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 | |
|---|---|---|---|---|---|---|
2776
Mercado Libre
MELI
$93.4B
| $2.37M | ﹤0.01% |
2,191
-4,733
| -68% | -$5.14M |
|
2777
Goldman Sachs ActiveBeta Europe Equity ETF
GSEU
$126M
| $2.37M | ﹤0.01% |
81,456
+29,396
| +56% | +$859K |
|
2778
Global X MSCI Argentina ETF
ARGT
$827M
| $2.37M | ﹤0.01% |
101,646
+54,036
| +113% | +$1.38M |
|
|
TTCF
2779
PUT
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
| $2.36M | ﹤0.01% |
+100,000
| New | +$1.82M |
|
2780
VanEck Green Bond ETF
GRNB
$185M
| $2.36M | ﹤0.01% |
85,023
+67,146
| +376% | +$1.87M |
|
2781
CALL
Agios Pharmaceuticals
AGIO
$1.96B
| $2.36M | ﹤0.01% |
67,400
-65,900
| -49% | -$2.89M |
|
|
ONEM
2782
DELISTED
1Life Healthcare
ONEM
| $2.36M | ﹤0.01% |
83,170
-27,584
| -25% | -$871K |
|
2783
FlexShares International Quality Dividend Index Fund
IQDF
$1.17B
| $2.36M | ﹤0.01% |
113,983
-214,525
| -65% | -$4.52M |
|
2784
KB Home
KBH
$3.47B
| $2.35M | ﹤0.01% |
61,348
+20,860
| +52% | +$729K |
|
2785
W.W. Grainger
GWW
$60.9B
| $2.35M | ﹤0.01% |
6,599
+4,380
| +197% | +$1.51M |
|
2786
TotalEnergies
TTE
$193B
| $2.35M | ﹤0.01% |
68,762
-45,193
| -40% | -$1.72M |
|
|
MDLA
2787
PUT
DELISTED
Medallia, Inc.
MDLA
| $2.35M | ﹤0.01% |
85,700
+29,300
| +52% | +$889K |
|
2788
PUT
Outfront Media
OUT
$5.46B
| $2.35M | ﹤0.01% |
163,978
+145,386
| +782% | +$2.17M |
|
|
KSU
2789
DELISTED
Kansas City Southern
KSU
| $2.35M | ﹤0.01% |
12,984
-70,662
| -84% | -$12.2M |
|
2790
CALL
Cardlytics
CDLX
$21.7M
| $2.34M | ﹤0.01% |
3,320
-600
| -15% | -$436K |
|
2791
PUT
Zions Bancorporation
ZION
$10.3B
| $2.34M | ﹤0.01% |
80,000
-4,200
| -5% | -$135K |
|
2792
CALL
Starwood Property Trust
STWD
$6.09B
| $2.34M | ﹤0.01% |
154,900
-104,400
| -40% | -$1.59M |
|
2793
CALL
West Pharmaceutical
WST
$25.1B
| $2.34M | ﹤0.01% |
8,500
+800
| +10% | +$212K |
|
|
BPMC
2794
PUT
DELISTED
Blueprint Medicines
BPMC
| $2.34M | ﹤0.01% |
25,200
-4,500
| -15% | -$347K |
|
2795
Vanguard US Multifactor ETF
VFMF
$924M
| $2.34M | ﹤0.01% |
32,815
-4,828
| -13% | -$344K |
|
2796
Vanguard US Minimum Volatility ETF
VFMV
$446M
| $2.34M | ﹤0.01% |
28,333
-606
| -2% | -$49.8K |
|
|
GREK
2797
Global X MSCI Greece ETF
GREK
$331M
| $2.33M | ﹤0.01% |
116,907
+55,536
| +90% | +$1.13M |
|
2798
Deutsche Bank
DB
$72.1B
| $2.33M | ﹤0.01% |
277,293
-399,978
| -59% | -$3.75M |
|
2799
CALL
Kura Oncology
KURA
$854M
| $2.33M | ﹤0.01% |
+76,000
| New | +$1.68M |
|
|
RFAP
2800
DELISTED
First Trust RiverFront Dynamic Asia Pacific ETF
RFAP
| $2.33M | ﹤0.01% |
46,330
+10,954
| +31% | +$540K |
|
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.