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 | |
|---|---|---|---|---|---|---|
|
GAP
1526
The Gap Inc
GAP
$7.37B
| $6.95M | ﹤0.01% |
408,059
+71,123
| +21% | +$1.06M |
|
1527
PUT
Plug Power
PLUG
$3.04B
| $6.95M | ﹤0.01% |
518,000
+63,700
| +14% | +$702K |
|
1528
PUT
Ericsson
ERIC
$33.3B
| $6.94M | ﹤0.01% |
637,400
-5,600
| -0.9% | -$61.8K |
|
1529
FlexShares Ultra-Short Income Fund
RAVI
$1.49B
| $6.93M | ﹤0.01% |
90,809
+52,149
| +135% | +$3.98M |
|
1530
CALL
FirstEnergy
FE
$27.5B
| $6.93M | ﹤0.01% |
241,300
+88,800
| +58% | +$2.79M |
|
|
DQ
1531
Daqo New Energy
DQ
$996M
| $6.91M | ﹤0.01% |
255,475
+240,360
| +1,590% | +$5.35M |
|
|
RTP.U
1532
DELISTED
Reinvent Technology Partners Units, each consisting of one Class A ordinary share and one-fourth of
RTP.U
| $6.91M | ﹤0.01% |
+601,191
| New | +$6.91M |
|
1533
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $6.9M | ﹤0.01% |
89,678
-62,377
| -41% | -$4.67M |
|
1534
PUT
Archer Daniels Midland
ADM
$36.9B
| $6.89M | ﹤0.01% |
148,300
+106,000
| +251% | +$4.63M |
|
1535
PUT
Phillips 66
PSX
$81.4B
| $6.88M | ﹤0.01% |
132,800
+74,700
| +129% | +$4.56M |
|
1536
PUT
Parker-Hannifin
PH
$135B
| $6.86M | ﹤0.01% |
33,900
+21,200
| +167% | +$4.17M |
|
1537
CALL
Polaris
PII
$4.07B
| $6.86M | ﹤0.01% |
72,700
+14,000
| +24% | +$1.38M |
|
1538
PUT
Edwards Lifesciences
EW
$51.7B
| $6.85M | ﹤0.01% |
85,800
+40,500
| +89% | +$3.16M |
|
1539
PUT
Philip Morris
PM
$295B
| $6.84M | ﹤0.01% |
91,200
-55,900
| -38% | -$4.31M |
|
1540
PUT
Royal Gold
RGLD
$19.5B
| $6.83M | ﹤0.01% |
56,800
-4,300
| -7% | -$565K |
|
|
SAVE
1541
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $6.82M | ﹤0.01% |
423,800
-633,600
| -60% | -$10.9M |
|
1542
CALL
Royal Bank of Canada
RY
$293B
| $6.82M | ﹤0.01% |
97,200
+21,000
| +28% | +$1.51M |
|
1543
CALL
Carlyle Group
CG
$17.2B
| $6.82M | ﹤0.01% |
276,300
-50,900
| -16% | -$1.37M |
|
1544
CALL
Bloom Energy
BE
$64.6B
| $6.81M | ﹤0.01% |
379,100
+86,500
| +30% | +$1.29M |
|
|
WRK
1545
PUT
DELISTED
WestRock Company
WRK
| $6.81M | ﹤0.01% |
195,900
+132,800
| +210% | +$4.1M |
|
1546
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$689M
| $6.8M | ﹤0.01% |
121,559
+40,629
| +50% | +$2.28M |
|
1547
eHealth
EHTH
$43.9M
| $6.8M | ﹤0.01% |
86,095
+83,354
| +3,041% | +$6.76M |
|
1548
Invesco Short Term Treasury ETF
TBLL
$2.61B
| $6.79M | ﹤0.01% |
+64,253
| New | +$6.8M |
|
1549
CALL
Nucor
NUE
$62.1B
| $6.79M | ﹤0.01% |
151,300
-10,800
| -7% | -$478K |
|
1550
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
| $6.78M | ﹤0.01% |
219,715
+95,811
| +77% | +$2.95M |
|
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.