Twin Tree Management, LP

Q4 2023 13F-HR Holdings

Location
Dallas, TX
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
1,358
Total value ($000)
$52,358,266
Net value change ($000)
+7,848,573 (17.6%)
New positions
196
Sold out positions
148
Turnover %
42.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2023 Next filing: 5/9/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
IWM 158,349 399.2%
XBI 74,187 3007.2%
GDX 68,312 267.9%
AMGN 67,120 560.8%
C 57,592 513.7%
GS 56,419 283.7%
BAC 54,366 163.1%
SBUX 53,085 572.2%
TSLA 48,682 NEW
ADI 48,313 2813.8%
Top Reduces (Value $000, Stocks/ETFs)
GLD -99,895 -100.0%
LOW -66,406 -100.0%
DIA -64,137 -100.0%
MMM -43,219 -73.0%
SNOW -32,475 -100.0%
FSLR -32,149 -77.2%
HD -30,621 -100.0%
XOP -30,226 -88.3%
APA -27,149 -100.0%
NKE -26,316 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 46,825,981 (89.4% 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