Jane Street’s ProShares UltraShort MidCap400 MZZ Stock Holding History

Jane Street’s Portfolio MZZ Stock Details MZZ Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	–	Sell	-11,035	Closed	-$1.32M	–	4414
2016 Q3	$1.32M	Buy	11,035 +1,911	+21%	+$234K	0.01%	1627
2016 Q2	$1.2M	Buy	9,124 +1,232	+16%	+$172K	0.01%	1789
2016 Q1	$1.15M	Buy	7,892 +2,270	+40%	+$396K	0.01%	1723
2015 Q4	$911K	Buy	+5,622	New	+$887K	0.01%	1838
2015 Q2	–	Sell	-1,799	Closed	-$267K	–	3894
2015 Q1	$267K	Buy	+1,799	New	+$286K	﹤0.01%	2622
2014 Q4	–	Sell	-3,981	Closed	-$769K	–	2836
2014 Q3	$769K	Buy	+3,981	New	+$733K	0.01%	1101

Other funds holding MZZ

Citadel Advisors Miami, Florida $875B AUM 40.91% 1-Year Est. Return

FTUS

Flow Traders U.S. New York $2.43B AUM 44.44% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $672B AUM 33.48% 1-Year Est. Return

Cutler Group San Francisco, California $307M AUM 45.11% 1-Year Est. Return

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

Jane Street's MZZ Position: Q4 2016 in Review

Jane Street sold out of ProShares UltraShort MidCap400 (MZZ) in Q4 2016, closing a stake of 11,035 shares — an estimated $1.32M sold.

Jane Street first reported a position in MZZ in Q3 2014 and held it in 6 quarters. The position peaked at $1.32M in Q3 2016. 5 funds tracked by Wall St. Rank hold MZZ as of Q4 2016.

Jane Street reported no remaining ProShares UltraShort MidCap400 position as of Q4 2016 after selling out during the quarter.
Jane Street sold 11,035 ProShares UltraShort MidCap400 shares in Q4 2016, an estimated $1.32M.
Jane Street first reported a position in ProShares UltraShort MidCap400 in Q3 2014 and held it in 6 quarters.
Jane Street's ProShares UltraShort MidCap400 position peaked at $1.32M in Q3 2016.
5 funds tracked by Wall St. Rank held ProShares UltraShort MidCap400 as of Q4 2016.

Based on Jane Street's 13F filing for Q4 2016, filed 15 Feb 2017.