Stocks/Funds/CIK 1535588

Twin Tree Management, LP

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1535588
Assets
$476M
-89.5% YoY
Holdings
385
Lifetime alpha vs market
+8.21% annual
Average hold time
4.5 yr
median 4.3 yr

Quarterly history

Cum return +158% vs S&P +64% · α +94% lifetimeAUM $476M · peak $5.5BFlow $-646M (-66%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-34.57%
trims when stocks drop
when a holding falls −10%+
Middle response
-36.36%
baseline attrition
Rally response
-30.83%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
IAUiShares Gold Trust$11M2.3%1.8 yr
GLDSPDR Gold Shares$11M2.2%6.5 yr
NOWServiceNow, Inc.$10M2.2%-34.3%6.0 yr
LYBLyondellBasell Industrie$9M1.9%+25.0%3.3 yr
MSFTMicrosoft Corporation$9M1.8%-0.6%8.5 yr
LULULululemon Athletica Inc.$8M1.7%-45.9%9.8 yr
GDXVanEck Gold Miners ETF$7M1.6%9.3 yr
MUMicron Technology, Inc.$7M1.5%+289.6%11.3 yr
KRThe Kroger Co.$7M1.5%+9.1%7.8 yr
MRNAModerna, Inc.$6M1.3%+79.2%5.0 yr
MCKMcKesson Corporation$6M1.3%+29.1%7.0 yr
GLWCorning Incorporated$6M1.2%+201.5%10.5 yr
XBIState Street SPDR S&P Bi$6M1.2%5.0 yr
RACEFerrari N.V.$6M1.2%-20.3%5.8 yr
XRTState Street SPDR S&P Re$6M1.2%9.8 yr

Portfolio composition (YoY)

Industry mix
Asset Management13.8%+5.1pp$66M
Semiconductors8.8%-3.5pp$42M
Software - Infrastructure6.2%-1.4pp$29M
Software - Application5.1%-3.0pp$24M
Aerospace & Defense3.2%+0.5pp$15M
Computer Hardware3.0%+0.7pp$14M
Auto - Manufacturers2.8%+0.1pp$13M
Biotechnology2.4%+0.9pp$12M
Apparel - Retail2.4%+1.3pp$11M
Hardware, Equipment & Parts2.3%+0.9pp$11M
Country
US84.6%+0.7pp
CA5.7%+0.2pp
GB1.9%-1.6pp
IT1.2%+1.0pp
Unknown1.1%-0.3pp
NL0.9%+0.3pp
AU0.8%+0.2pp
JP0.6%+0.4pp
Top 5: 10.4% · Top 10: 17.9% · Top 25: 33.6%

Winners

TickerPrev $PnLYoY %
MU$57M+0.17B289.6%
MRVL$59M+0.04B61.3%
DELL$34M+0.03B83.4%
ARM$59M+0.02B41.7%
ASML$23M+0.02B100.9%

Losers

TickerPrev $PnLYoY %
LULU$12M-0.01B-45.9%
RACE$11M-0.00B-20.3%
NOW$5M-0.00B-34.3%
MSFT$15M-0.00B-0.6%

Top buys this quarter · 15

NOW ServiceNow, Inc.+$9M
LULU Lululemon Athletica Inc.+$6M
KR The Kroger Co.+$5M
LYB LyondellBasell Industries N.V.+$4M
MCK McKesson Corporation+$4M
MRNA Moderna, Inc.+$3M
META Meta Platforms, Inc.+$3M
RBRK Rubrik, Inc.+$3M
SU Suncor Energy Inc.+$2M
WLK Westlake Corporation+$2M

Top sells this quarter · 15

PLTR Palantir Technologies Inc.$176M
STX Seagate Technology Holdings pl$65M
SNDK Sandisk Corporation$47M
COHR Coherent, Inc.$45M
TER Teradyne, Inc.$43M
GLW Corning Incorporated$36M
ADI Analog Devices, Inc.$34M
RY Royal Bank of Canada$29M
DLTR Dollar Tree, Inc.$28M
ANET Arista Networks, Inc.$26M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$476M385+68.98%+17.59%+51.39%-0.65B
2025-12-31$976M349+41.60%+17.72%+23.88%-1.42B
2025-09-30$2.14B389+31.16%+17.52%+13.64%-2.45B
2025-06-30$3.97B432+17.05%+14.94%+2.10%-1.19B
2025-03-31$4.54B541+7.77%+8.30%-0.53%+0.56B
2024-12-31$4.14B480+22.10%+24.89%-2.78%-0.32B
2024-09-30$4.30B503+30.47%+36.04%-5.57%+0.78B
2024-06-30$3.40B451+23.74%+24.49%-0.76%-1.21B
2024-03-31$4.41B382+28.18%+29.62%-1.45%-1.59B
2023-12-31$5.50B455+30.21%+26.18%+4.03%+2.19B
2023-09-30$2.98B407+22.15%+21.57%+0.59%-1.78B
2023-06-30$4.86B465+19.98%+19.42%+0.55%+1.04B
2023-03-31$3.53B456-11.64%-7.82%-3.82%-0.08B
2022-12-31$3.26B396+4.00%+7.56%-3.56%-0.55B
2022-09-30$3.67B438-3.87%-4.93%+1.06%-1.48B
2022-06-30$5.35B557-20.29%-16.11%-4.18%+1.30B