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 | |
|---|---|---|---|---|---|---|
|
LSI
3576
DELISTED
Life Storage, Inc.
LSI
| $1.37M | ﹤0.01% |
19,551
-52,377
| -73% | -$3.55M |
|
3577
Caleres
CAL
$483M
| $1.37M | ﹤0.01% |
+143,537
| New | +$1.15M |
|
|
VNET
3578
VNET Group
VNET
$2.12B
| $1.37M | ﹤0.01% |
59,250
-29,621
| -33% | -$690K |
|
3579
CALL
ProShares UltraShort QQQ
QID
$251M
| $1.37M | ﹤0.01% |
+7,255
| New | +$1.5M |
|
3580
CALL
Dynatrace
DT
$14.4B
| $1.37M | ﹤0.01% |
33,400
-7,600
| -19% | -$311K |
|
3581
Under Armour
UAA
$2.32B
| $1.37M | ﹤0.01% |
121,881
-254,384
| -68% | -$2.68M |
|
3582
CALL
Crown Holdings
CCK
$13.2B
| $1.37M | ﹤0.01% |
17,800
+12,500
| +236% | +$915K |
|
|
CERN
3583
DELISTED
Cerner Corp
CERN
| $1.37M | ﹤0.01% |
18,924
-44,158
| -70% | -$3.15M |
|
3584
Main Sector Rotation ETF
SECT
$2.88B
| $1.37M | ﹤0.01% |
+44,038
| New | +$1.34M |
|
|
CUB
3585
PUT
DELISTED
Cubic Corporation
CUB
| $1.37M | ﹤0.01% |
23,500
+12,000
| +104% | +$564K |
|
3586
Northern Trust
NTRS
$34.6B
| $1.37M | ﹤0.01% |
17,522
-36,742
| -68% | -$2.95M |
|
3587
Xtrackers MSCI Eurozone Hedged Equity ETF
DBEZ
$76.9M
| $1.36M | ﹤0.01% |
46,555
-4,619
| -9% | -$138K |
|
|
GMAN
3588
DELISTED
Goldman Sachs Manufacturing Revolution ETF
GMAN
| $1.36M | ﹤0.01% |
19,443
+2,146
| +12% | +$141K |
|
3589
Chemed
CHE
$7.15B
| $1.36M | ﹤0.01% |
2,837
-11
| -0.4% | -$5.39K |
|
3590
IQ MacKay Municipal Intermediate ETF
MMIT
$1.47B
| $1.36M | ﹤0.01% |
51,651
+41,820
| +425% | +$1.11M |
|
3591
CALL
Axcelis
ACLS
$4.13B
| $1.36M | ﹤0.01% |
+61,900
| New | +$1.58M |
|
3592
PUT
Nu Skin
NUS
$235M
| $1.36M | ﹤0.01% |
+27,200
| New | +$1.29M |
|
3593
iShares MSCI Global Sustainable Development Goals ETF
SDG
$174M
| $1.36M | ﹤0.01% |
16,923
-35,389
| -68% | -$2.72M |
|
|
SWTX
3594
DELISTED
SpringWorks Therapeutics
SWTX
| $1.36M | ﹤0.01% |
28,573
+19,878
| +229% | +$847K |
|
3595
iShare MSCI Eurozone ETF
EZU
$9.91B
| $1.36M | ﹤0.01% |
35,900
-367,805
| -91% | -$14.3M |
|
3596
CALL
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.9M
| $1.36M | ﹤0.01% |
10,900
-24,500
| -69% | -$3.06M |
|
3597
Thomson Reuters
TRI
$45.5B
| $1.36M | ﹤0.01% |
16,183
-92,852
| -85% | -$7.22M |
|
3598
PUT
Paychex
PAYX
$43.2B
| $1.36M | ﹤0.01% |
17,000
+4,200
| +33% | +$315K |
|
3599
PUT
Range Resources
RRC
$9.52B
| $1.36M | ﹤0.01% |
204,800
+70,500
| +52% | +$511K |
|
|
SHI
3600
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $1.36M | ﹤0.01% |
73,865
+50,139
| +211% | +$1.1M |
|
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.