Jane Street’s REX VolMAXX Long VIX Futures Strategy ETF VMAX Stock Holding History

Jane Street’s Portfolio VMAX Stock Details VMAX Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2018 Q3	–	Sell	-35,720	Closed	-$732K	–	6119
2018 Q2	$732K	Sell	35,720 -8,344	-19%	-$175K	﹤0.01%	3147
2018 Q1	$1.05M	Buy	+44,064	New	+$839K	﹤0.01%	2597
2017 Q4	–	Sell	-14,985	Closed	-$266K	–	5578
2017 Q3	$266K	Sell	14,985 -17,151	-53%	-$396K	﹤0.01%	3826
2017 Q2	$865K	Buy	32,136 +23,897	+290%	+$780K	﹤0.01%	2372
2017 Q1	$314K	Buy	8,239 +47	+0.6%	+$2.14K	﹤0.01%	3383
2016 Q4	$555K	Buy	8,192 +3,137	+62%	+$264K	﹤0.01%	2746
2016 Q3	$495K	Buy	5,055 +1,930	+62%	+$236K	﹤0.01%	2783
2016 Q2	$570K	Buy	+3,125	New	+$591K	﹤0.01%	2633

Jane Street's VMAX Position: Q3 2018 in Review

Jane Street sold out of REX VolMAXX Long VIX Futures Strategy ETF (VMAX) in Q3 2018, closing a stake of 35,720 shares — an estimated $732K sold.

Jane Street first reported a position in VMAX in Q2 2016 and held it in 8 quarters. The position peaked at $1.05M in Q1 2018. 0 funds tracked by Wall St. Rank hold VMAX as of Q3 2018.

Jane Street reported no remaining REX VolMAXX Long VIX Futures Strategy ETF position as of Q3 2018 after selling out during the quarter.
Jane Street sold 35,720 REX VolMAXX Long VIX Futures Strategy ETF shares in Q3 2018, an estimated $732K.
Jane Street first reported a position in REX VolMAXX Long VIX Futures Strategy ETF in Q2 2016 and held it in 8 quarters.
Jane Street's REX VolMAXX Long VIX Futures Strategy ETF position peaked at $1.05M in Q1 2018.
0 funds tracked by Wall St. Rank held REX VolMAXX Long VIX Futures Strategy ETF as of Q3 2018.

Based on Jane Street's 13F filing for Q3 2018, filed 14 Nov 2018.