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Twin Tree Management Portfolio holdings
AUM
$4.75B
1-Year Est. Return
58.16%
This Fund
S&P 500
This Quarter
Est. Return
+9.24%
1 Year Est. Return
+58.16%
3 Year Est. Return
+159.37%
5 Year Est. Return
+138.93%
10 Year Est. Return
+547.41%
AUM
$7.82B
AUM Growth
+$1.44B
(+23%)
Cap. Flow
+$1.03B
Cap. Flow
% of AUM
13.19%
Top 10 Holdings %
Top 10 Hldgs %
31.47%
Holding
1,433
New
278
Increased
429
Reduced
375
Closed
328
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$18M |
| 2 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$13.4M |
| 3 |
McKesson
MCK
|
+$12M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$7.56M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$6.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$8.78M |
| 2 |
State Street SPDR S&P Metals & Mining ETF
XME
|
+$7.19M |
| 3 |
Autoliv
ALV
|
+$6.32M |
| 4 |
Bank of America
BAC
|
+$6.3M |
| 5 |
Visa
V
|
+$5.64M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.5% |
| 2 | Healthcare | 1.06% |
| 3 | Consumer Discretionary | 1.04% |
| 4 | Financials | 0.86% |
| 5 | Industrials | 0.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Gilead Sciences
GILD
$161B
| $6.74M | 0.09% |
85,144
+26,012
| +44% | +$2.11M |
|
|
CLR
227
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $6.67M | 0.09% |
128,300
+7,100
| +6% | +$330K |
|
228
PUT
Philip Morris
PM
$301B
| $6.65M | 0.09% |
+68,400
| New | +$6.85M |
|
229
Amazon
AMZN
$2.5T
| $6.64M | 0.09% |
+158,720
| New | +$6.07M |
|
230
PUT
Ralph Lauren
RL
$22.2B
| $6.59M | 0.08% |
65,200
+23,000
| +55% | +$2.31M |
|
231
PUT
Canadian Natural Resources
CNQ
$96.9B
| $6.55M | 0.08% |
417,793
-279,142
| -40% | -$4.25M |
|
232
HP
HPQ
$23.5B
| $6.52M | 0.08% |
419,768
+134,356
| +47% | +$1.92M |
|
233
PUT
Delta Air Lines
DAL
$55.9B
| $6.51M | 0.08% |
+165,400
| New | +$6.26M |
|
234
CALL
AvalonBay Communities
AVB
$27.1B
| $6.51M | 0.08% |
+36,600
| New | +$6.59M |
|
235
CALL
Truist Financial
TFC
$63.2B
| $6.5M | 0.08% |
172,200
+119,500
| +227% | +$4.45M |
|
|
236
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $6.46M | 0.08% |
+334,436
| New | +$6.9M |
|
|
TIF
237
CALL
DELISTED
Tiffany & Co.
TIF
| $6.38M | 0.08% |
+87,800
| New | +$5.86M |
|
238
PUT
Stryker
SYK
$127B
| $6.37M | 0.08% |
+54,700
| New | +$6.37M |
|
239
PUT
Macy's
M
$6.15B
| $6.36M | 0.08% |
171,600
+127,300
| +287% | +$4.61M |
|
240
CALL
Intuitive Surgical
ISRG
$121B
| $6.31M | 0.08% |
+78,300
| New | +$6M |
|
241
PUT
Altria Group
MO
$122B
| $6.3M | 0.08% |
+99,600
| New | +$6.62M |
|
242
PUT
American Airlines Group
AAL
$9.58B
| $6.29M | 0.08% |
171,800
+14,900
| +9% | +$526K |
|
243
PUT
American International
AIG
$41.9B
| $6.22M | 0.08% |
104,900
+61,900
| +144% | +$3.54M |
|
244
PUT
AutoZone
AZO
$48.3B
| $6.22M | 0.08% |
8,100
-18,200
| -69% | -$14.2M |
|
245
PUT
Targa Resources
TRGP
$60.4B
| $6.17M | 0.08% |
125,700
+87,100
| +226% | +$3.78M |
|
|
GG
246
PUT
DELISTED
Goldcorp Inc
GG
| $6.17M | 0.08% |
373,600
-403,600
| -52% | -$7.11M |
|
247
Alibaba
BABA
$269B
| $6.15M | 0.08% |
+58,120
| New | +$5.39M |
|
248
CALL
PepsiCo
PEP
$186B
| $6.13M | 0.08% |
56,400
+32,500
| +136% | +$3.5M |
|
|
VXX
249
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $6.13M | 0.08% |
45,000
+38,437
| +586% | +$6.14M |
|
250
PUT
Halliburton
HAL
$27.9B
| $6.13M | 0.08% |
136,600
-61,200
| -31% | -$2.67M |
|
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Twin Tree Management's Q3 2016 Portfolio in Review
As of Q3 2016, Twin Tree Management held 1,433 positions worth $7.82B, up 23% from $6.38B the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Twin Tree Management deployed $1.03B of net new capital in Q3 2016, opening 278 new positions and adding to 429 existing holdings. Its largest new stake was State Street Utilities Select Sector SPDR ETF: 710,942 shares worth $17.4M.
By sector, the portfolio is most concentrated in Technology at 1.5% of assets, up from 0.91% a quarter earlier, followed by Healthcare and Consumer Discretionary.
On the sell side, the largest reduction was Goldman Sachs, an estimated $8.78M trimmed.
- Twin Tree Management's largest Q3 2016 buy was State Street Utilities Select Sector SPDR ETF: 710,942 shares worth $17.4M.
- Twin Tree Management added most to State Street SPDR S&P Oil & Gas Exploration & Production ETF in Q3 2016, an estimated $13.4M increase.
- Twin Tree Management's biggest Q3 2016 reduction was Goldman Sachs, cutting an estimated $8.78M.
- Twin Tree Management fully exited International Paper in Q3 2016, selling an estimated $5.33M.
- Twin Tree Management's ten largest holdings make up 31% of its $7.82B portfolio in Q3 2016.
- Twin Tree Management opened 278 new positions and closed 328 in Q3 2016.
- Twin Tree Management's portfolio value rose 23% quarter-over-quarter to $7.82B.
Based on Twin Tree Management's 13F filing for Q3 2016, filed 15 Nov 2016.