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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
GS icon
51
PUT
Goldman Sachs
GS
$317B
$27.2M 0.35%
168,400
-4,000
-2% -$650K
AGN
52
PUT
DELISTED
Allergan plc
AGN
$27M 0.35%
117,300
+64,500
+122% +$15.8M
TWTR
53
PUT
DELISTED
Twitter, Inc.
TWTR
$26.5M 0.34%
1,151,300
+424,600
+58% +$7.99M
CL icon
54
CALL
Colgate-Palmolive
CL
$72.1B
$26.1M 0.33%
+351,600
New +$26M
XLV icon
55
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
$25.1M 0.32%
348,000
+46,900
+16% +$3.45M
XLE icon
56
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.3B
$25M 0.32%
707,400
-751,400
-52% -$25.7M
ATVI
57
PUT
DELISTED
Activision Blizzard
ATVI
$24.7M 0.32%
557,000
+455,500
+449% +$19.1M
ELV icon
58
CALL
Elevance Health
ELV
$82.3B
$24.2M 0.31%
+193,500
New +$25M
CMG icon
59
PUT
Chipotle Mexican Grill
CMG
$41.1B
$23.8M 0.3%
2,810,000
+2,180,000
+346% +$17.9M
CAT icon
60
PUT
Caterpillar
CAT
$412B
$23.7M 0.3%
266,600
+41,400
+18% +$3.39M
WDC icon
61
PUT
Western Digital
WDC
$192B
$22.8M 0.29%
515,176
+327,971
+175% +$12.4M
RDS.A
62
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$22.5M 0.29%
449,300
+363,200
+422% +$18.5M
REGN icon
63
CALL
Regeneron Pharmaceuticals
REGN
$68.3B
$22M 0.28%
54,800
+8,800
+19% +$3.53M
XLU icon
64
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$22M 0.28%
899,200
+660,800
+277% +$16.8M
VOD icon
65
CALL
Vodafone
VOD
$35.1B
$21.9M 0.28%
751,800
+541,200
+257% +$16.5M
APA icon
66
PUT
APA Corp
APA
$12.9B
$21.8M 0.28%
341,900
+138,600
+68% +$7.58M
IBM icon
67
PUT
IBM
IBM
$194B
$21.5M 0.28%
141,838
-158,573
-53% -$24.1M
MCD icon
68
PUT
McDonald's
MCD
$187B
$21.5M 0.28%
186,700
+169,500
+985% +$20.1M
LVS icon
69
PUT
Las Vegas Sands
LVS
$30.5B
$21.4M 0.27%
371,400
+32,000
+9% +$1.65M
DE icon
70
PUT
Deere & Co
DE
$165B
$21.3M 0.27%
249,700
-55,500
-18% -$4.54M
IWM icon
71
CALL
iShares Russell 2000 ETF
IWM
$81.2B
$20.7M 0.26%
166,300
+136,100
+451% +$16.5M
WYNN icon
72
PUT
Wynn Resorts
WYNN
$10B
$20.5M 0.26%
210,700
+9,900
+5% +$966K
BAC icon
73
CALL
Bank of America
BAC
$430B
$20.5M 0.26%
1,309,800
+426,900
+48% +$6.36M
ADM icon
74
PUT
Archer Daniels Midland
ADM
$41.6B
$20M 0.26%
475,100
+48,500
+11% +$2.1M
SU icon
75
PUT
Suncor Energy
SU
$78.4B
$20M 0.26%
719,000
+288,400
+67% +$7.88M
1 2
3
4 5

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SCB
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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.