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 | |
|---|---|---|---|---|---|---|
1751
CALL
Macy's
M
$6.68B
| $5.48M | ﹤0.01% |
960,900
-282,900
| -23% | -$1.89M |
|
|
CYBR
1752
PUT
DELISTED
CyberArk
CYBR
| $5.47M | ﹤0.01% |
52,900
-22,500
| -30% | -$2.42M |
|
1753
Lowe's Companies
LOW
$125B
| $5.47M | ﹤0.01% |
32,983
-9,545
| -22% | -$1.47M |
|
1754
Invesco Ultra Short Duration ETF
GSY
$3.9B
| $5.47M | ﹤0.01% |
108,249
-189,370
| -64% | -$9.56M |
|
1755
PUT
ARK Innovation ETF
ARKK
$6.31B
| $5.46M | ﹤0.01% |
+59,400
| New | +$5.08M |
|
|
CD
1756
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
| $5.46M | ﹤0.01% |
+336,722
| New | +$5.46M |
|
1757
Church & Dwight Co
CHD
$24.5B
| $5.46M | ﹤0.01% |
58,296
+53,396
| +1,090% | +$4.85M |
|
1758
iShares Global Materials ETF
MXI
$362M
| $5.46M | ﹤0.01% |
+78,193
| New | +$5.38M |
|
1759
CALL
Alcoa
AA
$13.2B
| $5.46M | ﹤0.01% |
469,600
+155,500
| +50% | +$2.09M |
|
1760
PUT
iQIYI
IQ
$1.28B
| $5.44M | ﹤0.01% |
241,100
-152,500
| -39% | -$3.34M |
|
1761
ProShares UltraShort Bloomberg Natural Gas
KOLD
$103M
| $5.44M | ﹤0.01% |
14,317
+13,856
| +3,006% | +$6.13M |
|
1762
CALL
Yeti Holdings
YETI
$3.95B
| $5.44M | ﹤0.01% |
120,000
-43,300
| -27% | -$2.05M |
|
|
IPHI
1763
PUT
DELISTED
INPHI CORPORATION
IPHI
| $5.43M | ﹤0.01% |
48,400
+34,100
| +238% | +$3.98M |
|
1764
EMQQ The Emerging Markets Internet & Ecommerce ETF
EMQQ
$278M
| $5.43M | ﹤0.01% |
103,965
+53,888
| +108% | +$2.78M |
|
|
HOLX
1765
CALL
DELISTED
Hologic
HOLX
| $5.42M | ﹤0.01% |
81,600
+44,500
| +120% | +$2.82M |
|
1766
Invesco
IVZ
$13.9B
| $5.42M | ﹤0.01% |
474,769
+432,259
| +1,017% | +$4.58M |
|
|
P
1767
PUT
Everpure Inc
P
$29.9B
| $5.41M | ﹤0.01% |
351,500
+292,100
| +492% | +$4.77M |
|
1768
CALL
APA Corp
APA
$13.2B
| $5.4M | ﹤0.01% |
570,400
+40,300
| +8% | +$552K |
|
1769
PUT
Sysco
SYY
$40.3B
| $5.4M | ﹤0.01% |
86,800
+9,600
| +12% | +$559K |
|
1770
Chunghwa Telecom
CHT
$33B
| $5.4M | ﹤0.01% |
146,397
+100,992
| +222% | +$3.74M |
|
1771
Schrodinger
SDGR
$1.36B
| $5.4M | ﹤0.01% |
+113,566
| New | +$7.81M |
|
1772
Thor Industries
THO
$4.14B
| $5.4M | ﹤0.01% |
56,654
+11,168
| +25% | +$1.16M |
|
1773
Quest Diagnostics
DGX
$26.3B
| $5.39M | ﹤0.01% |
47,121
-7,620
| -14% | -$900K |
|
1774
CALL
PTC
PTC
$16B
| $5.38M | ﹤0.01% |
65,100
+44,100
| +210% | +$3.76M |
|
1775
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $5.38M | ﹤0.01% |
99,900
+31,200
| +45% | +$1.58M |
|
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.