Twin Tree Management, LP

Q2 2023 13F-HR Holdings

Location
Dallas, TX
Holdings as of
6/30/2023
Date filed
8/11/2023
Form type
13F-HR
Num holdings
1,240
Total value ($000)
$65,136,669
Net value change ($000)
+11,254,881 (20.9%)
New positions
166
Sold out positions
157
Turnover %
45.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/10/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
NVDA 135,457 NEW
AVGO 90,539 209.3%
PANW 68,384 7951.6%
AMD 67,245 NEW
FDX 65,707 NEW
TSLA 57,375 240.2%
ADBE 55,811 245.7%
BLDR 50,160 358285.7%
LYV 49,707 NEW
TSM 49,083 1313.4%
Top Reduces (Value $000, Stocks/ETFs)
FXI -57,944 -100.0%
SONY -46,989 -95.1%
MPC -42,815 -100.0%
WPM -39,149 -78.0%
AMZN -34,026 -100.0%
BRK-B -32,158 -80.5%
WBA -30,647 -96.2%
XBI -30,625 -40.8%
ADI -30,221 -60.4%
TXN -30,042 -78.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 60,272,607 (92.5% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type