TWM β€” PROSHARES ULTRASHORT 2000

Ownership history in CITADEL ADVISORS LLC  Β·  74 quarters on record

This page tracks every 13F SEC filing in which CITADEL ADVISORS LLC reported a position in PROSHARES ULTRASHORT 2000 (TWM). 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.

Position Intelligence

CITADEL ADVISORS LLC Γ— TWM AI Analytics

πŸ“‰ CITADEL ADVISORS LLC underperformed the S&P 500 by –19.0% annually on this TWM position. Timing score: 47% (34/73 decisions correct). Average cost basis: $155.15. Maximum drawdown during holding period: –95.6%.

πŸ“ˆ Position Alpha vs SPY
-19.0%
annualised excess return

❌ Significantly underperformed the S&P 500 by 19.0% ann.
73 quarters analyzed

⏱️ Timing Score
47%

➑️ Neutral timing β€” roughly coin-flip accuracy on add/trim calls.
34 of 73 add/trim decisions correct

πŸ’° Entry Quality
$155.15
-79.4% vs current ($32.00)

Best entry: $42.17 (2025 Q2)  Β·  Worst: $588.90 (2015 Q2)

πŸ›‘οΈ Drawdown Resilience
–95.6%
max drawdown while held

πŸ’ͺ Held through 1 major drawdown (>20%). Strong conviction under pressure.

πŸ’ͺ Fund Conviction
53%
buy-side decisions

39 adds Β· 35 trims. Bought during 14 of 26 down-price quarters. πŸ“ˆ More buys than sells across the holding period.

πŸ“‘ Position Trajectory
β†’ Stable
last 4–5 quarters trend

βš–οΈ Portfolio weight has remained relatively stable β€” conviction maintained.
Currently 0.0% of portfolio

⚠ 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.

% of Fund (quarterly)    TWM price (monthly, adj. close)
πŸ“‹ Quarterly Holdings History 10 quarters  β–Ύ
Quarter Action Shares Change Chg % % of Fund Mkt Value Price (EOQ)
2025 Q4 REDUCED 6,400 -1,100 -14.7% 0.00% $205K $32.00
2025 Q2 ADDED 7,500 +5,300 +240.9% 0.00% $324K $42.17
2025 Q1 REDUCED 2,200 -37,733 -94.5% 0.00% $118K $51.94
2025 Q1 ADDED 39,933 +35,513 +803.5% 0.00% $2.2M $51.94
2025 Q1 ADDED 4,420 +2,660 +151.1% 0.00% $238K $51.94
2024 Q4 ADDED 1,760 +1,400 +388.9% 0.00% $78K $42.50
2024 Q4 REDUCED 360 -19,986 -98.2% 0.00% $16K $42.50
2024 Q4 REDUCED 20,346 -205,054 -91.0% 0.00% $904K $42.50
2024 Q3 ADDED 225,400 +223,300 +10633.3% 0.00% $2.1M $42.98
2024 Q3 REDUCED 2,100 -7,800 -78.8% 0.00% $19K $42.98
64 older quarters hidden  β€”  Sign in free or upgrade to Premium to see full history
← Back to CITADEL ADVISORS LLC Holdings