Twin Prime

This actively managed diversified portfolio is intended to maximize outperformance relative to the Russell 1000® index while systematically controlling for risk.

Performance
Details

Category

Active Large / Mid-Cap Core

Benchmark

Russell 1000® Index

Inception

January 2004

^†As of 9/30/2025. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results.

¹See Disclosures

* Benchmark is Russell 1000® Index. In August 2019, the benchmark was changed retroactively from a spliced benchmark (using the S&P 500® through June 2006 and Russell 1000® thereafter).

GIPS Disclosure

^†As of 9/30/2025. Performance is preliminary. Returns for periods greater than a year are annualized. Past performance is not necessarily indicative of future results.

¹See Disclosures

* Benchmark is Russell 1000® Index. In August 2019, the benchmark was changed retroactively from a spliced benchmark (using the S&P 500® through June 2006 and Russell 1000® thereafter).

Strategy Characteristics ^2,

TWIN Prime

Russell 1000® Index

Number of Holdings

164

1,011

Weighted Average Market Cap ($ Mil)

1,190,962

1,171,626

Median Market Cap ($ Mil)

68,875

15,109

Forecasted Tracking Error (Barra Predicted)

1.0%

Active Share

37.6%

Dividend Yield

1.2%

1.18%

Price/Earnings (Trailing 12 Months)

29.2x

30.7x

Price/Book Value

9.4x

7.5x

Annual Turnover (Trailing 12 Months)

22.4%

²See Disclosures

Performance Characteristics (Gross of Fees) ^1,^4,

TWIN Prime

Alpha

0.9%

Tracking Error

1.9%

Information Ratio

0.49

Beta

0.97

Standard Deviation

14.9%

Sharpe Ratio

0.68

Upside Capture

101%

Downside Capture

97%

¹See Disclosures

⁴See Disclosures

(Since inception - 1/1/2004)

GICS® SECTOR WEIGHTS (%) ^2,

TWIN Prime

Russell 1000® Index

Active

Communications Services

10.1

10.0

0.1

Consumer Discretionary

10.6

10.7

-0.2

Consumer Staples

4.9

4.8

0.1

Energy

2.8

3.0

-0.1

Financials

13.8

0.0

Health Care

8.9

9.0

-0.1

Industrials

9.6

9.2

0.4

Information Technology

32.9

-0.1

Materials

2.0

2.1

-0.1

Real Estate

2.3

2.2

0.1

Utilities

2.2

2.3

-0.1

²See Disclosures

TWIN Capital Management

3244 Washington Road
Suite 202
McMurray, PA 15317

Phone

724.942.2000

Fax

724.942.2002

info@twincapital.com

Other Info

Disclosures
Forms ADV & CRS
Privacy & Cookie Policies

TWIN Tax Managed Large Cap (Direct Index)

Twin Small-Cap

Custom Portfolios

Twin Prime

Annualized Returns ^†,^1,

Annual Rates of Return ^†,^1,

Twin Prime

Annualized Returns †, 1,

Annual Rates of Return †, 1,

Annualized Returns ^†,^1,

Annual Rates of Return ^†,^1,