Jane Street’s iShares MSCI USA Small-Cap Min Vol Factor ETF SMMV Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2024 Q4	–	Sell	-12,807	Closed	-$523K	–	10520
2024 Q3	$523K	Buy	+12,807	New	+$504K	﹤0.01%	7111
2023 Q4	–	Sell	-26,939	Closed	-$890K	–	9768
2023 Q3	$890K	Buy	+26,939	New	+$924K	﹤0.01%	5353
2022 Q4	–	Sell	-35,395	Closed	-$1.13M	–	10122
2022 Q3	$1.13M	Sell	35,395 -12,268	-26%	-$428K	﹤0.01%	5198
2022 Q2	$1.62M	Buy	+47,663	New	+$1.68M	﹤0.01%	4552
2021 Q1	–	Sell	-9,974	Closed	-$338K	–	9597
2020 Q4	$338K	Buy	+9,974	New	+$317K	﹤0.01%	6250
2020 Q2	–	Sell	-17,600	Closed	-$455K	–	7617
2020 Q1	$455K	Sell	17,600 -80,778	-82%	-$2.64M	﹤0.01%	3727
2019 Q4	$3.49M	Sell	98,378 -4,928	-5%	-$171K	0.02%	1376
2019 Q3	$3.55M	Sell	103,306 -29,832	-22%	-$1.02M	0.02%	1260
2019 Q2	$4.44M	Buy	+133,138	New	+$4.37M	0.03%	1148
2019 Q1	–	Sell	-119,116	Closed	-$3.46M	–	5615
2018 Q4	$3.46M	Buy	119,116 +62,684	+111%	+$1.93M	0.03%	1201
2018 Q3	$1.84M	Buy	56,432 +30,042	+114%	+$970K	0.01%	2006
2018 Q2	$823K	Buy	26,390 +7,437	+39%	+$224K	0.01%	2993
2018 Q1	$544K	Sell	18,953 -11,138	-37%	-$323K	﹤0.01%	3396
2017 Q4	$878K	Buy	+30,091	New	+$869K	0.01%	2496