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 | |
|---|---|---|---|---|---|---|
3601
GrowGeneration
GRWG
$89.5M
| $1.35M | ﹤0.01% |
84,734
+23,047
| +37% | +$274K |
|
3602
PUT
ProShares Short Russell2000
RWM
$100M
| $1.35M | ﹤0.01% |
+39,900
| New | +$1.37M |
|
|
UTRN
3603
DELISTED
Vesper US Large Cap Short-Term Reversal Strategy ETF
UTRN
| $1.35M | ﹤0.01% |
+46,449
| New | +$1.35M |
|
3604
Sony
SONY
$139B
| $1.35M | ﹤0.01% |
87,985
-12,600
| -13% | -$196K |
|
3605
uniQure
QURE
$3.11B
| $1.35M | ﹤0.01% |
36,600
-23,847
| -39% | -$977K |
|
|
SPLK
3606
DELISTED
Splunk Inc
SPLK
| $1.35M | ﹤0.01% |
7,161
-9,744
| -58% | -$1.94M |
|
|
IBHD
3607
DELISTED
iShares iBonds 2024 Term High Yield and Income ETF
IBHD
| $1.34M | ﹤0.01% |
57,231
+6,448
| +13% | +$152K |
|
|
CHIS
3608
DELISTED
Global X MSCI China Consumer Staples ETF
CHIS
| $1.34M | ﹤0.01% |
+46,707
| New | +$1.35M |
|
3609
Boyd Gaming
BYD
$6.02B
| $1.34M | ﹤0.01% |
+43,748
| New | +$1.1M |
|
3610
CALL
Macerich
MAC
$6.92B
| $1.34M | ﹤0.01% |
197,800
-108,300
| -35% | -$851K |
|
3611
PUT
Invesco
IVZ
$14B
| $1.34M | ﹤0.01% |
117,600
+45,500
| +63% | +$482K |
|
|
VXRT
3612
PUT
DELISTED
Vaxart
VXRT
| $1.34M | ﹤0.01% |
+201,600
| New | +$1.8M |
|
3613
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.36B
| $1.34M | ﹤0.01% |
+7,114
| New | +$1.31M |
|
3614
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$98.8M
| $1.34M | ﹤0.01% |
+30,173
| New | +$1.37M |
|
3615
AudioCodes
AUDC
$252M
| $1.34M | ﹤0.01% |
42,492
+8,020
| +23% | +$272K |
|
|
HBI
3616
PUT
DELISTED
Hanesbrands
HBI
| $1.34M | ﹤0.01% |
84,900
-34,100
| -29% | -$501K |
|
3617
PUT
DHT Holdings
DHT
$2.94B
| $1.34M | ﹤0.01% |
259,000
-11,100
| -4% | -$61.3K |
|
3618
CALL
Suburban Propane Partners
SPH
$1.18B
| $1.33M | ﹤0.01% |
+82,000
| New | +$1.12M |
|
|
CIT
3619
CALL
DELISTED
CIT Group Inc.
CIT
| $1.33M | ﹤0.01% |
75,400
-33,100
| -31% | -$632K |
|
3620
PUT
Bank of Hawaii
BOH
$3.13B
| $1.33M | ﹤0.01% |
+26,400
| New | +$1.47M |
|
3621
PUT
Nutrien
NTR
$32B
| $1.33M | ﹤0.01% |
34,000
-6,900
| -17% | -$251K |
|
3622
CALL
ADT
ADT
$5.51B
| $1.33M | ﹤0.01% |
163,200
+89,400
| +121% | +$870K |
|
3623
APi Group
APG
$18.5B
| $1.33M | ﹤0.01% |
140,505
+72,723
| +107% | +$670K |
|
3624
A.O. Smith
AOS
$8.64B
| $1.33M | ﹤0.01% |
25,241
-26,627
| -51% | -$1.33M |
|
3625
CALL
New York Times
NYT
$10.2B
| $1.33M | ﹤0.01% |
31,100
+19,100
| +159% | +$836K |
|
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.