Jane Street
RALS

Jane Street’s ProShares RAFI Long/Short RALS Stock Holding History

Jane Street’s Portfolio RALS Stock Details RALS Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2020
Q1 		– Sell
-8,880
Closed -$307K – 6442
2019
Q4 		$307K Sell
8,880
-8,912
-50% -$310K ﹤0.01% 4247
2019
Q3 		$620K Buy
17,792
+8,740
+97% +$303K ﹤0.01% 3258
2019
Q2 		$315K Sell
9,052
-3,351
-27% -$117K ﹤0.01% 4139
2019
Q1 		$437K Buy
+12,403
New +$442K ﹤0.01% 3833
2018
Q4 		– Sell
-24,971
Closed -$900K – 6282
2018
Q3 		$900K Buy
24,971
+4,256
+21% +$154K ﹤0.01% 2891
2018
Q2 		$757K Buy
+20,715
New +$761K ﹤0.01% 3098
2018
Q1 		– Sell
-23,528
Closed -$885K – 5862
2017
Q4 		$885K Sell
23,528
-19,949
-46% -$748K ﹤0.01% 2483
2017
Q3 		$1.64M Buy
+43,477
New +$1.64M 0.01% 1785
2016
Q4 		– Sell
-7,403
Closed -$288K – 4998
2016
Q3 		$288K Sell
7,403
-17,579
-70% -$683K ﹤0.01% 3353
2016
Q2 		$977K Buy
+24,982
New +$976K ﹤0.01% 2004
2015
Q3 		– Sell
-25,788
Closed -$1.05M – 4654
2015
Q2 		$1.05M Buy
25,788
+13,270
+106% +$543K 0.01% 1510
2015
Q1 		$507K Sell
12,518
-12,859
-51% -$528K ﹤0.01% 2046
2014
Q4 		$1.07M Buy
25,377
+6,053
+31% +$254K 0.01% 986
2014
Q3 		$813K Sell
19,324
-17,252
-47% -$737K 0.01% 1066
2014
Q2 		$1.55M Buy
36,576
+25,719
+237% +$1.11M 0.02% 663
2014
Q1 		$466K Buy
+10,857
New +$455K 0.01% 1635

Other funds holding RALS

EH
Equitable Holdings New York $15.5B AUM 19.09% 1-Year Est. Return
ProShare Advisors
ProShare Advisors Bethesda, Maryland $67.5B AUM 28.09% 1-Year Est. Return
IMC Chicago
IMC Chicago Chicago, Illinois $278B AUM 44.93% 1-Year Est. Return
CS
Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return
Citadel Advisors
Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
UBS Group
UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return
VNA
Valley National Advisers Bethlehem, Pennsylvania $773M AUM 21.98% 1-Year Est. Return

Jane Street's RALS Position: Q1 2020 in Review

Jane Street sold out of ProShares RAFI Long/Short (RALS) in Q1 2020, closing a stake of 8,880 shares — an estimated $307K sold.

Jane Street first reported a position in RALS in Q1 2014 and held it in 16 quarters. The position peaked at $1.64M in Q3 2017. 9 funds tracked by Wall St. Rank hold RALS as of Q1 2020.

  • Jane Street reported no remaining ProShares RAFI Long/Short position as of Q1 2020 after selling out during the quarter.
  • Jane Street sold 8,880 ProShares RAFI Long/Short shares in Q1 2020, an estimated $307K.
  • Jane Street first reported a position in ProShares RAFI Long/Short in Q1 2014 and held it in 16 quarters.
  • Jane Street's ProShares RAFI Long/Short position peaked at $1.64M in Q3 2017.
  • 9 funds tracked by Wall St. Rank held ProShares RAFI Long/Short as of Q1 2020.

Based on Jane Street's 13F filing for Q1 2020, filed 15 May 2020.