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 | |
|---|---|---|---|---|---|---|
1301
iShares Latin America 40 ETF
ILF
$3.76B
| $8.91M | 0.01% |
+423,314
| New | +$9.59M |
|
1302
PUT
Cboe Global Markets
CBOE
$29.9B
| $8.91M | 0.01% |
101,600
| – | – |
|
1303
CALL
Digital Turbine
APPS
$1.74B
| $8.9M | 0.01% |
271,800
+43,700
| +19% | +$941K |
|
1304
Virgin Galactic
SPCE
$398M
| $8.9M | 0.01% |
23,134
+3,101
| +15% | +$1.18M |
|
1305
CALL
Equinox Gold
EQX
$13.5B
| $8.89M | 0.01% |
759,400
-34,500
| -4% | -$415K |
|
1306
Invesco BulletShares 2027 High Yield Corporate Bond ETF
BSJR
$869M
| $8.89M | 0.01% |
364,789
-25,560
| -7% | -$626K |
|
1307
CALL
XPO
XPO
$23.7B
| $8.88M | 0.01% |
303,307
-554,859
| -65% | -$16M |
|
1308
CALL
Kraft Heinz
KHC
$30B
| $8.87M | 0.01% |
296,100
-76,500
| -21% | -$2.55M |
|
1309
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $8.86M | 0.01% |
375,400
-1,211,800
| -76% | -$27.5M |
|
1310
CALL
iShares MSCI South Korea ETF
EWY
$24.1B
| $8.83M | 0.01% |
135,100
-32,100
| -19% | -$2.01M |
|
1311
CALL
F5
FFIV
$22.7B
| $8.83M | 0.01% |
71,900
+19,800
| +38% | +$2.66M |
|
|
KL
1312
CALL
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $8.82M | 0.01% |
180,800
-26,400
| -13% | -$1.32M |
|
1313
Agnico Eagle Mines
AEM
$90.5B
| $8.82M | 0.01% |
110,805
+42,058
| +61% | +$3.21M |
|
1314
CALL
FMC
FMC
$1.33B
| $8.82M | 0.01% |
83,300
+22,700
| +37% | +$2.43M |
|
1315
PUT
BJs Wholesale Club
BJ
$12.3B
| $8.81M | 0.01% |
212,000
+140,700
| +197% | +$5.82M |
|
1316
CALL
Moody's
MCO
$82.7B
| $8.78M | 0.01% |
30,300
+17,600
| +139% | +$5.02M |
|
1317
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
| $8.78M | 0.01% |
+84,324
| New | +$8.72M |
|
1318
PUT
Waste Management
WM
$91B
| $8.76M | 0.01% |
77,400
-31,900
| -29% | -$3.53M |
|
1319
CALL
Dover
DOV
$28.4B
| $8.75M | 0.01% |
80,800
+49,600
| +159% | +$5.31M |
|
1320
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $8.75M | 0.01% |
136,468
+72,272
| +113% | +$4.56M |
|
1321
Schwab US Large- Cap ETF
SCHX
$74.5B
| $8.74M | 0.01% |
650,364
+458,754
| +239% | +$6.1M |
|
1322
CALL
Whirlpool
WHR
$2.82B
| $8.73M | 0.01% |
47,500
+13,100
| +38% | +$2.18M |
|
|
MASI
1323
CALL
DELISTED
Masimo
MASI
| $8.71M | 0.01% |
36,900
-46,600
| -56% | -$10.4M |
|
1324
PUT
Valero Energy
VLO
$85.9B
| $8.71M | 0.01% |
201,100
-40,800
| -17% | -$2.14M |
|
1325
Manulife Financial
MFC
$73.5B
| $8.71M | 0.01% |
626,153
+123,753
| +25% | +$1.77M |
|
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.