Twin Tree Management, LP

Q4 2022 13F-HR Holdings

Location
Dallas, TX
Holdings as of
12/31/2022
Date filed
2/13/2023
Form type
13F-HR
Num holdings
1,267
Total value ($000)
$46,229,039
Net value change ($000)
-6,015,918 (-11.5%)
New positions
136
Sold out positions
185
Turnover %
55.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/10/2022 Next filing: 5/10/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
PCAR 56,210 227.3%
AMZN 54,020 132.5%
GDX 48,227 523.9%
MRK 46,373 280.1%
QQQ 44,360 NEW
XLK 42,728 2749.5%
ISRG 40,920 912.2%
EWY 40,589 NEW
EEM 32,834 NEW
SOXX 31,195 111.3%
Top Reduces (Value $000, Stocks/ETFs)
VOO -196,498 -100.0%
NVDA -78,803 -86.1%
META -55,654 -100.0%
SMH -54,297 -46.5%
AMD -48,754 -84.3%
SHOP -42,293 -100.0%
XLV -38,496 -100.0%
UBER -38,047 -92.0%
LIN -37,981 -100.0%
AZN -37,829 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 42,967,543 (92.9% 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