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 | |
|---|---|---|---|---|---|---|
2451
CALL
Nasdaq
NDAQ
$52.9B
| $2.97M | ﹤0.01% |
72,600
-54,900
| -43% | -$2.34M |
|
2452
Diamondback Energy
FANG
$52.7B
| $2.97M | ﹤0.01% |
98,488
+37,395
| +61% | +$1.42M |
|
2453
CALL
Ares Capital
ARCC
$14.4B
| $2.97M | ﹤0.01% |
212,600
+45,900
| +28% | +$653K |
|
|
AUY
2454
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $2.97M | ﹤0.01% |
522,200
+335,900
| +180% | +$2.01M |
|
2455
iShares Select Dividend ETF
DVY
$23.6B
| $2.96M | ﹤0.01% |
36,357
-45,355
| -56% | -$3.78M |
|
2456
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.04B
| $2.96M | ﹤0.01% |
+143,022
| New | +$2.95M |
|
|
FFTI
2457
DELISTED
FormulaFolios Tactical Income ETF
FFTI
| $2.96M | ﹤0.01% |
124,045
+49,031
| +65% | +$1.18M |
|
2458
CALL
AudioCodes
AUDC
$253M
| $2.96M | ﹤0.01% |
94,100
+26,100
| +38% | +$884K |
|
2459
Hormel Foods
HRL
$13.8B
| $2.96M | ﹤0.01% |
60,552
+32,823
| +118% | +$1.65M |
|
2460
CALL
InMode
INMD
$880M
| $2.96M | ﹤0.01% |
163,600
-4,600
| -3% | -$75.4K |
|
2461
PUT
Prologis
PLD
$133B
| $2.96M | ﹤0.01% |
29,400
-42,300
| -59% | -$4.24M |
|
2462
PUT
Agilent Technologies
A
$41.2B
| $2.95M | ﹤0.01% |
29,200
-3,600
| -11% | -$348K |
|
|
IBDL
2463
DELISTED
iShares iBonds Dec 2020 Term Corporate ETF
IBDL
| $2.95M | ﹤0.01% |
116,798
-676,381
| -85% | -$17.1M |
|
|
ANSS
2464
CALL
DELISTED
Ansys
ANSS
| $2.94M | ﹤0.01% |
9,000
-2,300
| -20% | -$720K |
|
2465
PUT
Pool Corp
POOL
$7.5B
| $2.94M | ﹤0.01% |
8,800
+2,600
| +42% | +$804K |
|
|
MESO
2466
PUT
Mesoblast
MESO
$2.07B
| $2.94M | ﹤0.01% |
80,800
+38,600
| +91% | +$1.21M |
|
2467
CALL
BorgWarner
BWA
$13.9B
| $2.94M | ﹤0.01% |
86,222
-74,863
| -46% | -$2.57M |
|
2468
Global X Emerging Markets Bond ETF
EMBD
$250M
| $2.94M | ﹤0.01% |
111,144
-138,312
| -55% | -$3.68M |
|
|
SBNY
2469
PUT
DELISTED
Signature Bank
SBNY
| $2.94M | ﹤0.01% |
35,400
+33,400
| +1,670% | +$3.33M |
|
|
MRO
2470
PUT
DELISTED
Marathon Oil Corporation
MRO
| $2.93M | ﹤0.01% |
717,300
+31,300
| +5% | +$165K |
|
2471
CALL
Global X Lithium & Battery Tech ETF
LIT
$1.59B
| $2.93M | ﹤0.01% |
73,100
+57,900
| +381% | +$2.18M |
|
2472
PUT
Trex
TREX
$5.01B
| $2.93M | ﹤0.01% |
40,900
+14,700
| +56% | +$1.02M |
|
2473
CALL
Toyota
TM
$225B
| $2.93M | ﹤0.01% |
22,100
-10,400
| -32% | -$1.35M |
|
2474
HealthEquity
HQY
$8.75B
| $2.92M | ﹤0.01% |
56,907
+42,965
| +308% | +$2.36M |
|
|
AYX
2475
DELISTED
Alteryx Inc
AYX
| $2.92M | ﹤0.01% |
25,733
-122,616
| -83% | -$16.7M |
|
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.