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 |
-597,500
| Closed | -$28M | – | 6143 |
|
|
2018
Q4 | $28M | Hold |
597,500
| – | – | 0.06% | 229 |
|
|
2018
Q3 | $15.9M | Sell |
597,500
-98,700
| -14% | -$2.97M | 0.03% | 403 |
|
|
2018
Q2 | $25.8M | Sell |
696,200
-2,613,800
| -79% | -$101M | 0.06% | 244 |
|
|
2018
Q1 | $157M | Buy |
3,310,000
+2,431,800
| +277% | +$92.1M | 0.41% | 41 |
|
|
2017
Q4 | $24.5M | Sell |
878,200
-205,100
| -19% | -$6.77M | 0.07% | 247 |
|
|
2017
Q3 | $42.5M | Buy |
1,083,300
+669,725
| +162% | +$31.1M | 0.14% | 140 |
|
|
2017
Q2 | $21.1M | Sell |
413,575
-858,175
| -67% | -$49.6M | 0.07% | 231 |
|
|
2017
Q1 | $80.3M | Buy |
1,271,750
+626,362
| +97% | +$46.4M | 0.36% | 48 |
|
|
2016
Q4 | $65.9M | Buy |
645,388
+506,688
| +365% | +$60.8M | 0.29% | 60 |
|
|
2016
Q3 | $18.9M | Sell |
138,700
-225
| -0.2% | -$36K | 0.09% | 192 |
|
|
2016
Q2 | $30.7M | Buy |
138,925
+29,781
| +27% | +$7.43M | 0.15% | 119 |
|
|
2016
Q1 | $30.8M | Buy |
109,144
+6,250
| +6% | +$2.35M | 0.17% | 107 |
|
|
2015
Q4 | $33.1M | Buy |
102,894
+95,169
| +1,232% | +$30.3M | 0.21% | 89 |
|
|
2015
Q3 | $3.17M | Buy |
7,725
+4,594
| +147% | +$1.53M | 0.02% | 668 |
|
|
2015
Q2 | $1.01M | Sell |
3,131
-9,625
| -75% | -$3.13M | 0.01% | 1557 |
|
|
2015
Q1 | $5.23M | Sell |
12,756
-10,532
| -45% | -$5.11M | 0.04% | 384 |
|
|
2014
Q4 | $11.7M | Sell |
23,288
-155,900
| -87% | -$76.6M | 0.09% | 168 |
|
|
2014
Q3 | $89.4M | Buy |
179,188
+38,525
| +27% | +$17.8M | 0.91% | 22 |
|
|
2014
Q2 | $64.4M | Sell |
140,663
-15,426
| -10% | -$8.99M | 0.82% | 17 |
|
|
2014
Q1 | $105M | Buy |
156,089
+74,733
| +92% | +$52.6M | 1.16% | 13 |
|
|
2013
Q4 | $55.4M | Buy |
81,356
+32,061
| +65% | +$25.6M | 0.79% | 18 |
|
|
2013
Q3 | $46.4M | Buy |
49,295
+29,682
| +151% | +$29.7M | 0.55% | 27 |
|
|
2013
Q2 | $26M | Buy |
+19,613
| New | +$24.6M | 0.45% | 31 |
|
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.