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 | |
|---|---|---|---|---|---|---|
4201
Spotify
SPOT
$102B
| $933K | ﹤0.01% |
3,847
-76,632
| -95% | -$19.8M |
|
4202
US Commodity Index
USCI
$374M
| $931K | ﹤0.01% |
+31,341
| New | +$912K |
|
4203
KraneShares MSCI Emerging Markets Ex China Index ETF
KEMX
$131M
| $930K | ﹤0.01% |
39,204
+696
| +2% | +$16.5K |
|
4204
Tenaris
TS
$26.6B
| $930K | ﹤0.01% |
93,081
-29,753
| -24% | -$352K |
|
|
ATH
4205
CALL
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $930K | ﹤0.01% |
27,300
-179,900
| -87% | -$6.19M |
|
4206
CALL
The GEO Group
GEO
$4B
| $929K | ﹤0.01% |
81,900
+51,500
| +169% | +$575K |
|
4207
PUT
Owens Corning
OC
$12.3B
| $929K | ﹤0.01% |
+13,500
| New | +$866K |
|
4208
PUT
HF Sinclair
DINO
$16.3B
| $928K | ﹤0.01% |
47,100
+31,800
| +208% | +$792K |
|
4209
PUT
Southern Copper
SCCO
$158B
| $928K | ﹤0.01% |
22,379
+9,061
| +68% | +$372K |
|
4210
iShares S&P India Nifty 50 Index Fund
INDY
$562M
| $927K | ﹤0.01% |
+26,623
| New | +$907K |
|
4211
CALL
InterDigital
IDCC
$8.88B
| $924K | ﹤0.01% |
16,200
+10,400
| +179% | +$625K |
|
|
NVMI
4212
Nova
NVMI
$13.1B
| $924K | ﹤0.01% |
17,719
-12,335
| -41% | -$632K |
|
4213
Ternium
TX
$10.7B
| $924K | ﹤0.01% |
48,693
+28,820
| +145% | +$484K |
|
|
FKO
4214
DELISTED
First Trust South Korea AlphaDEX Fund
FKO
| $924K | ﹤0.01% |
46,391
-2,072
| -4% | -$40.1K |
|
4215
WisdomTree Japan SmallCap Dividend Fund
DFJ
$404M
| $923K | ﹤0.01% |
13,184
-29,506
| -69% | -$1.95M |
|
|
HTZ
4216
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $923K | ﹤0.01% |
831,500
-798,600
| -49% | -$1.15M |
|
4217
Hyliion Holdings
HYLN
$734M
| $922K | ﹤0.01% |
+18,509
| New | +$606K |
|
4218
CALL
Yelp
YELP
$1.32B
| $922K | ﹤0.01% |
45,900
+12,700
| +38% | +$289K |
|
4219
Brown & Brown
BRO
$24B
| $920K | ﹤0.01% |
20,330
-31,707
| -61% | -$1.41M |
|
|
EMTL
4220
DELISTED
State Street DoubleLine Emerging Markets Fixed Income ETF
EMTL
| $919K | ﹤0.01% |
18,411
-334,597
| -95% | -$16.6M |
|
4221
CALL
Eversource Energy
ES
$27.2B
| $919K | ﹤0.01% |
+11,000
| New | +$942K |
|
|
EMAG
4222
DELISTED
VanEck Vectors Emerging Markets Aggregate Bond ETF
EMAG
| $919K | ﹤0.01% |
44,430
-2,863
| -6% | -$60K |
|
4223
PUT
Chemours
CC
$2.3B
| $918K | ﹤0.01% |
43,900
+3,600
| +9% | +$69.5K |
|
4224
WisdomTree US High Dividend Fund
DHS
$1.6B
| $915K | ﹤0.01% |
14,644
+11,100
| +313% | +$706K |
|
4225
iShares iBonds Dec 2027 Term Muni Bond ETF
IBMP
$658M
| $915K | ﹤0.01% |
33,806
-8,525
| -20% | -$231K |
|
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.