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 | |
|---|---|---|---|---|---|---|
|
ICPT
3076
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $1.95M | ﹤0.01% |
46,961
+7,091
| +18% | +$326K |
|
3077
iShares International Small Cap Equity Factor ETF
ISCF
$678M
| $1.95M | ﹤0.01% |
64,721
+56,407
| +678% | +$1.65M |
|
3078
PUT
Dillards
DDS
$9.9B
| $1.94M | ﹤0.01% |
53,200
+12,600
| +31% | +$354K |
|
3079
PUT
Rockwell Automation
ROK
$48.3B
| $1.94M | ﹤0.01% |
8,800
+2,300
| +35% | +$514K |
|
|
MASI
3080
DELISTED
Masimo
MASI
| $1.94M | ﹤0.01% |
8,221
+2,769
| +51% | +$621K |
|
|
IBMM
3081
DELISTED
iShares iBonds Dec 2024 Term Muni Bond ETF
IBMM
| $1.94M | ﹤0.01% |
71,630
-14,015
| -16% | -$380K |
|
3082
Consolidated Edison
ED
$39.3B
| $1.94M | ﹤0.01% |
24,939
-60,632
| -71% | -$4.47M |
|
3083
PUT
Kinross Gold
KGC
$32.5B
| $1.94M | ﹤0.01% |
219,900
-108,200
| -33% | -$936K |
|
3084
CALL
Acadia Pharmaceuticals
ACAD
$5.06B
| $1.94M | ﹤0.01% |
47,000
+24,400
| +108% | +$1.05M |
|
3085
XPeng
XPEV
$11.5B
| $1.94M | ﹤0.01% |
+96,616
| New | +$1.89M |
|
3086
CALL
Gold Fields
GFI
$36.8B
| $1.94M | ﹤0.01% |
157,600
-22,600
| -13% | -$278K |
|
3087
CALL
Lithia Motors
LAD
$8.35B
| $1.94M | ﹤0.01% |
8,500
-3,900
| -31% | -$877K |
|
|
NOVA
3088
DELISTED
Sunnova Energy
NOVA
| $1.94M | ﹤0.01% |
+63,620
| New | +$1.51M |
|
3089
PUT
Mattel
MAT
$4.21B
| $1.93M | ﹤0.01% |
165,000
+2,600
| +2% | +$28.9K |
|
3090
Cummins
CMI
$87.4B
| $1.93M | ﹤0.01% |
9,140
-6,798
| -43% | -$1.35M |
|
|
EB
3091
PUT
DELISTED
Eventbrite
EB
| $1.93M | ﹤0.01% |
177,900
+155,500
| +694% | +$1.55M |
|
|
VPU
3092
Vanguard Utilities ETF
VPU
$8.35B
| $1.93M | ﹤0.01% |
+14,949
| New | +$1.93M |
|
3093
iShares USD Green Bond ETF
BGRN
$501M
| $1.93M | ﹤0.01% |
34,698
+11,495
| +50% | +$636K |
|
3094
CALL
Outfront Media
OUT
$5.29B
| $1.93M | ﹤0.01% |
134,617
+77,926
| +137% | +$1.17M |
|
3095
PUT
Macerich
MAC
$6.9B
| $1.92M | ﹤0.01% |
283,400
-19,700
| -6% | -$155K |
|
3096
Direxion Daily Homebuilders & Supplies Bull 3X ETF
NAIL
$577M
| $1.92M | ﹤0.01% |
36,552
-41,568
| -53% | -$1.8M |
|
3097
Itaú Unibanco
ITUB
$86.9B
| $1.92M | ﹤0.01% |
655,041
+562,638
| +609% | +$1.91M |
|
3098
Teradata
TDC
$2.58B
| $1.92M | ﹤0.01% |
84,427
+4,135
| +5% | +$91.8K |
|
3099
PUT
Universal Health Services
UHS
$10.5B
| $1.92M | ﹤0.01% |
17,900
-500
| -3% | -$53.5K |
|
3100
CALL
Iron Mountain
IRM
$36.2B
| $1.92M | ﹤0.01% |
71,500
-253,200
| -78% | -$7.2M |
|
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.