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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
+4.48%
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
$10.2B
AUM Growth
+$2.4B
(+31%)
Cap. Flow
+$2.14B
Cap. Flow
% of AUM
20.95%
Top 10 Holdings %
Top 10 Hldgs %
22.13%
Holding
1,447
New
342
Increased
399
Reduced
342
Closed
317
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
VanEck Gold Miners ETF
GDX
|
+$25.5M |
| 2 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$19.2M |
| 3 |
Palo Alto Networks
PANW
|
+$14.5M |
| 4 |
Coca-Cola
KO
|
+$13.9M |
| 5 |
United States Natural Gas Fund
UNG
|
+$12.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$17M |
| 2 |
Kinder Morgan
KMI
|
+$8M |
| 3 |
Boeing
BA
|
+$7.93M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$7.53M |
| 5 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$6.98M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.24% |
| 2 | Consumer Discretionary | 1.16% |
| 3 | Healthcare | 1.06% |
| 4 | Financials | 0.81% |
| 5 | Consumer Staples | 0.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$776B
| $532M | 5.2% |
2,379,900
-958,400
| -29% | -$209M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$776B
| $499M | 4.88% |
2,231,700
-1,557,900
| -41% | -$340M |
|
3
PUT
Alphabet (Google) Class A
GOOGL
$3.9T
| $253M | 2.47% |
6,382,000
+3,618,000
| +131% | +$145M |
|
4
PUT
Apple
AAPL
$4.71T
| $170M | 1.66% |
5,860,400
+1,090,000
| +23% | +$30.9M |
|
5
PUT
iShares MSCI Japan ETF
EWJ
$21.7B
| $157M | 1.54% |
+3,217,500
| New | +$161M |
|
6
PUT
Bank of America
BAC
$429B
| $139M | 1.36% |
6,311,600
+2,620,300
| +71% | +$50.5M |
|
7
PUT
Booking.com
BKNG
$134B
| $131M | 1.28% |
2,232,500
+572,500
| +34% | +$34.2M |
|
8
CALL
Invesco QQQ Trust
QQQ
$460B
| $128M | 1.25% |
1,078,500
+301,300
| +39% | +$35.6M |
|
9
PUT
Citigroup
C
$220B
| $127M | 1.24% |
2,132,900
+1,402,100
| +192% | +$75.6M |
|
10
PUT
SPDR Gold Trust
GLD
$130B
| $126M | 1.23% |
+1,150,900
| New | +$134M |
|
11
PUT
Walt Disney
DIS
$162B
| $116M | 1.13% |
1,111,200
+1,010,400
| +1,002% | +$98.5M |
|
12
CALL
iShares MSCI EAFE ETF
EFA
$76B
| $112M | 1.1% |
+1,946,300
| New | +$112M |
|
|
13
CALL
Alphabet (Google) Class A
GOOGL
$3.9T
| $102M | 1% |
2,586,000
+2,100,000
| +432% | +$84M |
|
14
PUT
Amazon
AMZN
$2.52T
| $98.8M | 0.97% |
2,634,000
-320,000
| -11% | -$12.5M |
|
15
PUT
Goldman Sachs
GS
$317B
| $97.6M | 0.95% |
407,600
+239,200
| +142% | +$48.6M |
|
|
16
PUT
Coca-Cola
KO
$349B
| $82.4M | 0.81% |
1,986,600
+1,856,200
| +1,423% | +$77.2M |
|
17
PUT
Wells Fargo
WFC
$260B
| $74M | 0.72% |
1,342,000
+984,500
| +275% | +$49.5M |
|
18
CALL
iShares Russell 2000 ETF
IWM
$80.9B
| $69M | 0.68% |
511,700
+345,400
| +208% | +$44.1M |
|
|
ESRX
19
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $67.4M | 0.66% |
+979,200
| New | +$70.2M |
|
20
PUT
Microsoft
MSFT
$2.83T
| $64.1M | 0.63% |
1,032,200
+317,200
| +44% | +$19.1M |
|
21
PUT
Eli Lilly
LLY
$1.06T
| $63.7M | 0.62% |
866,500
+738,400
| +576% | +$55M |
|
|
22
PUT
VanEck Gold Miners ETF
GDX
$22.9B
| $60M | 0.59% |
2,868,600
-381,200
| -12% | -$8.46M |
|
23
PUT
Procter & Gamble
PG
$340B
| $58.5M | 0.57% |
+695,700
| New | +$59.3M |
|
24
PUT
MetLife
MET
$59.4B
| $57.9M | 0.57% |
1,206,038
+361,957
| +43% | +$16.6M |
|
25
CALL
Merck
MRK
$322B
| $54.7M | 0.54% |
974,011
+749,634
| +334% | +$43.9M |
|
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Twin Tree Management's Q4 2016 Portfolio in Review
As of Q4 2016, Twin Tree Management held 1,447 positions worth $10.2B, up 31% from $7.82B the previous quarter. Its ten largest holdings account for 22% of the portfolio.
Twin Tree Management deployed $2.14B of net new capital in Q4 2016, opening 342 new positions and adding to 399 existing holdings. Its largest new stake was State Street SPDR S&P Regional Banking ETF: 391,354 shares worth $21.7M.
By sector, the portfolio is most concentrated in Technology at 1.2% of assets, down from 1.5% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $6.98M trimmed.
- Twin Tree Management's largest Q4 2016 buy was State Street SPDR S&P Regional Banking ETF: 391,354 shares worth $21.7M.
- Twin Tree Management added most to VanEck Gold Miners ETF in Q4 2016, an estimated $25.5M increase.
- Twin Tree Management's biggest Q4 2016 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $6.98M.
- Twin Tree Management fully exited State Street Utilities Select Sector SPDR ETF in Q4 2016, selling an estimated $17M.
- Twin Tree Management's ten largest holdings make up 22% of its $10.2B portfolio in Q4 2016.
- Twin Tree Management opened 342 new positions and closed 317 in Q4 2016.
- Twin Tree Management's portfolio value rose 31% quarter-over-quarter to $10.2B.
Based on Twin Tree Management's 13F filing for Q4 2016, filed 13 Feb 2017.