Jane Street
XIV

Jane Street’s VelocityShares Daily Inverse VIX Short Term ETN XIV Stock Holding History

Jane Street’s Portfolio XIV Stock Details XIV Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2017
Q4 		– Sell
-65,381
Closed -$6.38M – 5634
2017
Q3 		$6.38M Sell
65,381
-1,506,232
-96% -$132M 0.02% 730
2017
Q2 		$131M Sell
1,571,613
-801,111
-34% -$61.6M 0.46% 40
2017
Q1 		$173M Sell
2,372,724
-2,107,558
-47% -$135M 0.77% 19
2016
Q4 		$209M Buy
4,480,282
+1,519,319
+51% +$63.3M 0.91% 11
2016
Q3 		$111M Buy
2,960,963
+596,147
+25% +$20.4M 0.53% 33
2016
Q2 		$59.1M Sell
2,364,816
-636,608
-21% -$17.6M 0.29% 54
2016
Q1 		$77.7M Sell
3,001,424
-374,327
-11% -$7.7M 0.44% 34
2015
Q4 		$87.1M Buy
3,375,751
+3,166,095
+1,510% +$91.3M 0.54% 27
2015
Q3 		$5.11M Sell
209,656
-316,722
-60% -$11.8M 0.03% 442
2015
Q2 		$21.4M Sell
526,378
-1,988,986
-79% -$85.1M 0.14% 107
2015
Q1 		$87.1M Buy
2,515,364
+723,081
+40% +$22.2M 0.67% 22
2014
Q4 		$55.8M Buy
1,792,283
+502,887
+39% +$17.6M 0.42% 36
2014
Q3 		$49.3M Sell
1,289,396
-853,439
-40% -$36.6M 0.5% 35
2014
Q2 		$96.4M Sell
2,142,835
-1,069,286
-33% -$39.1M 1.23% 7
2014
Q1 		$102M Buy
3,212,121
+408,866
+15% +$13M 1.12% 14
2013
Q4 		$96.4M Buy
2,803,255
+215,792
+8% +$6.56M 1.38% 12
2013
Q3 		$69.3M Sell
2,587,463
-546,521
-17% -$14.2M 0.82% 11
2013
Q2 		$62.6M Buy
+3,133,984
New +$70M 1.07% 8

Other funds holding XIV

CS
Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return
Goldman Sachs
Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return
SG Americas Securities
SG Americas Securities New York $92.9B AUM 36.98% 1-Year Est. Return
Balyasny Asset Management
Balyasny Asset Management Chicago, Illinois $77.1B AUM 42.89% 1-Year Est. Return
KP
Keel Point Huntsville, Alabama $1.51B AUM 20.06% 1-Year Est. Return
LTFS
Ladenburg Thalmann Financial Services Miami, Florida $15.9B AUM 25.16% 1-Year Est. Return
Wolverine Trading
Wolverine Trading Chicago, Illinois $139B AUM 31.83% 1-Year Est. Return
BFM
Boothbay Fund Management New York $7.71B AUM 106.31% 1-Year Est. Return
BCM
Bridgeway Capital Management Houston, Texas $4.97B AUM 44.96% 1-Year Est. Return
EVM
Eaton Vance Management Boston, Massachusetts $67.5B AUM 11.44% 1-Year Est. Return

Jane Street's XIV Position: Q4 2017 in Review

Jane Street sold out of VelocityShares Daily Inverse VIX Short Term ETN (XIV) in Q4 2017, closing a stake of 65,381 shares — an estimated $6.38M sold.

Jane Street first reported a position in XIV in Q2 2013 and held it in 18 quarters. The position peaked at $209M in Q4 2016. 50 funds tracked by Wall St. Rank hold XIV as of Q4 2017.

  • Jane Street reported no remaining VelocityShares Daily Inverse VIX Short Term ETN position as of Q4 2017 after selling out during the quarter.
  • Jane Street sold 65,381 VelocityShares Daily Inverse VIX Short Term ETN shares in Q4 2017, an estimated $6.38M.
  • Jane Street first reported a position in VelocityShares Daily Inverse VIX Short Term ETN in Q2 2013 and held it in 18 quarters.
  • Jane Street's VelocityShares Daily Inverse VIX Short Term ETN position peaked at $209M in Q4 2016.
  • 50 funds tracked by Wall St. Rank held VelocityShares Daily Inverse VIX Short Term ETN as of Q4 2017.

Based on Jane Street's 13F filing for Q4 2017, filed 15 Feb 2018.