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 | |
|---|---|---|---|---|---|---|
3926
Bunge Global
BG
$21.4B
| $1.11M | ﹤0.01% |
24,268
-72,373
| -75% | -$3.24M |
|
3927
CMS Energy
CMS
$21.8B
| $1.11M | ﹤0.01% |
18,064
-113,179
| -86% | -$6.93M |
|
3928
CALL
Galicia Financial Group
GGAL
$7.15B
| $1.11M | ﹤0.01% |
153,100
+120,800
| +374% | +$1.27M |
|
3929
Teck Resources
TECK
$32.4B
| $1.11M | ﹤0.01% |
79,605
+32,361
| +68% | +$383K |
|
3930
Xylem
XYL
$28.8B
| $1.1M | ﹤0.01% |
13,135
-97,267
| -88% | -$7.57M |
|
3931
PUT
Yelp
YELP
$1.28B
| $1.1M | ﹤0.01% |
55,000
+11,700
| +27% | +$266K |
|
3932
PUT
LGI Homes
LGIH
$1.34B
| $1.1M | ﹤0.01% |
9,500
-29,600
| -76% | -$3.27M |
|
3933
CALL
ProShares UltraShort Bloomberg Crude Oil
SCO
$589M
| $1.1M | ﹤0.01% |
823
-153
| -16% | -$201K |
|
|
IDHD
3934
DELISTED
Invesco S&P International Developed High Dividend Low Volatility ETF
IDHD
| $1.1M | ﹤0.01% |
48,109
+3,211
| +7% | +$75.2K |
|
3935
CALL
iShares National Muni Bond ETF
MUB
$45.8B
| $1.1M | ﹤0.01% |
9,500
-6,100
| -39% | -$709K |
|
|
ZHOK
3936
DELISTED
SPDR Solactive Hong Kong ETF
ZHOK
| $1.1M | ﹤0.01% |
18,877
+11,404
| +153% | +$675K |
|
3937
PUT
Omeros
OMER
$984M
| $1.1M | ﹤0.01% |
108,700
+96,100
| +763% | +$1.24M |
|
3938
CALL
Ascendis Pharma A/S
ASND
$16.7B
| $1.1M | ﹤0.01% |
7,100
-5,300
| -43% | -$762K |
|
3939
PUT
XPeng
XPEV
$11.4B
| $1.1M | ﹤0.01% |
+54,600
| New | +$1.07M |
|
3940
PUT
Franklin Resources
BEN
$16.9B
| $1.09M | ﹤0.01% |
53,800
-18,900
| -26% | -$397K |
|
3941
PUT
Coherent
COHR
$64.3B
| $1.09M | ﹤0.01% |
27,000
+21,900
| +429% | +$965K |
|
3942
Amplify Alternative Harvest ETF
MJ
$109M
| $1.09M | ﹤0.01% |
8,761
+7,753
| +769% | +$1.15M |
|
|
ATNX
3943
DELISTED
Athenex, Inc. Common Stock
ATNX
| $1.09M | ﹤0.01% |
4,520
+3,586
| +384% | +$861K |
|
3944
CALL
Globant
GLOB
$1.68B
| $1.09M | ﹤0.01% |
6,100
-6,200
| -50% | -$1.07M |
|
3945
PUT
Radware
RDWR
$1.2B
| $1.09M | ﹤0.01% |
+45,100
| New | +$1.14M |
|
3946
Ball Corp
BALL
$16.6B
| $1.09M | ﹤0.01% |
13,137
-728
| -5% | -$56K |
|
3947
PUT
Spectrum Brands
SPB
$2.02B
| $1.09M | ﹤0.01% |
+19,100
| New | +$1.05M |
|
3948
Brookfield Infrastructure Partners
BIP
$18.1B
| $1.09M | ﹤0.01% |
34,373
+2,514
| +8% | +$74K |
|
3949
Cavco Industries
CVCO
$4.57B
| $1.09M | ﹤0.01% |
6,051
+5,006
| +479% | +$955K |
|
3950
iShares iBonds Dec 2028 Term Treasury ETF
IBTI
$1.93B
| $1.09M | ﹤0.01% |
40,951
+31,467
| +332% | +$838K |
|
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.