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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
+5.23%
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
$12.6B
AUM Growth
-$171M
(-1.3%)
Cap. Flow
-$726M
Cap. Flow
% of AUM
-5.75%
Top 10 Holdings %
Top 10 Hldgs %
35.58%
Holding
1,231
New
297
Increased
276
Reduced
333
Closed
286
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$19.9M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$12.6M |
| 3 |
Viatris
VTRS
|
+$10.2M |
| 4 |
NVIDIA
NVDA
|
+$9.44M |
| 5 |
Martin Marietta Materials
MLM
|
+$8.92M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$85.2M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$33.1M |
| 3 |
SPDR Gold Trust
GLD
|
+$21.3M |
| 4 |
AstraZeneca
AZN
|
+$17.9M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$17.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.24% |
| 2 | Consumer Discretionary | 1% |
| 3 | Healthcare | 0.72% |
| 4 | Materials | 0.7% |
| 5 | Industrials | 0.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
PUT
iShares MSCI Brazil ETF
EWZ
$9.16B
| $57.1M | 0.45% |
1,369,300
+384,600
| +39% | +$15M |
|
27
PUT
iShares US Real Estate ETF
IYR
$4.49B
| $57M | 0.45% |
713,600
-814,100
| -53% | -$65.4M |
|
28
CALL
ConocoPhillips
COP
$146B
| $56.1M | 0.44% |
1,119,900
+54,200
| +5% | +$2.44M |
|
29
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
| $55.5M | 0.44% |
170,200
-79,000
| -32% | -$25.1M |
|
|
B
30
PUT
Barrick Mining
B
$62.3B
| $55.5M | 0.44% |
3,449,200
+1,187,400
| +52% | +$19.9M |
|
31
CALL
Philip Morris
PM
$298B
| $54.8M | 0.43% |
493,500
+138,600
| +39% | +$16.1M |
|
32
PUT
Accenture
ACN
$84.9B
| $53.7M | 0.43% |
397,400
+211,700
| +114% | +$27.6M |
|
33
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
| $52.7M | 0.42% |
235,600
+183,300
| +350% | +$40.1M |
|
34
CALL
Oneok
OKE
$58.7B
| $52.1M | 0.41% |
939,700
+276,900
| +42% | +$15M |
|
35
CALL
Nike
NKE
$60.8B
| $51.8M | 0.41% |
999,900
+568,200
| +132% | +$31.9M |
|
|
36
PUT
Nike
NKE
$60.8B
| $51.4M | 0.41% |
991,700
+474,400
| +92% | +$26.6M |
|
37
PUT
Freeport-McMoran
FCX
$91.3B
| $51.1M | 0.4% |
3,638,600
+1,280,700
| +54% | +$18M |
|
38
CALL
Johnson & Johnson
JNJ
$624B
| $50.5M | 0.4% |
+388,600
| New | +$51.5M |
|
39
PUT
Amazon
AMZN
$2.51T
| $49.9M | 0.4% |
1,038,000
+200,000
| +24% | +$9.82M |
|
40
PUT
VanEck Gold Miners ETF
GDX
$22.9B
| $49.7M | 0.39% |
2,165,600
-529,200
| -20% | -$12.2M |
|
41
PUT
FedEx
FDX
$74.7B
| $49.5M | 0.39% |
219,400
+207,300
| +1,713% | +$44.1M |
|
42
PUT
Citigroup
C
$221B
| $49.3M | 0.39% |
677,500
-570,100
| -46% | -$38.9M |
|
43
PUT
Cisco
CSCO
$444B
| $49M | 0.39% |
1,457,700
+1,049,800
| +257% | +$33.4M |
|
44
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$24B
| $48.2M | 0.38% |
1,818,800
+330,600
| +22% | +$8.87M |
|
45
PUT
Advanced Micro Devices
AMD
$880B
| $47M | 0.37% |
3,685,500
+155,800
| +4% | +$2.03M |
|
46
PUT
ArcelorMittal
MT
$49.9B
| $46.9M | 0.37% |
1,820,100
+1,195,600
| +191% | +$30.9M |
|
47
CALL
State Street Technology Select Sector SPDR ETF
XLK
$116B
| $46.8M | 0.37% |
1,584,600
+1,322,800
| +505% | +$38.1M |
|
48
PUT
Walt Disney
DIS
$161B
| $43.7M | 0.35% |
+443,500
| New | +$45.6M |
|
49
PUT
VanEck Junior Gold Miners ETF
GDXJ
$7.05B
| $43.5M | 0.34% |
1,294,500
+444,000
| +52% | +$15M |
|
50
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
| $43.3M | 0.34% |
961,800
+822,200
| +589% | +$37M |
|
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WAM
Twin Tree Management's Q3 2017 Portfolio in Review
As of Q3 2017, Twin Tree Management held 1,231 positions worth $12.6B, down 1.3% from $12.8B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Twin Tree Management withdrew a net $726M in Q3 2017, closing 286 positions and reducing 333 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $85.2M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.2% of assets, up from 1% a quarter earlier, followed by Consumer Discretionary and Healthcare.
Against the trend, Twin Tree Management opened a new position in State Street Materials Select Sector SPDR ETF worth $20.5M.
- Twin Tree Management's largest Q3 2017 buy was State Street Materials Select Sector SPDR ETF: 723,484 shares worth $20.5M.
- Twin Tree Management added most to Viatris in Q3 2017, an estimated $10.2M increase.
- Twin Tree Management's biggest Q3 2017 reduction was SPDR Gold Trust, cutting an estimated $21.3M.
- Twin Tree Management fully exited State Street SPDR S&P 500 ETF Trust in Q3 2017, selling an estimated $85.2M.
- Twin Tree Management's ten largest holdings make up 36% of its $12.6B portfolio in Q3 2017.
- Twin Tree Management opened 297 new positions and closed 286 in Q3 2017.
- Twin Tree Management's portfolio value fell 1.3% quarter-over-quarter to $12.6B.
Based on Twin Tree Management's 13F filing for Q3 2017, filed 13 Nov 2017.