TWIN TREE MANAGEMENT Overview

Twin Tree Management Lp is a hedge fund that manages 421.3 MM dollars in regulatory AUM and has 5 employees, of which 3 perform investment advisory functions.

The manager's has disclosed holdings from 12/31/12 to 09/30/16. The fund's latest filing disclosed 673MM in positions, representing 160% of the manager's regulatory AUM.

TWIN TREE MANAGEMENT StockAlpha

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Fundamental & Technical Factor Exposure

Market Cap Beta Volatility
Momentum (12M) Momentum (6M) Momentum (3M)
Price/Book Price/Earnings Price/Cash Flow
Dividend Yield Sales Growth Earnings Growth
ROE ROA ROC
EBIDTA Margin Debt/Assets Hedge Fund Crowding

TWIN TREE MANAGEMENT Since Last Filing Return Details

Ticker Size Sector Stock Move StockAlpha Attribution Days to Liquidate Trade Crowdedness
XOP 2.69% ETF 9.28% 0.19% 0 5%
XLU 2.59% ETF -4.47% -0.14% 0 8%
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FEATURED IN
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TWIN TREE MANAGEMENT Founders and Key Employees

Name Title In Position Since
John S. Sawyer Co-Managing Partner January-2009
Michael E. Presley Co-Managing Partner January-2009
Joe Chiang Chief Compliance Officer And Chief Financial Officer October-2010
Jay M. Grabeklis Limited Partner October-2009
John S. Weeldreyer Limited Partner July-2009

TWIN TREE MANAGEMENT Brokers, Custodians, Auditors and Administrators

Type Company
Administrator Pro
Auditor Pro
Auditor Pro
Custodian Pro
Custodian Pro
Prime Broker Pro

TWIN TREE MANAGEMENT Investment Strategy

Methods of Analysis, Investment Strategies and Risk of Loss


METHODS OF ANALYSIS AND INVESTMENT STRATEGIES

We provide investment advisory services with respect to a relative value investment strategy that seeks to profit from perceived mispricings in the implied volatility and correlation markets. We evaluate investment opportunities by analyzing the degree of deviation between implied volatility and forecast future realized volatility, the perceived risk associated with volatility exposure on a particular security, the expected correlations between various instruments and current portfolio composition. We generally expect that the long term correlation between the Funds’ returns and the returns of major market indices will be negligible. We generally seek to achieve volatility exposure through the use of a variety of derivative instruments including listed and over-the-counter options, variance swaps, volatility swaps, correlation swaps, convertibl...
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TWIN TREE MANAGEMENT Portfolio Concentration

TWIN TREE MANAGEMENT Location

8401 N. CENTRAL EXPRESSWAY
SUITE 880
DALLAS, Texas
UNITED STATES, 75225

TWIN TREE MANAGEMENT Contact Information

Phone Number: 214-979-2310
Fax Number: 214-303-1952
Website:

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