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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 | |
|---|---|---|---|---|---|---|
326
CALL
Canadian Pacific Kansas City
CP
$82B
| $4.15M | 0.05% |
136,000
+49,000
| +56% | +$1.44M |
|
327
PUT
Mondelez International
MDLZ
$77.7B
| $4.15M | 0.05% |
94,600
-27,600
| -23% | -$1.21M |
|
|
SE
328
PUT
DELISTED
Spectra Energy Corp Wi
SE
| $4.11M | 0.05% |
96,100
-311,800
| -76% | -$11.9M |
|
329
PUT
Omega Healthcare
OHI
$15.4B
| $4.08M | 0.05% |
115,200
+99,300
| +625% | +$3.53M |
|
330
Mastercard
MA
$477B
| $4.06M | 0.05% |
39,902
+29,991
| +303% | +$2.88M |
|
331
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $4.04M | 0.05% |
114,426
+5,808
| +5% | +$199K |
|
332
PUT
Applied Materials
AMAT
$426B
| $4.03M | 0.05% |
133,600
-376,000
| -74% | -$10.5M |
|
333
CALL
Eaton
ETN
$157B
| $3.98M | 0.05% |
60,500
+57,500
| +1,917% | +$3.72M |
|
334
PUT
J.M. Smucker
SJM
$12.6B
| $3.97M | 0.05% |
29,300
+26,600
| +985% | +$3.9M |
|
335
CALL
United Rentals
URI
$71.1B
| $3.96M | 0.05% |
50,500
-46,100
| -48% | -$3.53M |
|
336
PUT
NetApp
NTAP
$32.9B
| $3.93M | 0.05% |
109,700
+56,200
| +105% | +$1.71M |
|
337
iShares US Real Estate ETF
IYR
$4.59B
| $3.93M | 0.05% |
+48,714
| New | +$4.03M |
|
|
WBA
338
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $3.93M | 0.05% |
48,700
+11,800
| +32% | +$962K |
|
|
WWAV
339
DELISTED
The WhiteWave Foods Company
WWAV
| $3.92M | 0.05% |
71,933
+50,357
| +233% | +$2.77M |
|
|
ANDV
340
DELISTED
Andeavor
ANDV
| $3.91M | 0.05% |
+49,136
| New | +$3.79M |
|
341
CALL
Rio Tinto
RIO
$148B
| $3.88M | 0.05% |
116,200
-46,000
| -28% | -$1.47M |
|
342
PUT
Jones Lang LaSalle
JLL
$15.1B
| $3.87M | 0.05% |
34,000
+1,700
| +5% | +$190K |
|
343
PUT
Parker-Hannifin
PH
$125B
| $3.87M | 0.05% |
30,800
+15,500
| +101% | +$1.85M |
|
|
344
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $3.86M | 0.05% |
21,100
+2,300
| +12% | +$422K |
|
345
PUT
Lowe's Companies
LOW
$116B
| $3.86M | 0.05% |
53,400
+11,900
| +29% | +$926K |
|
346
The Mosaic Company
MOS
$7.09B
| $3.84M | 0.05% |
+157,008
| New | +$4.28M |
|
|
347
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $3.82M | 0.05% |
20,900
-90,100
| -81% | -$16.5M |
|
348
PUT
Target
TGT
$62.1B
| $3.81M | 0.05% |
55,400
+1,400
| +3% | +$100K |
|
349
CALL
Western Digital
WDC
$179B
| $3.79M | 0.05% |
85,730
+55,698
| +185% | +$2.1M |
|
350
CALL
Medtronic
MDT
$107B
| $3.78M | 0.05% |
43,800
-4,300
| -9% | -$375K |
|
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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.