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 | |
|---|---|---|---|---|---|---|
|
AXNX
3526
CALL
DELISTED
Axonics, Inc. Common Stock
AXNX
| $1.43M | ﹤0.01% |
+28,000
| New | +$1.17M |
|
3527
PUT
Exelixis
EXEL
$13B
| $1.43M | ﹤0.01% |
58,400
-8,200
| -12% | -$191K |
|
3528
AXIS Capital
AXS
$7.39B
| $1.43M | ﹤0.01% |
32,406
+9,999
| +45% | +$436K |
|
|
SUM
3529
CALL
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $1.42M | ﹤0.01% |
87,462
+11,899
| +16% | +$191K |
|
|
CMBT
3530
CALL
CMB.TECH NV
CMBT
$4.67B
| $1.42M | ﹤0.01% |
160,600
-110,800
| -41% | -$1.03M |
|
3531
Appian
APPN
$2.6B
| $1.42M | ﹤0.01% |
21,890
+10,181
| +87% | +$551K |
|
3532
Baker Hughes
BKR
$64B
| $1.42M | ﹤0.01% |
106,609
+29,432
| +38% | +$450K |
|
3533
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$54.4M
| $1.42M | ﹤0.01% |
+81,414
| New | +$1.5M |
|
3534
CALL
Halozyme
HALO
$11.7B
| $1.42M | ﹤0.01% |
53,900
-139,000
| -72% | -$3.87M |
|
3535
CALL
Lamar Advertising Co
LAMR
$15.7B
| $1.42M | ﹤0.01% |
21,400
+14,400
| +206% | +$956K |
|
3536
CALL
Nordic American Tanker
NAT
$1.28B
| $1.42M | ﹤0.01% |
405,700
-682,100
| -63% | -$2.85M |
|
|
AL
3537
CALL
DELISTED
Air Lease Corp
AL
| $1.42M | ﹤0.01% |
48,100
+31,400
| +188% | +$925K |
|
3538
CALL
Hartford Financial Services
HIG
$38.5B
| $1.42M | ﹤0.01% |
38,400
-4,700
| -11% | -$187K |
|
3539
Trane Technologies
TT
$106B
| $1.42M | ﹤0.01% |
11,679
-204,167
| -95% | -$22.9M |
|
3540
CoStar Group
CSGP
$12.6B
| $1.41M | ﹤0.01% |
16,660
-2,090
| -11% | -$167K |
|
3541
Exelon
EXC
$45.9B
| $1.41M | ﹤0.01% |
55,362
-134,707
| -71% | -$3.57M |
|
3542
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$963M
| $1.41M | ﹤0.01% |
90,496
+27,237
| +43% | +$441K |
|
3543
TIM SA
TIMB
$8.64B
| $1.41M | ﹤0.01% |
120,695
+22,267
| +23% | +$305K |
|
|
QWLD
3544
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$179M
| $1.41M | ﹤0.01% |
16,826
-11,019
| -40% | -$917K |
|
3545
ProShares Merger ETF
MRGR
$15.9M
| $1.41M | ﹤0.01% |
36,694
+22,062
| +151% | +$841K |
|
3546
PUT
Fair Isaac
FICO
$22.2B
| $1.4M | ﹤0.01% |
3,300
+2,300
| +230% | +$977K |
|
|
AIVC
3547
Amplify Bloomberg AI Equal Weight ETF
AIVC
$122M
| $1.4M | ﹤0.01% |
33,180
+24,932
| +302% | +$1.04M |
|
|
SWN
3548
DELISTED
Southwestern Energy Company
SWN
| $1.4M | ﹤0.01% |
597,425
-607,236
| -50% | -$1.61M |
|
3549
iShares Inflation Hedged Corporate Bond ETF
LQDI
$69.5M
| $1.4M | ﹤0.01% |
50,574
+40,476
| +401% | +$1.12M |
|
3550
Atara Biotherapeutics
ATRA
$77.6M
| $1.4M | ﹤0.01% |
4,325
+3,644
| +535% | +$1.24M |
|
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.