Jane Street’s iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 VXX Stock Holding History
Bought
Maintained
Sold
| Quarter | Market Value | Status | Shares |
Change in Stake | Trade Value | Portfolio Weight | Portfolio Position | |
|---|---|---|---|---|---|---|---|---|
|
2019
Q1 | – | Sell |
-22,011
| Closed | -$1.03M | – | 6142 |
|
|
2018
Q4 | $1.03M | Sell |
22,011
-84,260
| -79% | -$3.12M | ﹤0.01% | 2508 |
|
|
2018
Q3 | $2.83M | Sell |
106,271
-17,262
| -14% | -$519K | 0.01% | 1551 |
|
|
2018
Q2 | $4.57M | Sell |
123,533
-303,490
| -71% | -$11.7M | 0.01% | 1116 |
|
|
2018
Q1 | $20.2M | Sell |
427,023
-3,628,798
| -89% | -$138M | 0.05% | 286 |
|
|
2017
Q4 | $113M | Buy |
4,055,821
+3,113,842
| +331% | +$103M | 0.33% | 46 |
|
|
2017
Q3 | $36.9M | Buy |
941,979
+845,120
| +873% | +$39.2M | 0.12% | 162 |
|
|
2017
Q2 | $4.94M | Sell |
96,859
-180,459
| -65% | -$10.4M | 0.02% | 782 |
|
|
2017
Q1 | $17.5M | Sell |
277,318
-879,503
| -76% | -$65.2M | 0.08% | 225 |
|
|
2016
Q4 | $118M | Buy |
1,156,821
+1,093,336
| +1,722% | +$131M | 0.52% | 25 |
|
|
2016
Q3 | $8.65M | Sell |
63,485
-127,790
| -67% | -$20.4M | 0.04% | 354 |
|
|
2016
Q2 | $42.3M | Buy |
191,275
+156,472
| +450% | +$39M | 0.21% | 86 |
|
|
2016
Q1 | $9.81M | Sell |
34,803
-5,525
| -14% | -$2.08M | 0.06% | 304 |
|
|
2015
Q4 | $13M | Buy |
40,328
+25,243
| +167% | +$8.03M | 0.08% | 210 |
|
|
2015
Q3 | $6.19M | Sell |
15,085
-71,738
| -83% | -$23.9M | 0.04% | 385 |
|
|
2015
Q2 | $27.9M | Buy |
86,823
+46,880
| +117% | +$15.3M | 0.18% | 76 |
|
|
2015
Q1 | $16.4M | Sell |
39,943
-4,692
| -11% | -$2.28M | 0.13% | 135 |
|
|
2014
Q4 | $22.5M | Buy |
44,635
+11,420
| +34% | +$5.61M | 0.17% | 96 |
|
|
2014
Q3 | $16.6M | Sell |
33,215
-35,238
| -51% | -$16.3M | 0.17% | 99 |
|
|
2014
Q2 | $31.3M | Buy |
68,453
+53,115
| +346% | +$31M | 0.4% | 49 |
|
|
2014
Q1 | $10.3M | Sell |
15,338
-7,827
| -34% | -$5.51M | 0.11% | 127 |
|
|
2013
Q4 | $15.8M | Buy |
23,165
+18,813
| +432% | +$15M | 0.23% | 77 |
|
|
2013
Q3 | $4.09M | Buy |
4,352
+2,576
| +145% | +$2.58M | 0.05% | 292 |
|
|
2013
Q2 | $2.35M | Buy |
+1,776
| New | +$2.22M | 0.04% | 388 |
|
Jane Street's VXX Position: Q1 2019 in Review
Jane Street sold out of iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 (VXX) in Q1 2019, closing a stake of 22,011 shares — an estimated $1.03M sold.
Jane Street first reported a position in VXX in Q2 2013 and held it in 23 quarters. The position peaked at $118M in Q4 2016. 0 funds tracked by Wall St. Rank hold VXX as of Q1 2019.
- Jane Street reported no remaining iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position as of Q1 2019 after selling out during the quarter.
- Jane Street sold 22,011 iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 shares in Q1 2019, an estimated $1.03M.
- Jane Street first reported a position in iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 in Q2 2013 and held it in 23 quarters.
- Jane Street's iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 position peaked at $118M in Q4 2016.
- 0 funds tracked by Wall St. Rank held iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019 as of Q1 2019.
Based on Jane Street's 13F filing for Q1 2019, filed 16 May 2019.