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 | |
|---|---|---|---|---|---|---|
4976
Wyndham Hotels & Resorts
WH
$5.49B
| $558K | ﹤0.01% |
11,041
-35,631
| -76% | -$1.74M |
|
|
BKSB
4977
DELISTED
BNY Mellon Short Duration Corporate Bond ETF
BKSB
| $558K | ﹤0.01% |
10,802
-32,292
| -75% | -$1.67M |
|
|
ACC
4978
DELISTED
American Campus Communities, Inc.
ACC
| $558K | ﹤0.01% |
15,977
-93,327
| -85% | -$3.22M |
|
4979
Factset
FDS
$10.2B
| $557K | ﹤0.01% |
1,664
-11,913
| -88% | -$4.12M |
|
4980
PUT
Virtu Financial
VIRT
$5.04B
| $557K | ﹤0.01% |
24,200
+11,800
| +95% | +$296K |
|
|
DMDV
4981
DELISTED
AAM S&P Developed Markets High Dividend Value ETF
DMDV
| $557K | ﹤0.01% |
28,571
-27
| -0.1% | -$544 |
|
4982
First Trust Indxx Innovative Transaction & Process ETF
LEGR
$134M
| $556K | ﹤0.01% |
17,755
+6,416
| +57% | +$202K |
|
|
CHIX
4983
DELISTED
Global X MSCI China Financials ETF
CHIX
| $556K | ﹤0.01% |
40,222
-49,670
| -55% | -$738K |
|
4984
IMAX
IMAX
$2.81B
| $555K | ﹤0.01% |
46,450
+35,997
| +344% | +$465K |
|
4985
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.41B
| $555K | ﹤0.01% |
+20,642
| New | +$582K |
|
4986
Unisys
UIS
$210M
| $555K | ﹤0.01% |
52,039
+29,032
| +126% | +$333K |
|
4987
Warner Bros
WBD
$69.6B
| $554K | ﹤0.01% |
25,435
-1,931
| -7% | -$42.2K |
|
4988
Reliance Steel & Aluminium
RS
$21.7B
| $553K | ﹤0.01% |
5,418
-51,223
| -90% | -$5.21M |
|
4989
PUT
Green Dot
GDOT
$766M
| $552K | ﹤0.01% |
10,900
-27,000
| -71% | -$1.38M |
|
4990
Hilton Worldwide
HLT
$72.2B
| $552K | ﹤0.01% |
6,466
-255,579
| -98% | -$21.4M |
|
4991
Trinity Industries
TRN
$2.3B
| $551K | ﹤0.01% |
28,282
-71,059
| -72% | -$1.45M |
|
4992
PUT
Barclays
BCS
$94.4B
| $550K | ﹤0.01% |
109,800
+80,000
| +268% | +$442K |
|
4993
Bentley Systems
BSY
$10.8B
| $550K | ﹤0.01% |
+17,507
| New | +$566K |
|
4994
Dover
DOV
$28B
| $550K | ﹤0.01% |
5,072
-108,704
| -96% | -$11.6M |
|
4995
PUT
Ubiquiti
UI
$35B
| $550K | ﹤0.01% |
3,300
-3,200
| -49% | -$564K |
|
|
CNST
4996
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
| $550K | ﹤0.01% |
+27,133
| New | +$662K |
|
4997
PUT
Natera
NTRA
$45.5B
| $549K | ﹤0.01% |
+7,600
| New | +$432K |
|
|
HNGR
4998
DELISTED
Hanger Inc.
HNGR
| $549K | ﹤0.01% |
+34,686
| New | +$625K |
|
4999
CALL
iRhythm Holdings
IRTC
$4.06B
| $548K | ﹤0.01% |
2,300
+100
| +5% | +$17.7K |
|
5000
CALL
Sphere Entertainment
SPHR
$6.33B
| $548K | ﹤0.01% |
8,000
-97,600
| -92% | -$7.04M |
|
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.