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 | |
|---|---|---|---|---|---|---|
2551
Vale
VALE
$62.6B
| $2.77M | ﹤0.01% |
261,546
+108,322
| +71% | +$1.22M |
|
|
BZUN
2552
CALL
Baozun
BZUN
$172M
| $2.77M | ﹤0.01% |
85,100
-87,500
| -51% | -$3.48M |
|
|
HOLD
2553
DELISTED
AdvisorShares North Square McKee Core Reserves ETF
HOLD
| $2.77M | ﹤0.01% |
28,016
+3,720
| +15% | +$367K |
|
2554
CALL
iShares Core S&P Mid-Cap ETF
IJH
$127B
| $2.76M | ﹤0.01% |
74,500
-25,000
| -25% | -$935K |
|
2555
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.76B
| $2.76M | ﹤0.01% |
63,689
+8,933
| +16% | +$381K |
|
2556
PUT
Copart
CPRT
$27.5B
| $2.75M | ﹤0.01% |
104,800
-172,000
| -62% | -$4.17M |
|
2557
ProShares UltraPro Short QQQ
SQQQ
$1.74B
| $2.75M | ﹤0.01% |
+924
| New | +$3.21M |
|
2558
CALL
Rapid7
RPD
$773M
| $2.75M | ﹤0.01% |
44,900
-43,900
| -49% | -$2.61M |
|
|
ANSS
2559
PUT
DELISTED
Ansys
ANSS
| $2.75M | ﹤0.01% |
8,400
+1,600
| +24% | +$501K |
|
2560
PUT
Ally Financial
ALLY
$13.3B
| $2.75M | ﹤0.01% |
109,500
-53,900
| -33% | -$1.2M |
|
2561
PUT
Crocs
CROX
$6.55B
| $2.74M | ﹤0.01% |
64,200
-8,500
| -12% | -$329K |
|
2562
Charles River Laboratories
CRL
$12.8B
| $2.74M | ﹤0.01% |
12,106
+10,780
| +813% | +$2.24M |
|
|
NBL
2563
DELISTED
Noble Energy, Inc.
NBL
| $2.74M | ﹤0.01% |
320,721
-47,661
| -13% | -$466K |
|
|
ESPR
2564
CALL
DELISTED
Esperion Therapeutics
ESPR
| $2.74M | ﹤0.01% |
73,700
-32,400
| -31% | -$1.28M |
|
2565
PUT
Wendy's
WEN
$1.46B
| $2.74M | ﹤0.01% |
122,700
+35,500
| +41% | +$782K |
|
2566
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.96B
| $2.73M | ﹤0.01% |
77,182
+32,306
| +72% | +$1.17M |
|
2567
Invesco New York AMT-Free Municipal Bond ETF
PZT
$140M
| $2.73M | ﹤0.01% |
107,153
-32,710
| -23% | -$843K |
|
|
RWT
2568
PUT
Redwood Trust
RWT
$594M
| $2.73M | ﹤0.01% |
363,700
+314,500
| +639% | +$2.22M |
|
2569
CALL
Lincoln National
LNC
$8.81B
| $2.73M | ﹤0.01% |
87,200
-26,500
| -23% | -$946K |
|
2570
Vanguard International Dividend Appreciation ETF
VIGI
$9.31B
| $2.73M | ﹤0.01% |
37,887
+8,262
| +28% | +$590K |
|
2571
Principal Active High Yield ETF
YLD
$584M
| $2.73M | ﹤0.01% |
144,572
-100,458
| -41% | -$1.88M |
|
2572
CALL
Coherent
COHR
$74.2B
| $2.73M | ﹤0.01% |
67,200
+38,700
| +136% | +$1.71M |
|
|
DRNA
2573
PUT
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
| $2.73M | ﹤0.01% |
151,500
+125,400
| +480% | +$2.6M |
|
2574
Telus
TU
$15.3B
| $2.72M | ﹤0.01% |
154,568
+127,221
| +465% | +$2.26M |
|
2575
CALL
Interactive Brokers
IBKR
$39.8B
| $2.72M | ﹤0.01% |
225,200
+178,400
| +381% | +$2.22M |
|
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.