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 | |
|---|---|---|---|---|---|---|
3126
Outset Medical
OM
$91.4M
| $1.89M | ﹤0.01% |
+2,514
| New | +$2.06M |
|
3127
Cambria Foreign Shareholder Yield ETF
FYLD
$721M
| $1.89M | ﹤0.01% |
94,661
+27,652
| +41% | +$563K |
|
3128
Nice
NICE
$6.01B
| $1.89M | ﹤0.01% |
8,303
+6,657
| +404% | +$1.42M |
|
|
BZUN
3129
Baozun
BZUN
$170M
| $1.88M | ﹤0.01% |
57,964
+41,151
| +245% | +$1.64M |
|
3130
PUT
AMC Global Media
AMCX
$489M
| $1.88M | ﹤0.01% |
76,100
+57,900
| +318% | +$1.39M |
|
|
BSJL
3131
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
| $1.88M | ﹤0.01% |
81,957
-1,090,853
| -93% | -$25.1M |
|
3132
PUT
PTC
PTC
$16.4B
| $1.88M | ﹤0.01% |
+22,700
| New | +$1.93M |
|
3133
PUT
Cinemark Holdings
CNK
$4.38B
| $1.88M | ﹤0.01% |
187,700
+139,200
| +287% | +$1.74M |
|
|
VAR
3134
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
| $1.88M | ﹤0.01% |
10,900
-76,500
| -88% | -$12M |
|
3135
CALL
iShares MSCI Germany ETF
EWG
$1.67B
| $1.87M | ﹤0.01% |
64,300
+19,800
| +44% | +$581K |
|
3136
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
| $1.87M | ﹤0.01% |
77,037
+45,266
| +142% | +$1.15M |
|
3137
PUT
iShares MSCI China ETF
MCHI
$6.42B
| $1.87M | ﹤0.01% |
25,200
+4,900
| +24% | +$359K |
|
|
RODE
3138
DELISTED
Hartford Multifactor Diversified International ETF
RODE
| $1.87M | ﹤0.01% |
78,718
-2
| -0% | -$48 |
|
3139
PUT
Eastman Chemical
EMN
$8.39B
| $1.87M | ﹤0.01% |
23,900
-1,900
| -7% | -$143K |
|
3140
NYLI FTSE International Equity Currency Neutral ETF
HFXI
$2.09B
| $1.87M | ﹤0.01% |
93,820
+41,551
| +79% | +$831K |
|
3141
Liberty Broadband Class C
LBRDK
$5.18B
| $1.87M | ﹤0.01% |
13,060
-6,675
| -34% | -$917K |
|
3142
8x8 Inc
EGHT
$324M
| $1.86M | ﹤0.01% |
119,868
-87,043
| -42% | -$1.4M |
|
3143
State Street SPDR S&P Kensho New Economies Composite ETF
KOMP
$2.8B
| $1.86M | ﹤0.01% |
+43,462
| New | +$1.79M |
|
3144
FirstService
FSV
$6.27B
| $1.86M | ﹤0.01% |
+14,116
| New | +$1.67M |
|
|
MAG
3145
CALL
DELISTED
MAG Silver
MAG
| $1.86M | ﹤0.01% |
114,300
+7,800
| +7% | +$125K |
|
3146
CALL
Saic
SAIC
$5.3B
| $1.86M | ﹤0.01% |
23,700
+16,300
| +220% | +$1.28M |
|
3147
iShares MSCI Mexico ETF
EWW
$1.91B
| $1.86M | ﹤0.01% |
+55,636
| New | +$1.84M |
|
3148
PUT
Xerox
XRX
$427M
| $1.86M | ﹤0.01% |
98,900
-92,200
| -48% | -$1.61M |
|
3149
CF Industries
CF
$18.4B
| $1.85M | ﹤0.01% |
60,404
-26,016
| -30% | -$829K |
|
3150
Eversource Energy
ES
$26.8B
| $1.85M | ﹤0.01% |
22,181
-24,373
| -52% | -$2.09M |
|
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.