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 | |
|---|---|---|---|---|---|---|
|
SILK
3226
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
| $1.77M | ﹤0.01% |
+26,317
| New | +$1.44M |
|
3227
PUT
IPG Photonics
IPGP
$3.61B
| $1.77M | ﹤0.01% |
10,400
+6,700
| +181% | +$1.11M |
|
3228
CALL
Canadian National Railway
CNI
$75.7B
| $1.77M | ﹤0.01% |
+16,600
| New | +$1.67M |
|
3229
CALL
ManpowerGroup
MAN
$2.63B
| $1.77M | ﹤0.01% |
24,100
+13,100
| +119% | +$941K |
|
3230
PUT
Veeco
VECO
$3.02B
| $1.76M | ﹤0.01% |
151,200
-205,900
| -58% | -$2.63M |
|
3231
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.13B
| $1.76M | ﹤0.01% |
4,410
-25,240
| -85% | -$10.6M |
|
|
LBJ
3232
DELISTED
Direxion Daily Latin America Bull 2X Shares
LBJ
| $1.76M | ﹤0.01% |
+42,768
| New | +$2.29M |
|
3233
Dick's Sporting Goods
DKS
$19.2B
| $1.76M | ﹤0.01% |
30,429
-13,710
| -31% | -$667K |
|
3234
VanEck Morningstar Wide Moat ETF
MOAT
$12.4B
| $1.76M | ﹤0.01% |
32,258
+24,658
| +324% | +$1.35M |
|
|
EMBJ
3235
Embraer S.A. ADS
EMBJ
$13.1B
| $1.76M | ﹤0.01% |
399,122
+283,645
| +246% | +$1.57M |
|
3236
PUT
Floor & Decor
FND
$6.3B
| $1.76M | ﹤0.01% |
23,500
+1,600
| +7% | +$110K |
|
|
ACH
3237
PUT
Accendra Health
ACH
$107M
| $1.76M | ﹤0.01% |
70,000
+44,700
| +177% | +$652K |
|
3238
PUT
ScottsMiracle-Gro
SMG
$3.63B
| $1.76M | ﹤0.01% |
11,500
+2,700
| +31% | +$417K |
|
3239
PUT
Canadian Natural Resources
CNQ
$97.4B
| $1.76M | ﹤0.01% |
223,803
+140,285
| +168% | +$1.26M |
|
|
CONE
3240
DELISTED
CyrusOne Inc Common Stock
CONE
| $1.76M | ﹤0.01% |
25,062
+2,161
| +9% | +$169K |
|
3241
Invesco Floating Rate Municipal Income ETF
PVI
$31M
| $1.75M | ﹤0.01% |
70,371
+8,769
| +14% | +$219K |
|
3242
PUT
Yeti Holdings
YETI
$3.99B
| $1.75M | ﹤0.01% |
38,700
-15,900
| -29% | -$754K |
|
3243
American Electric Power
AEP
$66.9B
| $1.75M | ﹤0.01% |
21,413
-82,542
| -79% | -$6.8M |
|
3244
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$426M
| $1.75M | ﹤0.01% |
86,670
+38,263
| +79% | +$778K |
|
3245
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.45B
| $1.74M | ﹤0.01% |
56,972
-141,465
| -71% | -$4.44M |
|
3246
CALL
Alto Ingredients
ALTO
$328M
| $1.74M | ﹤0.01% |
+238,300
| New | +$826K |
|
3247
Fate Therapeutics
FATE
$322M
| $1.74M | ﹤0.01% |
43,575
+35,593
| +446% | +$1.24M |
|
3248
PUT
Lincoln National
LNC
$8.75B
| $1.74M | ﹤0.01% |
55,600
+13,800
| +33% | +$493K |
|
3249
CALL
Bank of Montreal
BMO
$127B
| $1.74M | ﹤0.01% |
29,800
+10,500
| +54% | +$608K |
|
3250
Methanex
MEOH
$4.27B
| $1.74M | ﹤0.01% |
71,213
-36,491
| -34% | -$775K |
|
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.