Jane Street’s AGFiQ U.S. Market Neutral Momentum Fund MOM Stock Holding History
Bought
Maintained
Sold
| Quarter | Market Value | Status | Shares |
Shares Change % | Capital Flow | Portfolio Weight | Portfolio Position | |
|---|---|---|---|---|---|---|---|---|
|
2020
Q2 | – | Sell |
-16,091
| Closed | -$461K | – | 4700 |
|
|
2020
Q1 | $461K | Buy |
+16,091
| New | +$461K | ﹤0.01% | 2196 |
|
|
2019
Q4 | – | Sell |
-13,354
| Closed | -$332K | – | 4134 |
|
|
2019
Q3 | $332K | Buy |
13,354
+2,023
| +18% | +$50.3K | ﹤0.01% | 2606 |
|
|
2019
Q2 | $279K | Buy |
11,331
+2,644
| +30% | +$65.1K | ﹤0.01% | 2816 |
|
|
2019
Q1 | $209K | Buy |
+8,687
| New | +$209K | ﹤0.01% | 2957 |
|
|
2017
Q1 | – | Sell |
-11,292
| Closed | -$257K | – | 3275 |
|
|
2016
Q4 | $257K | Buy |
11,292
+2,706
| +32% | +$61.6K | ﹤0.01% | 2210 |
|
|
2016
Q3 | $209K | Sell |
8,586
-30,556
| -78% | -$744K | ﹤0.01% | 2489 |
|
|
2016
Q2 | $1.04M | Buy |
39,142
+1,688
| +5% | +$45K | 0.01% | 1163 |
|
|
2016
Q1 | $952K | Buy |
+37,454
| New | +$952K | 0.01% | 1095 |
|
|
2015
Q4 | – | Sell |
-32,323
| Closed | -$917K | – | 3169 |
|
|
2015
Q3 | $917K | Buy |
+32,323
| New | +$917K | 0.01% | 1173 |
|