Jane Street’s iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 VXZ Stock Holding History

Jane Street’s Portfolio VXZ Stock Details VXZ Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2018 Q3	–	Sell	-27,122	Closed	-$519K	–	6066
2018 Q2	$519K	Buy	27,122 +16,207	+148%	+$318K	﹤0.01%	3557
2018 Q1	$239K	Sell	10,915 -875,419	-99%	-$17M	﹤0.01%	4274
2017 Q4	$15.5M	Buy	886,334 +187,009	+27%	+$3.61M	0.04%	359
2017 Q3	$14.6M	Buy	699,325 +271,455	+63%	+$5.89M	0.05%	379
2017 Q2	$9.69M	Buy	427,870 +266,377	+165%	+$6.57M	0.03%	473
2017 Q1	$4.25M	Sell	161,493 -175,775	-52%	-$5.23M	0.02%	799
2016 Q4	$11.8M	Buy	337,268 +181,743	+117%	+$6.51M	0.05%	301
2016 Q3	$5.88M	Sell	155,525 -44,982	-22%	-$1.78M	0.03%	520
2016 Q2	$8.65M	Buy	+200,507	New	+$8.82M	0.04%	383
2016 Q1	–	Sell	-17,972	Closed	-$801K	–	4898
2015 Q4	$801K	Sell	17,972 -42,374	-70%	-$1.92M	0.01%	1980
2015 Q3	$3.14M	Buy	60,346 +41,552	+221%	+$1.92M	0.02%	672
2015 Q2	$840K	Buy	+18,794	New	+$868K	0.01%	1731
2015 Q1	–	Sell	-9,706	Closed	-$509K	–	3649
2014 Q4	$509K	Buy	+9,706	New	+$504K	﹤0.01%	1462
2014 Q3	–	Sell	-32,310	Closed	-$1.63M	–	3315
2014 Q2	$1.63M	Buy	32,310 +7,825	+32%	+$442K	0.02%	637
2014 Q1	$1.48M	Sell	24,485 -24,354	-50%	-$1.52M	0.02%	708
2013 Q4	$3.07M	Buy	48,839 +30,086	+160%	+$2.12M	0.04%	316
2013 Q3	$1.41M	Buy	18,753 +15,613	+497%	+$1.23M	0.02%	802
2013 Q2	$290K	Buy	+3,140	New	+$265K	0.01%	1919

Other funds holding VXZ

Barclays London, United Kingdom $416B AUM 33.63% 1-Year Est. Return

Virtu Financial New York $2.41B AUM 48.35% 1-Year Est. Return

FTUS

Flow Traders U.S. New York $3.16B AUM 19.52% 1-Year Est. Return

ICM

Ionic Capital Management New York $1.37B AUM 48.26% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

HighTower Advisors Chicago, Illinois $94.2B AUM 21.24% 1-Year Est. Return

Cerebellum San Francisco, California $21.5M AUM

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

RBC Europe London, United Kingdom $2.08B AUM 12.2% 1-Year Est. Return

Jane Street's VXZ Position: Q3 2018 in Review

Jane Street sold out of iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 (VXZ) in Q3 2018, closing a stake of 27,122 shares — an estimated $519K sold.

Jane Street first reported a position in VXZ in Q2 2013 and held it in 18 quarters. The position peaked at $15.5M in Q4 2017. 10 funds tracked by Wall St. Rank hold VXZ as of Q3 2018.

Jane Street reported no remaining iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 position as of Q3 2018 after selling out during the quarter.
Jane Street sold 27,122 iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 shares in Q3 2018, an estimated $519K.
Jane Street first reported a position in iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 in Q2 2013 and held it in 18 quarters.
Jane Street's iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 position peaked at $15.5M in Q4 2017.
10 funds tracked by Wall St. Rank held iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019 as of Q3 2018.

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