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 | |
|---|---|---|---|---|---|---|
|
KMED
4051
DELISTED
KraneShares Emerging Markets Healthcare Index ETF
KMED
| $1.03M | ﹤0.01% |
+33,404
| New | +$1.04M |
|
4052
Carter's
CRI
$1.46B
| $1.02M | ﹤0.01% |
11,843
-36,645
| -76% | -$3.05M |
|
4053
Franklin Emerging Market Core Dividend Tilt Index ETF
DIEM
$82.8M
| $1.02M | ﹤0.01% |
39,594
-9,341
| -19% | -$246K |
|
|
TRIL
4054
DELISTED
Trillium Therapeutics Inc.
TRIL
| $1.02M | ﹤0.01% |
+72,187
| New | +$720K |
|
|
PRVB
4055
CALL
DELISTED
Provention Bio, Inc. Common Stock
PRVB
| $1.02M | ﹤0.01% |
79,800
-54,300
| -40% | -$686K |
|
4056
ICL Group
ICL
$6.89B
| $1.02M | ﹤0.01% |
289,292
+195,698
| +209% | +$674K |
|
4057
Quanta Services
PWR
$101B
| $1.02M | ﹤0.01% |
19,326
-22,435
| -54% | -$1.04M |
|
4058
CALL
Sensata Technologies
ST
$6.73B
| $1.02M | ﹤0.01% |
23,700
+13,800
| +139% | +$561K |
|
4059
PUT
Banco Bradesco
BBD
$35B
| $1.02M | ﹤0.01% |
+359,890
| New | +$1.18M |
|
4060
Insmed
INSM
$29B
| $1.02M | ﹤0.01% |
31,749
-7,083
| -18% | -$204K |
|
|
QELLU
4061
DELISTED
Qell Acquisition Corp. Unit
QELLU
| $1.02M | ﹤0.01% |
+100,433
| New | +$1.02M |
|
4062
CALL
Chefs' Warehouse
CHEF
$4.46B
| $1.02M | ﹤0.01% |
70,100
-9,300
| -12% | -$132K |
|
4063
Dine Brands
DIN
$454M
| $1.02M | ﹤0.01% |
18,674
-9,932
| -35% | -$502K |
|
4064
Coty
COTY
$2.48B
| $1.02M | ﹤0.01% |
376,619
+5,267
| +1% | +$19.9K |
|
4065
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$336M
| $1.02M | ﹤0.01% |
1,766
+502
| +40% | +$312K |
|
|
OCFT
4066
DELISTED
OneConnect Financial Technology
OCFT
| $1.01M | ﹤0.01% |
4,768
+2,546
| +115% | +$553K |
|
|
FL
4067
DELISTED
Foot Locker
FL
| $1.01M | ﹤0.01% |
30,685
-79,677
| -72% | -$2.43M |
|
4068
abrdn Physical Precious Metals Basket Shares ETF
GLTR
$2.69B
| $1.01M | ﹤0.01% |
10,793
-35,468
| -77% | -$3.38M |
|
4069
PUT
Lear
LEA
$8.12B
| $1.01M | ﹤0.01% |
9,300
+5,100
| +121% | +$581K |
|
4070
Marvell Technology
MRVL
$191B
| $1.01M | ﹤0.01% |
25,527
-82,186
| -76% | -$3.02M |
|
4071
iShares Emerging Markets Dividend ETF
DVYE
$1.21B
| $1.01M | ﹤0.01% |
33,615
-9,248
| -22% | -$295K |
|
4072
CALL
LPL Financial
LPLA
$29.2B
| $1.01M | ﹤0.01% |
13,200
-600
| -4% | -$47.6K |
|
|
ZEAL
4073
DELISTED
Zealand Pharma A/S American Depositary Shares
ZEAL
| $1.01M | ﹤0.01% |
26,355
-9,976
| -27% | -$361K |
|
4074
Avis
CAR
$4.97B
| $1.01M | ﹤0.01% |
38,417
-76,230
| -66% | -$2.3M |
|
4075
PUT
Bank of Montreal
BMO
$127B
| $1.01M | ﹤0.01% |
17,300
-37,000
| -68% | -$2.14M |
|
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.