Jane Street’s Invesco Dorsey Wright Consumer Staples Momentum ETF PSL Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2022 Q2	–	Sell	-5,462	Closed	-$468K	–	10601
2022 Q1	$468K	Buy	+5,462	New	+$466K	﹤0.01%	7618
2020 Q2	–	Sell	-5,410	Closed	-$304K	–	7479
2020 Q1	$304K	Buy	+5,410	New	+$371K	﹤0.01%	4191
2019 Q3	–	Sell	-40,565	Closed	-$2.92M	–	5602
2019 Q2	$2.92M	Buy	40,565 +28,012	+223%	+$2.01M	0.01%	1507
2019 Q1	$891K	Sell	12,553 -23,681	-65%	-$1.62M	﹤0.01%	2948
2018 Q4	$2.36M	Buy	36,234 +10,504	+41%	+$737K	0.01%	1558
2018 Q3	$1.85M	Buy	25,730 +22,373	+666%	+$1.61M	﹤0.01%	2004
2018 Q2	$238K	Sell	3,357 -5,766	-63%	-$398K	﹤0.01%	4376
2018 Q1	$612K	Sell	9,123 -2,913	-24%	-$192K	﹤0.01%	3250
2017 Q4	$783K	Buy	12,036 +2,431	+25%	+$153K	﹤0.01%	2643
2017 Q3	$591K	Sell	9,605 -29,102	-75%	-$1.76M	﹤0.01%	2902
2017 Q2	$2.31M	Buy	38,707 +28,524	+280%	+$1.7M	0.01%	1373
2017 Q1	$600K	Sell	10,183 -27,811	-73%	-$1.57M	﹤0.01%	2664
2016 Q4	$2.04M	Sell	37,994 -1,962	-5%	-$107K	0.01%	1309
2016 Q3	$2.25M	Sell	39,956 -7,770	-16%	-$450K	0.01%	1106
2016 Q2	$2.79M	Buy	47,726 +41,905	+720%	+$2.37M	0.01%	984
2016 Q1	$332K	Sell	5,821 -26,933	-82%	-$1.49M	﹤0.01%	3097
2015 Q4	$1.86M	Sell	32,754 -10,518	-24%	-$596K	0.01%	1145
2015 Q3	$2.33M	Buy	+43,272	New	+$2.4M	0.01%	854
2015 Q2	–	Sell	-24,825	Closed	-$1.34M	–	3945
2015 Q1	$1.34M	Sell	24,825 -15,903	-39%	-$834K	0.01%	1144
2014 Q4	$2.08M	Buy	+40,728	New	+$2M	0.02%	662