Twin Tree Management, LP

Q1 2024 13F-HR Holdings

Location
Dallas, TX
Holdings as of
3/31/2024
Date filed
5/9/2024
Form type
13F-HR
Num holdings
1,226
Total value ($000)
$45,325,167
Net value change ($000)
-7,033,099 (-13.4%)
New positions
127
Sold out positions
201
Turnover %
61.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2024 Next filing: 8/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
SMCI 83,930 701.1%
XLF 69,935 391.0%
VST 60,476 NEW
SOXX 50,016 22529.7%
MU 46,026 82.5%
SNOW 45,045 NEW
NVDA 44,304 122.9%
DIS 43,599 227.5%
NKE 38,046 NEW
MPC 37,437 179.4%
Top Reduces (Value $000, Stocks/ETFs)
IWM -121,212 -61.2%
BAC -82,710 -94.3%
AMGN -79,088 -100.0%
XBI -62,011 -80.9%
GS -56,889 -74.6%
SBUX -55,266 -88.6%
IYR -54,812 -100.0%
GDX -54,563 -58.2%
VRTX -52,835 -100.0%
ADI -50,030 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 40,913,348 (90.3% 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