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 | |
|---|---|---|---|---|---|---|
|
HOLUU
2501
DELISTED
Holicity Inc. Unit
HOLUU
| $2.85M | ﹤0.01% |
+275,091
| New | +$2.79M |
|
|
MRO
2502
DELISTED
Marathon Oil Corporation
MRO
| $2.85M | ﹤0.01% |
695,786
-228,527
| -25% | -$1.21M |
|
2503
VanEck Short High Yield Muni ETF
SHYD
$456M
| $2.85M | ﹤0.01% |
116,675
-185,348
| -61% | -$4.49M |
|
2504
CALL
CryoPort
CYRX
$762M
| $2.84M | ﹤0.01% |
+60,000
| New | +$2.43M |
|
2505
PUT
AutoNation
AN
$6.92B
| $2.84M | ﹤0.01% |
+53,700
| New | +$2.8M |
|
2506
PUT
Mid-America Apartment Communities
MAA
$15.7B
| $2.84M | ﹤0.01% |
24,500
-82,600
| -77% | -$9.52M |
|
2507
CALL
Rackspace Technology
RXT
$1.24B
| $2.84M | ﹤0.01% |
+147,300
| New | +$2.7M |
|
2508
PUT
Consolidated Edison
ED
$39.9B
| $2.84M | ﹤0.01% |
36,500
+6,700
| +22% | +$494K |
|
|
POWR
2509
iShares U.S. Power Infrastructure ETF
POWR
$459M
| $2.84M | ﹤0.01% |
271,661
+212,572
| +360% | +$2.53M |
|
2510
CALL
Travel + Leisure Co
TNL
$4.7B
| $2.84M | ﹤0.01% |
92,300
-28,500
| -24% | -$851K |
|
2511
Churchill Downs
CHDN
$6.12B
| $2.83M | ﹤0.01% |
34,612
+29,898
| +634% | +$2.32M |
|
2512
PUT
Inseego
INSG
$90.5M
| $2.83M | ﹤0.01% |
27,460
+12,680
| +86% | +$1.46M |
|
|
SINA
2513
DELISTED
Sina Corp
SINA
| $2.83M | ﹤0.01% |
66,511
+14,357
| +28% | +$577K |
|
|
HRC
2514
PUT
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $2.83M | ﹤0.01% |
+33,900
| New | +$3.32M |
|
2515
PUT
Check Point Software Technologies
CHKP
$13.1B
| $2.83M | ﹤0.01% |
23,500
+4,900
| +26% | +$598K |
|
2516
PUT
Tapestry
TPR
$32.8B
| $2.83M | ﹤0.01% |
180,900
+78,100
| +76% | +$1.15M |
|
|
CMD
2517
DELISTED
Cantel Medical Corporation
CMD
| $2.83M | ﹤0.01% |
64,293
+55,153
| +603% | +$2.72M |
|
2518
PUT
Travelers Companies
TRV
$80.2B
| $2.82M | ﹤0.01% |
26,100
+13,700
| +110% | +$1.57M |
|
2519
Invesco Global Listed Private Equity ETF
PSP
$246M
| $2.82M | ﹤0.01% |
+51,898
| New | +$2.84M |
|
2520
CALL
SS&C Technologies
SSNC
$18.6B
| $2.82M | ﹤0.01% |
46,600
-21,800
| -32% | -$1.3M |
|
2521
Teleflex
TFX
$5.98B
| $2.82M | ﹤0.01% |
8,281
+5,618
| +211% | +$2.08M |
|
2522
CALL
ProShares UltraShort Russell2000
TWM
$41.3M
| $2.81M | ﹤0.01% |
15,605
-2,200
| -12% | -$407K |
|
|
K
2523
DELISTED
Kellanova
K
| $2.81M | ﹤0.01% |
46,395
+36,159
| +353% | +$2.29M |
|
2524
Hecla Mining
HL
$11.3B
| $2.81M | ﹤0.01% |
552,796
+518,678
| +1,520% | +$2.74M |
|
2525
MACOM Technology Solutions
MTSI
$23.7B
| $2.81M | ﹤0.01% |
82,542
+74,629
| +943% | +$2.71M |
|
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.