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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
-10.16%
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
$3.9B
AUM Growth
-$215M
Cap. Flow
+$127M
Cap. Flow %
3.27%
Top 10 Hldgs %
37.86%
Holding
1,628
New
330
Increased
417
Reduced
509
Closed
338

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$6.25M
2
IBM icon
IBM
IBM
+$5.44M
3
GDX icon
VanEck Gold Miners ETF
GDX
+$5.21M
4
NVS icon
Novartis
NVS
+$4.37M
5
AMGN icon
Amgen
AMGN
+$4.23M

Top Sells

Rank Stock Value
1
YUM icon
Yum! Brands
YUM
+$5.79M
2
QCOM icon
Qualcomm
QCOM
+$5.02M
3
DD
Du Pont De Nemours E I
DD
+$4.62M
4
MON
Monsanto Co
MON
+$3.93M
5
GE icon
GE Aerospace
GE
+$3.76M

Sector Composition

Rank Sector Weight
1 Healthcare 1.36%
2 Financials 1.17%
3 Consumer Discretionary 0.95%
4 Technology 0.82%
5 Energy 0.73%
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
$618M 15.83%
3,222,700
+1,674,300
+108% +$340M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$775B
$510M 13.07%
2,659,200
+315,000
+13% +$63.9M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$81B
$73.2M 1.88%
669,900
+131,700
+24% +$15.6M
IWM icon
4
CALL
iShares Russell 2000 ETF
IWM
$81B
$51.5M 1.32%
471,300
+225,600
+92% +$26.7M
QQQ icon
5
PUT
Invesco QQQ Trust
QQQ
$458B
$48.1M 1.23%
473,100
+358,800
+314% +$38.6M
AMZN icon
6
PUT
Amazon
AMZN
$2.51T
$39M 1%
1,524,000
-604,000
-28% -$15.3M
GOOG icon
7
PUT
Alphabet (Google) Class C
GOOG
$3.89T
$38.2M 0.98%
1,196,000
+240,000
+25% +$7.37M
QQQ icon
8
CALL
Invesco QQQ Trust
QQQ
$458B
$37.1M 0.95%
364,300
+128,700
+55% +$13.8M
CMG icon
9
PUT
Chipotle Mexican Grill
CMG
$40.9B
$33.4M 0.86%
2,320,000
+1,520,000
+190% +$21.6M
XLF icon
10
PUT
State Street Financial Select Sector SPDR ETF
XLF
$55.1B
$28.9M 0.74%
+1,452,525
New +$30.8M
DIA icon
11
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$24.9M 0.64%
+153,100
New +$26.1M
BKNG icon
12
PUT
Booking.com
BKNG
$134B
$24.7M 0.63%
500,000
+135,000
+37% +$6.71M
PEP icon
13
PUT
PepsiCo
PEP
$184B
$22.4M 0.57%
237,100
-88,400
-27% -$8.41M
NKE icon
14
PUT
Nike
NKE
$60.8B
$21.9M 0.56%
355,600
+101,000
+40% +$5.71M
GDX icon
15
PUT
VanEck Gold Miners ETF
GDX
$22.8B
$21.7M 0.56%
1,579,300
+839,000
+113% +$12.1M
WBA
16
PUT
DELISTED
Walgreens Boots Alliance
WBA
$20.9M 0.53%
251,000
+4,700
+2% +$425K
META icon
17
PUT
Meta Platforms (Facebook)
META
$1.54T
$20M 0.51%
223,000
-70,800
-24% -$6.5M
MSFT icon
18
PUT
Microsoft
MSFT
$2.83T
$18.5M 0.47%
418,000
-340,400
-45% -$15.3M
C icon
19
PUT
Citigroup
C
$221B
$18.1M 0.47%
365,700
+23,300
+7% +$1.27M
BIIB icon
20
PUT
Biogen
BIIB
$29.8B
$17.3M 0.44%
59,200
+12,600
+27% +$4.16M
BAC icon
21
PUT
Bank of America
BAC
$431B
$17M 0.44%
1,089,200
-240,500
-18% -$4.05M
V icon
22
PUT
Visa
V
$667B
$16.9M 0.43%
242,800
-31,200
-11% -$2.23M
JPM icon
23
PUT
JPMorgan Chase
JPM
$926B
$16.8M 0.43%
276,100
-73,800
-21% -$4.83M
AAPL icon
24
PUT
Apple
AAPL
$4.71T
$16.2M 0.41%
586,000
-108,400
-16% -$3.18M
CVX icon
25
CALL
Chevron
CVX
$389B
$15.4M 0.4%
195,700
+71,000
+57% +$5.98M
1
2 3 4 5

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JCM
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SAMU
SONA Asset Management (US) New York $4.74B AUM 11.18% 1-Year Est. Return
RC
Resolution Capital Sydney, NSW, Australia $4.76B AUM 10.22% 1-Year Est. Return
VDI
Vaughan David Investments Peoria, Illinois $4.73B AUM 19.55% 1-Year Est. Return
RS
Robeco Schweiz Zurich, Switzerland $4.73B AUM 58.9% 1-Year Est. Return
MF
Milford Funds Auckland $4.77B AUM
SCB
Saudi Central Bank Riyadh, Saudi Arabia $4.72B AUM 29.46% 1-Year Est. Return
WAM
WT Asset Management Hong Kong $4.77B AUM 334.05% 1-Year Est. Return

Twin Tree Management's Q3 2015 Portfolio in Review

As of Q3 2015, Twin Tree Management held 1,628 positions worth $3.9B, down 5.2% from $4.12B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Twin Tree Management deployed $127M of net new capital in Q3 2015, opening 330 new positions and adding to 417 existing holdings. Its largest new stake was Invesco QQQ Trust: 58,131 shares worth $5.92M.

By sector, the portfolio is most concentrated in Healthcare at 1.4% of assets, up from 1% a quarter earlier, followed by Financials and Consumer Discretionary.

On the sell side, the largest reduction was Du Pont De Nemours E I, an estimated $4.62M trimmed.

  • Twin Tree Management's largest Q3 2015 buy was Invesco QQQ Trust: 58,131 shares worth $5.92M.
  • Twin Tree Management added most to IBM in Q3 2015, an estimated $5.44M increase.
  • Twin Tree Management's biggest Q3 2015 reduction was Du Pont De Nemours E I, cutting an estimated $4.62M.
  • Twin Tree Management fully exited Yum! Brands in Q3 2015, selling an estimated $5.79M.
  • Twin Tree Management's ten largest holdings make up 38% of its $3.9B portfolio in Q3 2015.
  • Twin Tree Management opened 330 new positions and closed 338 in Q3 2015.
  • Twin Tree Management's portfolio value fell 5.2% quarter-over-quarter to $3.9B.

Based on Twin Tree Management's 13F filing for Q3 2015, filed 16 Nov 2015.