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 | |
|---|---|---|---|---|---|---|
2826
PUT
Gen Digital
GEN
$17.7B
| $2.29M | ﹤0.01% |
110,000
+54,000
| +96% | +$1.17M |
|
2827
CALL
Equifax
EFX
$21.3B
| $2.29M | ﹤0.01% |
14,600
+1,400
| +11% | +$229K |
|
2828
Tower Semiconductor
TSEM
$29.3B
| $2.29M | ﹤0.01% |
125,751
+6,208
| +5% | +$125K |
|
2829
PUT
Exelon
EXC
$46B
| $2.29M | ﹤0.01% |
89,728
+39,116
| +77% | +$1.04M |
|
|
CS
2830
DELISTED
Credit Suisse Group
CS
| $2.29M | ﹤0.01% |
229,528
+182,110
| +384% | +$1.95M |
|
2831
Markel Group
MKL
$22.9B
| $2.29M | ﹤0.01% |
2,349
-3,226
| -58% | -$3.28M |
|
|
HIBB
2832
CALL
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $2.29M | ﹤0.01% |
58,300
-22,200
| -28% | -$643K |
|
2833
Bloom Energy
BE
$63.2B
| $2.28M | ﹤0.01% |
127,104
+14,434
| +13% | +$215K |
|
|
CEQP
2834
CALL
DELISTED
Crestwood Equity Partners LP
CEQP
| $2.28M | ﹤0.01% |
183,300
-9,600
| -5% | -$130K |
|
2835
Goldman Sachs Hedge Industry VIP ETF
GVIP
$574M
| $2.28M | ﹤0.01% |
29,400
+14,036
| +91% | +$1.03M |
|
2836
First Trust RiverFront Dynamic Developed International ETF
RFDI
$168M
| $2.28M | ﹤0.01% |
40,277
-9,559
| -19% | -$539K |
|
2837
PUT
Cheesecake Factory
CAKE
$5.48B
| $2.27M | ﹤0.01% |
82,000
-112,000
| -58% | -$2.94M |
|
2838
iShares MSCI Turkey ETF
TUR
$217M
| $2.27M | ﹤0.01% |
115,137
+8,477
| +8% | +$180K |
|
2839
Tapestry
TPR
$32.5B
| $2.27M | ﹤0.01% |
145,268
-191,801
| -57% | -$2.82M |
|
2840
Ecolab
ECL
$79.8B
| $2.27M | ﹤0.01% |
11,347
-11,685
| -51% | -$2.34M |
|
2841
First Trust Municipal High Income ETF
FMHI
$1.01B
| $2.27M | ﹤0.01% |
43,778
-50,589
| -54% | -$2.62M |
|
2842
Phillips 66
PSX
$85.2B
| $2.27M | ﹤0.01% |
43,688
-202,855
| -82% | -$12.4M |
|
2843
CALL
Expeditors International
EXPD
$23.3B
| $2.26M | ﹤0.01% |
25,000
-34,300
| -58% | -$2.92M |
|
2844
CALL
Fluor
FLR
$7.43B
| $2.26M | ﹤0.01% |
256,900
-9,400
| -4% | -$98.9K |
|
2845
PUT
Texas Roadhouse
TXRH
$13.7B
| $2.26M | ﹤0.01% |
37,200
-24,700
| -40% | -$1.45M |
|
2846
CALL
Arbor Realty Trust
ABR
$978M
| $2.26M | ﹤0.01% |
197,000
+78,100
| +66% | +$819K |
|
|
DXGE
2847
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
| $2.26M | ﹤0.01% |
78,841
+24,440
| +45% | +$714K |
|
|
BSDE
2848
DELISTED
Invesco BulletShares 2024 USD Emerging Markets Debt ETF
BSDE
| $2.26M | ﹤0.01% |
87,134
+65,796
| +308% | +$1.7M |
|
2849
PUT
United Natural Foods
UNFI
$2.81B
| $2.26M | ﹤0.01% |
151,800
+33,500
| +28% | +$636K |
|
2850
Teradyne
TER
$57.7B
| $2.25M | ﹤0.01% |
28,363
-26,051
| -48% | -$2.21M |
|
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.