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	-11,275	Closed	-$1.34M	–	4413
2016 Q3	$1.34M	Sell	11,275 -13,675	-55%	-$1.67M	0.01%	1609
2016 Q2	$3.29M	Buy	24,950 +8,125	+48%	+$1.14M	0.02%	873
2016 Q1	$2.46M	Buy	+16,825	New	+$2.94M	0.01%	1009
2015 Q4	–	Sell	-5,050	Closed	-$877K	–	4298
2015 Q3	$877K	Buy	+5,050	New	+$798K	0.01%	1747

Other funds holding MZZ

Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return

FTUS

Flow Traders U.S. New York $3.16B AUM 19.52% 1-Year Est. Return

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

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

UBS Group Zurich, Switzerland $666B AUM 30.12% 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.