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 | |
|---|---|---|---|---|---|---|
2476
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
ASHS
$35M
| $2.91M | ﹤0.01% |
87,016
+44,341
| +104% | +$1.53M |
|
2477
Schwab Short-Term US Treasury ETF
SCHO
$12.9B
| $2.91M | ﹤0.01% |
113,096
-318,954
| -74% | -$8.22M |
|
2478
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.21B
| $2.91M | ﹤0.01% |
34,320
-22,140
| -39% | -$2.09M |
|
|
FAIL
2479
DELISTED
Cambria Global Tail Risk ETF
FAIL
| $2.91M | ﹤0.01% |
118,551
+139
| +0.1% | +$3.45K |
|
2480
CALL
Campbell Soup
CPB
$6.87B
| $2.91M | ﹤0.01% |
60,100
+18,600
| +45% | +$918K |
|
2481
iShares 0-5 Year Investment Grade Corporate Bond ETF
SLQD
$2.38B
| $2.91M | ﹤0.01% |
55,769
-62,587
| -53% | -$3.27M |
|
2482
CALL
Ericsson
ERIC
$33.3B
| $2.9M | ﹤0.01% |
266,400
+147,500
| +124% | +$1.63M |
|
2483
PUT
Equinox Gold
EQX
$13.5B
| $2.9M | ﹤0.01% |
247,500
+168,600
| +214% | +$2.03M |
|
2484
Southern Company
SO
$107B
| $2.9M | ﹤0.01% |
53,453
-53,263
| -50% | -$2.85M |
|
2485
CALL
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$190M
| $2.89M | ﹤0.01% |
228,400
+42,960
| +23% | +$527K |
|
2486
ADT
ADT
$5.58B
| $2.89M | ﹤0.01% |
353,871
+321,253
| +985% | +$3.13M |
|
|
SC
2487
CALL
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $2.89M | ﹤0.01% |
+158,900
| New | +$2.83M |
|
2488
CALL
Agilent Technologies
A
$41.2B
| $2.89M | ﹤0.01% |
28,600
-23,200
| -45% | -$2.24M |
|
2489
BILL Holdings
BILL
$4.78B
| $2.88M | ﹤0.01% |
+28,719
| New | +$2.61M |
|
2490
CALL
AutoNation
AN
$6.92B
| $2.88M | ﹤0.01% |
54,400
+10,800
| +25% | +$563K |
|
2491
Ross Stores
ROST
$81.9B
| $2.88M | ﹤0.01% |
30,844
-71,347
| -70% | -$6.4M |
|
2492
PUT
Keurig Dr Pepper
KDP
$40.8B
| $2.88M | ﹤0.01% |
104,200
+91,100
| +695% | +$2.67M |
|
2493
Synaptics
SYNA
$4.15B
| $2.87M | ﹤0.01% |
35,713
+9,614
| +37% | +$760K |
|
2494
PUT
VICI Properties
VICI
$29.4B
| $2.87M | ﹤0.01% |
+122,900
| New | +$2.76M |
|
2495
CALL
Newell Brands
NWL
$2.56B
| $2.87M | ﹤0.01% |
167,300
-30,200
| -15% | -$504K |
|
2496
PUT
iShares US Transportation ETF
IYT
$2.28B
| $2.87M | ﹤0.01% |
57,600
-784,000
| -93% | -$36.7M |
|
2497
Pacer Global Cash Cows Dividend ETF
GCOW
$3.49B
| $2.86M | ﹤0.01% |
116,323
+90,020
| +342% | +$2.32M |
|
2498
PUT
Mohawk Industries
MHK
$9.22B
| $2.85M | ﹤0.01% |
29,200
-32,000
| -52% | -$2.88M |
|
2499
NetApp
NTAP
$37.2B
| $2.85M | ﹤0.01% |
65,013
-32,949
| -34% | -$1.44M |
|
2500
PUT
OneMain Financial
OMF
$7.47B
| $2.85M | ﹤0.01% |
91,200
-26,900
| -23% | -$766K |
|
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.