, Stocks/ETFs)
PYPL -46,366 -100.0%
LMT -44,014 -100.0%
NTR -41,498 -100.0%
BRK-B -40,631 -100.0%
VRTX -35,131 -98.6%
MOS -34,156 -100.0%
CCL -33,205 -86.7%
XBI -32,368 -57.7%
NEM -31,184 -100.0%
DBA -30,545 -71.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 57,499,938 (91.5% 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