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 | |
|---|---|---|---|---|---|---|
4451
Xtrackers Short Duration High Yield Bond ETF
SHYL
$267M
| $796K | ﹤0.01% |
17,306
-51,803
| -75% | -$2.38M |
|
4452
BNY Mellon Core Bond ETF
BKAG
$2.24B
| $795K | ﹤0.01% |
+15,683
| New | +$797K |
|
|
AVYA
4453
CALL
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $795K | ﹤0.01% |
52,300
+4,600
| +10% | +$65K |
|
4454
ATI
ATI
$30.9B
| $794K | ﹤0.01% |
91,078
+76,389
| +520% | +$703K |
|
4455
VanEck China Bond ETF
CBON
$26.4M
| $793K | ﹤0.01% |
34,491
-40,751
| -54% | -$920K |
|
|
CODX
4456
Co-Diagnostics
CODX
$5.49M
| $793K | ﹤0.01% |
+1,944
| New | +$999K |
|
4457
CALL
Levi Strauss
LEVI
$8.63B
| $793K | ﹤0.01% |
59,200
-406,700
| -87% | -$5.16M |
|
4458
Natera
NTRA
$44.8B
| $793K | ﹤0.01% |
10,976
+2,888
| +36% | +$164K |
|
4459
PUT
Royal Bank of Canada
RY
$299B
| $793K | ﹤0.01% |
11,300
-39,100
| -78% | -$2.81M |
|
4460
STMicroelectronics
STM
$48.1B
| $793K | ﹤0.01% |
+25,838
| New | +$760K |
|
|
DCPH
4461
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
| $793K | ﹤0.01% |
15,457
+8,286
| +116% | +$406K |
|
|
DISCK
4462
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $793K | ﹤0.01% |
40,476
-177,224
| -81% | -$3.5M |
|
4463
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.75B
| $792K | ﹤0.01% |
16,352
-63,480
| -80% | -$3.06M |
|
4464
Devon Energy
DVN
$48.8B
| $792K | ﹤0.01% |
83,717
-253,084
| -75% | -$2.66M |
|
|
4465
CALL
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.33B
| $792K | ﹤0.01% |
+7,600
| New | +$794K |
|
4466
Lear
LEA
$8.16B
| $792K | ﹤0.01% |
7,266
-2,303
| -24% | -$262K |
|
|
CMBT
4467
PUT
CMB.TECH NV
CMBT
$4.92B
| $792K | ﹤0.01% |
89,700
-83,100
| -48% | -$774K |
|
4468
Vanguard Short-Term Treasury ETF
VGSH
$30.2B
| $790K | ﹤0.01% |
12,718
-128,049
| -91% | -$7.96M |
|
4469
PUT
MasTec
MTZ
$23B
| $789K | ﹤0.01% |
18,700
+7,300
| +64% | +$314K |
|
4470
PUT
Toro Company
TTC
$9.21B
| $789K | ﹤0.01% |
9,400
+600
| +7% | +$44.9K |
|
|
SBNY
4471
CALL
DELISTED
Signature Bank
SBNY
| $788K | ﹤0.01% |
9,500
-29,900
| -76% | -$2.98M |
|
4472
Arch Capital
ACGL
$33.5B
| $787K | ﹤0.01% |
26,910
-89,384
| -77% | -$2.72M |
|
4473
Cencora
COR
$59.2B
| $786K | ﹤0.01% |
8,107
-54,040
| -87% | -$5.37M |
|
|
KRA
4474
CALL
DELISTED
Kraton Corporation
KRA
| $786K | ﹤0.01% |
+44,100
| New | +$711K |
|
|
NVO
4475
PUT
Novo Nordisk
NVO
$205B
| $785K | ﹤0.01% |
22,600
-17,800
| -44% | -$593K |
|
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.