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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
MRK icon
126
CALL
Merck
MRK
$324B
$13.4M 0.17%
224,377
-87,717
-28% -$5.13M
YHOO
127
CALL
DELISTED
Yahoo Inc
YHOO
$13.2M 0.17%
305,400
+116,800
+62% +$4.79M
QCOM icon
128
CALL
Qualcomm
QCOM
$176B
$13.1M 0.17%
191,500
-195,900
-51% -$11.9M
META icon
129
CALL
Meta Platforms (Facebook)
META
$1.51T
$13.1M 0.17%
102,100
+53,200
+109% +$6.6M
BHP icon
130
PUT
BHP
BHP
$213B
$12.9M 0.16%
416,115
+316,682
+318% +$8.69M
ECL icon
131
PUT
Ecolab
ECL
$75.6B
$12.8M 0.16%
105,200
-38,900
-27% -$4.7M
NKE icon
132
PUT
Nike
NKE
$61.7B
$12.8M 0.16%
243,100
+167,200
+220% +$9.44M
HAR
133
PUT
DELISTED
Harman International Industries
HAR
$12.8M 0.16%
151,300
+42,800
+39% +$3.51M
VOD icon
134
PUT
Vodafone
VOD
$34.9B
$12.8M 0.16%
438,100
+250,100
+133% +$7.62M
ORCL icon
135
PUT
Oracle
ORCL
$331B
$12.8M 0.16%
325,100
+178,300
+121% +$7.26M
ABBV icon
136
PUT
AbbVie
ABBV
$458B
$12.7M 0.16%
201,700
-113,300
-36% -$7.33M
NOV icon
137
PUT
NOV
NOV
$7.45B
$12.7M 0.16%
345,700
+178,100
+106% +$5.98M
UNH icon
138
PUT
UnitedHealth
UNH
$382B
$12.6M 0.16%
90,200
+18,000
+25% +$2.52M
C icon
139
CALL
Citigroup
C
$222B
$12.5M 0.16%
265,700
-183,500
-41% -$8.35M
GE icon
140
PUT
GE Aerospace
GE
$367B
$12.5M 0.16%
88,035
-171,269
-66% -$25.6M
ILMN icon
141
PUT
Illumina
ILMN
$29.4B
$12.4M 0.16%
70,418
-27,653
-28% -$4.42M
BP icon
142
PUT
BP
BP
$113B
$12.4M 0.16%
418,351
+90,682
+28% +$2.63M
ELV icon
143
PUT
Elevance Health
ELV
$81.9B
$12.3M 0.16%
+98,500
New +$12.7M
CFG icon
144
PUT
Citizens Financial Group
CFG
$30.4B
$12.3M 0.16%
498,900
+376,400
+307% +$8.65M
DVN icon
145
CALL
Devon Energy
DVN
$52B
$12.3M 0.16%
278,900
+69,700
+33% +$2.83M
ADM icon
146
CALL
Archer Daniels Midland
ADM
$41.4B
$12.2M 0.16%
290,100
+101,300
+54% +$4.38M
YUM icon
147
PUT
Yum! Brands
YUM
$41.1B
$12.2M 0.16%
186,811
+13,910
+8% +$888K
VTR icon
148
CALL
Ventas
VTR
$48.9B
$12.1M 0.15%
170,900
+58,400
+52% +$4.24M
CLR
149
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$11.9M 0.15%
229,400
+135,400
+144% +$6.29M
WBA
150
PUT
DELISTED
Walgreens Boots Alliance
WBA
$11.8M 0.15%
146,600
+83,100
+131% +$6.78M
4 5
6
7 8

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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.