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 | |
|---|---|---|---|---|---|---|
1801
PUT
General Dynamics
GD
$106B
| $5.22M | ﹤0.01% |
37,700
+6,900
| +22% | +$1.02M |
|
1802
iShares Global Utilities ETF
JXI
$311M
| $5.21M | ﹤0.01% |
92,901
-11,856
| -11% | -$665K |
|
1803
SLB Ltd
SLB
$75B
| $5.2M | ﹤0.01% |
334,121
-329,183
| -50% | -$6.12M |
|
1804
iShares S&P GSCI Commodity-Indexed Trust
GSG
$968M
| $5.2M | ﹤0.01% |
483,220
+348,201
| +258% | +$3.77M |
|
1805
Unity
U
$18.9B
| $5.19M | ﹤0.01% |
+59,513
| New | +$5.02M |
|
|
BLUE
1806
DELISTED
bluebird bio
BLUE
| $5.19M | ﹤0.01% |
7,428
+2,610
| +54% | +$2.04M |
|
1807
PUT
Zimmer Biomet
ZBH
$18.4B
| $5.19M | ﹤0.01% |
39,243
-15,862
| -29% | -$2.07M |
|
1808
CALL
Warner Bros
WBD
$67.1B
| $5.18M | ﹤0.01% |
238,100
+119,900
| +101% | +$2.62M |
|
1809
PUT
Church & Dwight Co
CHD
$24.5B
| $5.17M | ﹤0.01% |
55,200
+48,300
| +700% | +$4.38M |
|
1810
CALL
Vodafone
VOD
$37.4B
| $5.17M | ﹤0.01% |
385,200
+345,000
| +858% | +$5.2M |
|
1811
Direxion Daily Robotics Artificial Intelligence & Automation Index Bull 2X ETF
UBOT
$27M
| $5.15M | ﹤0.01% |
150,605
-74,950
| -33% | -$2.2M |
|
1812
Viatris
VTRS
$18.9B
| $5.15M | ﹤0.01% |
347,443
+97,475
| +39% | +$1.56M |
|
1813
iShares Floating Rate Bond ETF
FLOT
$10.3B
| $5.15M | ﹤0.01% |
101,491
-1,037,169
| -91% | -$52.5M |
|
1814
CALL
Trex
TREX
$5.01B
| $5.14M | ﹤0.01% |
71,800
+36,000
| +101% | +$2.49M |
|
1815
CALL
Ambarella
AMBA
$3.81B
| $5.14M | ﹤0.01% |
98,500
-32,200
| -25% | -$1.56M |
|
1816
WisdomTree Europe SmallCap Dividend Fund
DFE
$169M
| $5.13M | ﹤0.01% |
96,555
+23,655
| +32% | +$1.26M |
|
1817
argenx
ARGX
$54.1B
| $5.13M | ﹤0.01% |
19,553
-7,432
| -28% | -$1.79M |
|
1818
PUT
Generac Holdings
GNRC
$12.5B
| $5.13M | ﹤0.01% |
26,500
-6,300
| -19% | -$1.04M |
|
1819
CALL
US Global Jets ETF
JETS
$800M
| $5.13M | ﹤0.01% |
303,400
+101,400
| +50% | +$1.72M |
|
1820
State Street SPDR MSCI ACWI Climate Paris Aligned ETF
NZAC
$199M
| $5.13M | ﹤0.01% |
203,848
+172,144
| +543% | +$4.28M |
|
|
BSJP
1821
DELISTED
Invesco BulletShares 2025 High Yield Corporate Bond ETF
BSJP
| $5.11M | ﹤0.01% |
217,543
+39,655
| +22% | +$934K |
|
1822
CALL
FIVE9
FIVN
$2.54B
| $5.11M | ﹤0.01% |
39,400
-1,200
| -3% | -$144K |
|
|
CCXI
1823
PUT
DELISTED
ChemoCentryx, Inc.
CCXI
| $5.11M | ﹤0.01% |
93,200
+59,100
| +173% | +$3.18M |
|
1824
Lennar Class A
LEN
$21.2B
| $5.1M | ﹤0.01% |
64,513
-269,172
| -81% | -$19.1M |
|
1825
PUT
Dine Brands
DIN
$452M
| $5.1M | ﹤0.01% |
93,400
+46,300
| +98% | +$2.34M |
|
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.