Twin Tree Management, LP

Q3 2022 13F-HR Holdings

Location
Dallas, TX
Holdings as of
9/30/2022
Date filed
11/10/2022
Form type
13F-HR
Num holdings
1,310
Total value ($000)
$52,244,957
Net value change ($000)
-10,614,547 (-16.9%)
New positions
126
Sold out positions
243
Turnover %
61.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/11/2022 Next filing: 2/13/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
VOO 196,498 NEW
GOOGL 47,621 376.7%
XLV 38,496 NEW
AZN 37,829 NEW
KWEB 35,804 140.4%
TMO 34,451 741.7%
MCHI 34,006 1375.6%
IWD 32,560 NEW
HSBC 29,971 NEW
IYR 27,893 NEW
Top Reduces (Value $000, Stocks/ETFs)
SPGI -109,088 -100.0%
IWF -108,357 -84.8%
ISRG -87,607 -95.1%
SOXX -66,895 -70.5%
ADBE -66,092 -91.8%
LULU -52,486 -100.0%
DD -45,929 -99.9%
DAL -41,722 -100.0%
AXP -37,775 -100.0%
AMZN -35,317 -46.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 48,576,122 (93.0% 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