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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
+4.56%
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
$6.38B
AUM Growth
+$1.13B
(+22%)
Cap. Flow
+$964M
Cap. Flow
% of AUM
15.11%
Top 10 Holdings %
Top 10 Hldgs %
29.27%
Holding
1,497
New
300
Increased
443
Reduced
385
Closed
342
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$8.61M |
| 2 |
Autoliv
ALV
|
+$7.2M |
| 3 |
Canadian Pacific Kansas City
CP
|
+$5.61M |
| 4 |
Booking.com
BKNG
|
+$5.5M |
| 5 |
State Street
STT
|
+$5.16M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
VanEck Gold Miners ETF
GDX
|
+$6.42M |
| 2 |
Baidu
BIDU
|
+$5.94M |
| 3 |
Eli Lilly
LLY
|
+$5.56M |
| 4 |
Teva Pharmaceuticals
TEVA
|
+$5.21M |
| 5 |
Amazon
AMZN
|
+$5.21M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 1.35% |
| 2 | Consumer Discretionary | 1.11% |
| 3 | Technology | 0.91% |
| 4 | Industrials | 0.85% |
| 5 | Healthcare | 0.82% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $781M | 12.23% |
3,727,400
+15,600
| +0.4% | +$3.24M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $582M | 9.12% |
2,779,400
+1,823,600
| +191% | +$378M |
|
|
3
PUT
VanEck Gold Miners ETF
GDX
$22.9B
| $98.1M | 1.54% |
3,541,700
+1,224,900
| +53% | +$29.4M |
|
4
PUT
Invesco QQQ Trust
QQQ
$461B
| $75.8M | 1.19% |
705,300
+91,800
| +15% | +$9.92M |
|
|
5
CALL
Invesco QQQ Trust
QQQ
$461B
| $63.9M | 1% |
593,900
+397,200
| +202% | +$42.9M |
|
|
6
PUT
Amazon
AMZN
$2.53T
| $63M | 0.99% |
1,762,000
-1,750,000
| -50% | -$59.2M |
|
|
7
PUT
Booking.com
BKNG
$134B
| $54.9M | 0.86% |
1,100,000
+485,000
| +79% | +$25.2M |
|
8
CALL
Intel
INTC
$513B
| $51.8M | 0.81% |
1,579,900
+1,559,100
| +7,496% | +$48.8M |
|
9
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $49.8M | 0.78% |
1,458,800
+514,000
| +54% | +$17M |
|
|
10
CALL
VanEck Gold Miners ETF
GDX
$22.9B
| $47.9M | 0.75% |
1,729,900
+1,367,200
| +377% | +$32.8M |
|
11
PUT
Apple
AAPL
$4.71T
| $47.8M | 0.75% |
2,002,000
-245,600
| -11% | -$6.1M |
|
12
PUT
Microsoft
MSFT
$2.83T
| $45.6M | 0.72% |
891,800
-331,700
| -27% | -$17.2M |
|
13
PUT
IBM
IBM
$195B
| $43.6M | 0.68% |
300,411
-76,149
| -20% | -$10.9M |
|
14
PUT
JPMorgan Chase
JPM
$926B
| $41.4M | 0.65% |
666,400
+356,500
| +115% | +$22.3M |
|
15
PUT
iShares US Real Estate ETF
IYR
$4.5B
| $40.4M | 0.63% |
490,200
+447,900
| +1,059% | +$35.1M |
|
16
PUT
Alphabet (Google) Class A
GOOGL
$3.91T
| $40.4M | 0.63% |
1,148,000
+138,000
| +14% | +$5.06M |
|
17
PUT
GE Aerospace
GE
$362B
| $39.1M | 0.61% |
259,304
+79,437
| +44% | +$11.6M |
|
18
CALL
Chevron
CVX
$390B
| $38.2M | 0.6% |
364,500
+176,300
| +94% | +$17.7M |
|
19
PUT
Visa
V
$666B
| $36.5M | 0.57% |
492,300
+161,500
| +49% | +$12.6M |
|
20
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.6B
| $35.5M | 0.56% |
495,100
+450,400
| +1,008% | +$31.7M |
|
21
PUT
Cisco
CSCO
$446B
| $34.7M | 0.54% |
1,209,000
+624,800
| +107% | +$17.5M |
|
22
PUT
Walmart Inc
WMT
$859B
| $34.5M | 0.54% |
1,417,500
-460,800
| -25% | -$10.7M |
|
|
AET
23
PUT
DELISTED
Aetna Inc
AET
| $33.7M | 0.53% |
275,900
+99,400
| +56% | +$11.4M |
|
24
PUT
Citigroup
C
$222B
| $33.4M | 0.52% |
788,000
+447,000
| +131% | +$19.8M |
|
25
PUT
Berkshire Hathaway Class B
BRK.B
$1.06T
| $32.9M | 0.51% |
226,900
+85,500
| +60% | +$12.2M |
|
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VDI
RS
MF
SCB
WAM
Twin Tree Management's Q2 2016 Portfolio in Review
As of Q2 2016, Twin Tree Management held 1,497 positions worth $6.38B, up 22% from $5.25B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Twin Tree Management deployed $964M of net new capital in Q2 2016, opening 300 new positions and adding to 443 existing holdings. Its largest new stake was Autoliv: 83,992 shares worth $6.5M.
By sector, the portfolio is most concentrated in Financials at 1.4% of assets, up from 1.1% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was VanEck Gold Miners ETF, an estimated $6.42M trimmed.
- Twin Tree Management's largest Q2 2016 buy was Autoliv: 83,992 shares worth $6.5M.
- Twin Tree Management added most to Goldman Sachs in Q2 2016, an estimated $8.61M increase.
- Twin Tree Management's biggest Q2 2016 reduction was VanEck Gold Miners ETF, cutting an estimated $6.42M.
- Twin Tree Management fully exited Teva Pharmaceuticals in Q2 2016, selling an estimated $5.21M.
- Twin Tree Management's ten largest holdings make up 29% of its $6.38B portfolio in Q2 2016.
- Twin Tree Management opened 300 new positions and closed 342 in Q2 2016.
- Twin Tree Management's portfolio value rose 22% quarter-over-quarter to $6.38B.
Based on Twin Tree Management's 13F filing for Q2 2016, filed 15 Aug 2016.