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 | |
|---|---|---|---|---|---|---|
|
NBL
3776
CALL
DELISTED
Noble Energy, Inc.
NBL
| $1.2M | ﹤0.01% |
140,600
+71,000
| +102% | +$694K |
|
3777
PUT
Blink Charging
BLNK
$85.5M
| $1.2M | ﹤0.01% |
+116,300
| New | +$947K |
|
3778
PUT
Invesco Mortgage Capital
IVR
$802M
| $1.2M | ﹤0.01% |
44,260
-620
| -1% | -$19.1K |
|
3779
PUT
OraSure Technologies
OSUR
$268M
| $1.2M | ﹤0.01% |
+98,500
| New | +$1.35M |
|
3780
CALL
Walker & Dunlop
WD
$1.48B
| $1.2M | ﹤0.01% |
22,600
+1,200
| +6% | +$63K |
|
3781
CALL
FTAI Aviation
FTAI
$23.2B
| $1.2M | ﹤0.01% |
81,853
+66,279
| +426% | +$880K |
|
3782
CALL
Q2 Holdings
QTWO
$3.95B
| $1.2M | ﹤0.01% |
13,100
+10,600
| +424% | +$989K |
|
3783
PUT
Amplify Junior Silver Miners ETF
SILJ
$3.97B
| $1.2M | ﹤0.01% |
+86,600
| New | +$1.27M |
|
3784
CALL
Green Plains
GPRE
$1.09B
| $1.2M | ﹤0.01% |
77,200
+39,100
| +103% | +$536K |
|
3785
CALL
Repligen
RGEN
$9.3B
| $1.2M | ﹤0.01% |
8,100
+2,900
| +56% | +$415K |
|
3786
Sociedad Química y Minera de Chile
SQM
$20.6B
| $1.2M | ﹤0.01% |
36,838
+4,628
| +14% | +$144K |
|
|
VAPO
3787
PUT
DELISTED
Vapotherm, Inc. Common Stock
VAPO
| $1.2M | ﹤0.01% |
+5,150
| New | +$1.48M |
|
3788
PUT
FIVE9
FIVN
$2.44B
| $1.19M | ﹤0.01% |
9,200
-18,300
| -67% | -$2.2M |
|
3789
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.52B
| $1.19M | ﹤0.01% |
+2
| New | +$1.92M |
|
3790
PUT
Aflac
AFL
$60.7B
| $1.19M | ﹤0.01% |
32,800
+17,600
| +116% | +$641K |
|
3791
CALL
MarineMax
HZO
$1.16B
| $1.19M | ﹤0.01% |
+46,400
| New | +$1.28M |
|
3792
CALL
Southern Copper
SCCO
$164B
| $1.19M | ﹤0.01% |
28,711
-10,698
| -27% | -$439K |
|
3793
PUT
Upwork
UPWK
$1.03B
| $1.19M | ﹤0.01% |
68,300
+33,200
| +95% | +$497K |
|
|
CIT
3794
DELISTED
CIT Group Inc.
CIT
| $1.19M | ﹤0.01% |
67,226
+36,061
| +116% | +$689K |
|
3795
Alerian MLP ETF
AMLP
$13.3B
| $1.19M | ﹤0.01% |
59,598
-8,406
| -12% | -$194K |
|
|
VRNT
3796
CALL
DELISTED
Verint Systems
VRNT
| $1.19M | ﹤0.01% |
+48,486
| New | +$1.13M |
|
3797
Henry Schein
HSIC
$9.94B
| $1.19M | ﹤0.01% |
20,202
-28,114
| -58% | -$1.8M |
|
3798
PUT
JB Hunt Transport Services
JBHT
$24.9B
| $1.19M | ﹤0.01% |
+9,400
| New | +$1.25M |
|
3799
ProShares Inflation Expectations ETF
RINF
$18M
| $1.19M | ﹤0.01% |
45,983
+37,543
| +445% | +$950K |
|
3800
CALL
Jack Henry & Associates
JKHY
$10.9B
| $1.19M | ﹤0.01% |
7,300
+2,000
| +38% | +$347K |
|
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.