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 | |
|---|---|---|---|---|---|---|
|
SWCH
3976
CALL
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $1.07M | ﹤0.01% |
68,800
-158,100
| -70% | -$2.69M |
|
3977
Ingredion
INGR
$6.6B
| $1.07M | ﹤0.01% |
14,184
+2,141
| +18% | +$174K |
|
3978
PUT
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$102M
| $1.07M | ﹤0.01% |
151
-25
| -14% | -$137K |
|
|
SF
3979
PUT
Stifel
SF
$12.7B
| $1.07M | ﹤0.01% |
+47,700
| New | +$1.07M |
|
|
POLY
3980
DELISTED
Plantronics, Inc.
POLY
| $1.07M | ﹤0.01% |
90,565
+68,247
| +306% | +$1.07M |
|
3981
Global X Video Games & Esports ETF
HERO
$67.7M
| $1.07M | ﹤0.01% |
+39,435
| New | +$1.01M |
|
3982
PUT
Progress Software
PRGS
$1.77B
| $1.07M | ﹤0.01% |
29,200
-14,000
| -32% | -$510K |
|
|
DCP
3983
CALL
DELISTED
DCP Midstream, LP
DCP
| $1.07M | ﹤0.01% |
95,900
-6,700
| -7% | -$81.1K |
|
|
VSPRU
3984
DELISTED
Vesper Healthcare Acquisition Corp. Unit
VSPRU
| $1.07M | ﹤0.01% |
+104,339
| New | +$1.07M |
|
3985
Armstrong World Industries
AWI
$7.89B
| $1.07M | ﹤0.01% |
15,538
-19,016
| -55% | -$1.39M |
|
3986
Denali Therapeutics
DNLI
$3.95B
| $1.07M | ﹤0.01% |
29,846
+6,919
| +30% | +$208K |
|
3987
PUT
W.W. Grainger
GWW
$61.3B
| $1.07M | ﹤0.01% |
3,000
+200
| +7% | +$68.9K |
|
3988
CALL
LKQ Corp
LKQ
$6.25B
| $1.07M | ﹤0.01% |
38,600
+3,900
| +11% | +$115K |
|
3989
PUT
Omega Healthcare
OHI
$13.8B
| $1.07M | ﹤0.01% |
35,700
-33,700
| -49% | -$1.05M |
|
3990
Icon
ICLR
$12.8B
| $1.07M | ﹤0.01% |
5,589
+2,677
| +92% | +$492K |
|
3991
CALL
Range Resources
RRC
$9.5B
| $1.07M | ﹤0.01% |
161,400
-570,100
| -78% | -$4.13M |
|
|
IXSE
3992
DELISTED
WisdomTree India Ex-State-Owned Enterprises Fund
IXSE
| $1.07M | ﹤0.01% |
43,251
-2,167
| -5% | -$51.4K |
|
|
ZDEU
3993
DELISTED
SPDR Solactive Germany ETF
ZDEU
| $1.07M | ﹤0.01% |
18,060
-29,876
| -62% | -$1.77M |
|
3994
PUT
American Eagle Outfitters
AEO
$2.91B
| $1.06M | ﹤0.01% |
71,900
+16,300
| +29% | +$194K |
|
3995
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $1.06M | ﹤0.01% |
42,000
+19,400
| +86% | +$493K |
|
3996
PUT
Guidewire Software
GWRE
$14.7B
| $1.06M | ﹤0.01% |
10,200
+2,800
| +38% | +$315K |
|
|
USCR
3997
CALL
DELISTED
U S Concrete, Inc.
USCR
| $1.06M | ﹤0.01% |
36,600
-2,100
| -5% | -$56.7K |
|
3998
Merit Medical Systems
MMSI
$5.44B
| $1.06M | ﹤0.01% |
+24,358
| New | +$1.1M |
|
3999
American Airlines Group
AAL
$10.1B
| $1.06M | ﹤0.01% |
86,027
-1,726,656
| -95% | -$21.6M |
|
4000
Fidelity High Dividend ETF
FDVV
$10.4B
| $1.06M | ﹤0.01% |
38,177
-22,989
| -38% | -$646K |
|
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.