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 | |
|---|---|---|---|---|---|---|
1776
PUT
Tandem Diabetes Care
TNDM
$1.56B
| $5.36M | ﹤0.01% |
47,200
-10,400
| -18% | -$1.09M |
|
1777
CALL
Intercontinental Exchange
ICE
$84.4B
| $5.35M | ﹤0.01% |
53,500
-38,200
| -42% | -$3.77M |
|
1778
CALL
CoStar Group
CSGP
$12.3B
| $5.35M | ﹤0.01% |
63,000
-25,000
| -28% | -$1.99M |
|
|
DISH
1779
PUT
DELISTED
DISH Network Corp.
DISH
| $5.34M | ﹤0.01% |
184,000
-111,600
| -38% | -$3.68M |
|
1780
CALL
Xcel Energy
XEL
$48.8B
| $5.34M | ﹤0.01% |
77,400
+200
| +0.3% | +$13.6K |
|
|
DRE
1781
DELISTED
Duke Realty Corp.
DRE
| $5.33M | ﹤0.01% |
144,325
-167,362
| -54% | -$6.3M |
|
1782
Apollo Global Management
APO
$73.4B
| $5.32M | ﹤0.01% |
118,914
+70,980
| +148% | +$3.41M |
|
1783
CALL
GSK
GSK
$106B
| $5.32M | ﹤0.01% |
112,960
-25,680
| -19% | -$1.29M |
|
1784
CALL
PACCAR
PCAR
$70.1B
| $5.3M | ﹤0.01% |
93,300
-67,200
| -42% | -$3.77M |
|
|
NUVA
1785
DELISTED
NuVasive, Inc.
NUVA
| $5.3M | ﹤0.01% |
109,204
+71,136
| +187% | +$3.83M |
|
1786
iShares 20+ Year Treasury Bond ETF
TLT
$41.7B
| $5.3M | ﹤0.01% |
32,470
-543,590
| -94% | -$90.2M |
|
1787
Fiverr
FVRR
$339M
| $5.28M | ﹤0.01% |
37,990
+24,916
| +191% | +$2.67M |
|
|
TCO
1788
CALL
DELISTED
Taubman Centers Inc.
TCO
| $5.27M | ﹤0.01% |
+158,300
| New | +$5.9M |
|
|
BNY
1789
Bank of New York Mellon
BNY
$107B
| $5.27M | ﹤0.01% |
153,390
-61,270
| -29% | -$2.23M |
|
1790
CALL
Steris
STE
$23.1B
| $5.27M | ﹤0.01% |
29,900
+21,800
| +269% | +$3.49M |
|
|
CFIIU
1791
DELISTED
CF Finance Acquisition Corp. II Unit
CFIIU
| $5.27M | ﹤0.01% |
+525,375
| New | +$5.26M |
|
1792
TC Energy
TRP
$65.9B
| $5.26M | ﹤0.01% |
125,310
+61,894
| +98% | +$2.83M |
|
1793
CALL
Sibanye-Stillwater
SBSW
$7.53B
| $5.25M | ﹤0.01% |
475,100
+106,700
| +29% | +$1.22M |
|
1794
CALL
Rithm Capital
RITM
$5.69B
| $5.25M | ﹤0.01% |
660,400
-81,100
| -11% | -$624K |
|
|
AMED
1795
DELISTED
Amedisys
AMED
| $5.25M | ﹤0.01% |
22,192
-55,917
| -72% | -$12.7M |
|
|
OTRK
1796
PUT
DELISTED
Ontrak
OTRK
| $5.24M | ﹤0.01% |
+970
| New | +$4.49M |
|
1797
PUT
National Beverage
FIZZ
$3.01B
| $5.24M | ﹤0.01% |
154,000
+127,600
| +483% | +$4.47M |
|
1798
ACM Research
ACMR
$5.79B
| $5.23M | ﹤0.01% |
226,896
+88,557
| +64% | +$2.52M |
|
|
MRTX
1799
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $5.22M | ﹤0.01% |
31,444
+26,223
| +502% | +$3.59M |
|
|
PXD
1800
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $5.22M | ﹤0.01% |
60,700
-122,600
| -67% | -$12.1M |
|
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.