We are live on ! Find out more
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
WMB icon
701
PUT
Williams Companies
WMB
$90.5B
$903K 0.01%
+29,400
New +$780K
MIC
702
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$899K 0.01%
10,800
-61,600
-85% -$4.89M
KMX icon
703
PUT
CarMax
KMX
$8.27B
$896K 0.01%
16,800
-500
-3% -$28.3K
DIS icon
704
Walt Disney
DIS
$165B
$895K 0.01%
9,634
-302
-3% -$28.9K
IQV icon
705
IQVIA
IQV
$34.7B
$889K 0.01%
10,964
+6,108
+126% +$463K
MGM icon
706
MGM Resorts International
MGM
$11.7B
$886K 0.01%
34,049
+16,870
+98% +$410K
TSS
707
PUT
DELISTED
Total System Services, Inc.
TSS
$877K 0.01%
18,600
-21,900
-54% -$1.1M
PFG icon
708
PUT
Principal Financial Group
PFG
$23.6B
$876K 0.01%
17,000
– –
XRT icon
709
State Street SPDR S&P Retail ETF
XRT
$365M
$874K 0.01%
20,068
-10,275
-34% -$455K
AMAT icon
710
CALL
Applied Materials
AMAT
$426B
$871K 0.01%
28,900
-24,600
-46% -$686K
PE
711
DELISTED
PARSLEY ENERGY INC
PE
$869K 0.01%
+25,926
New +$811K
NEM icon
712
CALL
Newmont
NEM
$98.2B
$864K 0.01%
22,000
-120,300
-85% -$4.99M
UPS icon
713
CALL
United Parcel Service
UPS
$97.6B
$864K 0.01%
7,900
-23,800
-75% -$2.6M
MHK icon
714
Mohawk Industries
MHK
$6.9B
$862K 0.01%
4,304
+3,687
+598% +$758K
ING icon
715
CALL
ING
ING
$93.8B
$850K 0.01%
+68,900
New +$800K
SPGI icon
716
PUT
S&P Global
SPGI
$126B
$848K 0.01%
+6,700
New +$805K
MRK icon
717
Merck
MRK
$324B
$844K 0.01%
14,176
+9,112
+180% +$533K
CTSH icon
718
PUT
Cognizant
CTSH
$21.5B
$840K 0.01%
17,600
-66,300
-79% -$3.77M
LBTYA icon
719
PUT
Liberty Global Class A
LBTYA
$3.31B
$834K 0.01%
+24,400
New +$775K
RPM icon
720
RPM International
RPM
$13.7B
$834K 0.01%
15,529
+13,874
+838% +$736K
PPL
721
PUT
PPL Corp
PPL
$27.3B
$826K 0.01%
23,900
+21,900
+1,095% +$788K
ESS icon
722
PUT
Essex Property Trust
ESS
$18.9B
$824K 0.01%
+3,700
New +$842K
BF.B icon
723
Brown-Forman Class B
BF.B
$12B
$813K 0.01%
26,761
-4,667
-15% -$145K
MJN
724
DELISTED
Mead Johnson Nutrition Company
MJN
$810K 0.01%
10,248
+2,570
+33% +$219K
AET
725
DELISTED
Aetna Inc
AET
$807K 0.01%
+6,990
New +$819K
27 28
29
30 31

Similar funds

JCM
Junto Capital Management New York $4.74B AUM 27.96% 1-Year Est. Return
SAMU
SONA Asset Management (US) New York $4.74B AUM 11.18% 1-Year Est. Return
RC
Resolution Capital Sydney, NSW, Australia $4.76B AUM 10.22% 1-Year Est. Return
VDI
Vaughan David Investments Peoria, Illinois $4.73B AUM 19.55% 1-Year Est. Return
RS
Robeco Schweiz Zurich, Switzerland $4.73B AUM 58.9% 1-Year Est. Return
MF
Milford Funds Auckland $4.77B AUM
SCB
Saudi Central Bank Riyadh, Saudi Arabia $4.72B AUM 29.46% 1-Year Est. Return
WAM
WT Asset Management Hong Kong $4.77B AUM 334.05% 1-Year Est. Return

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.