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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
+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
(-1.3%)
Cap. Flow
-$726M
Cap. Flow
% of AUM
-5.75%
Top 10 Holdings %
Top 10 Hldgs %
35.58%
Holding
1,231
New
297
Increased
276
Reduced
333
Closed
286
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$19.9M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$12.6M |
| 3 |
Viatris
VTRS
|
+$10.2M |
| 4 |
NVIDIA
NVDA
|
+$9.44M |
| 5 |
Martin Marietta Materials
MLM
|
+$8.92M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$85.2M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$33.1M |
| 3 |
SPDR Gold Trust
GLD
|
+$21.3M |
| 4 |
AstraZeneca
AZN
|
+$17.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $24.7M | 0.2% |
457,900
+297,700
| +186% | +$16.4M |
|
|
TTM
102
PUT
DELISTED
Tata Motors Limited
TTM
| $24.6M | 0.2% |
787,800
+555,000
| +238% | +$17.8M |
|
103
PUT
Costco
COST
$415B
| $24.2M | 0.19% |
147,400
+55,300
| +60% | +$8.69M |
|
104
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $24.2M | 0.19% |
108,100
-155,900
| -59% | -$34.1M |
|
105
CALL
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $24.1M | 0.19% |
931,000
-534,300
| -36% | -$13.3M |
|
106
PUT
JPMorgan Chase
JPM
$939B
| $24M | 0.19% |
251,500
-949,400
| -79% | -$87.6M |
|
107
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $24M | 0.19% |
+157,600
| New | +$23.7M |
|
108
PUT
Broadcom
AVGO
$1.82T
| $23.8M | 0.19% |
982,000
+1,000
| +0.1% | +$24.7K |
|
109
Alibaba
BABA
$269B
| $23.8M | 0.19% |
137,889
+49,779
| +56% | +$8.07M |
|
110
CALL
Citigroup
C
$222B
| $23.7M | 0.19% |
325,600
-381,100
| -54% | -$26M |
|
|
CELG
111
PUT
DELISTED
Celgene Corp
CELG
| $23.6M | 0.19% |
161,500
+78,300
| +94% | +$10.7M |
|
112
PUT
Target
TGT
$62.1B
| $23M | 0.18% |
390,600
+229,400
| +142% | +$12.8M |
|
113
PUT
Morgan Stanley
MS
$337B
| $22.9M | 0.18% |
474,500
-771,500
| -62% | -$35.8M |
|
|
VMW
114
CALL
DELISTED
VMware, Inc
VMW
| $22.4M | 0.18% |
+205,300
| New | +$20.3M |
|
115
PUT
Microsoft
MSFT
$2.84T
| $22.3M | 0.18% |
299,000
-1,691,100
| -85% | -$124M |
|
116
CALL
Vanguard Real Estate ETF
VNQ
$39.9B
| $22.2M | 0.18% |
267,000
+90,800
| +52% | +$7.59M |
|
117
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.86B
| $22.2M | 0.18% |
+390,700
| New | +$21M |
|
118
PUT
Verizon
VZ
$194B
| $22.1M | 0.18% |
446,800
+318,100
| +247% | +$15M |
|
119
CALL
Public Storage
PSA
$60.2B
| $22.1M | 0.18% |
+103,300
| New | +$21.4M |
|
120
PUT
Wells Fargo
WFC
$261B
| $22.1M | 0.18% |
400,800
-1,241,200
| -76% | -$66M |
|
|
TSRO
121
CALL
DELISTED
TESARO, Inc.
TSRO
| $21.7M | 0.17% |
168,000
-69,200
| -29% | -$8.59M |
|
|
122
PUT
Alibaba
BABA
$269B
| $21.5M | 0.17% |
124,400
-123,800
| -50% | -$20.1M |
|
|
123
PUT
Martin Marietta Materials
MLM
$33.6B
| $21.3M | 0.17% |
103,300
+35,100
| +51% | +$7.42M |
|
124
CALL
Digital Realty Trust
DLR
$73.7B
| $20.8M | 0.16% |
175,900
+95,000
| +117% | +$11M |
|
125
CALL
Global Payments
GPN
$22.1B
| $20.6M | 0.16% |
216,900
+140,000
| +182% | +$13.2M |
|
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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.