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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
+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
(+23%)
Cap. Flow
+$1.03B
Cap. Flow
% of AUM
13.19%
Top 10 Holdings %
Top 10 Hldgs %
31.47%
Holding
1,433
New
278
Increased
429
Reduced
375
Closed
328
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$18M |
| 2 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$13.4M |
| 3 |
McKesson
MCK
|
+$12M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$7.56M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$6.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$8.78M |
| 2 |
State Street SPDR S&P Metals & Mining ETF
XME
|
+$7.19M |
| 3 |
Autoliv
ALV
|
+$6.32M |
| 4 |
Bank of America
BAC
|
+$6.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1101
Toll Brothers
TOL
$14B
| $1K | ﹤0.01% |
+19
| New | +$549 |
|
1102
CALL
Agilent Technologies
A
$39.1B
| – | – |
-38,500
| Closed | -$1.71M |
|
|
1103
PUT
Agilent Technologies
A
$39.1B
| – | – |
-28,700
| Closed | -$1.27M |
|
1104
Arch Capital
ACGL
$36.1B
| – | – |
-1,032
| Closed | -$25K |
|
1105
Aecom
ACM
$9.07B
| – | – |
-4,666
| Closed | -$150K |
|
|
1106
PUT
Aecom
ACM
$9.07B
| – | – |
-10,500
| Closed | -$334K |
|
1107
Accenture
ACN
$89.9B
| – | – |
-8,652
| Closed | -$980K |
|
|
1108
PUT
Accenture
ACN
$89.9B
| – | – |
-5,000
| Closed | -$566K |
|
1109
CALL
Analog Devices
ADI
$181B
| – | – |
-2,800
| Closed | -$159K |
|
|
1110
PUT
Analog Devices
ADI
$181B
| – | – |
-3,600
| Closed | -$204K |
|
1111
CALL
American Electric Power
AEP
$73.7B
| – | – |
-31,900
| Closed | -$2.24M |
|
|
1112
PUT
American Electric Power
AEP
$73.7B
| – | – |
-72,300
| Closed | -$5.07M |
|
1113
CALL
AerCap
AER
$23.9B
| – | – |
-105,100
| Closed | -$3.53M |
|
|
1114
AerCap
AER
$23.9B
| – | – |
-46,617
| Closed | -$1.57M |
|
|
1115
PUT
AerCap
AER
$23.9B
| – | – |
-44,600
| Closed | -$1.5M |
|
1116
PUT
AES
AES
$10.6B
| – | – |
-1,000
| Closed | -$12K |
|
1117
CALL
Aflac
AFL
$63.9B
| – | – |
-7,600
| Closed | -$274K |
|
|
1118
Aflac
AFL
$63.9B
| – | – |
-1,112
| Closed | -$40K |
|
1119
AGNC Investment
AGNC
$12.3B
| – | – |
-747
| Closed | -$14.6K |
|
1120
CALL
Alaska Air
ALK
$5.15B
| – | – |
-3,100
| Closed | -$181K |
|
1121
Allstate
ALL
$66.9B
| – | – |
-3,639
| Closed | -$255K |
|
|
1122
CALL
Autoliv
ALV
$8.6B
| – | – |
-73,842
| Closed | -$5.72M |
|
1123
CALL
Ametek
AME
$55.5B
| – | – |
-10,100
| Closed | -$467K |
|
|
1124
PUT
Ametek
AME
$55.5B
| – | – |
-5,400
| Closed | -$250K |
|
1125
CALL
American Tower
AMT
$77.7B
| – | – |
-24,700
| Closed | -$2.81M |
|
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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.