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 | |
|---|---|---|---|---|---|---|
4276
Crocs
CROX
$6.36B
| $892K | ﹤0.01% |
20,874
-7,597
| -27% | -$294K |
|
4277
Curtiss-Wright
CW
$25.4B
| $892K | ﹤0.01% |
9,560
-23,947
| -71% | -$2.3M |
|
4278
Super Micro Computer
SMCI
$25.3B
| $892K | ﹤0.01% |
338,040
-114,950
| -25% | -$314K |
|
|
DTP
4279
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
| $892K | ﹤0.01% |
19,746
-3,143
| -14% | -$141K |
|
4280
Franklin FTSE Saudi Arabia ETF
FLSA
$4.9M
| $890K | ﹤0.01% |
35,352
-363
| -1% | -$8.69K |
|
4281
RLI Corp
RLI
$5.87B
| $890K | ﹤0.01% |
+21,256
| New | +$932K |
|
4282
AtriCure
ATRC
$2.21B
| $888K | ﹤0.01% |
22,252
+16,191
| +267% | +$687K |
|
4283
PUT
Casey's General Stores
CASY
$31.6B
| $888K | ﹤0.01% |
5,000
-5,800
| -54% | -$980K |
|
4284
PUT
iShares MSCI ACWI ETF
ACWI
$33.6B
| $887K | ﹤0.01% |
11,100
-190,200
| -94% | -$15.1M |
|
4285
PUT
Malibu Boats
MBUU
$573M
| $887K | ﹤0.01% |
+17,900
| New | +$973K |
|
4286
Schwab US Mid-Cap ETF
SCHM
$15.3B
| $887K | ﹤0.01% |
+47,946
| New | +$888K |
|
|
TEF
4287
DELISTED
Telefonica
TEF
| $885K | ﹤0.01% |
305,518
-46,009
| -13% | -$162K |
|
|
NAV
4288
PUT
DELISTED
Navistar International
NAV
| $884K | ﹤0.01% |
+20,300
| New | +$696K |
|
4289
iShares JPMorgan EM Corporate Bond ETF
CEMB
$413M
| $882K | ﹤0.01% |
17,059
+11,105
| +187% | +$574K |
|
4290
PUT
Harmony Gold Mining
HMY
$12B
| $882K | ﹤0.01% |
+167,400
| New | +$998K |
|
4291
Sprott Uranium Miners ETF
URNM
$2B
| $882K | ﹤0.01% |
+60,440
| New | +$929K |
|
|
EBIX
4292
PUT
DELISTED
Ebix Inc
EBIX
| $882K | ﹤0.01% |
+42,800
| New | +$953K |
|
4293
PUT
Cincinnati Financial
CINF
$26.5B
| $881K | ﹤0.01% |
11,300
+1,900
| +20% | +$147K |
|
4294
CALL
Power Integrations
POWI
$3.48B
| $881K | ﹤0.01% |
15,900
+3,900
| +33% | +$225K |
|
4295
CALL
Regenxbio
RGNX
$704M
| $881K | ﹤0.01% |
32,000
+25,500
| +392% | +$831K |
|
|
INFN
4296
DELISTED
Infinera Corporation Common Stock
INFN
| $881K | ﹤0.01% |
142,950
-79,323
| -36% | -$555K |
|
4297
State Street SPDR S&P Dividend ETF
SDY
$22.2B
| $880K | ﹤0.01% |
9,526
-33,921
| -78% | -$3.2M |
|
|
ACB
4298
PUT
Aurora Cannabis
ACB
$235M
| $879K | ﹤0.01% |
18,900
+3,740
| +25% | +$355K |
|
4299
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$6.18M
| $878K | ﹤0.01% |
+10,287
| New | +$855K |
|
4300
PUT
Sunoco
SUN
$14B
| $878K | ﹤0.01% |
36,000
-34,800
| -49% | -$876K |
|
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.