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 | |
|---|---|---|---|---|---|---|
2076
Zebra Technologies
ZBRA
$17.8B
| $4.09M | ﹤0.01% |
16,213
+5,528
| +52% | +$1.49M |
|
|
SCHW
2077
Charles Schwab
SCHW
$187B
| $4.09M | ﹤0.01% |
112,861
-142,005
| -56% | -$4.94M |
|
2078
PUT
Alcon
ALC
$35B
| $4.07M | ﹤0.01% |
71,700
+58,700
| +452% | +$3.45M |
|
2079
CALL
Gen Digital
GEN
$17.5B
| $4.07M | ﹤0.01% |
195,300
+172,000
| +738% | +$3.72M |
|
2080
PUT
Arrowhead Research
ARWR
$12.4B
| $4.07M | ﹤0.01% |
94,500
+8,300
| +10% | +$358K |
|
2081
CALL
NiSource
NI
$20.4B
| $4.06M | ﹤0.01% |
184,700
+175,600
| +1,930% | +$4.08M |
|
2082
CALL
Henry Schein
HSIC
$9.82B
| $4.06M | ﹤0.01% |
69,000
-6,000
| -8% | -$385K |
|
2083
CALL
Infosys
INFY
$50.7B
| $4.05M | ﹤0.01% |
293,100
+282,400
| +2,639% | +$3.53M |
|
2084
Fidelity High Yield Factor ETF
FDHY
$584M
| $4.05M | ﹤0.01% |
75,349
-269,807
| -78% | -$14.5M |
|
2085
PUT
KB Home
KBH
$3.59B
| $4.05M | ﹤0.01% |
105,400
+10,000
| +10% | +$350K |
|
2086
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.2B
| $4.04M | ﹤0.01% |
95,628
-11,888
| -11% | -$444K |
|
2087
Sherwin-Williams
SHW
$89.8B
| $4.04M | ﹤0.01% |
17,400
+2,661
| +18% | +$581K |
|
2088
iShares MSCI China Small-Cap ETF
ECNS
$66.4M
| $4.04M | ﹤0.01% |
92,951
-173
| -0.2% | -$7.58K |
|
|
NVRO
2089
CALL
DELISTED
NEVRO CORP.
NVRO
| $4.04M | ﹤0.01% |
29,000
-19,500
| -40% | -$2.61M |
|
2090
NovoCure
NVCR
$1.91B
| $4.04M | ﹤0.01% |
36,288
-263,717
| -88% | -$21.1M |
|
|
CRHC.U
2091
DELISTED
Cohn Robbins Holdings Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CRHC.U
| $4.04M | ﹤0.01% |
+400,000
| New | +$4.05M |
|
2092
PUT
Eaton
ETN
$174B
| $4.03M | ﹤0.01% |
39,500
+17,200
| +77% | +$1.68M |
|
2093
VanEck Low Carbon Energy ETF
SMOG
$134M
| $4.03M | ﹤0.01% |
36,653
+13,515
| +58% | +$1.34M |
|
2094
iShares International Developed Real Estate ETF
IFGL
$83.2M
| $4.03M | ﹤0.01% |
168,283
+119,705
| +246% | +$2.89M |
|
2095
First Trust Germany AlphaDEX Fund
FGM
$99.1M
| $4.03M | ﹤0.01% |
90,891
+43,866
| +93% | +$1.94M |
|
2096
Abbott
ABT
$187B
| $4.02M | ﹤0.01% |
36,944
-21,412
| -37% | -$2.17M |
|
2097
CALL
Teck Resources
TECK
$32.6B
| $4.02M | ﹤0.01% |
288,700
+113,500
| +65% | +$1.34M |
|
2098
CALL
Encore Capital Group
ECPG
$2.13B
| $4.01M | ﹤0.01% |
104,000
+40,400
| +64% | +$1.61M |
|
2099
Nutrien
NTR
$30.7B
| $4.01M | ﹤0.01% |
102,214
-64,205
| -39% | -$2.34M |
|
2100
CALL
Haemonetics
HAE
$4B
| $4M | ﹤0.01% |
+45,900
| New | +$4.01M |
|
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.