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 | |
|---|---|---|---|---|---|---|
1626
Invesco China Technology ETF
CQQQ
$3.22B
| $6.26M | ﹤0.01% |
90,465
+45,161
| +100% | +$3.14M |
|
1627
AutoZone
AZO
$51.1B
| $6.25M | ﹤0.01% |
5,310
-5,019
| -49% | -$5.93M |
|
1628
PUT
The Mosaic Company
MOS
$7.33B
| $6.25M | ﹤0.01% |
341,900
-330,000
| -49% | -$5.37M |
|
1629
Infosys
INFY
$50.7B
| $6.24M | ﹤0.01% |
451,785
-290,260
| -39% | -$3.62M |
|
1630
Goldman Sachs ActiveBeta Japan Equity ETF
GSJY
$88.2M
| $6.23M | ﹤0.01% |
187,821
+15,504
| +9% | +$498K |
|
1631
Planet Fitness
PLNT
$3.78B
| $6.23M | ﹤0.01% |
101,159
+69,797
| +223% | +$4.01M |
|
1632
PUT
Kimberly-Clark
KMB
$36.5B
| $6.23M | ﹤0.01% |
42,200
-13,600
| -24% | -$2.04M |
|
|
IPHI
1633
CALL
DELISTED
INPHI CORPORATION
IPHI
| $6.23M | ﹤0.01% |
55,500
+7,500
| +16% | +$875K |
|
1634
Sysco
SYY
$40.3B
| $6.22M | ﹤0.01% |
99,997
-79,515
| -44% | -$4.63M |
|
1635
RTX Corp
RTX
$301B
| $6.21M | ﹤0.01% |
108,001
-440,469
| -80% | -$26.8M |
|
1636
PUT
Ciena
CIEN
$58.4B
| $6.21M | ﹤0.01% |
156,400
-39,200
| -20% | -$2.06M |
|
1637
iShares GNMA Bond ETF
GNMA
$423M
| $6.21M | ﹤0.01% |
121,462
-104,526
| -46% | -$5.35M |
|
1638
FlexShares Credit-Scored US Corporate Bond Index Fund
SKOR
$737M
| $6.19M | ﹤0.01% |
112,907
+96,927
| +607% | +$5.32M |
|
1639
Intuit
INTU
$89B
| $6.17M | ﹤0.01% |
18,923
+11,240
| +146% | +$3.52M |
|
|
BBL
1640
PUT
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $6.17M | ﹤0.01% |
144,700
+125,800
| +666% | +$5.62M |
|
1641
Vanguard Global ex-US Real Estate ETF
VNQI
$3.53B
| $6.16M | ﹤0.01% |
126,787
+122,245
| +2,691% | +$5.94M |
|
1642
PUT
Aptiv
APTV
$10.3B
| $6.16M | ﹤0.01% |
67,200
+20,900
| +45% | +$1.75M |
|
1643
PUT
Voya Financial
VOYA
$9.19B
| $6.14M | ﹤0.01% |
+128,100
| New | +$6.31M |
|
1644
CALL
Albemarle
ALB
$15.5B
| $6.13M | ﹤0.01% |
68,700
-67,500
| -50% | -$5.98M |
|
|
ACH
1645
Accendra Health
ACH
$214M
| $6.12M | ﹤0.01% |
+243,735
| New | +$3.55M |
|
|
BIG
1646
CALL
DELISTED
Big Lots, Inc.
BIG
| $6.12M | ﹤0.01% |
137,100
+46,900
| +52% | +$2.11M |
|
1647
CALL
PagSeguro Digital
PAGS
$2.55B
| $6.11M | ﹤0.01% |
161,900
+82,700
| +104% | +$3.21M |
|
1648
WPP
WPP
$5.94B
| $6.09M | ﹤0.01% |
155,093
+70,894
| +84% | +$2.8M |
|
1649
Direxion Daily Technology Bull 3x ETF
TECL
$6.21B
| $6.09M | ﹤0.01% |
199,140
+74,150
| +59% | +$2.14M |
|
|
JHG
1650
DELISTED
Janus Henderson
JHG
| $6.08M | ﹤0.01% |
284,324
-598,480
| -68% | -$12.4M |
|
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.