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 | |
|---|---|---|---|---|---|---|
3276
iShares S&P 500 Growth ETF
IVW
$77.4B
| $1.71M | ﹤0.01% |
29,604
-37,804
| -56% | -$2.14M |
|
|
DCUE
3277
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
| $1.71M | ﹤0.01% |
16,776
+6,567
| +64% | +$667K |
|
3278
ARK Genomic Revolution ETF
ARKG
$1.78B
| $1.7M | ﹤0.01% |
+26,753
| New | +$1.57M |
|
3279
PUT
Broadridge
BR
$19.8B
| $1.7M | ﹤0.01% |
12,900
-4,000
| -24% | -$535K |
|
3280
Hartford Municipal Opportunities ETF
HMOP
$796M
| $1.7M | ﹤0.01% |
41,369
+17,576
| +74% | +$741K |
|
3281
PUT
Teleflex
TFX
$5.89B
| $1.7M | ﹤0.01% |
+5,000
| New | +$1.85M |
|
|
SAGE
3282
DELISTED
Sage Therapeutics
SAGE
| $1.7M | ﹤0.01% |
27,838
-6,990
| -20% | -$354K |
|
|
CVAC
3283
DELISTED
CureVac
CVAC
| $1.7M | ﹤0.01% |
+36,521
| New | +$2.04M |
|
3284
PUT
InMode
INMD
$873M
| $1.7M | ﹤0.01% |
93,800
-1,800
| -2% | -$29.5K |
|
3285
CALL
iShares S&P 100 ETF
OEF
$20.5B
| $1.7M | ﹤0.01% |
10,900
+6,500
| +148% | +$1,000K |
|
3286
UBS Group
UBS
$177B
| $1.7M | ﹤0.01% |
151,622
+139,874
| +1,191% | +$1.68M |
|
3287
CALL
Twist Bioscience
TWST
$7.83B
| $1.69M | ﹤0.01% |
22,300
+500
| +2% | +$31.1K |
|
3288
iShares Russell 2000 Value ETF
IWN
$14.5B
| $1.69M | ﹤0.01% |
17,036
-22,491
| -57% | -$2.28M |
|
|
TLEH
3289
DELISTED
FlexShares Currency Hedged Morningstar EM Factor Tilt Index Fund
TLEH
| $1.69M | ﹤0.01% |
62,222
+14,377
| +30% | +$397K |
|
|
MESO
3290
Mesoblast
MESO
$2.16B
| $1.69M | ﹤0.01% |
46,428
+15,011
| +48% | +$470K |
|
3291
JFrog
FROG
$10.7B
| $1.69M | ﹤0.01% |
+19,940
| New | +$1.48M |
|
|
IBDO
3292
DELISTED
iShares iBonds Dec 2023 Term Corporate ETF
IBDO
| $1.69M | ﹤0.01% |
64,305
+12,144
| +23% | +$319K |
|
|
PPD
3293
CALL
DELISTED
PPD, Inc. Common Stock
PPD
| $1.69M | ﹤0.01% |
45,600
+36,400
| +396% | +$1.15M |
|
3294
Fidelity Corporate Bond ETF
FCOR
$352M
| $1.69M | ﹤0.01% |
30,135
-3,109
| -9% | -$175K |
|
3295
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
| $1.69M | ﹤0.01% |
+59,199
| New | +$1.68M |
|
3296
CALL
LivePerson
LPSN
$31.2M
| $1.68M | ﹤0.01% |
2,160
+1,567
| +264% | +$1.18M |
|
3297
CALL
Dine Brands
DIN
$453M
| $1.68M | ﹤0.01% |
30,800
-29,600
| -49% | -$1.5M |
|
3298
CALL
Jack in the Box
JACK
$340M
| $1.68M | ﹤0.01% |
21,200
-74,200
| -78% | -$5.97M |
|
3299
CALL
Chemours
CC
$2.2B
| $1.68M | ﹤0.01% |
80,100
-26,300
| -25% | -$508K |
|
3300
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.8M
| $1.68M | ﹤0.01% |
91,020
+46,982
| +107% | +$896K |
|
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.