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 | |
|---|---|---|---|---|---|---|
3301
PUT
AMC Entertainment Holdings
AMC
$2.16B
| $1.67M | ﹤0.01% |
35,510
-29,730
| -46% | -$1.49M |
|
|
WBIN
3302
DELISTED
WBI BullBear Trend Switch US Total Return ETF
WBIN
| $1.67M | ﹤0.01% |
100,341
+8,998
| +10% | +$153K |
|
3303
Polaris
PII
$3.97B
| $1.67M | ﹤0.01% |
17,700
-130,005
| -88% | -$12.8M |
|
3304
CALL
PVH
PVH
$4.02B
| $1.67M | ﹤0.01% |
28,000
-82,400
| -75% | -$4.53M |
|
3305
PUT
ProShares Ultra S&P500
SSO
$8.41B
| $1.67M | ﹤0.01% |
90,800
-84,400
| -48% | -$1.52M |
|
3306
CALL
Vipshop
VIPS
$7.4B
| $1.67M | ﹤0.01% |
106,500
-374,500
| -78% | -$7.34M |
|
|
GLUU
3307
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $1.67M | ﹤0.01% |
217,000
+101,700
| +88% | +$854K |
|
3308
Medtronic
MDT
$114B
| $1.66M | ﹤0.01% |
16,006
-229,260
| -93% | -$23M |
|
3309
iShares Treasury Floating Rate Bond ETF
TFLO
$6.72B
| $1.66M | ﹤0.01% |
33,064
-99,961
| -75% | -$5.03M |
|
3310
Kornit Digital
KRNT
$778M
| $1.66M | ﹤0.01% |
25,609
+19,537
| +322% | +$1.12M |
|
3311
CALL
Ultragenyx Pharmaceutical
RARE
$2.64B
| $1.66M | ﹤0.01% |
20,200
+7,900
| +64% | +$655K |
|
|
EVBG
3312
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $1.66M | ﹤0.01% |
13,204
-55,491
| -81% | -$7.53M |
|
3313
American Century Quality Diversified International ETF
QINT
$693M
| $1.66M | ﹤0.01% |
38,783
+29,367
| +312% | +$1.24M |
|
3314
PUT
Editas Medicine
EDIT
$432M
| $1.66M | ﹤0.01% |
59,000
+18,100
| +44% | +$590K |
|
|
BPY
3315
CALL
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
| $1.66M | ﹤0.01% |
137,600
-243,400
| -64% | -$2.78M |
|
3316
WisdomTree International Multifactor Fund
DWMF
$34.3M
| $1.65M | ﹤0.01% |
69,050
+54,069
| +361% | +$1.29M |
|
3317
PUT
Freshpet
FRPT
$3.26B
| $1.65M | ﹤0.01% |
14,800
-1,700
| -10% | -$173K |
|
3318
PUT
Vir Biotechnology
VIR
$1.5B
| $1.65M | ﹤0.01% |
48,100
-12,100
| -20% | -$521K |
|
|
BPMC
3319
CALL
DELISTED
Blueprint Medicines
BPMC
| $1.65M | ﹤0.01% |
17,800
-28,900
| -62% | -$2.23M |
|
|
EB
3320
DELISTED
Eventbrite
EB
| $1.65M | ﹤0.01% |
151,999
+134,328
| +760% | +$1.34M |
|
3321
Encompass Health
EHC
$12.4B
| $1.65M | ﹤0.01% |
+31,905
| New | +$1.64M |
|
|
SUM
3322
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $1.65M | ﹤0.01% |
101,363
+72,077
| +246% | +$1.15M |
|
3323
James Hardie Industries
JHX
$17.7B
| $1.65M | ﹤0.01% |
69,165
+38,960
| +129% | +$839K |
|
3324
iShares International Dividend Growth ETF
IGRO
$1.31B
| $1.65M | ﹤0.01% |
30,126
+9,254
| +44% | +$509K |
|
|
CTLT
3325
CALL
DELISTED
CATALENT, INC.
CTLT
| $1.65M | ﹤0.01% |
19,200
-21,300
| -53% | -$1.8M |
|
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.