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 | |
|---|---|---|---|---|---|---|
3326
ACI Worldwide
ACIW
$5.34B
| $1.64M | ﹤0.01% |
+62,896
| New | +$1.74M |
|
3327
PUT
Signet Jewelers
SIG
$3.67B
| $1.64M | ﹤0.01% |
87,900
-25,400
| -22% | -$369K |
|
3328
PUT
Tilray
TLRY
$602M
| $1.64M | ﹤0.01% |
33,870
-57,800
| -63% | -$3.86M |
|
3329
American Century Diversified Corporate Bond ETF
KORP
$896M
| $1.64M | ﹤0.01% |
+31,203
| New | +$1.65M |
|
3330
Sprott Gold Miners ETF
SGDM
$661M
| $1.64M | ﹤0.01% |
49,003
-98,294
| -67% | -$3.44M |
|
3331
iShares ESG Aware 1-5 Year USD Corporate Bond ETF
SUSB
$1.3B
| $1.64M | ﹤0.01% |
62,702
+49,921
| +391% | +$1.3M |
|
|
BSMP
3332
DELISTED
Invesco BulletShares 2025 Municipal Bond ETF
BSMP
| $1.64M | ﹤0.01% |
63,423
-39,322
| -38% | -$1.01M |
|
|
NUAN
3333
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $1.64M | ﹤0.01% |
49,300
+27,700
| +128% | +$804K |
|
3334
Citizens Financial Group
CFG
$30.6B
| $1.64M | ﹤0.01% |
64,675
+10,965
| +20% | +$278K |
|
|
ACB
3335
CALL
Aurora Cannabis
ACB
$179M
| $1.63M | ﹤0.01% |
35,130
+7,140
| +26% | +$678K |
|
3336
First Trust Alerian Disruptive Technology Real Estate ETF
DTRE
$14.4M
| $1.63M | ﹤0.01% |
+42,202
| New | +$1.65M |
|
3337
PUT
Pentair
PNR
$10.7B
| $1.63M | ﹤0.01% |
+35,700
| New | +$1.55M |
|
3338
Lumen
LUMN
$6.85B
| $1.63M | ﹤0.01% |
161,623
-69,760
| -30% | -$725K |
|
3339
PUT
Weyerhaeuser
WY
$18.2B
| $1.63M | ﹤0.01% |
57,200
-274,000
| -83% | -$7.52M |
|
3340
CALL
Invesco
IVZ
$14B
| $1.63M | ﹤0.01% |
142,900
-5,400
| -4% | -$57.2K |
|
3341
Renaissance International IPO ETF
IPOS
$11.7M
| $1.63M | ﹤0.01% |
50,442
+6,572
| +15% | +$211K |
|
3342
Wendy's
WEN
$1.39B
| $1.63M | ﹤0.01% |
73,040
+9,998
| +16% | +$220K |
|
|
MFA
3343
PUT
MFA Financial
MFA
$919M
| $1.63M | ﹤0.01% |
151,825
+114,500
| +307% | +$1.23M |
|
3344
Amplify Video Game Tech ETF
GAMR
$40.1M
| $1.62M | ﹤0.01% |
+23,905
| New | +$1.55M |
|
3345
Mercury Systems
MRCY
$6.52B
| $1.62M | ﹤0.01% |
20,970
-115,053
| -85% | -$8.73M |
|
3346
CALL
Frontdoor
FTDR
$5.78B
| $1.62M | ﹤0.01% |
41,700
+10,700
| +35% | +$457K |
|
3347
CALL
Zai Lab
ZLAB
$2.65B
| $1.62M | ﹤0.01% |
+19,500
| New | +$1.57M |
|
3348
CALL
PTC Therapeutics
PTCT
$6.23B
| $1.62M | ﹤0.01% |
34,600
+20,900
| +153% | +$1.03M |
|
|
BRSL
3349
CALL
Brightstar Lottery PLC
BRSL
$2.02B
| $1.61M | ﹤0.01% |
145,100
-213,700
| -60% | -$2.29M |
|
|
EUHY
3350
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$246M
| $1.61M | ﹤0.01% |
30,929
-239,975
| -89% | -$12.5M |
|
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.