We are live on
!
Find out more
Twin Tree Management Portfolio holdings
AUM
$5.31B
1-Year Est. Return
55.82%
This Fund
S&P 500
This Quarter
Est. Return
+9.24%
1 Year Est. Return
+55.82%
3 Year Est. Return
+175.36%
5 Year Est. Return
+159.83%
10 Year Est. Return
+633.34%
AUM
$7.82B
AUM Growth
+$1.44B
(+23%)
Cap. Flow
+$144M
Cap. Flow
% of AUM
1.84%
Top 10 Holdings %
Top 10 Hldgs %
31.47%
Holding
1,433
New
278
Increased
429
Reduced
375
Closed
328
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$18M |
| 2 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$13.4M |
| 3 |
McKesson
MCK
|
+$12M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$7.56M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$6.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$8.78M |
| 2 |
State Street SPDR S&P Metals & Mining ETF
XME
|
+$7.19M |
| 3 |
Autoliv
ALV
|
+$6.32M |
| 4 |
Bank of America
BAC
|
+$6.3M |
| 5 |
Visa
V
|
+$5.64M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 92.45% |
| 2 | Technology | 1.56% |
| 3 | Healthcare | 1.11% |
| 4 | Consumer Discretionary | 1.05% |
| 5 | Financials | 0.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$815B
| $820M | 10.48% |
3,789,600
+62,200
| +2% | +$13.4M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$815B
| $722M | 9.23% |
3,338,300
+558,900
| +20% | +$121M |
|
3
PUT
Alibaba
BABA
$281B
| $145M | 1.86% |
1,372,100
+964,500
| +237% | +$89.4M |
|
4
PUT
Apple
AAPL
$4.67T
| $135M | 1.72% |
4,770,400
+2,768,400
| +138% | +$73.3M |
|
5
PUT
Amazon
AMZN
$2.79T
| $124M | 1.58% |
2,954,000
+1,192,000
| +68% | +$45.6M |
|
6
PUT
Invesco QQQ Trust
QQQ
$489B
| $119M | 1.52% |
999,000
+293,700
| +42% | +$33.9M |
|
7
PUT
Alphabet (Google) Class A
GOOGL
$4.14T
| $111M | 1.42% |
2,764,000
+1,616,000
| +141% | +$63.2M |
|
8
PUT
Booking.com
BKNG
$145B
| $97.7M | 1.25% |
1,660,000
+560,000
| +51% | +$31.2M |
|
9
CALL
iShares US Real Estate ETF
IYR
$4.44B
| $95.9M | 1.23% |
1,188,800
+976,200
| +459% | +$80.8M |
|
|
10
CALL
Invesco QQQ Trust
QQQ
$489B
| $92.3M | 1.18% |
777,200
+183,300
| +31% | +$21.2M |
|
11
PUT
VanEck Gold Miners ETF
GDX
$30.7B
| $85.9M | 1.1% |
3,249,800
-291,900
| -8% | -$8.38M |
|
|
12
PUT
iShares US Real Estate ETF
IYR
$4.44B
| $83.4M | 1.07% |
1,034,800
+544,600
| +111% | +$45.1M |
|
|
13
CALL
VanEck Gold Miners ETF
GDX
$30.7B
| $61.5M | 0.79% |
2,325,400
+595,500
| +34% | +$17.1M |
|
14
CALL
Boeing
BA
$168B
| $58.8M | 0.75% |
446,300
+365,600
| +453% | +$48.2M |
|
|
15
PUT
Bank of America
BAC
$438B
| $57.8M | 0.74% |
3,691,300
+1,755,000
| +91% | +$26.1M |
|
16
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$44.1B
| $55.8M | 0.71% |
773,700
+278,600
| +56% | +$20.5M |
|
17
PUT
Colgate-Palmolive
CL
$70.8B
| $54.6M | 0.7% |
736,600
+628,900
| +584% | +$46.5M |
|
18
PUT
Cisco
CSCO
$431B
| $49.1M | 0.63% |
1,548,600
+339,600
| +28% | +$10.4M |
|
19
CALL
Chevron
CVX
$409B
| $45.3M | 0.58% |
440,400
+75,900
| +21% | +$7.75M |
|
20
PUT
Qualcomm
QCOM
$180B
| $44.6M | 0.57% |
650,900
+260,200
| +67% | +$15.8M |
|
21
PUT
Walmart Inc
WMT
$850B
| $43.5M | 0.56% |
1,810,500
+393,000
| +28% | +$9.53M |
|
22
PUT
Microsoft
MSFT
$3.71T
| $41.2M | 0.53% |
715,000
-176,800
| -20% | -$9.98M |
|
23
PUT
iShares Russell 2000 ETF
IWM
$81.2B
| $39.3M | 0.5% |
316,600
+274,000
| +643% | +$33.3M |
|
|
24
CALL
Apple
AAPL
$4.67T
| $38.5M | 0.49% |
1,360,800
+194,800
| +17% | +$5.16M |
|
25
PUT
Morgan Stanley
MS
$342B
| $37.3M | 0.48% |
1,164,400
+160,600
| +16% | +$4.79M |
|
Similar funds
MA
SFI
MIM
DK
CCWM
CAU
JSTA
PBA
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's Q3 2016 filing shows 278 new, 429 increased, 375 reduced and 328 closed positions. Its largest new stake was State Street Utilities Select Sector SPDR ETF: 710,942 shares worth $17.4M. The largest sale was Goldman Sachs, an estimated $8.78M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Healthcare.
- 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.