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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
+5.23%
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
$12.6B
AUM Growth
-$171M
(-1.3%)
Cap. Flow
-$726M
Cap. Flow
% of AUM
-5.75%
Top 10 Holdings %
Top 10 Hldgs %
35.58%
Holding
1,231
New
297
Increased
276
Reduced
333
Closed
286
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$19.9M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$12.6M |
| 3 |
Viatris
VTRS
|
+$10.2M |
| 4 |
NVIDIA
NVDA
|
+$9.44M |
| 5 |
Martin Marietta Materials
MLM
|
+$8.92M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$85.2M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$33.1M |
| 3 |
SPDR Gold Trust
GLD
|
+$21.3M |
| 4 |
AstraZeneca
AZN
|
+$17.9M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$17.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.24% |
| 2 | Consumer Discretionary | 1% |
| 3 | Healthcare | 0.72% |
| 4 | Materials | 0.7% |
| 5 | Industrials | 0.44% |
| 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
| $1.58B | 12.52% |
6,291,700
+1,082,100
| +21% | +$267M |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$776B
| $725M | 5.74% |
2,885,300
+956,400
| +50% | +$236M |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $592M | 4.69% |
3,992,400
-1,717,100
| -30% | -$242M |
|
4
CALL
Invesco QQQ Trust
QQQ
$460B
| $406M | 3.22% |
2,791,100
+2,389,600
| +595% | +$342M |
|
|
5
CALL
iShares Russell 2000 ETF
IWM
$80.9B
| $275M | 2.18% |
1,856,500
+72,100
| +4% | +$10.1M |
|
|
6
PUT
SPDR Gold Trust
GLD
$130B
| $273M | 2.16% |
2,242,200
-1,725,900
| -43% | -$210M |
|
7
CALL
iShares US Real Estate ETF
IYR
$4.49B
| $231M | 1.83% |
2,896,300
-139,700
| -5% | -$11.2M |
|
8
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
| $145M | 1.15% |
2,038,000
+2,037,300
| +291,043% | +$140M |
|
|
9
PUT
iShares MSCI EAFE ETF
EFA
$76B
| $144M | 1.14% |
2,095,700
+224,100
| +12% | +$15M |
|
|
10
PUT
NVIDIA
NVDA
$5.07T
| $121M | 0.96% |
27,152,000
-19,588,000
| -42% | -$81.4M |
|
11
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $103M | 0.82% |
3,015,600
+2,914,800
| +2,892% | +$94.8M |
|
|
12
PUT
Invesco QQQ Trust
QQQ
$460B
| $98.1M | 0.78% |
674,700
-1,015,300
| -60% | -$145M |
|
13
CALL
Verizon
VZ
$184B
| $96.3M | 0.76% |
1,945,000
+1,571,600
| +421% | +$73.9M |
|
14
PUT
Netflix
NFLX
$288B
| $87.8M | 0.7% |
4,844,000
+1,127,000
| +30% | +$19.7M |
|
15
CALL
Simon Property Group
SPG
$72.9B
| $86.3M | 0.68% |
536,300
+520,200
| +3,231% | +$83.1M |
|
|
16
PUT
Alphabet (Google) Class A
GOOGL
$3.9T
| $83.9M | 0.66% |
1,724,000
+374,000
| +28% | +$17.7M |
|
17
PUT
Caterpillar
CAT
$414B
| $81.2M | 0.64% |
651,500
+103,900
| +19% | +$12M |
|
18
CALL
iShares MSCI Brazil ETF
EWZ
$9.14B
| $79.8M | 0.63% |
1,914,600
+395,100
| +26% | +$15.5M |
|
19
PUT
Lowe's Companies
LOW
$112B
| $74.2M | 0.59% |
928,200
+846,500
| +1,036% | +$64.8M |
|
|
20
CALL
iShares MSCI EAFE ETF
EFA
$76B
| $72M | 0.57% |
1,051,900
+69,000
| +7% | +$4.61M |
|
21
PUT
BP
BP
$114B
| $68.9M | 0.55% |
1,987,648
+961,649
| +94% | +$30.6M |
|
22
CALL
IBM
IBM
$193B
| $68.3M | 0.54% |
492,352
-202,087
| -29% | -$28.2M |
|
23
PUT
Bank of America
BAC
$429B
| $67.7M | 0.54% |
2,670,000
-630,600
| -19% | -$15.3M |
|
24
CALL
ExxonMobil
XOM
$652B
| $63.2M | 0.5% |
771,500
-89,500
| -10% | -$7.11M |
|
|
25
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $61M | 0.48% |
1,780,800
+1,620,000
| +1,007% | +$52.7M |
|
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Twin Tree Management's Q3 2017 Portfolio in Review
As of Q3 2017, Twin Tree Management held 1,231 positions worth $12.6B, down 1.3% from $12.8B the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Twin Tree Management withdrew a net $726M in Q3 2017, closing 286 positions and reducing 333 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $85.2M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.2% of assets, up from 1% a quarter earlier, followed by Consumer Discretionary and Healthcare.
Against the trend, Twin Tree Management opened a new position in State Street Materials Select Sector SPDR ETF worth $20.5M.
- Twin Tree Management's largest Q3 2017 buy was State Street Materials Select Sector SPDR ETF: 723,484 shares worth $20.5M.
- Twin Tree Management added most to Viatris in Q3 2017, an estimated $10.2M increase.
- Twin Tree Management's biggest Q3 2017 reduction was SPDR Gold Trust, cutting an estimated $21.3M.
- Twin Tree Management fully exited State Street SPDR S&P 500 ETF Trust in Q3 2017, selling an estimated $85.2M.
- Twin Tree Management's ten largest holdings make up 36% of its $12.6B portfolio in Q3 2017.
- Twin Tree Management opened 297 new positions and closed 286 in Q3 2017.
- Twin Tree Management's portfolio value fell 1.3% quarter-over-quarter to $12.6B.
Based on Twin Tree Management's 13F filing for Q3 2017, filed 13 Nov 2017.