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 | |
|---|---|---|---|---|---|---|
|
OIBR.C
1851
DELISTED
OI S.A. American Depositary Shares, each representing five shares of common stock
OIBR.C
| $4.96M | ﹤0.01% |
3,422,776
+441,078
| +15% | +$631K |
|
1852
Trex
TREX
$5.01B
| $4.96M | ﹤0.01% |
69,273
-573,627
| -89% | -$39.7M |
|
|
FIEE
1853
DELISTED
FI Enhanced Europe 50 ETN
FIEE
| $4.96M | ﹤0.01% |
39,182
+4,484
| +13% | +$600K |
|
1854
PUT
First Majestic Silver
AG
$9.07B
| $4.96M | ﹤0.01% |
521,400
+395,600
| +314% | +$4.61M |
|
1855
CALL
Boston Scientific
BSX
$71.5B
| $4.95M | ﹤0.01% |
129,600
-383,300
| -75% | -$14.8M |
|
1856
PUT
Zebra Technologies
ZBRA
$17.8B
| $4.95M | ﹤0.01% |
19,600
+600
| +3% | +$161K |
|
1857
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
| $4.95M | ﹤0.01% |
+166,662
| New | +$4.95M |
|
1858
PUT
Hilton Grand Vacations
HGV
$3.55B
| $4.94M | ﹤0.01% |
+235,500
| New | +$5.02M |
|
1859
CALL
Invesco Mortgage Capital
IVR
$805M
| $4.93M | ﹤0.01% |
182,090
-120,910
| -40% | -$3.73M |
|
1860
CALL
Yum China
YUMC
$16.3B
| $4.93M | ﹤0.01% |
93,200
+40,800
| +78% | +$2.16M |
|
|
CGC
1861
Canopy Growth
CGC
$410M
| $4.93M | ﹤0.01% |
34,379
+31,012
| +921% | +$5.2M |
|
|
XLNX
1862
DELISTED
Xilinx Inc
XLNX
| $4.93M | ﹤0.01% |
47,267
-76,193
| -62% | -$7.82M |
|
1863
CALL
Hyatt Hotels
H
$16.7B
| $4.92M | ﹤0.01% |
92,200
+32,400
| +54% | +$1.74M |
|
1864
CALL
Monolithic Power Systems
MPWR
$68.9B
| $4.92M | ﹤0.01% |
17,600
+9,000
| +105% | +$2.34M |
|
1865
Lightspeed Commerce
LSPD
$1.35B
| $4.92M | ﹤0.01% |
+153,597
| New | +$4.71M |
|
1866
Ryanair
RYAAY
$31.3B
| $4.91M | ﹤0.01% |
150,103
-1,060
| -0.7% | -$32.9K |
|
1867
CALL
Truist Financial
TFC
$64B
| $4.91M | ﹤0.01% |
129,000
-499,900
| -79% | -$18.8M |
|
1868
PUT
Polaris
PII
$4.07B
| $4.91M | ﹤0.01% |
52,000
-275,500
| -84% | -$27.1M |
|
|
CYBR
1869
CALL
DELISTED
CyberArk
CYBR
| $4.9M | ﹤0.01% |
47,400
+1,100
| +2% | +$118K |
|
1870
CALL
Floor & Decor
FND
$6.68B
| $4.89M | ﹤0.01% |
65,400
-56,700
| -46% | -$3.9M |
|
1871
SAP
SAP
$238B
| $4.89M | ﹤0.01% |
+31,395
| New | +$4.98M |
|
|
MOMO
1872
Hello Group
MOMO
$866M
| $4.89M | ﹤0.01% |
355,249
+45,623
| +15% | +$830K |
|
1873
PUT
Ball Corp
BALL
$16.8B
| $4.89M | ﹤0.01% |
58,800
-15,800
| -21% | -$1.22M |
|
1874
Nuveen Enhanced Yield US Aggregate Bond ETF
NUAG
$95.1M
| $4.89M | ﹤0.01% |
190,272
+109,213
| +135% | +$2.82M |
|
|
ETACU
1875
DELISTED
E.Merge Technology Acquisition Corp. Unit
ETACU
| $4.89M | ﹤0.01% |
+484,813
| New | +$4.87M |
|
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.