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 | |
|---|---|---|---|---|---|---|
5176
CALL
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
| $488K | ﹤0.01% |
9,100
-12,000
| -57% | -$637K |
|
5177
Travel + Leisure Co
TNL
$4.58B
| $488K | ﹤0.01% |
15,872
-86,620
| -85% | -$2.59M |
|
5178
CALL
Pediatrix Medical
MD
$2.15B
| $487K | ﹤0.01% |
29,900
+14,100
| +89% | +$262K |
|
5179
CALL
ProShares UltraShort MSCI Brazil Capped
BZQ
$2.72M
| $486K | ﹤0.01% |
1,775
-1,669
| -48% | -$394K |
|
5180
CALL
Commault Systems
CVLT
$6.26B
| $486K | ﹤0.01% |
+11,900
| New | +$489K |
|
5181
Texas Capital Bancshares
TCBI
$4.38B
| $486K | ﹤0.01% |
15,603
+284
| +2% | +$8.96K |
|
|
MDRX
5182
DELISTED
Veradigm Inc. Common Stock
MDRX
| $486K | ﹤0.01% |
59,694
-7,384
| -11% | -$60.3K |
|
5183
PUT
iShare MSCI Eurozone ETF
EZU
$9.96B
| $485K | ﹤0.01% |
12,800
-3,600
| -22% | -$139K |
|
5184
iShares US Real Estate ETF
IYR
$4.58B
| $485K | ﹤0.01% |
6,072
-1,770
| -23% | -$143K |
|
5185
CALL
KBR
KBR
$4.8B
| $485K | ﹤0.01% |
+21,700
| New | +$503K |
|
5186
Reynolds Consumer Products
REYN
$5.53B
| $485K | ﹤0.01% |
+15,823
| New | +$521K |
|
|
SA
5187
PUT
Seabridge Gold
SA
$3.5B
| $485K | ﹤0.01% |
25,800
-13,900
| -35% | -$261K |
|
|
WWE
5188
DELISTED
World Wrestling Entertainment
WWE
| $485K | ﹤0.01% |
11,997
+6,263
| +109% | +$274K |
|
5189
PUT
Alto Ingredients
ALTO
$315M
| $484K | ﹤0.01% |
+66,200
| New | +$229K |
|
5190
Ametek
AME
$59.3B
| $484K | ﹤0.01% |
4,866
-210,087
| -98% | -$20.3M |
|
5191
CALL
Howard Hughes
HHH
$3.98B
| $484K | ﹤0.01% |
8,812
+3,567
| +68% | +$191K |
|
5192
PUT
Middleby
MIDD
$5.38B
| $484K | ﹤0.01% |
5,400
-3,000
| -36% | -$272K |
|
5193
Veracyte
VCYT
$3.59B
| $484K | ﹤0.01% |
14,902
+6,847
| +85% | +$218K |
|
5194
CALL
BioCryst Pharmaceuticals
BCRX
$2.71B
| $483K | ﹤0.01% |
140,500
-122,400
| -47% | -$525K |
|
5195
CALL
Mettler-Toledo International
MTD
$28.8B
| $483K | ﹤0.01% |
500
-200
| -29% | -$186K |
|
5196
CALL
Pitney Bowes
PBI
$2.28B
| $483K | ﹤0.01% |
+91,000
| New | +$420K |
|
|
BAND
5197
Bandwidth Inc
BAND
$1.67B
| $482K | ﹤0.01% |
2,762
-3,911
| -59% | -$579K |
|
5198
Cogent Communications
CCOI
$525M
| $482K | ﹤0.01% |
+8,036
| New | +$586K |
|
5199
CALL
UroGen Pharma
URGN
$2.39B
| $482K | ﹤0.01% |
25,000
-100
| -0.4% | -$2.26K |
|
|
5200
PUT
UroGen Pharma
URGN
$2.39B
| $482K | ﹤0.01% |
25,000
| – | – |
|
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.