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 | |
|---|---|---|---|---|---|---|
4001
Winnebago Industries
WGO
$927M
| $1.06M | ﹤0.01% |
20,481
-39,656
| -66% | -$2.28M |
|
|
BSMN
4002
DELISTED
Invesco BulletShares 2023 Municipal Bond ETF
BSMN
| $1.06M | ﹤0.01% |
41,369
-46,747
| -53% | -$1.19M |
|
4003
ProShares UltraShort QQQ
QID
$251M
| $1.06M | ﹤0.01% |
5,592
+2,919
| +109% | +$605K |
|
4004
Vanguard Total International Stock ETF
VXUS
$162B
| $1.06M | ﹤0.01% |
20,232
-890,288
| -98% | -$46.7M |
|
4005
Cedar Fair
FUN
$1.63B
| $1.05M | ﹤0.01% |
+37,603
| New | +$1.04M |
|
4006
Franklin International Low Volatility High Dividend Index ETF
LVHI
$5.59B
| $1.05M | ﹤0.01% |
47,959
-1,983
| -4% | -$44.1K |
|
4007
Credit Suisse AG Credit Suisse X-Links Crude Oil Shares Covered Call ETN
USOI
$42M
| $1.05M | ﹤0.01% |
12,271
+7,896
| +180% | +$721K |
|
4008
PUT
AudioCodes
AUDC
$253M
| $1.05M | ﹤0.01% |
33,500
-54,000
| -62% | -$1.83M |
|
4009
Otis Worldwide
OTIS
$27.8B
| $1.05M | ﹤0.01% |
16,887
-53,360
| -76% | -$3.26M |
|
|
OSB
4010
DELISTED
Norbord Inc.
OSB
| $1.05M | ﹤0.01% |
+35,647
| New | +$1.11M |
|
4011
CALL
O-I Glass
OI
$1.1B
| $1.05M | ﹤0.01% |
99,200
+55,500
| +127% | +$593K |
|
4012
CALL
ACM Research
ACMR
$5.57B
| $1.05M | ﹤0.01% |
45,600
+21,300
| +88% | +$605K |
|
4013
iShares Global Infrastructure ETF
IGF
$10.7B
| $1.05M | ﹤0.01% |
+27,182
| New | +$1.07M |
|
4014
Anterix
ATEX
$1.81B
| $1.05M | ﹤0.01% |
32,037
-23,756
| -43% | -$1.01M |
|
4015
PUT
Louisiana-Pacific
LPX
$5.28B
| $1.05M | ﹤0.01% |
+35,500
| New | +$1.09M |
|
4016
Vir Biotechnology
VIR
$1.51B
| $1.05M | ﹤0.01% |
30,524
-25,102
| -45% | -$1.08M |
|
4017
Alarm.com
ALRM
$2.77B
| $1.05M | ﹤0.01% |
18,963
-20,156
| -52% | -$1.25M |
|
4018
Extra Space Storage
EXR
$31B
| $1.05M | ﹤0.01% |
9,790
-72,769
| -88% | -$7.52M |
|
4019
Huazhu Hotels Group
HTHT
$12.8B
| $1.05M | ﹤0.01% |
24,214
-17,883
| -42% | -$698K |
|
4020
iShares iBonds Dec 2029 Term Treasury ETF
IBTJ
$1.35B
| $1.05M | ﹤0.01% |
39,296
+18,576
| +90% | +$496K |
|
4021
ConocoPhillips
COP
$151B
| $1.05M | ﹤0.01% |
31,853
-185,914
| -85% | -$7.04M |
|
4022
NCR Voyix
VYX
$1.11B
| $1.05M | ﹤0.01% |
77,070
-249,228
| -76% | -$2.96M |
|
4023
CALL
Sunoco
SUN
$13.8B
| $1.04M | ﹤0.01% |
42,800
+1,500
| +4% | +$37.8K |
|
4024
PUT
CryoPort
CYRX
$757M
| $1.04M | ﹤0.01% |
+22,000
| New | +$891K |
|
|
KALL
4025
DELISTED
KraneShares MSCI All China Index ETF
KALL
| $1.04M | ﹤0.01% |
34,000
+1,469
| +5% | +$44.6K |
|
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.