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 | |
|---|---|---|---|---|---|---|
2851
Shake Shack
SHAK
$2.85B
| $2.25M | ﹤0.01% |
34,937
-61,557
| -64% | -$3.57M |
|
|
DBV
2852
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
| $2.25M | ﹤0.01% |
96,482
+9,676
| +11% | +$228K |
|
2853
Weyerhaeuser
WY
$18.1B
| $2.25M | ﹤0.01% |
78,909
-20,329
| -20% | -$558K |
|
|
MIK
2854
CALL
DELISTED
Michaels Stores, Inc
MIK
| $2.25M | ﹤0.01% |
232,800
+174,500
| +299% | +$1.51M |
|
|
AVYA
2855
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $2.25M | ﹤0.01% |
147,861
+53,962
| +57% | +$763K |
|
|
STOR
2856
PUT
DELISTED
STORE Capital Corporation
STOR
| $2.25M | ﹤0.01% |
81,900
+51,700
| +171% | +$1.31M |
|
2857
Kraneshares MSCI One Belt One Road Index ETF
OBOR
$4.14M
| $2.24M | ﹤0.01% |
103,621
+30,696
| +42% | +$680K |
|
2858
United States Copper Index Fund
CPER
$778M
| $2.24M | ﹤0.01% |
119,832
+62,480
| +109% | +$1.14M |
|
2859
PUT
Bloom Energy
BE
$63.1B
| $2.24M | ﹤0.01% |
124,600
-63,200
| -34% | -$943K |
|
2860
PUT
IQVIA
IQV
$39.9B
| $2.24M | ﹤0.01% |
14,200
-28,200
| -67% | -$4.42M |
|
2861
PUT
Fox Class A
FOXA
$26.6B
| $2.23M | ﹤0.01% |
80,300
+29,600
| +58% | +$783K |
|
2862
CALL
Innovative Industrial Properties
IIPR
$1.66B
| $2.23M | ﹤0.01% |
18,000
-1,000
| -5% | -$112K |
|
2863
PUT
Nucor
NUE
$62.7B
| $2.23M | ﹤0.01% |
49,800
+14,500
| +41% | +$642K |
|
|
BIG
2864
PUT
DELISTED
Big Lots, Inc.
BIG
| $2.23M | ﹤0.01% |
50,100
-36,300
| -42% | -$1.63M |
|
2865
Rexford Industrial Realty
REXR
$8.1B
| $2.23M | ﹤0.01% |
48,696
-884,791
| -95% | -$40.1M |
|
2866
Stride
LRN
$3.35B
| $2.22M | ﹤0.01% |
84,404
+66,121
| +362% | +$2.56M |
|
2867
CALL
Winnebago Industries
WGO
$905M
| $2.22M | ﹤0.01% |
43,000
-13,900
| -24% | -$801K |
|
2868
PUT
Iovance Biotherapeutics
IOVA
$2.94B
| $2.22M | ﹤0.01% |
67,400
+3,200
| +5% | +$98.1K |
|
2869
Group 1 Automotive
GPI
$3.17B
| $2.22M | ﹤0.01% |
25,100
+16,447
| +190% | +$1.4M |
|
2870
PUT
Zoetis
ZTS
$30.8B
| $2.22M | ﹤0.01% |
13,400
+4,900
| +58% | +$753K |
|
2871
JB Hunt Transport Services
JBHT
$25.2B
| $2.21M | ﹤0.01% |
17,518
+4,547
| +35% | +$605K |
|
2872
CALL
Gogo Inc
GOGO
$449M
| $2.21M | ﹤0.01% |
+239,500
| New | +$1.31M |
|
|
SNP
2873
PUT
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $2.21M | ﹤0.01% |
55,100
+22,800
| +71% | +$1M |
|
2874
CALL
KraneShares CSI China Internet ETF
KWEB
$5.74B
| $2.21M | ﹤0.01% |
32,400
-158,000
| -83% | -$10.7M |
|
2875
Direxion Daily Small Cap Bear 3x ETF
TZA
$206M
| $2.21M | ﹤0.01% |
1,627
+397
| +32% | +$564K |
|
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.