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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
AMZN icon
26
CALL
Amazon
AMZN
$2.51T
$36.9M 0.47%
882,000
+166,000
+23% +$6.35M
HPQ icon
27
PUT
HP
HPQ
$22.4B
$35.2M 0.45%
2,265,300
+1,326,100
+141% +$18.9M
C icon
28
PUT
Citigroup
C
$221B
$34.5M 0.44%
730,800
-57,200
-7% -$2.6M
XLE icon
29
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
$34.4M 0.44%
973,800
+308,800
+46% +$10.6M
MSFT icon
30
CALL
Microsoft
MSFT
$2.83T
$34.2M 0.44%
592,900
+392,200
+195% +$22.1M
MET icon
31
PUT
MetLife
MET
$59.5B
$33.4M 0.43%
844,081
+555,951
+193% +$20.9M
BA icon
32
PUT
Boeing
BA
$165B
$32.3M 0.41%
244,800
+104,700
+75% +$13.8M
SHPG
33
PUT
DELISTED
Shire pic
SHPG
$32M 0.41%
+164,900
New +$32.2M
DVN icon
34
PUT
Devon Energy
DVN
$52.2B
$31.9M 0.41%
723,300
+371,300
+105% +$15.1M
COP icon
35
PUT
ConocoPhillips
COP
$146B
$30.8M 0.39%
708,300
+531,400
+300% +$22.1M
KMI icon
36
PUT
Kinder Morgan
KMI
$72.9B
$30.7M 0.39%
1,326,900
+657,900
+98% +$13.9M
MCD icon
37
CALL
McDonald's
MCD
$187B
$30.2M 0.39%
262,100
+225,700
+620% +$26.7M
BP icon
38
CALL
BP
BP
$113B
$30.2M 0.39%
1,019,255
+365,106
+56% +$10.6M
WELL icon
39
CALL
Welltower
WELL
$174B
$29.3M 0.37%
391,600
+100,300
+34% +$7.68M
B
40
PUT
Barrick Mining
B
$62.3B
$29.3M 0.37%
1,651,500
+418,600
+34% +$8.35M
PANW icon
41
PUT
Palo Alto Networks
PANW
$265B
$28.8M 0.37%
1,083,000
+832,800
+333% +$19M
JPM icon
42
PUT
JPMorgan Chase
JPM
$930B
$28.3M 0.36%
424,600
-241,800
-36% -$15.8M
UNP icon
43
PUT
Union Pacific
UNP
$181B
$28.2M 0.36%
289,400
+114,400
+65% +$10.7M
HD icon
44
CALL
Home Depot
HD
$324B
$27.8M 0.36%
216,300
+137,400
+174% +$18.3M
XLU icon
45
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$27.8M 0.36%
1,134,000
+149,400
+15% +$3.79M
TMO icon
46
CALL
Thermo Fisher Scientific
TMO
$213B
$27.7M 0.35%
174,200
+148,900
+589% +$22.9M
COP icon
47
CALL
ConocoPhillips
COP
$146B
$27.5M 0.35%
633,100
+354,800
+127% +$14.7M
UNP icon
48
CALL
Union Pacific
UNP
$181B
$27.4M 0.35%
281,200
-39,900
-12% -$3.73M
TMO icon
49
PUT
Thermo Fisher Scientific
TMO
$213B
$27.4M 0.35%
172,100
+116,900
+212% +$18M
NFLX icon
50
PUT
Netflix
NFLX
$287B
$27.2M 0.35%
2,760,000
+764,000
+38% +$7.29M
1
2
3 4 5

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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.