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 | |
|---|---|---|---|---|---|---|
2401
CALL
Omeros
OMER
$959M
| $3.09M | ﹤0.01% |
305,500
+251,100
| +462% | +$3.23M |
|
|
P
2402
Everpure Inc
P
$29.9B
| $3.08M | ﹤0.01% |
200,297
+163,954
| +451% | +$2.68M |
|
2403
Deckers Outdoor
DECK
$13.3B
| $3.08M | ﹤0.01% |
84,042
-8,778
| -9% | -$304K |
|
2404
CALL
Virtu Financial
VIRT
$4.93B
| $3.08M | ﹤0.01% |
133,900
+73,600
| +122% | +$1.85M |
|
2405
Northrop Grumman
NOC
$81.2B
| $3.08M | ﹤0.01% |
9,753
+3,198
| +49% | +$1.04M |
|
2406
CALL
Insulet
PODD
$9.79B
| $3.08M | ﹤0.01% |
13,000
-27,400
| -68% | -$5.77M |
|
2407
Abercrombie & Fitch
ANF
$5B
| $3.07M | ﹤0.01% |
220,475
-47,274
| -18% | -$552K |
|
|
PPL
2408
CALL
PPL Corp
PPL
$26.7B
| $3.07M | ﹤0.01% |
112,900
-76,200
| -40% | -$2.05M |
|
2409
CALL
Ovintiv
OVV
$16.4B
| $3.07M | ﹤0.01% |
375,900
-108,000
| -22% | -$1.11M |
|
2410
PUT
British American Tobacco
BTI
$128B
| $3.07M | ﹤0.01% |
84,800
-19,800
| -19% | -$693K |
|
2411
CALL
Standard BioTools
LAB
$314M
| $3.06M | ﹤0.01% |
+412,200
| New | +$2.85M |
|
2412
Brown-Forman Class B
BF.B
$13.1B
| $3.06M | ﹤0.01% |
40,619
+17,579
| +76% | +$1.26M |
|
2413
CALL
CF Industries
CF
$17.3B
| $3.06M | ﹤0.01% |
99,600
-9,600
| -9% | -$306K |
|
2414
CALL
Eastman Chemical
EMN
$8.42B
| $3.05M | ﹤0.01% |
39,100
-32,200
| -45% | -$2.43M |
|
|
FLHK
2415
DELISTED
Franklin FTSE Hong Kong ETF
FLHK
| $3.05M | ﹤0.01% |
132,787
-13,705
| -9% | -$320K |
|
2416
Nutanix
NTNX
$16.9B
| $3.05M | ﹤0.01% |
137,569
-3,634
| -3% | -$83.1K |
|
|
ASPL.U
2417
DELISTED
Aspirational Consumer Lifestyle Corp. Units, each consisting of one Class A ordinary share and one-t
ASPL.U
| $3.05M | ﹤0.01% |
+304,962
| New | +$3.05M |
|
2418
PUT
VF Corp
VFC
$5.89B
| $3.05M | ﹤0.01% |
43,400
-27,100
| -38% | -$1.75M |
|
2419
PUT
Graco
GGG
$13.5B
| $3.04M | ﹤0.01% |
49,600
-20,700
| -29% | -$1.16M |
|
|
VACQU
2420
DELISTED
Vector Acquisition Corporation Unit
VACQU
| $3.04M | ﹤0.01% |
+300,100
| New | +$3.03M |
|
2421
CALL
Aecom
ACM
$9.75B
| $3.04M | ﹤0.01% |
72,700
+63,800
| +717% | +$2.43M |
|
2422
PUT
Cadence Design Systems
CDNS
$93.4B
| $3.04M | ﹤0.01% |
28,500
+24,000
| +533% | +$2.52M |
|
|
X
2423
DELISTED
US Steel
X
| $3.04M | ﹤0.01% |
413,864
-170,001
| -29% | -$1.29M |
|
2424
WIX.com
WIX
$2.52B
| $3.04M | ﹤0.01% |
11,911
+10,496
| +742% | +$2.89M |
|
2425
Louisiana-Pacific
LPX
$5.49B
| $3.03M | ﹤0.01% |
102,779
-74,906
| -42% | -$2.3M |
|
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.