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 | |
|---|---|---|---|---|---|---|
2701
PUT
Bunge Global
BG
$21.2B
| $2.49M | ﹤0.01% |
54,500
-116,600
| -68% | -$5.21M |
|
2702
PUT
Omnicom Group
OMC
$23.1B
| $2.49M | ﹤0.01% |
50,300
+8,000
| +19% | +$428K |
|
2703
Nuveen ESG US Aggregate Bond ETF
NUBD
$464M
| $2.49M | ﹤0.01% |
+92,383
| New | +$2.51M |
|
|
SDC
2704
PUT
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $2.49M | ﹤0.01% |
212,900
-9,600
| -4% | -$88.2K |
|
2705
PUT
Brighthouse Financial
BHF
$3.47B
| $2.48M | ﹤0.01% |
92,300
+73,800
| +399% | +$2.14M |
|
2706
Oneok
OKE
$55.7B
| $2.48M | ﹤0.01% |
95,564
+37,638
| +65% | +$1.05M |
|
2707
J.M. Smucker
SJM
$12.7B
| $2.48M | ﹤0.01% |
21,463
-2,468
| -10% | -$275K |
|
2708
CALL
Children's Place
PLCE
$58.9M
| $2.48M | ﹤0.01% |
87,400
+29,900
| +52% | +$821K |
|
2709
Invesco S&P Global Water Index ETF
CGW
$1.07B
| $2.48M | ﹤0.01% |
59,894
-133,362
| -69% | -$5.37M |
|
2710
Crown Holdings
CCK
$12.9B
| $2.47M | ﹤0.01% |
32,130
+9,916
| +45% | +$726K |
|
|
GTM
2711
PUT
ZoomInfo Technologies
GTM
$1.23B
| $2.47M | ﹤0.01% |
57,400
+15,300
| +36% | +$600K |
|
|
BFX
2712
DELISTED
BowFlex Inc.
BFX
| $2.47M | ﹤0.01% |
143,809
+125,469
| +684% | +$1.61M |
|
|
VRNT
2713
PUT
DELISTED
Verint Systems
VRNT
| $2.47M | ﹤0.01% |
+100,506
| New | +$2.34M |
|
|
MNDT
2714
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.46M | ﹤0.01% |
199,600
-126,600
| -39% | -$1.73M |
|
2715
Vulcan Materials
VMC
$36.8B
| $2.46M | ﹤0.01% |
18,170
-72,191
| -80% | -$9.07M |
|
|
GBUY
2716
DELISTED
Goldman Sachs New Age Consumer ETF
GBUY
| $2.46M | ﹤0.01% |
29,870
-2,378
| -7% | -$187K |
|
2717
CALL
Exelixis
EXEL
$13.3B
| $2.46M | ﹤0.01% |
100,700
-29,100
| -22% | -$679K |
|
2718
CALL
BJ's Restaurants
BJRI
$1.47B
| $2.46M | ﹤0.01% |
83,500
+62,900
| +305% | +$1.62M |
|
|
REGI
2719
DELISTED
Renewable Energy Group, Inc.
REGI
| $2.46M | ﹤0.01% |
+45,968
| New | +$1.61M |
|
|
SPR
2720
PUT
DELISTED
Spirit AeroSystems
SPR
| $2.46M | ﹤0.01% |
129,800
+6,500
| +5% | +$137K |
|
2721
PUT
Gold Fields
GFI
$35.7B
| $2.45M | ﹤0.01% |
199,300
+43,400
| +28% | +$533K |
|
|
SC
2722
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $2.45M | ﹤0.01% |
134,610
+3,643
| +3% | +$64.8K |
|
2723
iShares MSCI Peru and Global Exposure ETF
EPU
$554M
| $2.45M | ﹤0.01% |
82,916
-117,438
| -59% | -$3.54M |
|
|
JWN
2724
PUT
DELISTED
Nordstrom
JWN
| $2.45M | ﹤0.01% |
205,200
-294,000
| -59% | -$4.41M |
|
2725
Paycom
PAYC
$9.47B
| $2.44M | ﹤0.01% |
7,852
-2,984
| -28% | -$872K |
|
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.