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Twin Tree Management

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
Cap. Flow
+$1.03B
Cap. Flow %
13.19%
Top 10 Hldgs %
31.47%
Holding
1,433
New
278
Increased
429
Reduced
375
Closed
328

Top Buys

Rank Stock Value
1
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$18M
2
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$13.4M
3
MCK icon
McKesson
MCK
+$12M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$7.56M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$6.9M

Top Sells

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$8.78M
2
XME icon
State Street SPDR S&P Metals & Mining ETF
XME
+$7.19M
3
ALV icon
Autoliv
ALV
+$6.32M
4
BAC icon
Bank of America
BAC
+$6.3M
5
V icon
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
AGNC icon
376
CALL
AGNC Investment
AGNC
$12.3B
$3.32M 0.04%
+169,700
New +$3.32M
IWM icon
377
iShares Russell 2000 ETF
IWM
$80.9B
$3.31M 0.04%
+26,691
New +$3.24M
WFM
378
PUT
DELISTED
Whole Foods Market Inc
WFM
$3.31M 0.04%
116,700
-136,500
-54% -$4.2M
STT icon
379
CALL
State Street
STT
$50.9B
$3.3M 0.04%
47,400
+44,600
+1,593% +$2.91M
USB icon
380
PUT
US Bancorp
USB
$99.6B
$3.28M 0.04%
76,400
-560,700
-88% -$23.8M
LHX icon
381
PUT
L3Harris
LHX
$55.9B
$3.27M 0.04%
35,700
– –
GLW icon
382
PUT
Corning
GLW
$126B
$3.26M 0.04%
138,000
+27,100
+24% +$604K
VZ icon
383
PUT
Verizon
VZ
$194B
$3.25M 0.04%
62,600
-497,300
-89% -$26.7M
BF.B icon
384
PUT
Brown-Forman Class B
BF.B
$12B
$3.25M 0.04%
106,875
– –
BKNG icon
385
CALL
Booking.com
BKNG
$138B
$3.24M 0.04%
55,000
-65,000
-54% -$3.62M
JLL icon
386
CALL
Jones Lang LaSalle
JLL
$15.1B
$3.2M 0.04%
28,100
+27,600
+5,520% +$3.08M
BEN icon
387
PUT
Franklin Resources
BEN
$16.9B
$3.18M 0.04%
+89,300
New +$3.16M
DEO icon
388
PUT
Diageo
DEO
$46.2B
$3.11M 0.04%
+26,800
New +$3.06M
POT
389
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
$3.11M 0.04%
190,400
-35,200
-16% -$581K
MFC icon
390
PUT
Manulife Financial
MFC
$72.6B
$3.06M 0.04%
216,700
-111,800
-34% -$1.52M
SPLK
391
CALL
DELISTED
Splunk Inc
SPLK
$3.04M 0.04%
51,900
+6,100
+13% +$365K
MKC icon
392
PUT
McCormick & Company Non-Voting
MKC
$13.4B
$3.04M 0.04%
60,800
-98,200
-62% -$4.98M
VAR
393
PUT
DELISTED
Varian Medical Systems, Inc.
VAR
$3.04M 0.04%
34,782
+32,615
+1,505% +$2.66M
FLR icon
394
PUT
Fluor
FLR
$7.29B
$3.03M 0.04%
59,100
-124,500
-68% -$6.42M
CF icon
395
PUT
CF Industries
CF
$19.2B
$3.03M 0.04%
124,400
+94,600
+317% +$2.31M
K
396
DELISTED
Kellanova
K
$3.03M 0.04%
41,636
+11,107
+36% +$850K
PRU icon
397
PUT
Prudential Financial
PRU
$41.7B
$3.03M 0.04%
37,100
-164,200
-82% -$12.6M
SYF icon
398
Synchrony
SYF
$23.7B
$3.03M 0.04%
+108,109
New +$2.97M
TGT icon
399
Target
TGT
$62.1B
$3.03M 0.04%
44,065
+32,706
+288% +$2.34M
DAL icon
400
Delta Air Lines
DAL
$55.9B
$3.02M 0.04%
+76,750
New +$2.9M
14 15
16
17 18

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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.