Jane Street’s State Street SPDR US Small Cap Low Volatility Index ETF SMLV Stock Holding History

Jane Street’s Portfolio SMLV Stock Details SMLV Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2020 Q1	–	Sell	-8,652	Closed	-$866K	–	5926
2019 Q4	$866K	Sell	8,652 -11,129	-56%	-$1.09M	﹤0.01%	2964
2019 Q3	$1.88M	Buy	+19,781	New	+$1.85M	﹤0.01%	1869
2019 Q2	–	Sell	-35,739	Closed	-$3.27M	–	5680
2019 Q1	$3.27M	Sell	35,739 -1,887	-5%	-$171K	0.01%	1502
2018 Q4	$3.12M	Buy	37,626 +29,898	+387%	+$2.69M	0.01%	1298
2018 Q3	$749K	Sell	7,728 -11,745	-60%	-$1.15M	﹤0.01%	3121
2018 Q2	$1.85M	Sell	19,473 -5,511	-22%	-$508K	﹤0.01%	2025
2018 Q1	$2.22M	Sell	24,984 -23,913	-49%	-$2.15M	0.01%	1727
2017 Q4	$4.47M	Buy	48,897 +43,710	+843%	+$4.19M	0.01%	951
2017 Q3	$497K	Buy	+5,187	New	+$477K	﹤0.01%	3111
2015 Q4	–	Sell	-9,863	Closed	-$708K	–	4424
2015 Q3	$708K	Sell	9,863 -11,378	-54%	-$854K	﹤0.01%	1939
2015 Q2	$1.64M	Buy	+21,241	New	+$1.66M	0.01%	1139

Other funds holding SMLV

Ameriprise Minneapolis, Minnesota $432B AUM 30.22% 1-Year Est. Return

LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return

Affiance Financial St. Louis Park, Minnesota $695M AUM 17.33% 1-Year Est. Return

AAS

Avantax Advisory Services Dallas, Texas $18.2B AUM 15.06% 1-Year Est. Return

UCFA

United Capital Financial Advisors Irving, Texas $16.3B AUM 16.34% 1-Year Est. Return

Envestnet Asset Management Chicago, Illinois $374B AUM 17.66% 1-Year Est. Return

Citigroup New York $235B AUM 32.99% 1-Year Est. Return

Advisornet Financial Minnetonka, Minnesota $2.19B AUM 21.28% 1-Year Est. Return

MWM

McNaughton Wealth Management San Diego, California $282M AUM 18.63% 1-Year Est. Return

Cambridge Investment Research Advisors Fairfield, Iowa $38.8B AUM 21.88% 1-Year Est. Return

Jane Street's SMLV Position: Q1 2020 in Review

Jane Street sold out of State Street SPDR US Small Cap Low Volatility Index ETF (SMLV) in Q1 2020, closing a stake of 8,652 shares — an estimated $866K sold.

Jane Street first reported a position in SMLV in Q2 2015 and held it in 11 quarters. The position peaked at $4.47M in Q4 2017. 75 funds tracked by Wall St. Rank hold SMLV as of Q1 2020.

Jane Street reported no remaining State Street SPDR US Small Cap Low Volatility Index ETF position as of Q1 2020 after selling out during the quarter.
Jane Street sold 8,652 State Street SPDR US Small Cap Low Volatility Index ETF shares in Q1 2020, an estimated $866K.
Jane Street first reported a position in State Street SPDR US Small Cap Low Volatility Index ETF in Q2 2015 and held it in 11 quarters.
Jane Street's State Street SPDR US Small Cap Low Volatility Index ETF position peaked at $4.47M in Q4 2017.
75 funds tracked by Wall St. Rank held State Street SPDR US Small Cap Low Volatility Index ETF as of Q1 2020.

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