Twin Tree Management, LP

Q1 2023 13F-HR Holdings

Location
Dallas, TX
Holdings as of
3/31/2023
Date filed
5/10/2023
Form type
13F-HR
Num holdings
1,253
Total value ($000)
$53,881,788
Net value change ($000)
+7,652,749 (16.6%)
New positions
208
Sold out positions
148
Turnover %
56.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/13/2023 Next filing: 8/11/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
XBI 50,923 210.5%
FXI 50,418 668.9%
ADI 47,586 1947.1%
FANG 46,209 NEW
BNTX 39,177 513.0%
SONY 37,726 323.0%
FTNT 37,399 1142.7%
GLD 35,755 NEW
LULU 35,178 416.8%
IWM 34,629 145.0%
Top Reduces (Value $000, Stocks/ETFs)
PCAR -73,659 -91.0%
AMZN -60,755 -64.1%
MRK -56,775 -90.2%
COST -55,461 -97.7%
SMH -50,937 -81.5%
SOXX -50,448 -85.2%
QQQ -44,360 -100.0%
XLK -44,282 -100.0%
EWY -40,589 -100.0%
ISRG -38,240 -84.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 50,348,826 (93.4% 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