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 | |
|---|---|---|---|---|---|---|
2576
CALL
AngloGold Ashanti
AU
$48.7B
| $2.71M | ﹤0.01% |
102,900
-152,200
| -60% | -$4.55M |
|
|
LL
2577
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $2.71M | ﹤0.01% |
123,100
+10,000
| +9% | +$214K |
|
2578
BlackLine
BL
$1.72B
| $2.71M | ﹤0.01% |
30,207
+18,818
| +165% | +$1.58M |
|
2579
PUT
LyondellBasell Industries
LYB
$19.2B
| $2.71M | ﹤0.01% |
38,400
+29,400
| +327% | +$2.03M |
|
|
GTLS
2580
CALL
DELISTED
Chart Industries
GTLS
| $2.71M | ﹤0.01% |
+38,500
| New | +$2.5M |
|
2581
ProShares UltraPro Short 20+ Year Treasury
TTT
$18.2M
| $2.7M | ﹤0.01% |
95,339
+80,105
| +526% | +$2.21M |
|
|
CXO
2582
DELISTED
CONCHO RESOURCES INC.
CXO
| $2.7M | ﹤0.01% |
61,242
-218,881
| -78% | -$10.9M |
|
2583
CALL
Ventas
VTR
$47.9B
| $2.69M | ﹤0.01% |
64,100
-15,800
| -20% | -$632K |
|
2584
Grupo Aeroportuario Centro Norte
OMAB
$5.33B
| $2.69M | ﹤0.01% |
73,144
+2,707
| +4% | +$97.2K |
|
2585
CGI
GIB
$15.5B
| $2.69M | ﹤0.01% |
39,627
-38,842
| -49% | -$2.65M |
|
2586
Exelixis
EXEL
$13.4B
| $2.69M | ﹤0.01% |
109,786
+92,732
| +544% | +$2.16M |
|
|
ESCR
2587
DELISTED
Xtrackers Bloomberg US Investment Grade Corporate ESG ETF
ESCR
| $2.68M | ﹤0.01% |
118,363
+15,213
| +15% | +$346K |
|
|
FIYY
2588
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN Series B
FIYY
| $2.68M | ﹤0.01% |
31,386
-48,325
| -61% | -$4.18M |
|
|
BPMC
2589
DELISTED
Blueprint Medicines
BPMC
| $2.68M | ﹤0.01% |
28,915
+22,426
| +346% | +$1.73M |
|
2590
CALL
Ollie's Bargain Outlet
OLLI
$4.94B
| $2.67M | ﹤0.01% |
30,600
+6,400
| +26% | +$626K |
|
|
MYOK
2591
CALL
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $2.67M | ﹤0.01% |
19,600
+9,700
| +98% | +$1.03M |
|
2592
Magna International
MGA
$18.8B
| $2.67M | ﹤0.01% |
58,376
+41,391
| +244% | +$1.99M |
|
2593
CALL
Bread Financial
BFH
$4.38B
| $2.67M | ﹤0.01% |
79,691
+26,438
| +50% | +$940K |
|
2594
PACCAR
PCAR
$70.1B
| $2.67M | ﹤0.01% |
46,935
-57,798
| -55% | -$3.24M |
|
2595
iShares International Equity Factor ETF
INTF
$3.75B
| $2.67M | ﹤0.01% |
109,771
-11,017
| -9% | -$268K |
|
2596
PUT
Sonos
SONO
$1.85B
| $2.67M | ﹤0.01% |
175,700
-145,100
| -45% | -$2.14M |
|
2597
CALL
Pultegroup
PHM
$25.3B
| $2.67M | ﹤0.01% |
57,600
-86,700
| -60% | -$3.71M |
|
2598
Prologis
PLD
$133B
| $2.67M | ﹤0.01% |
26,488
-752,486
| -97% | -$75.4M |
|
2599
Essex Property Trust
ESS
$18.5B
| $2.66M | ﹤0.01% |
13,258
-48,457
| -79% | -$10.6M |
|
2600
CALL
Entegris
ENTG
$23.2B
| $2.66M | ﹤0.01% |
35,800
-4,200
| -11% | -$282K |
|
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.