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 | |
|---|---|---|---|---|---|---|
5976
Wipro
WIT
$19.5B
| $278K | ﹤0.01% |
131,118
-299,620
| -70% | -$626K |
|
|
SPWR
5977
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $278K | ﹤0.01% |
22,200
-31,550
| -59% | -$266K |
|
5978
iShares MSCI ACWI ex US ETF
ACWX
$11.9B
| $277K | ﹤0.01% |
6,020
-7,416
| -55% | -$342K |
|
5979
Akebia Therapeutics
AKBA
$240M
| $277K | ﹤0.01% |
110,521
+73,608
| +199% | +$646K |
|
5980
PUT
ATI
ATI
$31.3B
| $277K | ﹤0.01% |
+31,800
| New | +$293K |
|
5981
BlueLinx
BXC
$706M
| $277K | ﹤0.01% |
12,845
-23,382
| -65% | -$377K |
|
5982
CALL
CBRE Group
CBRE
$42.7B
| $277K | ﹤0.01% |
5,900
-11,300
| -66% | -$516K |
|
5983
PUT
Canadian National Railway
CNI
$76.4B
| $277K | ﹤0.01% |
+2,600
| New | +$261K |
|
5984
PUT
Pilgrim's Pride
PPC
$6.4B
| $277K | ﹤0.01% |
18,500
-13,100
| -41% | -$209K |
|
5985
PUT
Prospect Capital
PSEC
$1.14B
| $277K | ﹤0.01% |
+55,100
| New | +$277K |
|
5986
CALL
UGI
UGI
$7.54B
| $277K | ﹤0.01% |
+8,400
| New | +$279K |
|
|
CATM
5987
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $277K | ﹤0.01% |
+13,967
| New | +$305K |
|
5988
ABM Industries
ABM
$2.83B
| $276K | ﹤0.01% |
7,534
-2,225
| -23% | -$81.5K |
|
5989
PUT
Entergy
ETR
$49.7B
| $276K | ﹤0.01% |
5,600
-3,400
| -38% | -$168K |
|
5990
UVA Unconstrained Medium-Term Fixed Income ETF
FFIU
$52.6M
| $276K | ﹤0.01% |
+10,430
| New | +$278K |
|
5991
Fabrinet
FN
$18.8B
| $276K | ﹤0.01% |
+4,376
| New | +$294K |
|
5992
PUT
Genuine Parts
GPC
$18.6B
| $276K | ﹤0.01% |
2,900
-500
| -15% | -$46.5K |
|
5993
CALL
KALA BIO
KALA
$16.3M
| $276K | ﹤0.01% |
15
-7
| -32% | -$161K |
|
|
ADAM
5994
CALL
Adamas Trust
ADAM
$919M
| $276K | ﹤0.01% |
27,050
-3,675
| -12% | -$38.3K |
|
5995
PUT
Ryman Hospitality Properties
RHP
$7.7B
| $276K | ﹤0.01% |
7,500
+100
| +1% | +$3.54K |
|
|
PVG
5996
PUT
DELISTED
PRETIUM RESOURCES INC.
PVG
| $276K | ﹤0.01% |
21,500
-34,500
| -62% | -$389K |
|
|
FBC
5997
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $276K | ﹤0.01% |
9,322
-791
| -8% | -$23.8K |
|
5998
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$638M
| $275K | ﹤0.01% |
257
-2,489
| -91% | -$2.85M |
|
5999
CALL
Liberty Global Class C
LBTYK
$3.4B
| $275K | ﹤0.01% |
+13,400
| New | +$295K |
|
6000
Ingevity
NGVT
$2.67B
| $275K | ﹤0.01% |
+5,568
| New | +$314K |
|
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.