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 | |
|---|---|---|---|---|---|---|
3151
First Trust Nasdaq Artificial Intelligence and Robotics ETF
ROBT
$779M
| $1.85M | ﹤0.01% |
47,551
+11,207
| +31% | +$427K |
|
|
COLO
3152
Global X MSCI Colombia ETF
COLO
$209M
| $1.85M | ﹤0.01% |
78,790
-6,836
| -8% | -$166K |
|
3153
PUT
Box
BOX
$4.65B
| $1.84M | ﹤0.01% |
106,300
-78,200
| -42% | -$1.44M |
|
3154
PUT
Autoliv
ALV
$8.92B
| $1.84M | ﹤0.01% |
+25,300
| New | +$1.8M |
|
3155
Globus Medical
GMED
$11.6B
| $1.84M | ﹤0.01% |
37,239
-629,737
| -94% | -$32.5M |
|
3156
Broadridge
BR
$19.8B
| $1.84M | ﹤0.01% |
13,949
+9,571
| +219% | +$1.28M |
|
3157
Albertsons Companies
ACI
$5.89B
| $1.84M | ﹤0.01% |
+132,826
| New | +$1.94M |
|
3158
PUT
Bright Horizons
BFAM
$3.81B
| $1.84M | ﹤0.01% |
+12,100
| New | +$1.52M |
|
|
3159
CALL
Box
BOX
$4.65B
| $1.84M | ﹤0.01% |
106,000
-22,300
| -17% | -$412K |
|
3160
CALL
Jabil
JBL
$35.3B
| $1.84M | ﹤0.01% |
53,700
+39,900
| +289% | +$1.33M |
|
3161
PUT
Kimco Realty
KIM
$16.2B
| $1.84M | ﹤0.01% |
163,200
+84,400
| +107% | +$996K |
|
|
TMHC
3162
DELISTED
Taylor Morrison
TMHC
| $1.84M | ﹤0.01% |
74,698
-26,996
| -27% | -$638K |
|
3163
CALL
Texas Roadhouse
TXRH
$13.6B
| $1.84M | ﹤0.01% |
30,200
-44,800
| -60% | -$2.62M |
|
3164
Genuine Parts
GPC
$18.5B
| $1.83M | ﹤0.01% |
19,284
-3,843
| -17% | -$358K |
|
3165
CALL
Nexstar Media Group
NXST
$5.91B
| $1.83M | ﹤0.01% |
20,400
-168,400
| -89% | -$15.2M |
|
3166
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$364M
| $1.83M | ﹤0.01% |
61,714
+12,529
| +25% | +$366K |
|
3167
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$108M
| $1.83M | ﹤0.01% |
75,497
+8,418
| +13% | +$204K |
|
|
XRLV
3168
DELISTED
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF
XRLV
| $1.83M | ﹤0.01% |
+47,626
| New | +$1.81M |
|
3169
CALL
Amphenol
APH
$207B
| $1.83M | ﹤0.01% |
67,600
+19,600
| +41% | +$516K |
|
3170
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$425M
| $1.83M | ﹤0.01% |
264
+156
| +144% | +$1.17M |
|
3171
CALL
Devon Energy
DVN
$49.9B
| $1.83M | ﹤0.01% |
193,200
-6,000
| -3% | -$63.2K |
|
|
XEC
3172
DELISTED
CIMAREX ENERGY CO
XEC
| $1.83M | ﹤0.01% |
75,158
+28,149
| +60% | +$741K |
|
3173
ALPS Disruptive Technologies ETF
DTEC
$76.3M
| $1.83M | ﹤0.01% |
47,344
+40,811
| +625% | +$1.53M |
|
|
FIIIU
3174
DELISTED
Forum Merger III Corporation Units
FIIIU
| $1.83M | ﹤0.01% |
+175,000
| New | +$1.78M |
|
3175
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$195M
| $1.82M | ﹤0.01% |
144,124
-81,528
| -36% | -$1M |
|
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.