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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
+7.19%
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
$13.5B
AUM Growth
+$872M
Cap. Flow
+$150M
Cap. Flow %
1.12%
Top 10 Hldgs %
34.91%
Holding
1,234
New
289
Increased
306
Reduced
348
Closed
245

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$28.5M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$21.5M
3
AAPL icon
Apple
AAPL
+$20.3M
4
B
Barrick Mining
B
+$19.3M
5
AMZN icon
Amazon
AMZN
+$17.9M

Top Sells

Rank Stock Value
1
VTRS icon
Viatris
VTRS
+$15.8M
2
DE icon
Deere & Co
DE
+$13.9M
3
BABA icon
Alibaba
BABA
+$12.3M
4
MLM icon
Martin Marietta Materials
MLM
+$10.3M
5
AVGO icon
Broadcom
AVGO
+$9.57M

Sector Composition

Rank Sector Weight
1 Technology 1.57%
2 Consumer Discretionary 0.96%
3 Financials 0.84%
4 Healthcare 0.65%
5 Materials 0.58%
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
$776B
$830M 6.15%
3,108,900
-3,182,800
-51% -$828M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$776B
$815M 6.04%
3,053,400
+168,100
+6% +$43.7M
GLD icon
3
PUT
SPDR Gold Trust
GLD
$130B
$733M 5.43%
5,927,600
+3,685,400
+164% +$447M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$518M 3.84%
3,397,600
-594,800
-15% -$89.3M
DIA icon
5
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$447M 3.32%
1,808,600
+1,700,500
+1,573% +$403M
QQQ icon
6
PUT
Invesco QQQ Trust
QQQ
$460B
$443M 3.29%
2,846,400
+2,171,700
+322% +$331M
QQQ icon
7
CALL
Invesco QQQ Trust
QQQ
$460B
$271M 2.01%
1,739,300
-1,051,800
-38% -$161M
GOOGL icon
8
PUT
Alphabet (Google) Class A
GOOGL
$3.9T
$267M 1.98%
5,064,000
+3,340,000
+194% +$172M
IYR icon
9
PUT
iShares US Real Estate ETF
IYR
$4.49B
$219M 1.62%
2,700,100
+1,986,500
+278% +$161M
MSFT icon
10
PUT
Microsoft
MSFT
$2.83T
$168M 1.25%
1,964,200
+1,665,200
+557% +$137M
FDX icon
11
PUT
FedEx
FDX
$74.7B
$165M 1.22%
661,300
+441,900
+201% +$101M
IYR icon
12
CALL
iShares US Real Estate ETF
IYR
$4.49B
$165M 1.22%
2,031,600
-864,700
-30% -$70.2M
IWM icon
13
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$153M 1.14%
1,006,000
-850,500
-46% -$128M
DIA icon
14
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$151M 1.12%
610,400
+374,800
+159% +$88.8M
META icon
15
PUT
Meta Platforms (Facebook)
META
$1.54T
$132M 0.98%
749,800
+525,000
+234% +$92.8M
AMZN icon
16
PUT
Amazon
AMZN
$2.52T
$129M 0.95%
2,202,000
+1,164,000
+112% +$64M
XLI icon
17
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.6B
$107M 0.8%
1,419,400
-618,600
-30% -$45M
GS icon
18
PUT
Goldman Sachs
GS
$317B
$107M 0.79%
419,000
+399,200
+2,016% +$97.9M
MT icon
19
PUT
ArcelorMittal
MT
$49.9B
$98.1M 0.73%
3,035,300
+1,215,200
+67% +$36M
EFA icon
20
CALL
iShares MSCI EAFE ETF
EFA
$76B
$92.1M 0.68%
1,309,400
+257,500
+24% +$17.9M
NVDA icon
21
PUT
NVIDIA
NVDA
$5.07T
$90.2M 0.67%
18,648,000
-8,504,000
-31% -$42.2M
EFA icon
22
PUT
iShares MSCI EAFE ETF
EFA
$76B
$87.9M 0.65%
1,249,500
-846,200
-40% -$58.8M
AAPL icon
23
PUT
Apple
AAPL
$4.71T
$87.1M 0.65%
2,059,600
+1,570,000
+321% +$65.6M
MDY icon
24
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.8B
$86.9M 0.64%
+251,600
New +$84.8M
EWZ icon
25
CALL
iShares MSCI Brazil ETF
EWZ
$9.14B
$80.5M 0.6%
1,991,300
+76,700
+4% +$3.1M
1
2 3 4 5

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SAMU
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RC
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VDI
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RS
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MF
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SCB
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WAM
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Twin Tree Management's Q4 2017 Portfolio in Review

As of Q4 2017, Twin Tree Management held 1,234 positions worth $13.5B, up 6.9% from $12.6B the previous quarter. Its ten largest holdings account for 35% of the portfolio.

Twin Tree Management's Q4 2017 filing shows 289 new, 306 increased, 348 reduced and 245 closed positions. Its largest new stake was ExxonMobil: 196,463 shares worth $16.4M. The largest sale was Viatris, an estimated $15.8M.

By sector, the portfolio is most concentrated in Technology at 1.6% of assets, up from 1.2% a quarter earlier, followed by Consumer Discretionary and Financials.

  • Twin Tree Management's largest Q4 2017 buy was ExxonMobil: 196,463 shares worth $16.4M.
  • Twin Tree Management added most to Microsoft in Q4 2017, an estimated $28.5M increase.
  • Twin Tree Management's biggest Q4 2017 reduction was Alibaba, cutting an estimated $12.3M.
  • Twin Tree Management fully exited Viatris in Q4 2017, selling an estimated $15.8M.
  • Twin Tree Management's ten largest holdings make up 35% of its $13.5B portfolio in Q4 2017.
  • Twin Tree Management opened 289 new positions and closed 245 in Q4 2017.
  • Twin Tree Management's portfolio value rose 6.9% quarter-over-quarter to $13.5B.

Based on Twin Tree Management's 13F filing for Q4 2017, filed 9 Feb 2018.