Vanguard Index Funds - Vanguard S&P 500 ETF
US ˙ ARCA ˙ US9229083632

SecurityVOO / Vanguard Index Funds - Vanguard S&P 500 ETF
InstitutionJefferies Group LLC
Latest Disclosed Ownership39,770 shares
Latest Disclosed Value $ 13,056,831
Jefferies Group LLC reports 0.74% increase in ownership of VOO / Vanguard Index Funds - Vanguard S&P 500 ETF

On September 21, 2023 - Jefferies Group LLC filed a 13F-HR/A form disclosing ownership of 39,770 shares of Vanguard Index Funds - Vanguard S&P 500 ETF (US:VOO) valued at $13,056,491 USD as of September 30, 2022. The entity filed a previous 13F-HR/A on September 21, 2023 disclosing 39,478 shares of Vanguard Index Funds - Vanguard S&P 500 ETF. This represents a change in shares of 0.74% during the quarter. The current value of the position is $26,964,060 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2023-09-21 2022-09-30 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 39,770 292 0.74 13,057 -4.65 0.1093
2022-11-14 2022-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 39,771 295 13,057 0.1039
2023-09-21 2022-06-30 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 39,478 -3,242 -7.59 13,693 -22.79 0.1137
2022-08-15 2022-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 39,476 -3,244 13,693 0.1068
2023-09-21 2022-03-31 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 42,720 -1,995 -4.46 17,735 -9.16 0.1115
2022-05-16 2022-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 42,717 -2,003 17,735 0.1034
2023-09-21 2021-12-31 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 44,715 643 1.46 19,523 12.31 0.1145
2022-02-14 2021-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 44,720 648 19,523 0.1049
2023-09-21 2021-09-30 13F/A-2 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 44,072 6,409 17.02 17,383 17.31 0.1267
2021-12-17 2021-09-30 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 44,075 6,419 17,383 0.1195
2021-11-15 2021-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 44,075 6,419 17,383 0.1122
2023-09-21 2021-06-30 13F/A-2 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 37,663 -5,242 -12.22 14,818 -5.20 0.0933
2021-08-20 2021-06-30 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 37,656 -5,249 14,818 0.0877
2021-08-16 2021-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 37,656 -5,249 14,818 0.0877
2023-09-21 2021-03-31 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 42,905 3,051 7.66 15,630 14.11 0.1370
2021-05-14 2021-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 42,905 3,051 15,630 0.1369
2023-09-21 2020-12-31 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 39,854 9,674 32.05 13,697 47.52 0.1076
2021-02-16 2020-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 39,854 9,674 13,697 0.1234
2020-11-13 2020-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 30,180 -9,633 -24.20 9,285 -17.72 0.1028
2020-11-02 2020-06-30 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 39,813 -2,735 -6.43 11,284 11.99 0.1329
2020-08-14 2020-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 39,813 -2,735 11,284 151,632.7531
2020-05-15 2020-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 42,548 18,915 80.04 10,076 44.13 0.1251
2020-02-13 2019-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 23,633 -2 -0.01 6,991 8.51 0.0541
2019-11-13 2019-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 23,635 -954 -3.88 6,443 -2.64 0.0499
2019-08-14 2019-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 24,589 2,279 10.22 6,618 14.30 0.0483
2019-05-15 2019-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 22,310 2,758 14.11 5,790 28.87 0.0476
2019-02-14 2018-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 19,552 6,575 50.67 4,493 29.63 0.0366
2018-11-14 2018-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 12,977 -295 -2.22 3,466 4.68 0.0227
2018-08-14 2018-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 13,272 3,979 42.82 3,311 47.16 0.0185
2018-05-15 2018-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 9,293 -2,404 -20.55 2,250 -21.58 0.0121
2018-02-14 2017-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 11,697 -7,155 -37.95 2,869 -34.05 0.0135
2017-11-14 2017-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 18,852 3,183 20.31 4,350 25.04 0.0287
2017-08-14 2017-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 15,669 11,159 247.43 3,479 256.45 0.0232
2017-05-15 2017-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 4,510 761 20.30 976 26.75 0.0073
2017-02-14 2016-12-31 13F/A-1 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,749 1,227 48.65 770 53.69 0.0043
2017-02-14 2016-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,749 770
2016-11-14 2016-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,522 -416 -14.16 501 -11.33 0.0026
2016-08-12 2016-06-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,938 -1,602 -35.29 565 -34.00 0.0026
2016-05-11 2016-03-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 4,540 3,240 249.23 856 252.26 0.0049
2016-02-12 2015-12-31 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,300 -725 -35.80 243 -31.74 0.0014
2015-11-13 2015-09-30 13F VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,025 2,025 356 0.0020
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.