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 |
-1,607,100
| Closed | -$75.3M | – | 6141 |
|
|
2018
Q4 | $75.3M | Buy |
1,607,100
+639,400
| +66% | +$23.7M | 0.16% | 98 |
|
|
2018
Q3 | $25.8M | Buy |
967,700
+271,300
| +39% | +$8.15M | 0.05% | 264 |
|
|
2018
Q2 | $25.8M | Sell |
696,400
-741,725
| -52% | -$28.7M | 0.06% | 243 |
|
|
2018
Q1 | $68M | Buy |
1,438,125
+582,550
| +68% | +$22.1M | 0.18% | 90 |
|
|
2017
Q4 | $23.9M | Sell |
855,575
-491,850
| -37% | -$16.2M | 0.07% | 258 |
|
|
2017
Q3 | $52.8M | Buy |
1,347,425
+400,525
| +42% | +$18.6M | 0.17% | 115 |
|
|
2017
Q2 | $48.3M | Sell |
946,900
-872,325
| -48% | -$50.4M | 0.17% | 107 |
|
|
2017
Q1 | $115M | Buy |
1,819,225
+1,485,369
| +445% | +$110M | 0.51% | 29 |
|
|
2016
Q4 | $34.1M | Buy |
333,856
+200,575
| +150% | +$24.1M | 0.15% | 115 |
|
|
2016
Q3 | $18.2M | Sell |
133,281
-64,407
| -33% | -$10.3M | 0.09% | 195 |
|
|
2016
Q2 | $43.7M | Buy |
197,688
+127,275
| +181% | +$31.7M | 0.22% | 82 |
|
|
2016
Q1 | $19.9M | Sell |
70,413
-17,206
| -20% | -$6.48M | 0.11% | 167 |
|
|
2015
Q4 | $28.2M | Buy |
87,619
+76,663
| +700% | +$24.4M | 0.18% | 100 |
|
|
2015
Q3 | $4.49M | Sell |
10,956
-25,907
| -70% | -$8.62M | 0.03% | 494 |
|
|
2015
Q2 | $11.9M | Buy |
+36,863
| New | +$12M | 0.08% | 205 |
|
|
2015
Q1 | – | Sell |
-6,594
| Closed | -$3.32M | – | 3833 |
|
|
2014
Q4 | $3.32M | Sell |
6,594
-10,906
| -62% | -$5.36M | 0.03% | 466 |
|
|
2014
Q3 | $8.73M | Buy |
17,500
+9,187
| +111% | +$4.25M | 0.09% | 189 |
|
|
2014
Q2 | $3.8M | Buy |
+8,313
| New | +$4.84M | 0.05% | 316 |
|
|
2014
Q1 | – | Sell |
-3,663
| Closed | -$2.49M | – | 3494 |
|
|
2013
Q4 | $2.49M | Buy |
3,663
+2,866
| +360% | +$2.29M | 0.04% | 388 |
|
|
2013
Q3 | $750K | Sell |
797
-1,597
| -67% | -$1.6M | 0.01% | 1384 |
|
|
2013
Q2 | $3.17M | Buy |
+2,394
| New | +$3M | 0.05% | 283 |
|
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.