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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
C icon
51
CALL
Citigroup
C
$222B
$47.3M 0.37%
706,700
+277,100
+65% +$17M
COP icon
52
CALL
ConocoPhillips
COP
$147B
$46.8M 0.37%
1,065,700
+295,100
+38% +$13.8M
META icon
53
PUT
Meta Platforms (Facebook)
META
$1.54T
$45.3M 0.35%
300,200
-523,600
-64% -$77.9M
REGN icon
54
CALL
Regeneron Pharmaceuticals
REGN
$68.1B
$44.6M 0.35%
90,900
-50,000
-35% -$21.9M
AMD icon
55
PUT
Advanced Micro Devices
AMD
$878B
$44.1M 0.34%
3,529,700
+2,881,700
+445% +$35.2M
AAL icon
56
CALL
American Airlines Group
AAL
$8.99B
$43.8M 0.34%
870,800
+780,300
+862% +$36.3M
HD icon
57
PUT
Home Depot
HD
$323B
$42.4M 0.33%
276,700
+152,800
+123% +$23.4M
PM icon
58
CALL
Philip Morris
PM
$296B
$41.7M 0.33%
354,900
+182,700
+106% +$21.2M
AMZN icon
59
PUT
Amazon
AMZN
$2.51T
$40.6M 0.32%
838,000
-1,910,000
-70% -$91.1M
XOP icon
60
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.46B
$40M 0.31%
+313,150
New +$42.8M
JPM icon
61
CALL
JPMorgan Chase
JPM
$927B
$39.7M 0.31%
434,000
+101,900
+31% +$8.79M
BIIB icon
62
PUT
Biogen
BIIB
$29.7B
$38.9M 0.3%
+143,500
New +$37.9M
XLU icon
63
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$24B
$38.7M 0.3%
1,488,200
+403,600
+37% +$10.6M
GIS icon
64
PUT
General Mills
GIS
$19.1B
$38.1M 0.3%
1,090,900
+1,060,000
+3,430% +$60.5M
AAPL icon
65
CALL
Apple
AAPL
$4.71T
$37.9M 0.3%
1,052,400
+441,600
+72% +$16.3M
TWTR
66
PUT
DELISTED
Twitter, Inc.
TWTR
$37.2M 0.29%
2,080,600
+12,200
+0.6% +$208K
XLF icon
67
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.1B
$36.1M 0.28%
1,465,300
+1,209,800
+474% +$28.7M
B
68
PUT
Barrick Mining
B
$62B
$36M 0.28%
2,261,800
+542,900
+32% +$9.29M
QCOM icon
69
CALL
Qualcomm
QCOM
$178B
$35.1M 0.27%
636,000
-156,700
-20% -$8.75M
BABA icon
70
PUT
Alibaba
BABA
$272B
$35M 0.27%
248,200
+194,200
+360% +$24M
CVS icon
71
CALL
CVS Health
CVS
$136B
$34.6M 0.27%
430,600
-349,900
-45% -$27.6M
OKE icon
72
CALL
Oneok
OKE
$58.7B
$34.6M 0.27%
662,800
+420,300
+173% +$21.7M
VGK icon
73
PUT
Vanguard FTSE Europe ETF
VGK
$29.7B
$34.3M 0.27%
+622,800
New +$33.9M
IBM icon
74
PUT
IBM
IBM
$194B
$34.3M 0.27%
232,944
-255,120
-52% -$38.5M
STX icon
75
CALL
Seagate
STX
$208B
$33.9M 0.27%
875,400
+612,600
+233% +$26.7M
1 2
3
4 5

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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.