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 | |
|---|---|---|---|---|---|---|
|
CSOD
2301
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $3.34M | ﹤0.01% |
91,900
+52,600
| +134% | +$1.89M |
|
2302
XPO
XPO
$23.7B
| $3.34M | ﹤0.01% |
114,051
-115,844
| -50% | -$3.33M |
|
|
MOMO
2303
CALL
Hello Group
MOMO
$866M
| $3.34M | ﹤0.01% |
242,600
-8,200
| -3% | -$149K |
|
2304
PUT
Nasdaq
NDAQ
$52.9B
| $3.34M | ﹤0.01% |
81,600
+8,100
| +11% | +$345K |
|
2305
CALL
Arrowhead Research
ARWR
$12.4B
| $3.34M | ﹤0.01% |
77,500
-122,800
| -61% | -$5.3M |
|
2306
CALL
Philips
PHG
$26.1B
| $3.33M | ﹤0.01% |
87,178
+57,954
| +198% | +$2.33M |
|
|
PARA
2307
DELISTED
Paramount Global Class B
PARA
| $3.33M | ﹤0.01% |
119,009
+28,977
| +32% | +$776K |
|
2308
McKesson
MCK
$101B
| $3.33M | ﹤0.01% |
22,361
+3,046
| +16% | +$462K |
|
2309
eBay
EBAY
$49.8B
| $3.33M | ﹤0.01% |
63,833
-672,708
| -91% | -$37.1M |
|
2310
Welltower
WELL
$171B
| $3.33M | ﹤0.01% |
60,358
-213,587
| -78% | -$11.7M |
|
|
DNKN
2311
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $3.32M | ﹤0.01% |
40,500
+3,200
| +9% | +$231K |
|
2312
FlexShares Global Quality Real Estate Index Fund
GQRE
$424M
| $3.31M | ﹤0.01% |
63,086
+33,783
| +115% | +$1.79M |
|
|
WCLD
2313
WisdomTree Cloud Computing Fund
WCLD
$297M
| $3.31M | ﹤0.01% |
77,487
+57,261
| +283% | +$2.36M |
|
2314
Acadia Pharmaceuticals
ACAD
$5.03B
| $3.31M | ﹤0.01% |
80,225
-177,983
| -69% | -$7.69M |
|
|
VXRT
2315
CALL
DELISTED
Vaxart
VXRT
| $3.31M | ﹤0.01% |
+497,200
| New | +$4.43M |
|
2316
PUT
Conagra Brands
CAG
$7.23B
| $3.3M | ﹤0.01% |
92,500
-13,700
| -13% | -$502K |
|
2317
iShares Global Timber & Forestry ETF
WOOD
$274M
| $3.3M | ﹤0.01% |
51,089
+40,101
| +365% | +$2.51M |
|
|
CTXS
2318
DELISTED
Citrix Systems Inc
CTXS
| $3.3M | ﹤0.01% |
23,974
+1,719
| +8% | +$246K |
|
2319
PUT
Caleres
CAL
$487M
| $3.3M | ﹤0.01% |
+345,200
| New | +$2.77M |
|
2320
CALL
Vistra
VST
$47.4B
| $3.3M | ﹤0.01% |
174,900
+129,200
| +283% | +$2.44M |
|
|
BSCP
2321
DELISTED
Invesco BulletShares 2025 Corporate Bond ETF
BSCP
| $3.29M | ﹤0.01% |
147,243
+111,523
| +312% | +$2.5M |
|
2322
Molson Coors Class B
TAP
$8.09B
| $3.29M | ﹤0.01% |
98,057
-4,855
| -5% | -$175K |
|
2323
PUT
Aramark
ARMK
$14.7B
| $3.29M | ﹤0.01% |
172,294
-98,474
| -36% | -$1.76M |
|
2324
PUT
Kodak
KODK
$983M
| $3.29M | ﹤0.01% |
+373,000
| New | +$2.91M |
|
|
LNW
2325
PUT
DELISTED
Light & Wonder
LNW
| $3.29M | ﹤0.01% |
94,200
+79,000
| +520% | +$1.69M |
|
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.