Jane Street’s PROSHARES TR II PROSHARES MANAGED FUTURES STRAGETY ETF (DE) FUTS Stock Holding History

Jane Street’s Portfolio FUTS Stock Details FUTS Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q3	–	Sell	-21,444	Closed	-$448K	–	4550
2015 Q2	$448K	Sell	21,444 -20,516	-49%	-$434K	﹤0.01%	2400
2015 Q1	$902K	Buy	41,960 +25,216	+151%	+$546K	0.01%	1462
2014 Q4	$356K	Buy	+16,744	New	+$343K	﹤0.01%	1749

Other funds holding FUTS

ProShare Advisors Bethesda, Maryland $69.2B AUM 41.24% 1-Year Est. Return

LPL Financial San Diego, California $445B AUM 25.58% 1-Year Est. Return

Citadel Advisors Miami, Florida $875B AUM 40.89% 1-Year Est. Return

UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return

Jane Street's FUTS Position: Q3 2015 in Review

Jane Street sold out of PROSHARES TR II PROSHARES MANAGED FUTURES STRAGETY ETF (DE) (FUTS) in Q3 2015, closing a stake of 21,444 shares — an estimated $448K sold.

Jane Street first reported a position in FUTS in Q4 2014 and held it in 3 quarters. The position peaked at $902K in Q1 2015. 4 funds tracked by Wall St. Rank hold FUTS as of Q3 2015.

Jane Street reported no remaining PROSHARES TR II PROSHARES MANAGED FUTURES STRAGETY ETF (DE) position as of Q3 2015 after selling out during the quarter.
Jane Street sold 21,444 PROSHARES TR II PROSHARES MANAGED FUTURES STRAGETY ETF (DE) shares in Q3 2015, an estimated $448K.
Jane Street first reported a position in PROSHARES TR II PROSHARES MANAGED FUTURES STRAGETY ETF (DE) in Q4 2014 and held it in 3 quarters.
Jane Street's PROSHARES TR II PROSHARES MANAGED FUTURES STRAGETY ETF (DE) position peaked at $902K in Q1 2015.
4 funds tracked by Wall St. Rank held PROSHARES TR II PROSHARES MANAGED FUTURES STRAGETY ETF (DE) as of Q3 2015.

Based on Jane Street's 13F filing for Q3 2015, filed 16 Nov 2015.