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Twin Tree Management

Twin Tree Management Portfolio holdings

AUM $5.31B
1-Year Est. Return 55.82%
This Fund
S&P 500
This Quarter Est. Return
+5.23%
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
$12.6B
AUM Growth
-$171M
Cap. Flow
-$268M
Cap. Flow %
-2.12%
Top 10 Hldgs %
35.58%
Holding
1,231
New
297
Increased
276
Reduced
333
Closed
286

Top Buys

Rank Stock Value
1
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$19.9M
2
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$12.6M
3
VTRS icon
Viatris
VTRS
+$10.2M
4
NVDA icon
NVIDIA
NVDA
+$9.44M
5
MLM icon
Martin Marietta Materials
MLM
+$8.92M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$85.2M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$33.1M
3
GLD icon
SPDR Gold Trust
GLD
+$21.3M
4
AZN icon
AstraZeneca
AZN
+$17.9M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$17.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.54%
2 Technology 1.28%
3 Consumer Discretionary 1%
4 Healthcare 0.73%
5 Materials 0.7%
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
$815B
$1.58B 12.52%
6,291,700
+1,082,100
+21% +$267M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$815B
$725M 5.74%
2,885,300
+956,400
+50% +$236M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$81.2B
$592M 4.69%
3,992,400
-1,717,100
-30% -$242M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$489B
$406M 3.22%
2,791,100
+2,389,600
+595% +$342M
IWM icon
5
CALL
iShares Russell 2000 ETF
IWM
$81.2B
$275M 2.18%
1,856,500
+72,100
+4% +$10.1M
GLD icon
6
PUT
SPDR Gold Trust
GLD
$149B
$273M 2.16%
2,242,200
-1,725,900
-43% -$210M
IYR icon
7
CALL
iShares US Real Estate ETF
IYR
$4.44B
$231M 1.83%
2,896,300
-139,700
-5% -$11.2M
XLI icon
8
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$145M 1.15%
2,038,000
+2,037,300
+291,043% +$140M
EFA icon
9
PUT
iShares MSCI EAFE ETF
EFA
$80.1B
$144M 1.14%
2,095,700
+224,100
+12% +$15M
NVDA icon
10
PUT
NVIDIA
NVDA
$5.56T
$121M 0.96%
27,152,000
-19,588,000
-42% -$81.4M
XLE icon
11
CALL
State Street Energy Select Sector SPDR ETF
XLE
$41.7B
$103M 0.82%
3,015,600
+2,914,800
+2,892% +$94.8M
QQQ icon
12
PUT
Invesco QQQ Trust
QQQ
$489B
$98.1M 0.78%
674,700
-1,015,300
-60% -$145M
VZ icon
13
CALL
Verizon
VZ
$208B
$96.3M 0.76%
1,945,000
+1,571,600
+421% +$73.9M
NFLX icon
14
PUT
Netflix
NFLX
$326B
$87.8M 0.7%
4,844,000
+1,127,000
+30% +$19.7M
SPG icon
15
CALL
Simon Property Group
SPG
$67.8B
$86.3M 0.68%
536,300
+520,200
+3,231% +$83.1M
GOOGL icon
16
PUT
Alphabet (Google) Class A
GOOGL
$4.14T
$83.9M 0.66%
1,724,000
+374,000
+28% +$17.7M
CAT icon
17
PUT
Caterpillar
CAT
$374B
$81.2M 0.64%
651,500
+103,900
+19% +$12M
EWZ icon
18
CALL
iShares MSCI Brazil ETF
EWZ
$8.6B
$79.8M 0.63%
1,914,600
+395,100
+26% +$15.5M
LOW icon
19
PUT
Lowe's Companies
LOW
$115B
$74.2M 0.59%
928,200
+846,500
+1,036% +$64.8M
EFA icon
20
CALL
iShares MSCI EAFE ETF
EFA
$80.1B
$72M 0.57%
1,051,900
+69,000
+7% +$4.61M
BP icon
21
PUT
BP
BP
$113B
$68.9M 0.55%
1,987,648
+961,649
+94% +$30.6M
IBM icon
22
CALL
IBM
IBM
$221B
$68.3M 0.54%
492,352
-202,087
-29% -$28.2M
BAC icon
23
PUT
Bank of America
BAC
$438B
$67.7M 0.54%
2,670,000
-630,600
-19% -$15.3M
XOM icon
24
CALL
ExxonMobil
XOM
$656B
$63.2M 0.5%
771,500
-89,500
-10% -$7.11M
XLE icon
25
PUT
State Street Energy Select Sector SPDR ETF
XLE
$41.7B
$61M 0.48%
1,780,800
+1,620,000
+1,007% +$52.7M
1
2 3 4 5

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MIM
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DK
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CCWM
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CAU
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JSTA
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PBA
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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's Q3 2017 filing shows 297 new, 276 increased, 333 reduced and 286 closed positions. Its largest new stake was State Street Materials Select Sector SPDR ETF: 723,484 shares worth $20.5M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $85.2M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 94% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.