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 | |
|---|---|---|---|---|---|---|
|
IBTE
4351
DELISTED
iShares iBonds Dec 2024 Term Treasury ETF
IBTE
| $851K | ﹤0.01% |
32,720
+12,251
| +60% | +$319K |
|
4352
CALL
Commerce Bancshares
CBSH
$8.61B
| $850K | ﹤0.01% |
+20,235
| New | +$869K |
|
4353
Coherus Oncology
CHRS
$176M
| $850K | ﹤0.01% |
+46,338
| New | +$862K |
|
4354
Open Text
OTEX
$6.02B
| $850K | ﹤0.01% |
+20,127
| New | +$880K |
|
4355
Nasdaq
NDAQ
$54.6B
| $849K | ﹤0.01% |
20,766
-22,848
| -52% | -$974K |
|
4356
Cullen/Frost Bankers
CFR
$10.5B
| $848K | ﹤0.01% |
13,260
-14,257
| -52% | -$1,000K |
|
4357
Labcorp
LH
$26.2B
| $847K | ﹤0.01% |
5,236
-45,876
| -90% | -$7.27M |
|
4358
Landstar System
LSTR
$6.4B
| $847K | ﹤0.01% |
6,745
-2,207
| -25% | -$278K |
|
4359
Alkermes
ALKS
$8.3B
| $846K | ﹤0.01% |
51,090
+27,956
| +121% | +$508K |
|
4360
Magnachip Semiconductor
MX
$137M
| $846K | ﹤0.01% |
61,730
+37,617
| +156% | +$448K |
|
|
BSMO
4361
DELISTED
Invesco BulletShares 2024 Municipal Bond ETF
BSMO
| $846K | ﹤0.01% |
33,035
+12,253
| +59% | +$314K |
|
|
FRC
4362
DELISTED
First Republic Bank
FRC
| $846K | ﹤0.01% |
7,765
-79,470
| -91% | -$8.82M |
|
4363
VanEck Intermediate Muni ETF
ITM
$2.14B
| $845K | ﹤0.01% |
16,485
-113,750
| -87% | -$5.86M |
|
4364
Expeditors International
EXPD
$24.3B
| $844K | ﹤0.01% |
9,327
-15,618
| -63% | -$1.33M |
|
|
ONEM
4365
PUT
DELISTED
1Life Healthcare
ONEM
| $842K | ﹤0.01% |
29,700
+3,800
| +15% | +$120K |
|
4366
iShares iBonds Dec 2027 Term Treasury ETF
IBTH
$2.28B
| $841K | ﹤0.01% |
+31,790
| New | +$841K |
|
|
4367
CALL
Landstar System
LSTR
$6.4B
| $841K | ﹤0.01% |
6,700
-2,400
| -26% | -$302K |
|
4368
BlackRock Short Maturity Municipal Bond ETF
MEAR
$1.37B
| $841K | ﹤0.01% |
16,755
-30,852
| -65% | -$1.55M |
|
4369
CALL
Surgery Partners
SGRY
$1.99B
| $841K | ﹤0.01% |
38,400
+23,400
| +156% | +$416K |
|
4370
iShares Bloomberg Roll Select Commodity Strategy ETF
CMDY
$575M
| $840K | ﹤0.01% |
20,106
-7,644
| -28% | -$314K |
|
4371
CALL
Antero Midstream
AM
$10.5B
| $839K | ﹤0.01% |
+156,200
| New | +$952K |
|
4372
CALL
Acuity Brands
AYI
$10.8B
| $839K | ﹤0.01% |
8,200
-3,800
| -32% | -$390K |
|
4373
CALL
AppFolio
APPF
$7.22B
| $837K | ﹤0.01% |
5,900
+3,300
| +127% | +$508K |
|
4374
PUT
Federal Realty Investment Trust
FRT
$10.3B
| $837K | ﹤0.01% |
11,400
+6,500
| +133% | +$512K |
|
|
IBTA
4375
DELISTED
iShares iBonds Dec 2021 Term Treasury ETF
IBTA
| $837K | ﹤0.01% |
33,007
-11,055
| -25% | -$280K |
|
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.