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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
STT icon
101
PUT
State Street
STT
$50.6B
$16M 0.21%
230,300
+35,300
+18% +$2.31M
WFC icon
102
PUT
Wells Fargo
WFC
$261B
$15.8M 0.2%
357,500
+83,700
+31% +$4.01M
APA icon
103
CALL
APA Corp
APA
$12.9B
$15.7M 0.2%
246,400
+91,300
+59% +$4.99M
CELG
104
PUT
DELISTED
Celgene Corp
CELG
$15.7M 0.2%
149,900
-8,100
-5% -$877K
AET
105
CALL
DELISTED
Aetna Inc
AET
$15.5M 0.2%
134,200
+28,300
+27% +$3.32M
OKE icon
106
PUT
Oneok
OKE
$58.7B
$15.3M 0.2%
297,300
+161,800
+119% +$7.66M
BHP icon
107
CALL
BHP
BHP
$212B
$15.2M 0.19%
492,007
-50,445
-9% -$1.38M
META icon
108
PUT
Meta Platforms (Facebook)
META
$1.54T
$15.2M 0.19%
118,200
-28,100
-19% -$3.49M
GS icon
109
CALL
Goldman Sachs
GS
$317B
$15.1M 0.19%
93,500
+57,100
+157% +$9.28M
CMCSA icon
110
PUT
Comcast
CMCSA
$78.3B
$15M 0.19%
453,600
+29,400
+7% +$979K
BIIB icon
111
PUT
Biogen
BIIB
$29.6B
$14.9M 0.19%
47,500
-4,600
-9% -$1.36M
CVX icon
112
PUT
Chevron
CVX
$387B
$14.8M 0.19%
144,000
+49,800
+53% +$5.08M
MU icon
113
PUT
Micron Technology
MU
$1.12T
$14.7M 0.19%
+826,100
New +$12.6M
LNG icon
114
PUT
Cheniere Energy
LNG
$57B
$14.7M 0.19%
336,600
+239,500
+247% +$10.1M
SLB icon
115
PUT
SLB Ltd
SLB
$70.6B
$14.4M 0.18%
182,700
+23,700
+15% +$1.88M
AMG icon
116
PUT
Affiliated Managers Group
AMG
$9.19B
$14.2M 0.18%
98,200
+47,000
+92% +$6.73M
CMI icon
117
PUT
Cummins
CMI
$91.8B
$14.2M 0.18%
110,700
+101,200
+1,065% +$12.3M
V icon
118
PUT
Visa
V
$669B
$14.1M 0.18%
171,000
-321,300
-65% -$25.7M
WMT icon
119
CALL
Walmart Inc
WMT
$863B
$14.1M 0.18%
586,200
-192,000
-25% -$4.66M
EXC icon
120
CALL
Exelon
EXC
$48.4B
$14M 0.18%
587,718
-95,056
-14% -$2.39M
TAP icon
121
CALL
Molson Coors Class B
TAP
$7.51B
$13.9M 0.18%
+126,400
New +$12.8M
BIDU icon
122
PUT
Baidu
BIDU
$36.5B
$13.8M 0.18%
76,000
+8,100
+12% +$1.4M
FITB
123
PUT
Fifth Third Bancorp
FITB
$51.8B
$13.8M 0.18%
674,100
+172,200
+34% +$3.32M
COF icon
124
PUT
Capital One
COF
$123B
$13.6M 0.17%
189,800
+14,800
+8% +$1.02M
CAT icon
125
CALL
Caterpillar
CAT
$412B
$13.6M 0.17%
153,200
-75,700
-33% -$6.19M
3 4
5
6 7

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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.