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 | |
|---|---|---|---|---|---|---|
2101
KKR & Co
KKR
$92.3B
| $4M | ﹤0.01% |
116,408
+40,699
| +54% | +$1.42M |
|
2102
Goldman Sachs Access Ultra Short Bond ETF
GSST
$1.59B
| $3.99M | ﹤0.01% |
78,641
+68,322
| +662% | +$3.46M |
|
2103
Sonos
SONO
$1.85B
| $3.99M | ﹤0.01% |
262,889
+217,330
| +477% | +$3.2M |
|
|
EXAS
2104
DELISTED
Exact Sciences
EXAS
| $3.99M | ﹤0.01% |
39,128
+17,216
| +79% | +$1.49M |
|
2105
ICICI Bank
IBN
$108B
| $3.99M | ﹤0.01% |
405,696
+61,867
| +18% | +$616K |
|
2106
Vanguard Morningstar Small-Cap Growth ETF
VBK
$24.6B
| $3.98M | ﹤0.01% |
+18,538
| New | +$3.92M |
|
|
BSCM
2107
DELISTED
Invesco BulletShares 2022 Corporate Bond ETF
BSCM
| $3.98M | ﹤0.01% |
182,413
-9,144
| -5% | -$200K |
|
|
2108
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
| $3.98M | ﹤0.01% |
75,400
+30,500
| +68% | +$1.6M |
|
2109
CALL
Western Union
WU
$2.21B
| $3.98M | ﹤0.01% |
185,700
-7,200
| -4% | -$163K |
|
2110
Ford
F
$55.7B
| $3.98M | ﹤0.01% |
597,166
+135,927
| +29% | +$920K |
|
2111
Franklin FTSE Japan ETF
FLJP
$4.08B
| $3.98M | ﹤0.01% |
152,006
+29,878
| +24% | +$757K |
|
2112
CALL
KB Home
KBH
$3.59B
| $3.98M | ﹤0.01% |
103,600
+4,100
| +4% | +$143K |
|
2113
AbbVie
ABBV
$435B
| $3.97M | ﹤0.01% |
45,338
-24,044
| -35% | -$2.26M |
|
|
ABMD
2114
DELISTED
Abiomed Inc
ABMD
| $3.97M | ﹤0.01% |
14,315
-1,804
| -11% | -$520K |
|
2115
ResMed
RMD
$30.7B
| $3.96M | ﹤0.01% |
23,129
+5,519
| +31% | +$1.02M |
|
2116
PUT
Cencora
COR
$61.2B
| $3.96M | ﹤0.01% |
40,900
-58,800
| -59% | -$5.84M |
|
2117
Bank of Montreal
BMO
$127B
| $3.96M | ﹤0.01% |
67,823
+38,324
| +130% | +$2.22M |
|
2118
CALL
Installed Building Products
IBP
$6.49B
| $3.96M | ﹤0.01% |
+38,900
| New | +$3.33M |
|
2119
CALL
Dentsply Sirona
XRAY
$2.43B
| $3.96M | ﹤0.01% |
90,500
+51,300
| +131% | +$2.27M |
|
2120
Global X Cloud Computing ETF
CLOU
$263M
| $3.96M | ﹤0.01% |
165,639
+27,675
| +20% | +$630K |
|
2121
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$540M
| $3.95M | ﹤0.01% |
43,306
-7,163
| -14% | -$655K |
|
2122
CALL
Churchill Downs
CHDN
$6.12B
| $3.95M | ﹤0.01% |
48,200
+24,400
| +103% | +$1.89M |
|
2123
PUT
iShares Core S&P Mid-Cap ETF
IJH
$127B
| $3.95M | ﹤0.01% |
106,500
-32,000
| -23% | -$1.2M |
|
2124
ProShares Ultra 20+ Year Treasury
UBT
$58.6M
| $3.94M | ﹤0.01% |
59,461
+9,737
| +20% | +$666K |
|
|
DISH
2125
DELISTED
DISH Network Corp.
DISH
| $3.94M | ﹤0.01% |
135,658
-79,251
| -37% | -$2.62M |
|
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.