Jane Street’s First Trust Dorsey Wright Momentum & Low Volatility ETF DVOL Stock Holding History

Jane Street’s Portfolio DVOL Stock Details DVOL Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q3	–	Sell	-10,374	Closed	-$212K	–	7275
2020 Q2	$212K	Buy	+10,374	New	+$204K	﹤0.01%	6296
2020 Q1	–	Sell	-9,447	Closed	-$210K	–	5416
2019 Q4	$210K	Sell	9,447 -454	-5%	-$10.1K	﹤0.01%	4679
2019 Q3	$226K	Sell	9,901 -23,254	-70%	-$518K	﹤0.01%	4506
2019 Q2	$713K	Buy	+33,155	New	+$695K	﹤0.01%	3129
2019 Q1	–	Sell	-10,649	Closed	-$191K	–	5123
2018 Q4	$191K	Sell	10,649 -26,368	-71%	-$502K	﹤0.01%	4494
2018 Q3	$739K	Buy	+37,017	New	+$742K	﹤0.01%	3137

Other funds holding DVOL

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

Commonwealth Equity Services Waltham, Massachusetts $71.6B AUM 21.08% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

HGWM

Harvest Group Wealth Management Waltham, Massachusetts $161M AUM 6.43% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $570B AUM 27.57% 1-Year Est. Return

RJA

Raymond James & Associates St Petersburg, Florida $164B AUM 33.91% 1-Year Est. Return

DADC

D.A. Davidson & Co Great Falls, Montana $16.5B AUM 19.94% 1-Year Est. Return

Janney Montgomery Scott Philadelphia, Pennsylvania $40.4B AUM 21.2% 1-Year Est. Return

UCFA

United Capital Financial Advisors Irving, Texas $16.3B AUM 16.34% 1-Year Est. Return

Jane Street's DVOL Position: Q3 2020 in Review

Jane Street sold out of First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) in Q3 2020, closing a stake of 10,374 shares — an estimated $212K sold.

Jane Street first reported a position in DVOL in Q3 2018 and held it in 6 quarters. The position peaked at $739K in Q3 2018. 35 funds tracked by Wall St. Rank hold DVOL as of Q3 2020.

Jane Street reported no remaining First Trust Dorsey Wright Momentum & Low Volatility ETF position as of Q3 2020 after selling out during the quarter.
Jane Street sold 10,374 First Trust Dorsey Wright Momentum & Low Volatility ETF shares in Q3 2020, an estimated $212K.
Jane Street first reported a position in First Trust Dorsey Wright Momentum & Low Volatility ETF in Q3 2018 and held it in 6 quarters.
Jane Street's First Trust Dorsey Wright Momentum & Low Volatility ETF position peaked at $739K in Q3 2018.
35 funds tracked by Wall St. Rank held First Trust Dorsey Wright Momentum & Low Volatility ETF as of Q3 2020.

Based on Jane Street's 13F filing for Q3 2020, filed 17 Nov 2020.