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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
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$820M 10.48%
3,789,600
+62,200
+2% +$13.4M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$722M 9.23%
3,338,300
+558,900
+20% +$121M
BABA icon
3
PUT
Alibaba
BABA
$274B
$145M 1.86%
1,372,100
+964,500
+237% +$89.4M
AAPL icon
4
PUT
Apple
AAPL
$4.7T
$135M 1.72%
4,770,400
+2,768,400
+138% +$73.3M
AMZN icon
5
PUT
Amazon
AMZN
$2.53T
$124M 1.58%
2,954,000
+1,192,000
+68% +$45.6M
QQQ icon
6
PUT
Invesco QQQ Trust
QQQ
$461B
$119M 1.52%
999,000
+293,700
+42% +$33.9M
GOOGL icon
7
PUT
Alphabet (Google) Class A
GOOGL
$3.92T
$111M 1.42%
2,764,000
+1,616,000
+141% +$63.2M
BKNG icon
8
PUT
Booking.com
BKNG
$134B
$97.7M 1.25%
1,660,000
+560,000
+51% +$31.2M
IYR icon
9
CALL
iShares US Real Estate ETF
IYR
$4.5B
$95.9M 1.23%
1,188,800
+976,200
+459% +$80.8M
QQQ icon
10
CALL
Invesco QQQ Trust
QQQ
$461B
$92.3M 1.18%
777,200
+183,300
+31% +$21.2M
GDX icon
11
PUT
VanEck Gold Miners ETF
GDX
$22.9B
$85.9M 1.1%
3,249,800
-291,900
-8% -$8.38M
IYR icon
12
PUT
iShares US Real Estate ETF
IYR
$4.5B
$83.4M 1.07%
1,034,800
+544,600
+111% +$45.1M
GDX icon
13
CALL
VanEck Gold Miners ETF
GDX
$22.9B
$61.5M 0.79%
2,325,400
+595,500
+34% +$17.1M
BA icon
14
CALL
Boeing
BA
$164B
$58.8M 0.75%
446,300
+365,600
+453% +$48.2M
BAC icon
15
PUT
Bank of America
BAC
$429B
$57.8M 0.74%
3,691,300
+1,755,000
+91% +$26.1M
XLV icon
16
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.6B
$55.8M 0.71%
773,700
+278,600
+56% +$20.5M
CL icon
17
PUT
Colgate-Palmolive
CL
$71.8B
$54.6M 0.7%
736,600
+628,900
+584% +$46.5M
CSCO icon
18
PUT
Cisco
CSCO
$446B
$49.1M 0.63%
1,548,600
+339,600
+28% +$10.4M
CVX icon
19
CALL
Chevron
CVX
$390B
$45.3M 0.58%
440,400
+75,900
+21% +$7.75M
QCOM icon
20
PUT
Qualcomm
QCOM
$179B
$44.6M 0.57%
650,900
+260,200
+67% +$15.8M
WMT icon
21
PUT
Walmart Inc
WMT
$859B
$43.5M 0.56%
1,810,500
+393,000
+28% +$9.53M
MSFT icon
22
PUT
Microsoft
MSFT
$2.83T
$41.2M 0.53%
715,000
-176,800
-20% -$9.98M
IWM icon
23
PUT
iShares Russell 2000 ETF
IWM
$81.1B
$39.3M 0.5%
316,600
+274,000
+643% +$33.3M
AAPL icon
24
CALL
Apple
AAPL
$4.7T
$38.5M 0.49%
1,360,800
+194,800
+17% +$5.16M
MS icon
25
PUT
Morgan Stanley
MS
$338B
$37.3M 0.48%
1,164,400
+160,600
+16% +$4.79M
1
2 3 4 5

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RC
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VDI
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RS
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SCB
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WAM
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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.