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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
+0.68%
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
$12.8B
AUM Growth
+$1.77B
Cap. Flow
+$1.58B
Cap. Flow %
12.38%
Top 10 Hldgs %
32.71%
Holding
1,238
New
270
Increased
323
Reduced
319
Closed
304

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$82.8M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$22.4M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$17.3M
4
GLD icon
SPDR Gold Trust
GLD
+$16.8M
5
COP icon
ConocoPhillips
COP
+$14.5M

Top Sells

Rank Stock Value
1
ISRG icon
Intuitive Surgical
ISRG
+$15.8M
2
C icon
Citigroup
C
+$13.4M
3
USO icon
United States Oil Fund
USO
+$13.2M
4
REGN icon
Regeneron Pharmaceuticals
REGN
+$12.7M
5
FEZ icon
State Street SPDR EURO STOXX 50 ETF
FEZ
+$12.2M

Sector Composition

Rank Sector Weight
1 Technology 1.01%
2 Consumer Discretionary 0.87%
3 Healthcare 0.71%
4 Materials 0.65%
5 Energy 0.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DE icon
26
PUT
Deere & Co
DE
$165B
$66.5M 0.52%
538,200
+286,600
+114% +$33.6M
EFA icon
27
CALL
iShares MSCI EAFE ETF
EFA
$76B
$64.1M 0.5%
982,900
-168,400
-15% -$10.9M
GOOGL icon
28
PUT
Alphabet (Google) Class A
GOOGL
$3.9T
$62.8M 0.49%
1,350,000
-1,216,000
-47% -$56.9M
PFE icon
29
PUT
Pfizer
PFE
$142B
$60.2M 0.47%
1,889,295
-921,301
-33% -$29.1M
BKNG icon
30
PUT
Booking.com
BKNG
$134B
$59.7M 0.47%
797,500
-787,500
-50% -$57.7M
GDX icon
31
PUT
VanEck Gold Miners ETF
GDX
$22.9B
$59.5M 0.47%
2,694,800
+104,800
+4% +$2.38M
CAT icon
32
PUT
Caterpillar
CAT
$413B
$58.8M 0.46%
547,600
-133,900
-20% -$13.6M
MSFT icon
33
CALL
Microsoft
MSFT
$2.83T
$58.8M 0.46%
853,400
-128,000
-13% -$8.79M
EEM icon
34
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$56.9M 0.45%
1,375,500
+688,900
+100% +$28M
WMT icon
35
PUT
Walmart Inc
WMT
$859B
$56.5M 0.44%
2,241,300
-227,100
-9% -$5.77M
DIA icon
36
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$56.3M 0.44%
264,000
+231,800
+720% +$48.6M
HSBC icon
37
PUT
HSBC
HSBC
$349B
$56M 0.44%
1,321,729
+840,739
+175% +$32.6M
NFLX icon
38
PUT
Netflix
NFLX
$288B
$55.5M 0.43%
3,717,000
-1,764,000
-32% -$27.1M
MS icon
39
PUT
Morgan Stanley
MS
$338B
$55.5M 0.43%
1,246,000
+360,300
+41% +$15.5M
QQQ icon
40
CALL
Invesco QQQ Trust
QQQ
$460B
$55.3M 0.43%
401,500
+211,900
+112% +$29.1M
YUM icon
41
CALL
Yum! Brands
YUM
$40.5B
$53.9M 0.42%
730,700
+480,500
+192% +$33.4M
PM icon
42
PUT
Philip Morris
PM
$296B
$52.7M 0.41%
448,600
+3,200
+0.7% +$371K
CMG icon
43
PUT
Chipotle Mexican Grill
CMG
$40.8B
$52.3M 0.41%
6,280,000
-1,740,000
-22% -$16.1M
EWZ icon
44
CALL
iShares MSCI Brazil ETF
EWZ
$9.14B
$51.9M 0.41%
1,519,500
+1,157,000
+319% +$41.6M
MCK icon
45
PUT
McKesson
MCK
$95.5B
$50.7M 0.4%
308,300
+102,000
+49% +$15.5M
WYNN icon
46
PUT
Wynn Resorts
WYNN
$10.1B
$50.4M 0.39%
375,600
+180,400
+92% +$22.7M
XLV icon
47
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.6B
$50.3M 0.39%
+635,100
New +$48.4M
ABBV icon
48
PUT
AbbVie
ABBV
$452B
$49.2M 0.38%
678,100
+422,900
+166% +$28.4M
AMGN icon
49
PUT
Amgen
AMGN
$199B
$49M 0.38%
284,600
-350,300
-55% -$57M
EWJ icon
50
PUT
iShares MSCI Japan ETF
EWJ
$21.7B
$48.6M 0.38%
905,100
+118,600
+15% +$6.27M
1
2
3 4 5

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RC
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SCB
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WAM
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Twin Tree Management's Q2 2017 Portfolio in Review

As of Q2 2017, Twin Tree Management held 1,238 positions worth $12.8B, up 16% from $11B the previous quarter. Its ten largest holdings account for 33% of the portfolio.

Twin Tree Management deployed $1.58B of net new capital in Q2 2017, opening 270 new positions and adding to 323 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 345,396 shares worth $83.5M.

By sector, the portfolio is most concentrated in Technology at 1% of assets, down from 1.3% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was United States Oil Fund, an estimated $13.2M trimmed.

  • Twin Tree Management's largest Q2 2017 buy was State Street SPDR S&P 500 ETF Trust: 345,396 shares worth $83.5M.
  • Twin Tree Management added most to iShares Russell 2000 ETF in Q2 2017, an estimated $22.4M increase.
  • Twin Tree Management's biggest Q2 2017 reduction was United States Oil Fund, cutting an estimated $13.2M.
  • Twin Tree Management fully exited Intuitive Surgical in Q2 2017, selling an estimated $15.8M.
  • Twin Tree Management's ten largest holdings make up 33% of its $12.8B portfolio in Q2 2017.
  • Twin Tree Management opened 270 new positions and closed 304 in Q2 2017.
  • Twin Tree Management's portfolio value rose 16% quarter-over-quarter to $12.8B.

Based on Twin Tree Management's 13F filing for Q2 2017, filed 10 Aug 2017.