Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$1.62B |
| 2 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$413M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$348M |
| 4 |
Vanguard World Funds Extended Duration ETF
EDV
|
+$292M |
| 5 |
Vanguard Total Bond Market
BND
|
+$247M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$511M |
| 2 |
T-Mobile US
TMUS
|
+$338M |
| 3 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$245M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$239M |
| 5 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$230M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 2.78% |
| 2 | Technology | 1.71% |
| 3 | Healthcare | 0.83% |
| 4 | Communication Services | 0.73% |
| 5 | Financials | 0.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
6126
Hanover Insurance
THG
$7.73B
| $251K | ﹤0.01% |
2,687
-22,770
| -89% | -$2.26M |
|
6127
Direxion Daily 7-10 Year Treasury Bear 3X ETF
TYO
$11.7M
| $251K | ﹤0.01% |
32,331
+378
| +1% | +$2.94K |
|
|
DCP
6128
PUT
DELISTED
DCP Midstream, LP
DCP
| $251K | ﹤0.01% |
22,500
-19,900
| -47% | -$241K |
|
|
CCMP
6129
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $251K | ﹤0.01% |
1,759
+111
| +7% | +$16.6K |
|
6130
CME Group
CME
$93.2B
| $250K | ﹤0.01% |
1,497
-43,301
| -97% | -$7.29M |
|
6131
Evercore
EVR
$11.7B
| $250K | ﹤0.01% |
3,813
-14,454
| -79% | -$877K |
|
|
FLZA
6132
DELISTED
Franklin FTSE South Africa
FLZA
| $250K | ﹤0.01% |
12,917
-1,716
| -12% | -$33.7K |
|
|
KDMN
6133
DELISTED
Kadmon Holdings, Inc.
KDMN
| $250K | ﹤0.01% |
63,871
+40,367
| +172% | +$170K |
|
6134
AllianceBernstein
AB
$3.46B
| $249K | ﹤0.01% |
9,232
-446
| -5% | -$12.5K |
|
6135
CALL
OGE Energy
OGE
$9.57B
| $249K | ﹤0.01% |
+8,300
| New | +$261K |
|
6136
Pegasystems
PEGA
$5.44B
| $249K | ﹤0.01% |
4,114
-25,220
| -86% | -$1.45M |
|
|
DBEH
6137
DELISTED
iMGP DBi Hedge Strategy ETF
DBEH
| $249K | ﹤0.01% |
9,323
-11,742
| -56% | -$313K |
|
6138
AMERISAFE
AMSF
$519M
| $248K | ﹤0.01% |
+4,327
| New | +$273K |
|
|
EFOR
6139
Everforth Inc
EFOR
$1.35B
| $248K | ﹤0.01% |
+3,909
| New | +$269K |
|
|
CUK
6140
DELISTED
Carnival PLC
CUK
| $248K | ﹤0.01% |
19,180
-12,140
| -39% | -$156K |
|
6141
FT Vest US Equity Deep Buffer ETF February
DFEB
$463M
| $248K | ﹤0.01% |
+8,010
| New | +$246K |
|
6142
Globant
GLOB
$1.68B
| $248K | ﹤0.01% |
1,386
-4,701
| -77% | -$809K |
|
|
HDV
6143
iShares Core High Dividend ETF
HDV
$15B
| $248K | ﹤0.01% |
15,395
-143,655
| -90% | -$2.39M |
|
|
SCHV
6144
Schwab US Large-Cap Value ETF
SCHV
$16.1B
| $247K | ﹤0.01% |
14,196
-76,386
| -84% | -$1.34M |
|
|
UHT
6145
Universal Health Realty Income Trust
UHT
$566M
| $247K | ﹤0.01% |
4,323
-8,645
| -67% | -$583K |
|
6146
PUT
Westlake Corp
WLK
$10.3B
| $247K | ﹤0.01% |
3,900
-100
| -3% | -$5.91K |
|
|
GTHX
6147
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $247K | ﹤0.01% |
+21,326
| New | +$352K |
|
6148
Anavex Life Sciences
AVXL
$325M
| $246K | ﹤0.01% |
+54,043
| New | +$233K |
|
6149
Battalion Oil
BATL
$29.9M
| $246K | ﹤0.01% |
+31,128
| New | +$267K |
|
6150
Movado Group
MOV
$822M
| $246K | ﹤0.01% |
24,788
+14,166
| +133% | +$152K |
|
Similar funds
Jane Street's Q3 2020 Portfolio in Review
As of Q3 2020, Jane Street held 8,448 positions worth $166B, up 25% from $133B the previous quarter. Its ten largest holdings account for 33% of the portfolio.
Jane Street deployed $10.9B of net new capital in Q3 2020, opening 1,443 new positions and adding to 2,698 existing holdings. Its largest new stake was Vanguard World Funds Extended Duration ETF: 1,728,164 shares worth $286M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 2.8% of assets, up from 1.7% a quarter earlier, followed by Technology and Healthcare.
On the sell side, the largest reduction was T-Mobile US, an estimated $338M trimmed.
- Jane Street's largest Q3 2020 buy was Vanguard World Funds Extended Duration ETF: 1,728,164 shares worth $286M.
- Jane Street added most to Amazon in Q3 2020, an estimated $1.62B increase.
- Jane Street's biggest Q3 2020 reduction was T-Mobile US, cutting an estimated $338M.
- Jane Street fully exited PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q3 2020, selling an estimated $511M.
- Jane Street's ten largest holdings make up 33% of its $166B portfolio in Q3 2020.
- Jane Street opened 1,443 new positions and closed 1,381 in Q3 2020.
- Jane Street's portfolio value rose 25% quarter-over-quarter to $166B.
Based on Jane Street's 13F filing for Q3 2020, filed 17 Nov 2020.