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 | |
|---|---|---|---|---|---|---|
1926
Virtu Financial
VIRT
$4.93B
| $4.66M | ﹤0.01% |
202,473
+49,759
| +33% | +$1.25M |
|
1927
CALL
O'Reilly Automotive
ORLY
$76.3B
| $4.66M | ﹤0.01% |
151,500
-97,500
| -39% | -$2.96M |
|
1928
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
| $4.65M | ﹤0.01% |
356,258
+258,402
| +264% | +$3.37M |
|
1929
PUT
Motorola Solutions
MSI
$77.4B
| $4.64M | ﹤0.01% |
29,600
-10,200
| -26% | -$1.49M |
|
1930
PUT
Ralph Lauren
RL
$23.6B
| $4.64M | ﹤0.01% |
68,300
+30,000
| +78% | +$2.14M |
|
1931
Ericsson
ERIC
$33.3B
| $4.64M | ﹤0.01% |
425,763
+314,783
| +284% | +$3.48M |
|
1932
Equifax
EFX
$21.4B
| $4.63M | ﹤0.01% |
29,541
+17,010
| +136% | +$2.79M |
|
1933
CALL
Watsco Inc
WSO
$13.6B
| $4.63M | ﹤0.01% |
+19,900
| New | +$4.48M |
|
1934
CALL
ProShares Short S&P500
SH
$843M
| $4.63M | ﹤0.01% |
56,900
+10,075
| +22% | +$836K |
|
1935
PUT
Diamondback Energy
FANG
$52.7B
| $4.62M | ﹤0.01% |
153,400
+89,000
| +138% | +$3.39M |
|
|
CYBR
1936
DELISTED
CyberArk
CYBR
| $4.62M | ﹤0.01% |
44,630
-17,910
| -29% | -$1.93M |
|
1937
Fortive
FTV
$18.6B
| $4.61M | ﹤0.01% |
95,917
-68,855
| -42% | -$3.14M |
|
1938
CALL
Digital Realty Trust
DLR
$71.7B
| $4.61M | ﹤0.01% |
31,400
-82,600
| -72% | -$12.4M |
|
1939
Accenture
ACN
$108B
| $4.59M | ﹤0.01% |
20,333
-102,632
| -83% | -$23.5M |
|
|
SAVE
1940
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $4.59M | ﹤0.01% |
285,000
+41,400
| +17% | +$713K |
|
1941
Archer Daniels Midland
ADM
$36.9B
| $4.58M | ﹤0.01% |
98,572
+21,079
| +27% | +$922K |
|
1942
MetLife
MET
$62.1B
| $4.58M | ﹤0.01% |
123,131
-86,121
| -41% | -$3.27M |
|
1943
PUT
Ligand Pharmaceuticals
LGND
$6.36B
| $4.58M | ﹤0.01% |
76,944
-98,424
| -56% | -$6.72M |
|
1944
JPMorgan BetaBuilders Japan ETF
BBJP
$18.9B
| $4.56M | ﹤0.01% |
92,471
+71,522
| +341% | +$3.42M |
|
1945
Fortinet
FTNT
$117B
| $4.56M | ﹤0.01% |
193,645
-380,635
| -66% | -$9.83M |
|
1946
Canadian Imperial Bank of Commerce
CM
$108B
| $4.55M | ﹤0.01% |
121,894
+42,204
| +53% | +$1.54M |
|
|
BLUE
1947
CALL
DELISTED
bluebird bio
BLUE
| $4.55M | ﹤0.01% |
6,508
+247
| +4% | +$193K |
|
1948
Illinois Tool Works
ITW
$84.5B
| $4.55M | ﹤0.01% |
23,528
-52,599
| -69% | -$9.99M |
|
1949
Vanguard International High Dividend Yield ETF
VYMI
$21.3B
| $4.54M | ﹤0.01% |
87,295
+21,396
| +32% | +$1.15M |
|
|
XLRN
1950
DELISTED
Acceleron Pharma
XLRN
| $4.53M | ﹤0.01% |
40,273
-80,270
| -67% | -$7.99M |
|
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.