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 | |
|---|---|---|---|---|---|---|
|
SIX
3051
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.98M | ﹤0.01% |
97,365
-3,114
| -3% | -$64K |
|
3052
PUT
GSK
GSK
$104B
| $1.97M | ﹤0.01% |
41,920
+5,040
| +14% | +$253K |
|
3053
CALL
Direxion Daily Technology Bear 3x ETF
TECS
$63.3M
| $1.97M | ﹤0.01% |
+149
| New | +$2.36M |
|
3054
Xtrackers FTSE Developed ex US Multifactor ETF
DEEF
$56.4M
| $1.97M | ﹤0.01% |
72,974
+20,715
| +40% | +$557K |
|
3055
Box
BOX
$4.65B
| $1.97M | ﹤0.01% |
113,299
-264,665
| -70% | -$4.89M |
|
3056
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$694M
| $1.97M | ﹤0.01% |
44,284
-226,084
| -84% | -$10M |
|
3057
Knight Transportation
KNX
$11.2B
| $1.97M | ﹤0.01% |
48,260
-1,954
| -4% | -$85.8K |
|
3058
PUT
AXIS Capital
AXS
$7.43B
| $1.96M | ﹤0.01% |
+44,600
| New | +$1.94M |
|
3059
Pacer Data & Infrastructure Real Estate ETF
SRVR
$378M
| $1.96M | ﹤0.01% |
55,602
+27,632
| +99% | +$1M |
|
3060
CALL
MSCI
MSCI
$40.9B
| $1.96M | ﹤0.01% |
5,500
-19,700
| -78% | -$7.15M |
|
3061
iQIYI
IQ
$1.31B
| $1.96M | ﹤0.01% |
+86,819
| New | +$1.9M |
|
3062
Corning
GLW
$136B
| $1.96M | ﹤0.01% |
60,439
-176,851
| -75% | -$5.47M |
|
3063
State Street SPDR Dow Jones REIT ETF
RWR
$1.87B
| $1.96M | ﹤0.01% |
25,123
+22,407
| +825% | +$1.78M |
|
|
KLDW
3064
DELISTED
Knowledge Leaders Developed World ETF
KLDW
| $1.96M | ﹤0.01% |
+51,745
| New | +$1.9M |
|
3065
CALL
Hubbell
HUBB
$26.7B
| $1.96M | ﹤0.01% |
+14,300
| New | +$1.97M |
|
3066
PUT
Cirrus Logic
CRUS
$6.11B
| $1.96M | ﹤0.01% |
29,000
+16,100
| +125% | +$1.01M |
|
3067
Haemonetics
HAE
$3.94B
| $1.96M | ﹤0.01% |
22,416
-302,323
| -93% | -$26.4M |
|
3068
PUT
Itaú Unibanco
ITUB
$86.9B
| $1.95M | ﹤0.01% |
667,924
+468,371
| +235% | +$1.59M |
|
3069
PUT
Group 1 Automotive
GPI
$3.16B
| $1.95M | ﹤0.01% |
+22,100
| New | +$1.88M |
|
|
LINX
3070
DELISTED
Linx S.A.
LINX
| $1.95M | ﹤0.01% |
315,861
+60,713
| +24% | +$352K |
|
3071
Ralph Lauren
RL
$24.2B
| $1.95M | ﹤0.01% |
28,695
+3,140
| +12% | +$224K |
|
3072
CALL
ProShares UltraPro Short QQQ
SQQQ
$1.75B
| $1.95M | ﹤0.01% |
655
-996
| -60% | -$3.46M |
|
|
GFIN
3073
DELISTED
Goldman Sachs Finance Reimagined ETF
GFIN
| $1.95M | ﹤0.01% |
30,162
-8,944
| -23% | -$572K |
|
3074
Corcept Therapeutics
CORT
$12.3B
| $1.95M | ﹤0.01% |
+112,052
| New | +$1.79M |
|
3075
Kinder Morgan
KMI
$69.9B
| $1.95M | ﹤0.01% |
158,019
-102,483
| -39% | -$1.43M |
|
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.