Jane Street’s Vanguard U.S. Liquidity Factor ETF VFLQ Stock Holding History

Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake
Trade Value Portfolio Weight Portfolio Position
2022
Q4
– Sell
-8,896
Closed -$776K – 10783
2022
Q3
$776K Buy
8,896
+1,038
+13% +$98.7K ﹤0.01% 5888
2022
Q2
$703K Sell
7,858
-3,540
-31% -$338K ﹤0.01% 6113
2022
Q1
$1.2M Buy
11,398
+9,310
+446% +$982K ﹤0.01% 5762
2021
Q4
$240K Sell
2,088
-5,387
-72% -$615K ﹤0.01% 8543
2021
Q3
$821K Buy
7,475
+232
+3% +$25.8K ﹤0.01% 6309
2021
Q2
$802K Sell
7,243
-11,240
-61% -$1.23M ﹤0.01% 6313
2021
Q1
$1.96M Buy
18,483
+11,975
+184% +$1.22M ﹤0.01% 4065
2020
Q4
$612K Buy
6,508
+3,317
+104% +$288K ﹤0.01% 5437
2020
Q3
$245K Sell
3,191
-3,268
-51% -$254K ﹤0.01% 6166
2020
Q2
$483K Sell
6,459
-14,866
-70% -$1.05M ﹤0.01% 5137
2020
Q1
$1.34M Buy
+21,325
New +$1.71M ﹤0.01% 2464
2019
Q4
– Sell
-11,606
Closed -$959K – 5982
2019
Q3
$959K Buy
+11,606
New +$956K ﹤0.01% 2678
2019
Q2
– Sell
-19,631
Closed -$1.56M – 5960
2019
Q1
$1.56M Sell
19,631
-6,882
-26% -$535K ﹤0.01% 2293
2018
Q4
$1.84M Buy
26,513
+10,047
+61% +$765K ﹤0.01% 1832
2018
Q3
$1.37M Buy
16,466
+5,307
+48% +$442K ﹤0.01% 2371
2018
Q2
$901K Sell
11,159
-71,504
-87% -$5.69M ﹤0.01% 2875
2018
Q1
$6.34M Buy
+82,663
New +$6.39M 0.02% 807

Jane Street's VFLQ Position: Q4 2022 in Review

Jane Street sold out of Vanguard U.S. Liquidity Factor ETF (VFLQ) in Q4 2022, closing a stake of 8,896 shares — an estimated $776K sold.

Jane Street first reported a position in VFLQ in Q1 2018 and held it in 17 quarters. The position peaked at $6.34M in Q1 2018. 0 funds tracked by Wall St. Rank hold VFLQ as of Q4 2022.

  • Jane Street reported no remaining Vanguard U.S. Liquidity Factor ETF position as of Q4 2022 after selling out during the quarter.
  • Jane Street sold 8,896 Vanguard U.S. Liquidity Factor ETF shares in Q4 2022, an estimated $776K.
  • Jane Street first reported a position in Vanguard U.S. Liquidity Factor ETF in Q1 2018 and held it in 17 quarters.
  • Jane Street's Vanguard U.S. Liquidity Factor ETF position peaked at $6.34M in Q1 2018.
  • 0 funds tracked by Wall St. Rank held Vanguard U.S. Liquidity Factor ETF as of Q4 2022.

Based on Jane Street's 13F filing for Q4 2022, filed 15 Feb 2023.