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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
+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
Cap. Flow
-$726M
Cap. Flow %
-5.75%
Top 10 Hldgs %
35.58%
Holding
1,231
New
297
Increased
276
Reduced
333
Closed
286

Top Buys

Rank Stock Value
1
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$19.9M
2
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$12.6M
3
VTRS icon
Viatris
VTRS
+$10.2M
4
NVDA icon
NVIDIA
NVDA
+$9.44M
5
MLM icon
Martin Marietta Materials
MLM
+$8.92M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$85.2M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$33.1M
3
GLD icon
SPDR Gold Trust
GLD
+$21.3M
4
AZN icon
AstraZeneca
AZN
+$17.9M
5
EFA icon
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
COF icon
1001
PUT
Capital One
COF
$124B
– –
-39,900
Closed -$3.3M
COP icon
1002
ConocoPhillips
COP
$147B
– –
-311,536
Closed -$14M
COST icon
1003
Costco
COST
$415B
– –
-40,158
Closed -$6.31M
CP icon
1004
Canadian Pacific Kansas City
CP
$82B
– –
-33,290
Closed -$1.06M
CRM icon
1005
Salesforce
CRM
$134B
– –
-23,727
Closed -$2.18M
CSCO icon
1006
Cisco
CSCO
$450B
– –
-37,581
Closed -$1.2M
CVE icon
1007
Cenovus Energy
CVE
$54.6B
– –
-11,087
Closed -$82K
CVE icon
1008
PUT
Cenovus Energy
CVE
$54.6B
– –
-12,500
Closed -$92K
CVX icon
1009
PUT
Chevron
CVX
$388B
– –
-73,000
Closed -$7.62M
DAL icon
1010
Delta Air Lines
DAL
$55.9B
– –
-89,298
Closed -$4.8M
DB icon
1011
CALL
Deutsche Bank
DB
$66.3B
– –
-329,100
Closed -$5.86M
DBRG icon
1012
DigitalBridge
DBRG
$2.94B
– –
-15
Closed -$820
DHI icon
1013
CALL
D.R. Horton
DHI
$41.2B
– –
-97,300
Closed -$3.36M
DHI icon
1014
PUT
D.R. Horton
DHI
$41.2B
– –
-85,900
Closed -$2.97M
DHR icon
1015
CALL
Danaher
DHR
$135B
– –
-88,999
Closed -$6.66M
DIA icon
1016
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
– –
-18,424
Closed -$4.03M
DKS icon
1017
CALL
Dick's Sporting Goods
DKS
$18.4B
– –
-12,600
Closed -$502K
DRI icon
1018
Darden Restaurants
DRI
$22.5B
– –
-19,562
Closed -$1.77M
DUK icon
1019
PUT
Duke Energy
DUK
$102B
– –
-4,800
Closed -$401K
EA icon
1020
CALL
Electronic Arts
EA
$52.4B
– –
-9,400
Closed -$994K
ED icon
1021
CALL
Consolidated Edison
ED
$41.6B
– –
-70,200
Closed -$5.67M
EFA icon
1022
iShares MSCI EAFE ETF
EFA
$76.4B
– –
-266,854
Closed -$17.8M
EMN icon
1023
Eastman Chemical
EMN
$7.8B
– –
-5,608
Closed -$471K
EOG icon
1024
EOG Resources
EOG
$78B
– –
-4,919
Closed -$445K
ES icon
1025
CALL
Eversource Energy
ES
$28.2B
– –
-6,100
Closed -$370K
39 40
41
42 43

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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.