Ownership history in Twin Tree Management, LP Β· 17 quarters on record
This page tracks every 13F SEC filing in which Twin Tree Management, LP reported a position in COMMERCIAL METALS CO. (CMC). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β sourced directly from SEC EDGAR 13F filings.
π Twin Tree Management, LP outperformed the S&P 500 by +1.0% annually on this CMC position. Timing score: 50% (8/16 decisions correct). Average cost basis: $50.16. Maximum drawdown during holding period: β10.5%.
β
Outperformed SPY on this position by 1.0% ann.
16 quarters analyzed
β‘οΈ Neutral timing β roughly coin-flip accuracy on add/trim calls.
8 of 16 add/trim decisions correct
Best entry: $31.61 (2022 Q2) Β· Worst: $56.98 (2025 Q3)
π No drawdown exceeding 20% during the holding period β exceptionally stable.
8 adds Β· 9 trims. Bought during 0 of 2 down-price quarters. π Predominantly trimming β distribution phase.
βοΈ Portfolio weight has remained relatively stable β conviction maintained.
Currently 0.01% of portfolio
β Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ 4 (annualised). Not investment advice.
As of 2025 Q4 β sorted by position size