Jane Street’s DeltaShares S&P 500 Managed Risk ETF DMRL Stock Holding History

Jane Street’s Portfolio DMRL Stock Details DMRL Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q2	–	Sell	-14,415	Closed	-$789K	–	7740
2020 Q1	$789K	Buy	14,415 +9,207	+177%	+$551K	﹤0.01%	3074
2019 Q4	$319K	Sell	5,208 -12,069	-70%	-$709K	﹤0.01%	4197
2019 Q3	$981K	Sell	17,277 -6,659	-28%	-$380K	﹤0.01%	2647
2019 Q2	$1.36M	Buy	+23,936	New	+$1.34M	﹤0.01%	2295
2018 Q4	–	Sell	-31,254	Closed	-$1.8M	–	6008
2018 Q3	$1.8M	Sell	31,254 -12,277	-28%	-$695K	﹤0.01%	2021
2018 Q2	$2.36M	Buy	43,531 +19,979	+85%	+$1.08M	0.01%	1740
2018 Q1	$1.24M	Buy	+23,552	New	+$1.3M	﹤0.01%	2390

Other funds holding DMRL

MFRM

Milliman Financial Risk Management Chicago, Illinois $6.4B AUM 12.26% 1-Year Est. Return

Stephens Inc Little Rock, Arkansas $7.99B AUM 21.6% 1-Year Est. Return

Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return

Susquehanna International Group Bala Cynwyd, Pennsylvania $893B AUM 36.07% 1-Year Est. Return

CWM

Cornerstone Wealth Management St. Peters, Missouri $2.33B AUM 25.21% 1-Year Est. Return

Osaic Holdings Scottsdale, Arizona $68.3B AUM 20.5% 1-Year Est. Return

GRP

Global Retirement Partners San Rafael, California $5.64B AUM

MONECO Advisors Fairfield, Connecticut $1.29B AUM 18.01% 1-Year Est. Return

Creative Planning Overland Park, Kansas $147B AUM 18.73% 1-Year Est. Return

Envestnet Asset Management Chicago, Illinois $374B AUM 17.66% 1-Year Est. Return

Jane Street's DMRL Position: Q2 2020 in Review

Jane Street sold out of DeltaShares S&P 500 Managed Risk ETF (DMRL) in Q2 2020, closing a stake of 14,415 shares — an estimated $789K sold.

Jane Street first reported a position in DMRL in Q1 2018 and held it in 7 quarters. The position peaked at $2.36M in Q2 2018. 14 funds tracked by Wall St. Rank hold DMRL as of Q2 2020.

Jane Street reported no remaining DeltaShares S&P 500 Managed Risk ETF position as of Q2 2020 after selling out during the quarter.
Jane Street sold 14,415 DeltaShares S&P 500 Managed Risk ETF shares in Q2 2020, an estimated $789K.
Jane Street first reported a position in DeltaShares S&P 500 Managed Risk ETF in Q1 2018 and held it in 7 quarters.
Jane Street's DeltaShares S&P 500 Managed Risk ETF position peaked at $2.36M in Q2 2018.
14 funds tracked by Wall St. Rank held DeltaShares S&P 500 Managed Risk ETF as of Q2 2020.

Based on Jane Street's 13F filing for Q2 2020, filed 17 Aug 2020.