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 | |
|---|---|---|---|---|---|---|
3651
CALL
Targa Resources
TRGP
$57B
| $1.31M | ﹤0.01% |
93,100
+45,000
| +94% | +$790K |
|
|
XLRN
3652
CALL
DELISTED
Acceleron Pharma
XLRN
| $1.3M | ﹤0.01% |
11,600
-135,500
| -92% | -$13.5M |
|
3653
CALL
Darling Ingredients
DAR
$9.87B
| $1.3M | ﹤0.01% |
+36,200
| New | +$1.11M |
|
3654
PUT
iShares MSCI India ETF
INDA
$6.6B
| $1.3M | ﹤0.01% |
38,500
-389,700
| -91% | -$12.8M |
|
|
RNDM
3655
DELISTED
First Trust Developed International Equity Select ETF
RNDM
| $1.3M | ﹤0.01% |
27,487
-24,950
| -48% | -$1.18M |
|
3656
CALL
Ingredion
INGR
$6.61B
| $1.3M | ﹤0.01% |
17,200
-7,500
| -30% | -$609K |
|
3657
PUT
Leidos
LDOS
$17.7B
| $1.3M | ﹤0.01% |
14,600
-21,800
| -60% | -$1.97M |
|
|
HOME
3658
PUT
DELISTED
At Home Group Inc.
HOME
| $1.3M | ﹤0.01% |
87,600
+55,400
| +172% | +$733K |
|
3659
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $1.3M | ﹤0.01% |
55,136
+42,836
| +348% | +$973K |
|
3660
SS&C Technologies
SSNC
$18.8B
| $1.3M | ﹤0.01% |
21,489
-104,587
| -83% | -$6.26M |
|
3661
CALL
Abercrombie & Fitch
ANF
$5.26B
| $1.3M | ﹤0.01% |
93,100
+41,400
| +80% | +$484K |
|
3662
Sabesp
SBS
$17.8B
| $1.29M | ﹤0.01% |
804,742
+26,819
| +3% | +$52.2K |
|
3663
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$628M
| $1.29M | ﹤0.01% |
29,166
+7,562
| +35% | +$290K |
|
|
VMW
3664
DELISTED
VMware, Inc
VMW
| $1.29M | ﹤0.01% |
9,000
-28,143
| -76% | -$4M |
|
|
CRON
3665
PUT
Cronos Group
CRON
$1.13B
| $1.29M | ﹤0.01% |
257,200
+175,200
| +214% | +$1.03M |
|
|
SRG
3666
CALL
Seritage Growth Properties
SRG
$137M
| $1.29M | ﹤0.01% |
95,900
-40,000
| -29% | -$489K |
|
3667
PUT
Bread Financial
BFH
$4.37B
| $1.29M | ﹤0.01% |
38,467
-33,205
| -46% | -$1.18M |
|
3668
FlexShares Core Select Bond Fund
BNDC
$169M
| $1.29M | ﹤0.01% |
47,896
+12,349
| +35% | +$334K |
|
3669
PUT
Raymond James Financial
RJF
$34.6B
| $1.29M | ﹤0.01% |
26,550
-450
| -2% | -$21.8K |
|
|
BSML
3670
DELISTED
Invesco BulletShares 2021 Municipal Bond ETF
BSML
| $1.29M | ﹤0.01% |
50,838
-7,454
| -13% | -$189K |
|
3671
CALL
NNN REIT
NNN
$8.73B
| $1.29M | ﹤0.01% |
37,300
+8,400
| +29% | +$300K |
|
3672
Hilltop Holdings
HTH
$2.25B
| $1.29M | ﹤0.01% |
+62,497
| New | +$1.21M |
|
3673
Progyny
PGNY
$2.04B
| $1.29M | ﹤0.01% |
+43,690
| New | +$1.2M |
|
3674
Cardlytics
CDLX
$22.4M
| $1.28M | ﹤0.01% |
1,821
+564
| +45% | +$410K |
|
3675
CALL
IMAX
IMAX
$2.78B
| $1.28M | ﹤0.01% |
107,400
+69,500
| +183% | +$898K |
|
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.