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 | |
|---|---|---|---|---|---|---|
|
AIIQ
4501
DELISTED
AI Powered International Equity ETF
AIIQ
| $766K | ﹤0.01% |
+27,590
| New | +$759K |
|
4502
CALL
Avantor
AVTR
$9.37B
| $765K | ﹤0.01% |
+34,000
| New | +$707K |
|
|
HBI
4503
DELISTED
Hanesbrands
HBI
| $763K | ﹤0.01% |
48,442
-450,376
| -90% | -$6.61M |
|
4504
PUT
Radian Group
RDN
$4.92B
| $763K | ﹤0.01% |
+52,200
| New | +$777K |
|
|
NGE
4505
DELISTED
Global X MSCI Nigeria ETF
NGE
| $763K | ﹤0.01% |
81,283
+50,941
| +168% | +$464K |
|
|
ADVM
4506
DELISTED
Adverum Biotechnologies
ADVM
| $762K | ﹤0.01% |
7,401
+154
| +2% | +$23.1K |
|
|
ARCH
4507
DELISTED
Arch Resources, Inc.
ARCH
| $762K | ﹤0.01% |
+17,942
| New | +$637K |
|
4508
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$64.1M
| $761K | ﹤0.01% |
19,237
-20,333
| -51% | -$789K |
|
4509
Ironwood Pharmaceuticals
IRWD
$674M
| $761K | ﹤0.01% |
84,649
+53,065
| +168% | +$527K |
|
4510
Martin Marietta Materials
MLM
$32.7B
| $761K | ﹤0.01% |
3,234
-19,373
| -86% | -$4.19M |
|
|
RP
4511
CALL
DELISTED
RealPage, Inc.
RP
| $761K | ﹤0.01% |
13,200
+7,300
| +124% | +$451K |
|
4512
Avista
AVA
$3.24B
| $760K | ﹤0.01% |
+22,275
| New | +$807K |
|
4513
Jack in the Box
JACK
$358M
| $760K | ﹤0.01% |
9,590
-6,017
| -39% | -$484K |
|
4514
CALL
Annaly Capital Management
NLY
$17.6B
| $760K | ﹤0.01% |
26,675
-65,825
| -71% | -$1.91M |
|
4515
Insulet
PODD
$10.2B
| $759K | ﹤0.01% |
3,206
-4,258
| -57% | -$897K |
|
4516
State Street Health Care Select Sector SPDR ETF
XLV
$44B
| $759K | ﹤0.01% |
7,196
-62,930
| -90% | -$6.62M |
|
|
JCAP
4517
DELISTED
Jernigan Capital, Inc.
JCAP
| $758K | ﹤0.01% |
+44,241
| New | +$708K |
|
4518
Fidelity Limited Term Bond ETF
FLTB
$436M
| $757K | ﹤0.01% |
14,429
-14,932
| -51% | -$785K |
|
4519
JPMorgan International Bond Opportunities ETF
JPIB
$2.14B
| $757K | ﹤0.01% |
+15,035
| New | +$761K |
|
4520
Unifirst Corp
UNF
$5.21B
| $757K | ﹤0.01% |
4,000
+1,403
| +54% | +$263K |
|
4521
CALL
CNX Resources
CNX
$5.23B
| $756K | ﹤0.01% |
80,100
-106,800
| -57% | -$1.09M |
|
4522
National Beverage
FIZZ
$2.93B
| $756K | ﹤0.01% |
+22,224
| New | +$778K |
|
|
GNMK
4523
DELISTED
GenMark Diagnostics, Inc
GNMK
| $756K | ﹤0.01% |
53,242
+33,442
| +169% | +$511K |
|
4524
CALL
Canadian Imperial Bank of Commerce
CM
$112B
| $755K | ﹤0.01% |
20,200
-94,400
| -82% | -$3.46M |
|
4525
Truist Financial
TFC
$64.7B
| $755K | ﹤0.01% |
19,830
-73,898
| -79% | -$2.78M |
|
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.