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 | |
|---|---|---|---|---|---|---|
2876
CALL
Broadridge
BR
$19.8B
| $2.2M | ﹤0.01% |
16,700
+900
| +6% | +$120K |
|
|
GLCN
2877
DELISTED
VanEck China Growth Leaders ETF
GLCN
| $2.2M | ﹤0.01% |
46,354
-93,881
| -67% | -$4.34M |
|
2878
Albemarle
ALB
$15.4B
| $2.2M | ﹤0.01% |
24,652
-13,098
| -35% | -$1.16M |
|
2879
Synopsys
SNPS
$79.4B
| $2.2M | ﹤0.01% |
10,287
+6,515
| +173% | +$1.33M |
|
2880
PIMCO RAFI ESG US ETF
RAFE
$169M
| $2.2M | ﹤0.01% |
97,370
-92,493
| -49% | -$2.07M |
|
2881
CALL
SBA Communications
SBAC
$19.2B
| $2.2M | ﹤0.01% |
6,900
-600
| -8% | -$183K |
|
2882
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.91B
| $2.19M | ﹤0.01% |
34,974
+17,664
| +102% | +$1.12M |
|
2883
CALL
Lamb Weston
LW
$7.11B
| $2.19M | ﹤0.01% |
33,100
-30,800
| -48% | -$1.97M |
|
2884
PUT
Fidelity National Information Services
FIS
$22B
| $2.19M | ﹤0.01% |
14,900
-21,600
| -59% | -$3.12M |
|
2885
RPAR Risk Parity ETF
RPAR
$582M
| $2.19M | ﹤0.01% |
98,788
+69,576
| +238% | +$1.56M |
|
2886
PUT
Hasbro
HAS
$13.3B
| $2.19M | ﹤0.01% |
26,500
+19,600
| +284% | +$1.52M |
|
2887
iShares Global Clean Energy ETF
ICLN
$2.08B
| $2.19M | ﹤0.01% |
118,473
-257,533
| -68% | -$4.03M |
|
2888
Marathon Petroleum
MPC
$88.9B
| $2.19M | ﹤0.01% |
74,587
+31,312
| +72% | +$1.1M |
|
|
CMA
2889
PUT
DELISTED
Comerica
CMA
| $2.19M | ﹤0.01% |
57,200
+8,000
| +16% | +$308K |
|
2890
iShares Core 5-10 Year USD Bond ETF
IMTB
$275M
| $2.19M | ﹤0.01% |
41,779
-45,070
| -52% | -$2.36M |
|
|
API
2891
Agora
API
$385M
| $2.19M | ﹤0.01% |
+50,830
| New | +$2.36M |
|
2892
ArcelorMittal
MT
$55.8B
| $2.19M | ﹤0.01% |
164,904
-14,429
| -8% | -$174K |
|
2893
iShares Russell Top 200 Growth ETF
IWY
$16.6B
| $2.18M | ﹤0.01% |
+17,986
| New | +$2.12M |
|
2894
Aurinia Pharmaceuticals
AUPH
$2.06B
| $2.18M | ﹤0.01% |
147,993
+40,817
| +38% | +$591K |
|
2895
JPMorgan BetaBuilders Canada ETF
BBCA
$11.3B
| $2.18M | ﹤0.01% |
+45,674
| New | +$2.2M |
|
|
IMMU
2896
PUT
DELISTED
Immunomedics Inc
IMMU
| $2.18M | ﹤0.01% |
25,600
-46,700
| -65% | -$2.36M |
|
|
CERN
2897
PUT
DELISTED
Cerner Corp
CERN
| $2.18M | ﹤0.01% |
30,100
-10,600
| -26% | -$755K |
|
|
BPY
2898
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
| $2.18M | ﹤0.01% |
180,893
+125,572
| +227% | +$1.43M |
|
|
VG
2899
DELISTED
Vonage Holdings Corporation
VG
| $2.17M | ﹤0.01% |
212,473
+60,121
| +39% | +$667K |
|
2900
CALL
Schrodinger
SDGR
$1.4B
| $2.17M | ﹤0.01% |
45,700
+4,300
| +10% | +$296K |
|
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.