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 | |
|---|---|---|---|---|---|---|
|
AMWD
3501
CALL
DELISTED
American Woodmark
AMWD
| $1.45M | ﹤0.01% |
18,500
-2,800
| -13% | -$229K |
|
3502
CALL
Dycom Industries
DY
$12.2B
| $1.45M | ﹤0.01% |
27,500
+14,600
| +113% | +$707K |
|
3503
CALL
Itaú Unibanco
ITUB
$84.9B
| $1.45M | ﹤0.01% |
495,995
+231,162
| +87% | +$785K |
|
|
AJRD
3504
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $1.45M | ﹤0.01% |
36,318
-29,138
| -45% | -$1.18M |
|
3505
DTE Energy
DTE
$28.4B
| $1.45M | ﹤0.01% |
14,786
-44,507
| -75% | -$4.35M |
|
3506
PUT
DXC Technology
DXC
$1.75B
| $1.45M | ﹤0.01% |
81,100
+21,000
| +35% | +$383K |
|
3507
PUT
uniQure
QURE
$3.14B
| $1.45M | ﹤0.01% |
39,300
-25,700
| -40% | -$1.05M |
|
3508
United Therapeutics
UTHR
$22.6B
| $1.45M | ﹤0.01% |
14,327
-92
| -0.6% | -$10.1K |
|
3509
Invesco International Dividend Achievers ETF
PID
$916M
| $1.45M | ﹤0.01% |
+113,978
| New | +$1.48M |
|
3510
LyondellBasell Industries
LYB
$20.6B
| $1.44M | ﹤0.01% |
+20,476
| New | +$1.42M |
|
3511
CALL
TD Synnex
SNX
$20.5B
| $1.44M | ﹤0.01% |
20,600
-60,800
| -75% | -$3.82M |
|
3512
Amphenol
APH
$210B
| $1.44M | ﹤0.01% |
53,256
-110,432
| -67% | -$2.91M |
|
|
AXON
3513
PUT
Axon Enterprise
AXON
$51B
| $1.44M | ﹤0.01% |
15,900
-99,700
| -86% | -$8.67M |
|
|
HEWU
3514
DELISTED
iShares Currency Hedged MSCI United Kingdom ETF
HEWU
| $1.44M | ﹤0.01% |
76,586
+36,650
| +92% | +$711K |
|
|
XLRN
3515
PUT
DELISTED
Acceleron Pharma
XLRN
| $1.44M | ﹤0.01% |
12,800
-31,700
| -71% | -$3.16M |
|
3516
CALL
MasTec
MTZ
$22.1B
| $1.44M | ﹤0.01% |
34,100
+13,600
| +66% | +$585K |
|
3517
PUT
Credicorp
BAP
$30.3B
| $1.44M | ﹤0.01% |
11,600
+8,500
| +274% | +$1.09M |
|
3518
Fidelity National Financial
FNF
$13B
| $1.44M | ﹤0.01% |
47,763
+30,194
| +172% | +$946K |
|
3519
Invesco Investment Grade Defensive ETF
IIGD
$26.8M
| $1.44M | ﹤0.01% |
52,566
+24,426
| +87% | +$669K |
|
3520
United Natural Foods
UNFI
$2.85B
| $1.44M | ﹤0.01% |
96,678
-59,804
| -38% | -$1.13M |
|
|
DAY
3521
CALL
DELISTED
Dayforce
DAY
| $1.44M | ﹤0.01% |
17,400
-40,300
| -70% | -$3.15M |
|
|
BEAT
3522
DELISTED
BioTelemetry, Inc.
BEAT
| $1.44M | ﹤0.01% |
+31,541
| New | +$1.32M |
|
3523
CALL
BioXcel Therapeutics
BTAI
$29.7M
| $1.44M | ﹤0.01% |
2,069
-2,550
| -55% | -$1.91M |
|
3524
CALL
Mohawk Industries
MHK
$9.24B
| $1.44M | ﹤0.01% |
14,700
-8,400
| -36% | -$755K |
|
3525
PUT
Gogo Inc
GOGO
$415M
| $1.43M | ﹤0.01% |
+155,100
| New | +$847K |
|
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.