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 | |
|---|---|---|---|---|---|---|
4426
PennyMac Financial
PFSI
$4.13B
| $809K | ﹤0.01% |
+13,911
| New | +$689K |
|
|
JOYY
4427
DELISTED
Infusive Compounding Global Equities ETF
JOYY
| $809K | ﹤0.01% |
26,896
-13,689
| -34% | -$401K |
|
4428
Vanguard FTSE Pacific ETF
VPL
$8.65B
| $808K | ﹤0.01% |
11,870
-2,792
| -19% | -$187K |
|
4429
CALL
First Horizon
FHN
$12.3B
| $807K | ﹤0.01% |
85,600
-22,000
| -20% | -$207K |
|
|
HEWC
4430
DELISTED
iShares Currency Hedged MSCI Canada ETF
HEWC
| $807K | ﹤0.01% |
32,175
+15,287
| +91% | +$386K |
|
|
BECN
4431
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $806K | ﹤0.01% |
25,943
+1,298
| +5% | +$39.1K |
|
4432
Coherent
COHR
$64B
| $805K | ﹤0.01% |
19,832
-9,047
| -31% | -$399K |
|
4433
CALL
Hilltop Holdings
HTH
$2.28B
| $805K | ﹤0.01% |
+39,100
| New | +$759K |
|
4434
PUT
Vodafone
VOD
$37.5B
| $805K | ﹤0.01% |
+60,000
| New | +$905K |
|
|
TRTN
4435
PUT
DELISTED
Triton International Limited
TRTN
| $805K | ﹤0.01% |
19,800
+2,000
| +11% | +$68.4K |
|
|
KNDI
4436
CALL
Kandi Technologies Group
KNDI
$64.4M
| $804K | ﹤0.01% |
+129,600
| New | +$827K |
|
4437
State Street SPDR Portfolio Europe ETF
SPEU
$743M
| $804K | ﹤0.01% |
24,513
-300,093
| -92% | -$9.98M |
|
4438
PUT
Cedar Fair
FUN
$1.71B
| $803K | ﹤0.01% |
28,600
+13,500
| +89% | +$375K |
|
4439
IQVIA
IQV
$39.8B
| $803K | ﹤0.01% |
5,093
-13,947
| -73% | -$2.19M |
|
4440
CALL
Wave Life Sciences
WVE
$1.02B
| $803K | ﹤0.01% |
+94,600
| New | +$1.04M |
|
|
CMA
4441
DELISTED
Comerica
CMA
| $801K | ﹤0.01% |
+20,939
| New | +$805K |
|
4442
CALL
CarGurus
CARG
$3.38B
| $800K | ﹤0.01% |
37,000
+20,700
| +127% | +$530K |
|
4443
PUT
Dentsply Sirona
XRAY
$2.31B
| $800K | ﹤0.01% |
18,300
+4,000
| +28% | +$177K |
|
|
FLG
4444
PUT
Flagstar Bank National Association
FLG
$5.92B
| $799K | ﹤0.01% |
32,200
-6,867
| -18% | -$196K |
|
4445
CALL
Vanguard Total World Stock ETF
VT
$81.9B
| $798K | ﹤0.01% |
9,900
+2,200
| +29% | +$177K |
|
4446
PUT
West Pharmaceutical
WST
$24.4B
| $797K | ﹤0.01% |
2,900
+900
| +45% | +$238K |
|
4447
Glaukos
GKOS
$11.2B
| $796K | ﹤0.01% |
16,088
+6,936
| +76% | +$305K |
|
4448
iShares iBonds Dec 2028 Term Muni Bond ETF
IBMQ
$663M
| $796K | ﹤0.01% |
29,157
-15,869
| -35% | -$434K |
|
4449
Vail Resorts
MTN
$5.18B
| $796K | ﹤0.01% |
3,722
-16,816
| -82% | -$3.47M |
|
4450
Shenandoah Telecom
SHEN
$744M
| $796K | ﹤0.01% |
+17,919
| New | +$913K |
|
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.