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 | |
|---|---|---|---|---|---|---|
4526
CALL
Utz Brands
UTZ
$1.25B
| $755K | ﹤0.01% |
+42,200
| New | +$640K |
|
4527
Wabtec
WAB
$50.3B
| $755K | ﹤0.01% |
12,207
-64,890
| -84% | -$4.16M |
|
4528
Alpha Pro Tech
APT
$55.7M
| $754K | ﹤0.01% |
50,978
-69,494
| -58% | -$1.18M |
|
4529
PUT
Shift4
FOUR
$3.79B
| $754K | ﹤0.01% |
+15,600
| New | +$693K |
|
4530
iShares Core S&P Mid-Cap ETF
IJH
$128B
| $754K | ﹤0.01% |
20,340
+10,255
| +102% | +$383K |
|
4531
JPMorgan Ultra-Short Municipal Income ETF
JMST
$7.15B
| $754K | ﹤0.01% |
+14,788
| New | +$754K |
|
4532
Veeco
VECO
$3.28B
| $754K | ﹤0.01% |
64,625
-24,562
| -28% | -$313K |
|
4533
CALL
Ziff Davis
ZD
$1.92B
| $754K | ﹤0.01% |
12,535
-4,025
| -24% | -$228K |
|
|
WPS
4534
DELISTED
iShares International Developed Property ETF
WPS
| $754K | ﹤0.01% |
23,983
-47,205
| -66% | -$1.48M |
|
4535
CALL
e.l.f. Beauty
ELF
$5.43B
| $753K | ﹤0.01% |
41,000
+18,900
| +86% | +$358K |
|
4536
Loews
L
$23B
| $753K | ﹤0.01% |
21,679
-128,531
| -86% | -$4.61M |
|
4537
CALL
Principal Financial Group
PFG
$24.6B
| $753K | ﹤0.01% |
18,700
+3,600
| +24% | +$153K |
|
|
USI
4538
DELISTED
Principal Ultra-Short Active Income ETF
USI
| $752K | ﹤0.01% |
30,129
-9,261
| -24% | -$231K |
|
4539
PUT
Jabil
JBL
$38.8B
| $750K | ﹤0.01% |
21,900
+13,500
| +161% | +$452K |
|
4540
Li Auto
LI
$12B
| $750K | ﹤0.01% |
+43,131
| New | +$721K |
|
4541
RingCentral
RNG
$5.66B
| $750K | ﹤0.01% |
2,731
-59,570
| -96% | -$16.5M |
|
4542
PUT
Adaptive Biotechnologies
ADPT
$3.89B
| $749K | ﹤0.01% |
15,400
-2,800
| -15% | -$118K |
|
4543
Cognex
CGNX
$10.4B
| $749K | ﹤0.01% |
11,498
+15
| +0.1% | +$969 |
|
4544
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$590M
| $748K | ﹤0.01% |
26,853
-373,847
| -93% | -$10.6M |
|
|
TBCH
4545
CALL
Turtle Beach Corp
TBCH
$230M
| $748K | ﹤0.01% |
41,100
-45,100
| -52% | -$809K |
|
4546
Algonquin Power & Utilities
AQN
$4.48B
| $747K | ﹤0.01% |
51,457
+35,945
| +232% | +$493K |
|
4547
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.5M
| $747K | ﹤0.01% |
4,094
-1,452
| -26% | -$277K |
|
4548
PUT
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$516M
| $747K | ﹤0.01% |
5,790
-9,110
| -61% | -$1.32M |
|
|
TWO
4549
CALL
Two Harbors Investment
TWO
$1.26B
| $747K | ﹤0.01% |
36,675
-47,675
| -57% | -$1.01M |
|
|
AGNT
4550
AGNT Inc
AGNT
$752M
| $746K | ﹤0.01% |
+37,002
| New | +$570K |
|
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.