We are live on ! Find out more
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
+10.56%
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
$28.8B
AUM Growth
+$3.65B
Cap. Flow
+$1.13B
Cap. Flow %
3.91%
Top 10 Hldgs %
41.54%
Holding
1,560
New
367
Increased
361
Reduced
415
Closed
353

Top Buys

Rank Stock Value
1
IYR icon
iShares US Real Estate ETF
IYR
+$39.6M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$32.2M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$29.3M
4
XHB icon
State Street SPDR S&P Homebuilders ETF
XHB
+$27.8M
5
SMH icon
VanEck Semiconductor ETF
SMH
+$26.5M

Top Sells

Rank Stock Value
1
TSM icon
TSMC
TSM
+$35.1M
2
DIS icon
Walt Disney
DIS
+$32.8M
3
BKNG icon
Booking.com
BKNG
+$31.4M
4
CM icon
Canadian Imperial Bank of Commerce
CM
+$23M
5
UNH icon
UnitedHealth
UNH
+$19M

Sector Composition

Rank Sector Weight
1 Technology 0.81%
2 Healthcare 0.59%
3 Consumer Discretionary 0.53%
4 Financials 0.47%
5 Communication Services 0.39%
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
$4.2B 14.58%
13,062,100
-219,900
-2% -$67.7M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$776B
$4B 13.88%
12,438,000
+1,875,500
+18% +$578M
GLD icon
3
PUT
SPDR Gold Trust
GLD
$130B
$832M 2.88%
5,819,300
-1,138,200
-16% -$159M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$460B
$611M 2.12%
2,874,700
-536,500
-16% -$107M
AMZN icon
5
PUT
Amazon
AMZN
$2.52T
$459M 1.59%
4,964,000
+3,732,000
+303% +$330M
EWZ icon
6
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
$452M 1.57%
9,525,600
+1,124,400
+13% +$49.2M
GOOGL icon
7
PUT
Alphabet (Google) Class A
GOOGL
$3.9T
$378M 1.31%
5,648,000
+1,464,000
+35% +$94.4M
XLE icon
8
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$361M 1.25%
12,035,000
+6,568,400
+120% +$195M
SLV icon
9
PUT
iShares Silver Trust
SLV
$27.8B
$357M 1.24%
21,401,800
+9,037,500
+73% +$146M
BABA icon
10
PUT
Alibaba
BABA
$272B
$325M 1.13%
1,530,000
+1,010,000
+194% +$190M
AAPL icon
11
PUT
Apple
AAPL
$4.71T
$321M 1.11%
4,376,800
+2,129,200
+95% +$137M
QQQ icon
12
PUT
Invesco QQQ Trust
QQQ
$460B
$303M 1.05%
1,424,800
-1,610,000
-53% -$322M
NKE icon
13
PUT
Nike
NKE
$60.5B
$227M 0.79%
2,245,500
+552,700
+33% +$52.1M
NVDA icon
14
PUT
NVIDIA
NVDA
$5.07T
$197M 0.68%
33,552,000
+20,300,000
+153% +$106M
MA icon
15
PUT
Mastercard
MA
$466B
$196M 0.68%
655,200
+195,000
+42% +$55M
XME icon
16
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.12B
$194M 0.67%
6,636,200
+534,800
+9% +$14.6M
PYPL icon
17
PUT
PayPal
PYPL
$49.1B
$183M 0.63%
1,688,400
+870,800
+107% +$90.7M
IWM icon
18
CALL
iShares Russell 2000 ETF
IWM
$80.9B
$182M 0.63%
1,096,800
-8,400
-0.8% -$1.33M
IYR icon
19
CALL
iShares US Real Estate ETF
IYR
$4.49B
$181M 0.63%
1,945,300
+334,400
+21% +$31M
MRK icon
20
CALL
Merck
MRK
$322B
$174M 0.6%
2,007,130
+212,325
+12% +$17.4M
BA icon
21
CALL
Boeing
BA
$163B
$174M 0.6%
532,800
+288,000
+118% +$102M
UPS icon
22
CALL
United Parcel Service
UPS
$97B
$171M 0.59%
1,462,800
+436,200
+42% +$51.6M
XLE icon
23
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.5B
$146M 0.51%
4,862,000
-7,625,000
-61% -$226M
GDX icon
24
CALL
VanEck Gold Miners ETF
GDX
$22.9B
$146M 0.51%
4,974,000
-8,652,800
-63% -$237M
IWM icon
25
PUT
iShares Russell 2000 ETF
IWM
$80.9B
$141M 0.49%
848,700
-159,300
-16% -$25.2M
1
2 3 4 5

Similar funds

JCM
Junto Capital Management New York $4.74B AUM 27.96% 1-Year Est. Return
SAMU
SONA Asset Management (US) New York $4.74B AUM 11.18% 1-Year Est. Return
RC
Resolution Capital Sydney, NSW, Australia $4.76B AUM 10.22% 1-Year Est. Return
VDI
Vaughan David Investments Peoria, Illinois $4.73B AUM 19.55% 1-Year Est. Return
RS
Robeco Schweiz Zurich, Switzerland $4.73B AUM 58.9% 1-Year Est. Return
MF
Milford Funds Auckland $4.77B AUM
SCB
Saudi Central Bank Riyadh, Saudi Arabia $4.72B AUM 29.46% 1-Year Est. Return
WAM
WT Asset Management Hong Kong $4.77B AUM 334.05% 1-Year Est. Return

Twin Tree Management's Q4 2019 Portfolio in Review

As of Q4 2019, Twin Tree Management held 1,560 positions worth $28.8B, up 14% from $25.2B the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Twin Tree Management deployed $1.13B of net new capital in Q4 2019, opening 367 new positions and adding to 361 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 986,476 shares worth $29.6M.

By sector, the portfolio is most concentrated in Technology at 0.81% of assets, down from 1% a quarter earlier, followed by Healthcare and Consumer Discretionary.

On the sell side, the largest reduction was TSMC, an estimated $35.1M trimmed.

  • Twin Tree Management's largest Q4 2019 buy was State Street Energy Select Sector SPDR ETF: 986,476 shares worth $29.6M.
  • Twin Tree Management added most to iShares US Real Estate ETF in Q4 2019, an estimated $39.6M increase.
  • Twin Tree Management's biggest Q4 2019 reduction was TSMC, cutting an estimated $35.1M.
  • Twin Tree Management fully exited Canadian Imperial Bank of Commerce in Q4 2019, selling an estimated $23M.
  • Twin Tree Management's ten largest holdings make up 42% of its $28.8B portfolio in Q4 2019.
  • Twin Tree Management opened 367 new positions and closed 353 in Q4 2019.
  • Twin Tree Management's portfolio value rose 14% quarter-over-quarter to $28.8B.

Based on Twin Tree Management's 13F filing for Q4 2019, filed 14 Feb 2020.