Jane Street’s U.S. Equity High Volatility Put Write Index Fund HVPW Stock Holding History

Jane Street’s Portfolio HVPW Stock Details HVPW Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q1	–	Sell	-31,840	Closed	-$618K	–	5043
2016 Q4	$618K	Sell	31,840 -16,078	-34%	-$316K	﹤0.01%	2618
2016 Q3	$948K	Buy	47,918 +20,040	+72%	+$397K	﹤0.01%	2040
2016 Q2	$543K	Sell	27,878 -3,538	-11%	-$70K	﹤0.01%	2684
2016 Q1	$627K	Buy	+31,416	New	+$621K	﹤0.01%	2359
2015 Q4	–	Sell	-19,363	Closed	-$406K	–	4762
2015 Q3	$406K	Sell	19,363 -27,441	-59%	-$601K	﹤0.01%	2510
2015 Q2	$1.08M	Buy	46,804 +35,983	+333%	+$851K	0.01%	1476
2015 Q1	$254K	Buy	10,821 +303	+3%	+$7.11K	﹤0.01%	2671
2014 Q4	$245K	Buy	+10,518	New	+$249K	﹤0.01%	2054
2014 Q3	–	Sell	-18,114	Closed	-$444K	–	3378
2014 Q2	$444K	Sell	18,114 -10,754	-37%	-$259K	0.01%	1513
2014 Q1	$726K	Buy	+28,868	New	+$737K	0.01%	1236

Other funds holding HVPW

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

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

SFM

Signet Financial Management Parsippany, New Jersey $892M AUM 23.24% 1-Year Est. Return

VKH

Virtu KCG Holdings New York $3.6B AUM 19.31% 1-Year Est. Return

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

Commonwealth Equity Services Waltham, Massachusetts $79.5B AUM 27.1% 1-Year Est. Return

LTFS

Ladenburg Thalmann Financial Services Miami, Florida $15.9B AUM 27.61% 1-Year Est. Return

Cetera Advisors Denver, Colorado $12.7B AUM 22.7% 1-Year Est. Return

RIL

Rothschild Investment LLC Chicago, Illinois $2.68B AUM 34.39% 1-Year Est. Return

Colony Group Boston, Massachusetts $6.66B AUM 18.65% 1-Year Est. Return

Jane Street's HVPW Position: Q1 2017 in Review

Jane Street sold out of U.S. Equity High Volatility Put Write Index Fund (HVPW) in Q1 2017, closing a stake of 31,840 shares — an estimated $618K sold.

Jane Street first reported a position in HVPW in Q1 2014 and held it in 10 quarters. The position peaked at $1.08M in Q2 2015. 22 funds tracked by Wall St. Rank hold HVPW as of Q1 2017.

Jane Street reported no remaining U.S. Equity High Volatility Put Write Index Fund position as of Q1 2017 after selling out during the quarter.
Jane Street sold 31,840 U.S. Equity High Volatility Put Write Index Fund shares in Q1 2017, an estimated $618K.
Jane Street first reported a position in U.S. Equity High Volatility Put Write Index Fund in Q1 2014 and held it in 10 quarters.
Jane Street's U.S. Equity High Volatility Put Write Index Fund position peaked at $1.08M in Q2 2015.
22 funds tracked by Wall St. Rank held U.S. Equity High Volatility Put Write Index Fund as of Q1 2017.

Based on Jane Street's 13F filing for Q1 2017, filed 15 May 2017.