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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
+0.68%
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
$12.8B
AUM Growth
+$1.77B
Cap. Flow
+$1.58B
Cap. Flow %
12.38%
Top 10 Hldgs %
32.71%
Holding
1,238
New
270
Increased
323
Reduced
319
Closed
304

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$82.8M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$22.4M
3
EFA icon
iShares MSCI EAFE ETF
EFA
+$17.3M
4
GLD icon
SPDR Gold Trust
GLD
+$16.8M
5
COP icon
ConocoPhillips
COP
+$14.5M

Top Sells

Rank Stock Value
1
ISRG icon
Intuitive Surgical
ISRG
+$15.8M
2
C icon
Citigroup
C
+$13.4M
3
USO icon
United States Oil Fund
USO
+$13.2M
4
REGN icon
Regeneron Pharmaceuticals
REGN
+$12.7M
5
FEZ icon
State Street SPDR EURO STOXX 50 ETF
FEZ
+$12.2M

Sector Composition

Rank Sector Weight
1 Technology 1.01%
2 Consumer Discretionary 0.87%
3 Healthcare 0.71%
4 Materials 0.65%
5 Energy 0.62%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$1.26B 9.85%
5,209,600
+904,400
+21% +$217M
IWM icon
2
PUT
iShares Russell 2000 ETF
IWM
$81.1B
$805M 6.29%
5,709,500
+3,474,100
+155% +$481M
GLD icon
3
PUT
SPDR Gold Trust
GLD
$130B
$468M 3.66%
3,968,100
+1,432,900
+57% +$171M
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$466M 3.65%
1,928,900
-62,800
-3% -$15M
IWM icon
5
CALL
iShares Russell 2000 ETF
IWM
$81.1B
$251M 1.97%
1,784,400
+364,300
+26% +$50.4M
IYR icon
6
CALL
iShares US Real Estate ETF
IYR
$4.5B
$242M 1.89%
3,036,000
+2,617,200
+625% +$208M
QQQ icon
7
PUT
Invesco QQQ Trust
QQQ
$461B
$233M 1.82%
1,690,000
+918,800
+119% +$126M
NVDA icon
8
PUT
NVIDIA
NVDA
$5.07T
$169M 1.32%
46,740,000
+12,848,000
+38% +$40.8M
EEM icon
9
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$154M 1.2%
3,717,000
+3,226,500
+658% +$131M
MSFT icon
10
PUT
Microsoft
MSFT
$2.83T
$137M 1.07%
1,990,100
+460,100
+30% +$31.6M
EFA icon
11
PUT
iShares MSCI EAFE ETF
EFA
$76.2B
$122M 0.95%
1,871,600
+818,100
+78% +$52.9M
IYR icon
12
PUT
iShares US Real Estate ETF
IYR
$4.5B
$122M 0.95%
1,527,700
+511,900
+50% +$40.7M
JPM icon
13
PUT
JPMorgan Chase
JPM
$926B
$110M 0.86%
1,200,900
+166,100
+16% +$14.3M
AAPL icon
14
PUT
Apple
AAPL
$4.7T
$108M 0.85%
3,002,800
-3,947,200
-57% -$146M
YUM icon
15
PUT
Yum! Brands
YUM
$40.8B
$107M 0.84%
1,457,300
+1,372,200
+1,612% +$95.5M
IBM icon
16
CALL
IBM
IBM
$195B
$102M 0.8%
694,439
+345,180
+99% +$52M
WFC icon
17
PUT
Wells Fargo
WFC
$261B
$91M 0.71%
1,642,000
+376,800
+30% +$20.2M
MDY icon
18
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$84.5M 0.66%
+266,100
New +$83.8M
SPY icon
19
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$83.5M 0.65%
+345,396
New +$82.8M
C icon
20
PUT
Citigroup
C
$222B
$83.4M 0.65%
1,247,600
-770,000
-38% -$47.2M
BAC icon
21
PUT
Bank of America
BAC
$429B
$80.1M 0.63%
3,300,600
-1,438,600
-30% -$33.5M
MDY icon
22
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$79.2M 0.62%
249,200
+176,600
+243% +$55.6M
WMT icon
23
CALL
Walmart Inc
WMT
$859B
$78.9M 0.62%
3,126,000
+13,200
+0.4% +$335K
GDX icon
24
CALL
VanEck Gold Miners ETF
GDX
$22.9B
$74.5M 0.58%
3,374,400
+1,283,100
+61% +$29.2M
XOM icon
25
CALL
ExxonMobil
XOM
$652B
$69.5M 0.54%
861,000
-480,600
-36% -$39.3M
1
2 3 4 5

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RC
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VDI
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SCB
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WAM
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Twin Tree Management's Q2 2017 Portfolio in Review

As of Q2 2017, Twin Tree Management held 1,238 positions worth $12.8B, up 16% from $11B the previous quarter. Its ten largest holdings account for 33% of the portfolio.

Twin Tree Management deployed $1.58B of net new capital in Q2 2017, opening 270 new positions and adding to 323 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 345,396 shares worth $83.5M.

By sector, the portfolio is most concentrated in Technology at 1% of assets, down from 1.3% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was United States Oil Fund, an estimated $13.2M trimmed.

  • Twin Tree Management's largest Q2 2017 buy was State Street SPDR S&P 500 ETF Trust: 345,396 shares worth $83.5M.
  • Twin Tree Management added most to iShares Russell 2000 ETF in Q2 2017, an estimated $22.4M increase.
  • Twin Tree Management's biggest Q2 2017 reduction was United States Oil Fund, cutting an estimated $13.2M.
  • Twin Tree Management fully exited Intuitive Surgical in Q2 2017, selling an estimated $15.8M.
  • Twin Tree Management's ten largest holdings make up 33% of its $12.8B portfolio in Q2 2017.
  • Twin Tree Management opened 270 new positions and closed 304 in Q2 2017.
  • Twin Tree Management's portfolio value rose 16% quarter-over-quarter to $12.8B.

Based on Twin Tree Management's 13F filing for Q2 2017, filed 10 Aug 2017.