Jane Street’s Cambria Value and Momentum ETF VAMO Stock Holding History

Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake
Trade Value Portfolio Weight Portfolio Position
2024
Q4
– Sell
-13,587
Closed -$403K – 10670
2024
Q3
$403K Buy
+13,587
New +$392K ﹤0.01% 7551
2024
Q2
– Sell
-9,536
Closed -$285K – 10238
2024
Q1
$285K Buy
+9,536
New +$271K ﹤0.01% 7647
2023
Q3
– Sell
-8,446
Closed -$217K – 9448
2023
Q2
$217K Buy
+8,446
New +$209K ﹤0.01% 7588
2022
Q4
– Sell
-9,859
Closed -$255K – 10203
2022
Q3
$255K Buy
+9,859
New +$255K ﹤0.01% 7826
2022
Q2
– Sell
-46,890
Closed -$1.2M – 10966
2022
Q1
$1.2M Buy
+46,890
New +$1.2M ﹤0.01% 5761
2020
Q2
– Sell
-12,620
Closed -$208K – 7620
2020
Q1
$208K Sell
12,620
-9,734
-44% -$186K ﹤0.01% 4616
2019
Q4
$461K Buy
+22,354
New +$455K ﹤0.01% 3791
2019
Q3
– Sell
-27,135
Closed -$553K – 5794
2019
Q2
$553K Sell
27,135
-14,443
-35% -$295K ﹤0.01% 3456
2019
Q1
$862K Buy
41,578
+1,264
+3% +$27.4K ﹤0.01% 2991
2018
Q4
$883K Sell
40,314
-6,459
-14% -$150K ﹤0.01% 2751
2018
Q3
$1.18M Buy
46,773
+22,574
+93% +$584K ﹤0.01% 2566
2018
Q2
$625K Sell
24,199
-64,374
-73% -$1.65M ﹤0.01% 3336
2018
Q1
$2.19M Buy
88,573
+77,658
+711% +$1.95M 0.01% 1744
2017
Q4
$272K Sell
10,915
-21,988
-67% -$548K ﹤0.01% 3877
2017
Q3
$813K Buy
+32,903
New +$783K ﹤0.01% 2516

Other funds holding VAMO

Jane Street's VAMO Position: Q4 2024 in Review

Jane Street sold out of Cambria Value and Momentum ETF (VAMO) in Q4 2024, closing a stake of 13,587 shares — an estimated $403K sold.

Jane Street first reported a position in VAMO in Q3 2017 and held it in 15 quarters. The position peaked at $2.19M in Q1 2018. 18 funds tracked by Wall St. Rank hold VAMO as of Q4 2024.

  • Jane Street reported no remaining Cambria Value and Momentum ETF position as of Q4 2024 after selling out during the quarter.
  • Jane Street sold 13,587 Cambria Value and Momentum ETF shares in Q4 2024, an estimated $403K.
  • Jane Street first reported a position in Cambria Value and Momentum ETF in Q3 2017 and held it in 15 quarters.
  • Jane Street's Cambria Value and Momentum ETF position peaked at $2.19M in Q1 2018.
  • 18 funds tracked by Wall St. Rank held Cambria Value and Momentum ETF as of Q4 2024.

Based on Jane Street's 13F filing for Q4 2024, filed 14 Feb 2025.