Jane Street’s VelocityShares 3x Inverse Crude ETN linked to the S&P GSCI Crude Oil Index Excess Return DWTI Stock Holding History
Bought
Maintained
Sold
| Quarter | Market Value | Status | Shares |
Shares Change % | Capital Flow | Portfolio Weight | Portfolio Position | |
|---|---|---|---|---|---|---|---|---|
|
2016
Q4 | – | Sell |
-355,378
| Closed | -$23.9M | – | 3418 |
|
|
2016
Q3 | $23.9M | Buy |
355,378
+15,763
| +5% | +$1.06M | 0.11% | 54 |
|
|
2016
Q2 | $24.9M | Buy |
339,615
+7,274
| +2% | +$532K | 0.12% | 45 |
|
|
2016
Q1 | $53M | Buy |
332,341
+264,914
| +393% | +$42.2M | 0.3% | 18 |
|
|
2015
Q4 | $13.5M | Buy |
67,427
+55,761
| +478% | +$11.1M | 0.08% | 73 |
|
|
2015
Q3 | $1.24M | Sell |
11,666
-112,382
| -91% | -$12M | 0.01% | 963 |
|
|
2015
Q2 | $8.19M | Buy |
124,048
+19,325
| +18% | +$1.28M | 0.05% | 152 |
|
|
2015
Q1 | $14M | Buy |
+104,723
| New | +$14M | 0.11% | 73 |
|
|
2013
Q4 | – | Sell |
-20,370
| Closed | -$604K | – | 3124 |
|
|
2013
Q3 | $604K | Buy |
+20,370
| New | +$604K | 0.01% | 1346 |
|