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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
-2.21%
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
$2.6B
AUM Growth
Cap. Flow
+$2.61B
Cap. Flow %
100.36%
Top 10 Hldgs %
36.9%
Holding
803
New
803
Increased
Reduced
Closed

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
1 Energy 0.56%
2 Healthcare 0.54%
3 Consumer Discretionary 0.49%
4 Technology 0.45%
5 Consumer Staples 0.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$775B
$583M 22.45%
+3,633,000
New +$585M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$775B
$197M 7.59%
+1,227,900
New +$198M
IWM icon
3
CALL
iShares Russell 2000 ETF
IWM
$81B
$41.9M 1.61%
+431,700
New +$41.2M
DIA icon
4
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$31.7M 1.22%
+213,100
New +$31.8M
IYR icon
5
CALL
iShares US Real Estate ETF
IYR
$4.5B
$22.7M 0.87%
+341,400
New +$24.1M
IWM icon
6
PUT
iShares Russell 2000 ETF
IWM
$81B
$20M 0.77%
+205,800
New +$19.7M
MCD icon
7
PUT
McDonald's
MCD
$186B
$17.5M 0.67%
+176,600
New +$17.7M
GOOG icon
8
PUT
Alphabet (Google) Class C
GOOG
$3.89T
$15.1M 0.58%
+690,579
New +$14.6M
XLE icon
9
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$14.8M 0.57%
+378,600
New +$15M
AAPL icon
10
PUT
Apple
AAPL
$4.71T
$14.5M 0.56%
+1,022,000
New +$15.7M
SNDK
11
PUT
DELISTED
SANDISK CORP
SNDK
$13.4M 0.52%
+220,000
New +$12.5M
IYR icon
12
PUT
iShares US Real Estate ETF
IYR
$4.5B
$13M 0.5%
+196,200
New +$13.9M
BKNG icon
13
PUT
Booking.com
BKNG
$134B
$12.4M 0.48%
+375,000
New +$11.5M
MA icon
14
PUT
Mastercard
MA
$467B
$12.2M 0.47%
+213,000
New +$11.8M
WFC icon
15
CALL
Wells Fargo
WFC
$261B
$10.9M 0.42%
+264,800
New +$10.3M
XLY icon
16
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.3B
$10.9M 0.42%
+387,000
New +$10.7M
BKNG icon
17
CALL
Booking.com
BKNG
$134B
$10.9M 0.42%
+330,000
New +$10.1M
APC
18
PUT
DELISTED
Anadarko Petroleum
APC
$10.8M 0.42%
+125,600
New +$10.8M
GDX icon
19
PUT
VanEck Gold Miners ETF
GDX
$22.8B
$10.8M 0.42%
+440,100
New +$12.9M
WFC icon
20
PUT
Wells Fargo
WFC
$261B
$9.97M 0.38%
+241,700
New +$9.42M
UPS icon
21
PUT
United Parcel Service
UPS
$97.5B
$9.84M 0.38%
+113,800
New +$9.76M
BRK.B icon
22
PUT
Berkshire Hathaway Class B
BRK.B
$1.06T
$9.74M 0.38%
+87,000
New +$9.57M
AXP icon
23
PUT
American Express
AXP
$233B
$9.3M 0.36%
+124,400
New +$8.85M
GOOG icon
24
CALL
Alphabet (Google) Class C
GOOG
$3.89T
$9.24M 0.36%
+421,574
New +$8.92M
AIG icon
25
PUT
American International
AIG
$41.6B
$9.19M 0.35%
+205,500
New +$8.82M

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Twin Tree Management's Q2 2013 Portfolio in Review

Q2 2013 is the first quarter with a 13F filing on record for Twin Tree Management, which disclosed 803 positions worth $2.6B. Its ten largest holdings account for 37% of the portfolio.

Its largest position is Barrick Mining: 162,368 shares worth $2.56M.

By sector, the portfolio is most concentrated in Energy at 0.56% of assets, followed by Healthcare and Consumer Discretionary.

  • Twin Tree Management's largest Q2 2013 buy was Barrick Mining: 162,368 shares worth $2.56M.
  • Twin Tree Management's ten largest holdings make up 37% of its $2.6B portfolio in Q2 2013.
  • Twin Tree Management disclosed 803 positions in Q2 2013, its first 13F filing on record.

Based on Twin Tree Management's 13F filing for Q2 2013, filed 14 Aug 2013.