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 | |
|---|---|---|---|---|---|---|
4026
CALL
Magna International
MGA
$18.8B
| $1.04M | ﹤0.01% |
22,800
+17,900
| +365% | +$861K |
|
4027
CALL
TransUnion
TRU
$15.4B
| $1.04M | ﹤0.01% |
12,400
+6,100
| +97% | +$527K |
|
|
ETRN
4028
CALL
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $1.04M | ﹤0.01% |
+123,100
| New | +$1.2M |
|
|
USCR
4029
PUT
DELISTED
U S Concrete, Inc.
USCR
| $1.04M | ﹤0.01% |
35,800
+1,700
| +5% | +$45.9K |
|
4030
BorgWarner
BWA
$14.2B
| $1.04M | ﹤0.01% |
30,457
+20,466
| +205% | +$704K |
|
4031
PUT
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$194M
| $1.04M | ﹤0.01% |
82,000
+57,200
| +231% | +$702K |
|
4032
Williams Companies
WMB
$88.4B
| $1.04M | ﹤0.01% |
52,873
-54,152
| -51% | -$1.1M |
|
4033
CALL
Genworth Financial
GNW
$3.7B
| $1.04M | ﹤0.01% |
309,800
+295,300
| +2,037% | +$787K |
|
4034
Seres Therapeutics
MCRB
$46.6M
| $1.04M | ﹤0.01% |
1,832
+1,116
| +156% | +$371K |
|
|
CVET
4035
DELISTED
Covetrus, Inc. Common Stock
CVET
| $1.04M | ﹤0.01% |
42,485
+11,810
| +39% | +$255K |
|
|
INAQU
4036
DELISTED
INSU Acquisition Corp. II Unit
INAQU
| $1.04M | ﹤0.01% |
+100,000
| New | +$1.05M |
|
4037
CALL
Vuzix
VUZI
$220M
| $1.03M | ﹤0.01% |
+226,700
| New | +$886K |
|
4038
CoreCivic
CXW
$3.35B
| $1.03M | ﹤0.01% |
+129,135
| New | +$1.17M |
|
|
API
4039
CALL
Agora
API
$395M
| $1.03M | ﹤0.01% |
+24,000
| New | +$1.12M |
|
4040
Invesco BulletShares 2028 Municipal Bond ETF
BSMS
$317M
| $1.03M | ﹤0.01% |
40,302
-60,103
| -60% | -$1.55M |
|
4041
PUT
Golar LNG
GLNG
$5.17B
| $1.03M | ﹤0.01% |
+170,300
| New | +$1.52M |
|
4042
KeyCorp
KEY
$24.3B
| $1.03M | ﹤0.01% |
86,462
-109,015
| -56% | -$1.33M |
|
4043
PUT
Teradata
TDC
$2.5B
| $1.03M | ﹤0.01% |
45,400
-6,500
| -13% | -$144K |
|
4044
Nordson
NDSN
$17.3B
| $1.03M | ﹤0.01% |
5,367
-2,754
| -34% | -$530K |
|
|
MAXR
4045
PUT
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $1.03M | ﹤0.01% |
41,300
-5,700
| -12% | -$126K |
|
|
IFFT
4046
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
| $1.03M | ﹤0.01% |
23,243
+2,628
| +13% | +$119K |
|
4047
CALL
Oshkosh
OSK
$9.62B
| $1.03M | ﹤0.01% |
+14,000
| New | +$1.08M |
|
4048
CALL
Applied Optoelectronics
AAOI
$11.4B
| $1.03M | ﹤0.01% |
91,300
+77,300
| +552% | +$937K |
|
4049
Blackstone Mortgage Trust
BXMT
$2.47B
| $1.03M | ﹤0.01% |
+46,773
| New | +$1.1M |
|
4050
Virtus SEIX Senior Loan ETF
SEIX
$253M
| $1.03M | ﹤0.01% |
42,509
-1,100
| -3% | -$26.7K |
|
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.