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 | |
|---|---|---|---|---|---|---|
2751
Fair Isaac
FICO
$22.8B
| $2.41M | ﹤0.01% |
5,666
-18,356
| -76% | -$7.8M |
|
2752
Goldman Sachs Access Inflation Protected USD Bond ETF
GTIP
$295M
| $2.41M | ﹤0.01% |
42,402
+33,230
| +362% | +$1.87M |
|
2753
CALL
Nokia
NOK
$51.4B
| $2.41M | ﹤0.01% |
615,700
-132,700
| -18% | -$597K |
|
2754
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $2.41M | ﹤0.01% |
21,800
+19,700
| +938% | +$2.17M |
|
2755
KLA
KLAC
$254B
| $2.41M | ﹤0.01% |
124,180
-107,130
| -46% | -$2.12M |
|
2756
PUT
Iron Mountain
IRM
$36.2B
| $2.4M | ﹤0.01% |
89,700
-27,900
| -24% | -$794K |
|
2757
PUT
Jacobs Solutions
J
$17.2B
| $2.4M | ﹤0.01% |
31,312
| – | – |
|
2758
Invesco Golden Dragon China ETF
PGJ
$99.3M
| $2.4M | ﹤0.01% |
45,619
-7,170
| -14% | -$374K |
|
2759
iShares Global Energy ETF
IXC
$2.69B
| $2.4M | ﹤0.01% |
146,492
+123,746
| +544% | +$2.34M |
|
2760
CALL
JB Hunt Transport Services
JBHT
$25B
| $2.4M | ﹤0.01% |
19,000
-2,400
| -11% | -$319K |
|
2761
JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF
BBAX
$6.84B
| $2.4M | ﹤0.01% |
53,066
-100,221
| -65% | -$4.67M |
|
2762
PUT
BorgWarner
BWA
$14.1B
| $2.4M | ﹤0.01% |
70,318
+26,582
| +61% | +$914K |
|
2763
Roundhill Video Games ETF
NERD
$15.8M
| $2.4M | ﹤0.01% |
96,860
+35,498
| +58% | +$859K |
|
2764
CALL
NovaGold Resources
NG
$3.37B
| $2.4M | ﹤0.01% |
201,500
+88,600
| +78% | +$864K |
|
2765
Cardinal Health
CAH
$55.6B
| $2.4M | ﹤0.01% |
51,005
+24,149
| +90% | +$1.24M |
|
2766
Keysight
KEYS
$58.1B
| $2.4M | ﹤0.01% |
24,250
-17,103
| -41% | -$1.68M |
|
|
GDAT
2767
DELISTED
Goldman Sachs Data-Driven World ETF
GDAT
| $2.4M | ﹤0.01% |
34,657
+12,219
| +54% | +$831K |
|
2768
Equinox Gold
EQX
$13.5B
| $2.39M | ﹤0.01% |
204,431
+166,406
| +438% | +$2M |
|
2769
CALL
Healthpeak Properties
DOC
$14.6B
| $2.39M | ﹤0.01% |
88,100
+43,000
| +95% | +$1.18M |
|
2770
Fortis
FTS
$28.4B
| $2.39M | ﹤0.01% |
58,487
+16,919
| +41% | +$676K |
|
2771
PUT
BioXcel Therapeutics
BTAI
$29M
| $2.39M | ﹤0.01% |
3,444
+2,969
| +625% | +$2.23M |
|
2772
CALL
Louisiana-Pacific
LPX
$5.24B
| $2.38M | ﹤0.01% |
80,700
+33,300
| +70% | +$1.02M |
|
2773
Nuveen ESG International Developed Markets Equity ETF
NUDM
$724M
| $2.38M | ﹤0.01% |
93,041
+55,075
| +145% | +$1.41M |
|
2774
CALL
Voya Financial
VOYA
$9.29B
| $2.38M | ﹤0.01% |
+49,600
| New | +$2.44M |
|
2775
Semtech
SMTC
$12.7B
| $2.38M | ﹤0.01% |
44,851
+33,764
| +305% | +$1.9M |
|
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.