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 | |
|---|---|---|---|---|---|---|
|
GRUB
2026
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $4.26M | ﹤0.01% |
29,450
+2,250
| +8% | +$324K |
|
2027
PUT
DaVita
DVA
$11.7B
| $4.26M | ﹤0.01% |
49,700
+15,000
| +43% | +$1.28M |
|
|
HYLD
2028
DELISTED
High Yield ETF
HYLD
| $4.26M | ﹤0.01% |
141,169
+87,179
| +161% | +$2.59M |
|
2029
PUT
Enterprise Products Partners
EPD
$81.7B
| $4.25M | ﹤0.01% |
269,500
+124,100
| +85% | +$2.17M |
|
2030
Tandem Diabetes Care
TNDM
$1.56B
| $4.25M | ﹤0.01% |
37,481
-131,181
| -78% | -$13.8M |
|
2031
CALL
ZTO Express
ZTO
$17.9B
| $4.25M | ﹤0.01% |
142,200
+130,800
| +1,147% | +$4.46M |
|
2032
VeriSign
VRSN
$26.6B
| $4.25M | ﹤0.01% |
20,757
+6,167
| +42% | +$1.27M |
|
2033
iShares MSCI Denmark ETF
EDEN
$206M
| $4.23M | ﹤0.01% |
+50,014
| New | +$4.08M |
|
2034
CALL
Fox Class A
FOXA
$26.9B
| $4.23M | ﹤0.01% |
152,100
+111,700
| +276% | +$2.96M |
|
|
IPHI
2035
DELISTED
INPHI CORPORATION
IPHI
| $4.23M | ﹤0.01% |
37,713
-255,209
| -87% | -$29.8M |
|
2036
iShares ESG MSCI EM Leaders ETF
LDEM
$33.5M
| $4.21M | ﹤0.01% |
82,255
-11,820
| -13% | -$606K |
|
|
LVGO
2037
PUT
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $4.2M | ﹤0.01% |
30,000
-20,500
| -41% | -$2.5M |
|
2038
PUT
Ares Capital
ARCC
$14.4B
| $4.19M | ﹤0.01% |
300,400
+190,100
| +172% | +$2.7M |
|
2039
EPAM Systems
EPAM
$5.03B
| $4.19M | ﹤0.01% |
12,964
+10,522
| +431% | +$3.14M |
|
2040
PUT
Genworth Financial
GNW
$3.71B
| $4.19M | ﹤0.01% |
1,251,000
+1,220,100
| +3,949% | +$3.25M |
|
2041
PUT
C.H. Robinson
CHRW
$17.5B
| $4.19M | ﹤0.01% |
41,000
-900
| -2% | -$84.5K |
|
2042
AvalonBay Communities
AVB
$26.8B
| $4.18M | ﹤0.01% |
27,995
-125,478
| -82% | -$19.2M |
|
2043
Arista Networks
ANET
$238B
| $4.18M | ﹤0.01% |
323,088
-138,512
| -30% | -$1.9M |
|
2044
CALL
Essex Property Trust
ESS
$18.5B
| $4.18M | ﹤0.01% |
20,800
+500
| +2% | +$109K |
|
2045
DB Gold Double Long ETN due February 15, 2038
DGP
$248M
| $4.17M | ﹤0.01% |
93,021
+54,543
| +142% | +$2.6M |
|
2046
iShares MSCI Singapore ETF
EWS
$1.15B
| $4.17M | ﹤0.01% |
222,827
+126,827
| +132% | +$2.41M |
|
2047
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
| $4.17M | ﹤0.01% |
79,196
+53,401
| +207% | +$2.75M |
|
2048
CALL
Incyte
INCY
$24.4B
| $4.16M | ﹤0.01% |
46,400
-82,600
| -64% | -$7.97M |
|
2049
First Trust Indxx NextG ETF
NXTG
$564M
| $4.16M | ﹤0.01% |
+70,330
| New | +$4.12M |
|
2050
PUT
Insulet
PODD
$9.79B
| $4.16M | ﹤0.01% |
17,600
-17,300
| -50% | -$3.64M |
|
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.