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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
-3.8%
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
$52.2B
AUM Growth
-$10.6B
(-17%)
Cap. Flow
-$8.62B
Cap. Flow
% of AUM
-16.5%
Top 10 Holdings %
Top 10 Hldgs %
42.41%
Holding
1,788
New
342
Increased
372
Reduced
533
Closed
503
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$219M |
| 2 |
Alphabet (Google) Class A
GOOGL
|
+$57M |
| 3 |
KraneShares CSI China Internet ETF
KWEB
|
+$49M |
| 4 |
AstraZeneca
AZN
|
+$43.8M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$40.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 1000 Growth ETF
IWF
|
+$116M |
| 2 |
S&P Global
SPGI
|
+$109M |
| 3 |
Intuitive Surgical
ISRG
|
+$93.4M |
| 4 |
iShares Semiconductor ETF
SOXX
|
+$69.1M |
| 5 |
Adobe
ADBE
|
+$66.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.63% |
| 2 | Healthcare | 0.74% |
| 3 | Consumer Discretionary | 0.6% |
| 4 | Communication Services | 0.57% |
| 5 | Materials | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $8.24B | 15.76% |
23,059,200
-5,086,800
| -18% | -$2.02B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$777B
| $4.98B | 9.53% |
13,932,800
-5,409,900
| -28% | -$2.15B |
|
|
3
PUT
Vanguard S&P 500 ETF
VOO
$967B
| $1.92B | 3.67% |
6,684,000
+1,180,600
| +21% | +$431M |
|
4
CALL
Invesco QQQ Trust
QQQ
$460B
| $1.47B | 2.81% |
5,491,100
-3,677,400
| -40% | -$1.11B |
|
5
PUT
iShares S&P 100 ETF
OEF
$19.8B
| $1.37B | 2.62% |
9,803,000
-7,193,600
| -42% | -$1.31B |
|
|
6
CALL
iShares S&P 100 ETF
OEF
$19.8B
| $1.03B | 1.97% |
9,277,000
-4,391,000
| -32% | -$797M |
|
|
7
PUT
Invesco QQQ Trust
QQQ
$460B
| $970M | 1.86% |
3,630,400
-2,012,800
| -36% | -$607M |
|
8
PUT
SPDR Gold Trust
GLD
$130B
| $868M | 1.66% |
5,614,800
+1,553,100
| +38% | +$250M |
|
9
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
| $700M | 1.34% |
2,436,100
+645,400
| +36% | +$205M |
|
10
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.35B
| $620M | 1.19% |
18,486,200
-521,000
| -3% | -$19.6M |
|
11
PUT
VanEck Gold Miners ETF
GDX
$22.9B
| $559M | 1.07% |
4,558,500
-4,100,800
| -47% | -$104M |
|
12
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.11B
| $514M | 0.98% |
7,741,200
+1,354,500
| +21% | +$147M |
|
13
PUT
Amazon
AMZN
$2.51T
| $505M | 0.97% |
4,471,200
-50,400
| -1% | -$6.37M |
|
|
14
CALL
VanEck Gold Miners ETF
GDX
$22.9B
| $473M | 0.91% |
4,258,800
-1,401,000
| -25% | -$35.4M |
|
15
PUT
Costco
COST
$411B
| $377M | 0.72% |
799,000
+273,100
| +52% | +$142M |
|
|
16
PUT
State Street SPDR NYSE Technology ETF
XNTK
$2.11B
| $374M | 0.72% |
5,755,500
-2,363,300
| -29% | -$257M |
|
|
17
CALL
Vanguard S&P 500 ETF
VOO
$967B
| $371M | 0.71% |
1,738,800
+385,400
| +28% | +$141M |
|
18
PUT
NVIDIA
NVDA
$5.06T
| $308M | 0.59% |
25,382,000
+12,795,000
| +102% | +$202M |
|
19
CALL
IBM
IBM
$194B
| $300M | 0.58% |
2,528,800
+1,480,600
| +141% | +$194M |
|
|
20
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $283M | 0.54% |
2,339,400
+1,702,600
| +267% | +$219M |
|
21
PUT
Salesforce
CRM
$129B
| $270M | 0.52% |
1,875,300
+623,000
| +50% | +$106M |
|
|
22
PUT
Alphabet (Google) Class A
GOOGL
$3.88T
| $269M | 0.51% |
2,810,300
+1,038,300
| +59% | +$115M |
|
|
23
CALL
Amazon
AMZN
$2.51T
| $233M | 0.45% |
2,063,400
+716,500
| +53% | +$90.6M |
|
24
PUT
ExxonMobil
XOM
$650B
| $213M | 0.41% |
2,444,400
+16,500
| +0.7% | +$1.51M |
|
25
CALL
State Street Technology Select Sector SPDR ETF
XLK
$116B
| $201M | 0.38% |
+3,377,200
| New | +$230M |
|
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Twin Tree Management's Q3 2022 Portfolio in Review
As of Q3 2022, Twin Tree Management held 1,788 positions worth $52.2B, down 17% from $62.9B the previous quarter. Its ten largest holdings account for 42% of the portfolio.
Twin Tree Management withdrew a net $8.62B in Q3 2022, closing 503 positions and reducing 533 holdings. Its most notable exit was S&P Global, an estimated $109M position sold in full.
By sector, the portfolio is most concentrated in Technology at 1.6% of assets, down from 2.2% a quarter earlier, followed by Healthcare and Consumer Discretionary.
Against the trend, Twin Tree Management opened a new position in Vanguard S&P 500 ETF worth $196M.
- Twin Tree Management's largest Q3 2022 buy was Vanguard S&P 500 ETF: 598,531 shares worth $196M.
- Twin Tree Management added most to Alphabet (Google) Class A in Q3 2022, an estimated $57M increase.
- Twin Tree Management's biggest Q3 2022 reduction was iShares Russell 1000 Growth ETF, cutting an estimated $116M.
- Twin Tree Management fully exited S&P Global in Q3 2022, selling an estimated $109M.
- Twin Tree Management's ten largest holdings make up 42% of its $52.2B portfolio in Q3 2022.
- Twin Tree Management opened 342 new positions and closed 503 in Q3 2022.
- Twin Tree Management's portfolio value fell 17% quarter-over-quarter to $52.2B.
Based on Twin Tree Management's 13F filing for Q3 2022, filed 10 Nov 2022.