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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
+0.37%
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
$12.5B
AUM Growth
-$998M
(-7.4%)
Cap. Flow
-$959M
Cap. Flow
% of AUM
-7.68%
Top 10 Holdings %
Top 10 Hldgs %
43.84%
Holding
1,395
New
406
Increased
259
Reduced
380
Closed
325
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oracle
ORCL
|
+$30.4M |
| 2 |
CVS Health
CVS
|
+$28.7M |
| 3 |
Howmet Aerospace
HWM
|
+$15M |
| 4 |
COHR
Coherent Inc
COHR
|
+$15M |
| 5 |
Applied Materials
AMAT
|
+$14.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$30.9M |
| 2 |
Amazon
AMZN
|
+$19.6M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$19.5M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$16.5M |
| 5 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$15.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.69% |
| 2 | Healthcare | 1.45% |
| 3 | Financials | 1.01% |
| 4 | Consumer Discretionary | 0.86% |
| 5 | Industrials | 0.83% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$776B
| $1.6B | 12.77% |
6,063,900
+3,010,500
| +99% | +$822M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$776B
| $1.48B | 11.85% |
5,625,900
+2,517,000
| +81% | +$687M |
|
3
PUT
Invesco QQQ Trust
QQQ
$459B
| $666M | 5.33% |
4,157,500
+1,311,100
| +46% | +$217M |
|
4
PUT
SPDR Gold Trust
GLD
$130B
| $436M | 3.49% |
3,464,300
-2,463,300
| -42% | -$311M |
|
5
PUT
iShares Russell 2000 ETF
IWM
$80.9B
| $358M | 2.86% |
2,355,000
-1,042,600
| -31% | -$161M |
|
6
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $344M | 2.75% |
1,424,600
-384,000
| -21% | -$96.5M |
|
|
7
CALL
Invesco QQQ Trust
QQQ
$459B
| $186M | 1.49% |
1,160,900
-578,400
| -33% | -$95.6M |
|
8
PUT
Microsoft
MSFT
$2.83T
| $148M | 1.19% |
1,626,500
-337,700
| -17% | -$30.9M |
|
9
CALL
VanEck Semiconductor ETF
SMH
$69.6B
| $146M | 1.17% |
2,801,000
+2,616,400
| +1,417% | +$138M |
|
10
PUT
NVIDIA
NVDA
$5.07T
| $120M | 0.96% |
20,660,000
+2,012,000
| +11% | +$11.8M |
|
|
11
PUT
VanEck Semiconductor ETF
SMH
$69.6B
| $119M | 0.95% |
2,278,800
+1,955,200
| +604% | +$103M |
|
12
PUT
iShares MSCI Japan ETF
EWJ
$21.7B
| $114M | 0.91% |
+1,884,200
| New | +$116M |
|
13
PUT
Netflix
NFLX
$288B
| $110M | 0.88% |
3,734,000
+820,000
| +28% | +$22.3M |
|
14
PUT
iShares Silver Trust
SLV
$27.8B
| $107M | 0.85% |
6,932,900
+3,961,400
| +133% | +$62.5M |
|
15
PUT
Berkshire Hathaway Class B
BRK.B
$1.05T
| $104M | 0.83% |
+520,500
| New | +$107M |
|
16
PUT
Alibaba
BABA
$272B
| $101M | 0.81% |
549,900
+102,200
| +23% | +$19.2M |
|
|
17
PUT
Applied Materials
AMAT
$444B
| $86.3M | 0.69% |
1,552,200
+1,390,200
| +858% | +$77.4M |
|
18
PUT
Apple
AAPL
$4.71T
| $81.2M | 0.65% |
1,934,800
-124,800
| -6% | -$5.37M |
|
19
PUT
FedEx
FDX
$74.6B
| $74.1M | 0.59% |
308,600
-352,700
| -53% | -$89.2M |
|
20
PUT
Micron Technology
MU
$1.12T
| $72M | 0.58% |
1,380,300
+1,143,100
| +482% | +$54.7M |
|
21
CALL
Simon Property Group
SPG
$72.8B
| $64.5M | 0.52% |
417,700
-50,700
| -11% | -$8.06M |
|
|
22
PUT
Alphabet (Google) Class A
GOOGL
$3.9T
| $64.2M | 0.51% |
1,238,000
-3,826,000
| -76% | -$212M |
|
23
CALL
IBM
IBM
$192B
| $61.1M | 0.49% |
416,726
-76,672
| -16% | -$11.6M |
|
|
24
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
| $58.7M | 0.47% |
1,742,000
+1,409,800
| +424% | +$49.9M |
|
25
PUT
Illumina
ILMN
$29.5B
| $56.4M | 0.45% |
245,281
+237,160
| +2,920% | +$54.4M |
|
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Twin Tree Management's Q1 2018 Portfolio in Review
As of Q1 2018, Twin Tree Management held 1,395 positions worth $12.5B, down 7.4% from $13.5B the previous quarter. Its ten largest holdings account for 44% of the portfolio.
Twin Tree Management withdrew a net $959M in Q1 2018, closing 325 positions and reducing 380 holdings. Its most notable exit was State Street Energy Select Sector SPDR ETF, an estimated $30.9M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.7% of assets, up from 1.6% a quarter earlier, followed by Healthcare and Financials.
Against the trend, Twin Tree Management opened a new position in CVS Health worth $24.9M.
- Twin Tree Management's largest Q1 2018 buy was CVS Health: 400,648 shares worth $24.9M.
- Twin Tree Management added most to Oracle in Q1 2018, an estimated $30.4M increase.
- Twin Tree Management's biggest Q1 2018 reduction was Amazon, cutting an estimated $19.6M.
- Twin Tree Management fully exited State Street Energy Select Sector SPDR ETF in Q1 2018, selling an estimated $30.9M.
- Twin Tree Management's ten largest holdings make up 44% of its $12.5B portfolio in Q1 2018.
- Twin Tree Management opened 406 new positions and closed 325 in Q1 2018.
- Twin Tree Management's portfolio value fell 7.4% quarter-over-quarter to $12.5B.
Based on Twin Tree Management's 13F filing for Q1 2018, filed 9 May 2018.