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 | |
|---|---|---|---|---|---|---|
1551
Yum! Brands
YUM
$41.1B
| $6.78M | ﹤0.01% |
74,247
-250,438
| -77% | -$23.1M |
|
|
BSJM
1552
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
| $6.77M | ﹤0.01% |
296,196
-156,331
| -35% | -$3.57M |
|
1553
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.33B
| $6.75M | ﹤0.01% |
+134,135
| New | +$6.73M |
|
1554
PUT
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $6.74M | ﹤0.01% |
184,900
+12,300
| +7% | +$443K |
|
1555
PUT
Tyson Foods
TSN
$20.4B
| $6.71M | ﹤0.01% |
112,900
+29,500
| +35% | +$1.82M |
|
1556
CALL
Corpay
CPAY
$25.7B
| $6.69M | ﹤0.01% |
28,100
-168,400
| -86% | -$41.6M |
|
|
BAND
1557
CALL
Bandwidth Inc
BAND
$1.61B
| $6.69M | ﹤0.01% |
38,300
+29,900
| +356% | +$4.43M |
|
1558
PUT
Rocket Companies
RKT
$38.9B
| $6.68M | ﹤0.01% |
+335,200
| New | +$7.82M |
|
1559
Lumentum
LITE
$69.3B
| $6.68M | ﹤0.01% |
88,862
-214,964
| -71% | -$17.8M |
|
|
TWOU
1560
PUT
DELISTED
2U Inc
TWOU
| $6.66M | ﹤0.01% |
6,560
+3,973
| +154% | +$4.72M |
|
|
GRUB
1561
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $6.66M | ﹤0.01% |
46,024
-58,934
| -56% | -$8.5M |
|
|
JOYY
1562
CALL
JOYY Inc
JOYY
$3.75B
| $6.66M | ﹤0.01% |
82,500
-83,700
| -50% | -$6.86M |
|
|
JPXN
1563
iShares JPX-Nikkei 400 ETF
JPXN
$140M
| $6.65M | ﹤0.01% |
103,951
-14,288
| -12% | -$883K |
|
1564
CALL
Vanguard S&P 500 ETF
VOO
$1.01T
| $6.64M | ﹤0.01% |
21,600
-33,900
| -61% | -$10.3M |
|
1565
PUT
Intercontinental Exchange
ICE
$84.4B
| $6.64M | ﹤0.01% |
66,400
+30,200
| +83% | +$2.98M |
|
1566
CALL
Stride
LRN
$3.43B
| $6.63M | ﹤0.01% |
+251,900
| New | +$9.74M |
|
1567
Capital One
COF
$134B
| $6.63M | ﹤0.01% |
92,257
-114,972
| -55% | -$7.69M |
|
1568
NovaGold Resources
NG
$3.33B
| $6.62M | ﹤0.01% |
556,943
+9,584
| +2% | +$93.5K |
|
1569
CALL
Prologis
PLD
$133B
| $6.62M | ﹤0.01% |
65,800
-1,200
| -2% | -$120K |
|
|
BFX
1570
CALL
DELISTED
BowFlex Inc.
BFX
| $6.62M | ﹤0.01% |
+385,700
| New | +$4.94M |
|
|
SIX
1571
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $6.6M | ﹤0.01% |
325,300
-296,000
| -48% | -$6.09M |
|
1572
CALL
Cardinal Health
CAH
$55.4B
| $6.6M | ﹤0.01% |
140,600
-32,500
| -19% | -$1.67M |
|
1573
Caterpillar
CAT
$387B
| $6.59M | ﹤0.01% |
44,209
-95,218
| -68% | -$13.4M |
|
1574
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$386M
| $6.59M | ﹤0.01% |
926,896
-1,118,128
| -55% | -$8.61M |
|
1575
CALL
Tencent Music
TME
$15.6B
| $6.59M | ﹤0.01% |
446,200
-238,500
| -35% | -$3.72M |
|
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.