Jane Street
MOM

Jane Street’s AGFiQ U.S. Market Neutral Momentum Fund MOM Stock Holding History

Jane Street’s Portfolio MOM Stock Details MOM Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2020
Q2 		– Sell
-16,091
Closed -$461K – 7759
2020
Q1 		$461K Buy
+16,091
New +$414K ﹤0.01% 3703
2019
Q4 		– Sell
-13,354
Closed -$332K – 6050
2019
Q3 		$332K Buy
13,354
+2,023
+18% +$51.8K ﹤0.01% 4053
2019
Q2 		$279K Buy
11,331
+2,644
+30% +$64.5K ﹤0.01% 4296
2019
Q1 		$209K Buy
+8,687
New +$205K ﹤0.01% 4613
2017
Q1 		– Sell
-11,292
Closed -$257K – 4884
2016
Q4 		$257K Buy
11,292
+2,706
+32% +$63K ﹤0.01% 3509
2016
Q3 		$209K Sell
8,586
-30,556
-78% -$756K ﹤0.01% 3680
2016
Q2 		$1.04M Buy
39,142
+1,688
+5% +$43K 0.01% 1933
2016
Q1 		$952K Buy
+37,454
New +$1.02M 0.01% 1900
2015
Q4 		– Sell
-32,323
Closed -$917K – 4630
2015
Q3 		$917K Buy
+32,323
New +$892K 0.01% 1709

Other funds holding MOM

Citadel Advisors
Citadel Advisors Miami, Florida $618B AUM 30.34% 1-Year Est. Return
Osaic Holdings
Osaic Holdings Scottsdale, Arizona $68.3B AUM 20.5% 1-Year Est. Return
CFA
Carroll Financial Associates Charlotte, North Carolina $1.88B AUM 20.52% 1-Year Est. Return
AIL
AGF Investments LLC Toronto, Ontario, Canada $1.09B AUM 10.57% 1-Year Est. Return
UBS Group
UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Jane Street's MOM Position: Q2 2020 in Review

Jane Street sold out of AGFiQ U.S. Market Neutral Momentum Fund (MOM) in Q2 2020, closing a stake of 16,091 shares — an estimated $461K sold.

Jane Street first reported a position in MOM in Q3 2015 and held it in 9 quarters. The position peaked at $1.04M in Q2 2016. 5 funds tracked by Wall St. Rank hold MOM as of Q2 2020.

  • Jane Street reported no remaining AGFiQ U.S. Market Neutral Momentum Fund position as of Q2 2020 after selling out during the quarter.
  • Jane Street sold 16,091 AGFiQ U.S. Market Neutral Momentum Fund shares in Q2 2020, an estimated $461K.
  • Jane Street first reported a position in AGFiQ U.S. Market Neutral Momentum Fund in Q3 2015 and held it in 9 quarters.
  • Jane Street's AGFiQ U.S. Market Neutral Momentum Fund position peaked at $1.04M in Q2 2016.
  • 5 funds tracked by Wall St. Rank held AGFiQ U.S. Market Neutral Momentum Fund as of Q2 2020.

Based on Jane Street's 13F filing for Q2 2020, filed 17 Aug 2020.