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 | |
|---|---|---|---|---|---|---|
1676
Darden Restaurants
DRI
$24.4B
| $5.93M | ﹤0.01% |
58,857
-21,577
| -27% | -$1.79M |
|
|
IRBT
1677
PUT
DELISTED
iRobot
IRBT
| $5.93M | ﹤0.01% |
78,100
-55,400
| -41% | -$4.27M |
|
1678
Ulta Beauty
ULTA
$24.3B
| $5.93M | ﹤0.01% |
26,470
-6,252
| -19% | -$1.35M |
|
1679
PUT
SL Green Realty
SLG
$3.99B
| $5.91M | ﹤0.01% |
131,710
+71,279
| +118% | +$3.3M |
|
1680
CALL
Vanguard FTSE Developed Markets ETF
VEA
$236B
| $5.91M | ﹤0.01% |
144,500
+92,300
| +177% | +$3.79M |
|
1681
CALL
Conagra Brands
CAG
$7.23B
| $5.9M | ﹤0.01% |
165,300
-405,000
| -71% | -$14.8M |
|
1682
PUT
Lennox International
LII
$15.2B
| $5.89M | ﹤0.01% |
+21,600
| New | +$5.77M |
|
|
AXON
1683
Axon Enterprise
AXON
$46.4B
| $5.88M | ﹤0.01% |
64,837
-110,849
| -63% | -$9.64M |
|
|
BLUE
1684
PUT
DELISTED
bluebird bio
BLUE
| $5.86M | ﹤0.01% |
8,384
+2,911
| +53% | +$2.27M |
|
1685
PUT
Ford
F
$55.7B
| $5.86M | ﹤0.01% |
879,300
-403,700
| -31% | -$2.73M |
|
1686
iShares Russell 1000 Value ETF
IWD
$83.7B
| $5.86M | ﹤0.01% |
49,576
+25,572
| +107% | +$3.03M |
|
1687
Protolabs
PRLB
$2.13B
| $5.86M | ﹤0.01% |
45,221
+13,959
| +45% | +$1.83M |
|
|
COOP
1688
PUT
DELISTED
Mr. Cooper
COOP
| $5.86M | ﹤0.01% |
262,300
+84,900
| +48% | +$1.46M |
|
|
SFIX
1689
PUT
Stitch Fix
SFIX
$560M
| $5.86M | ﹤0.01% |
215,800
+151,900
| +238% | +$3.9M |
|
1690
PUT
Stanley Black & Decker
SWK
$15.7B
| $5.86M | ﹤0.01% |
36,100
-15,600
| -30% | -$2.43M |
|
|
BNY
1691
CALL
Bank of New York Mellon
BNY
$107B
| $5.84M | ﹤0.01% |
170,000
+23,100
| +16% | +$841K |
|
1692
WisdomTree International Hedged Quality Dividend Growth Fund
IHDG
$2.25B
| $5.84M | ﹤0.01% |
159,580
+44,518
| +39% | +$1.6M |
|
1693
Cadence Design Systems
CDNS
$93.4B
| $5.83M | ﹤0.01% |
54,712
-18,292
| -25% | -$1.92M |
|
1694
Kroger
KR
$34.8B
| $5.83M | ﹤0.01% |
172,026
-339,379
| -66% | -$11.7M |
|
|
WRK
1695
CALL
DELISTED
WestRock Company
WRK
| $5.83M | ﹤0.01% |
167,900
+58,100
| +53% | +$1.8M |
|
1696
Enbridge
ENB
$112B
| $5.83M | ﹤0.01% |
199,633
+141,092
| +241% | +$4.44M |
|
1697
Ascendis Pharma A/S
ASND
$16.8B
| $5.82M | ﹤0.01% |
37,723
-2,870
| -7% | -$413K |
|
1698
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$227M
| $5.82M | ﹤0.01% |
269,190
+184,171
| +217% | +$3.98M |
|
|
LKFT
1699
CALL
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.77B
| $5.82M | ﹤0.01% |
41,000
-187,400
| -82% | -$31.2M |
|
1700
PUT
Dominion Energy
D
$59.3B
| $5.82M | ﹤0.01% |
73,700
-7,400
| -9% | -$581K |
|
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.