Twin Tree Management, LP

Q2 2024 13F-HR Holdings

Location
Dallas, TX
Holdings as of
6/30/2024
Date filed
8/13/2024
Form type
13F-HR
Num holdings
1,304
Total value ($000)
$44,293,440
Net value change ($000)
-1,031,727 (-2.3%)
New positions
221
Sold out positions
152
Turnover %
65.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/9/2024 Next filing: 11/13/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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)
AMZN 52,446 NEW
COST 43,701 NEW
EL 43,074 373.5%
TSLA 42,666 NEW
AMAT 34,686 221.9%
EEM 34,260 NEW
COIN 30,496 NEW
NTAP 30,189 97.5%
KRE 30,132 243.0%
SLB 29,681 928.7%
Top Reduces (Value $000, Stocks/ETFs)
NVDA -80,345 -100.0%
IWM -76,805 -100.0%
SMCI -73,159 -76.3%
DIS -62,763 -100.0%
MPC -58,306 -100.0%
MRK -52,212 -100.0%
SOXX -49,547 -98.6%
TSN -46,615 -100.0%
MS -43,237 -82.5%
FCX -38,632 -75.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 40,889,100 (92.3% 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