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 | |
|---|---|---|---|---|---|---|
3701
Mid-America Apartment Communities
MAA
$15.3B
| $1.27M | ﹤0.01% |
10,936
-93,957
| -90% | -$10.8M |
|
|
HAPN
3702
PUT
Happen Inc
HAPN
$2.22B
| $1.27M | ﹤0.01% |
268,800
+137,100
| +104% | +$722K |
|
3703
PUT
IMAX
IMAX
$2.77B
| $1.26M | ﹤0.01% |
105,700
+71,800
| +212% | +$928K |
|
|
MAAX
3704
DELISTED
VanEck Muni Allocation ETF
MAAX
| $1.26M | ﹤0.01% |
51,648
+8,814
| +21% | +$216K |
|
3705
Fidelity Dividend ETF for Rising Rates
FDRR
$757M
| $1.26M | ﹤0.01% |
38,846
-37,452
| -49% | -$1.21M |
|
3706
Range Resources
RRC
$9.5B
| $1.26M | ﹤0.01% |
190,368
+96,763
| +103% | +$701K |
|
3707
CALL
Cedar Fair
FUN
$1.63B
| $1.26M | ﹤0.01% |
44,900
-25,000
| -36% | -$694K |
|
3708
Pacer Trendpilot European Index ETF
PTEU
$38.1M
| $1.26M | ﹤0.01% |
56,176
+12,450
| +28% | +$290K |
|
3709
PUT
PPG Industries
PPG
$25.8B
| $1.26M | ﹤0.01% |
10,300
-11,600
| -53% | -$1.36M |
|
3710
PUT
B&G Foods
BGS
$277M
| $1.25M | ﹤0.01% |
45,200
-3,000
| -6% | -$83.9K |
|
|
FNI
3711
DELISTED
First Trust Chindia ETF
FNI
| $1.25M | ﹤0.01% |
26,358
-64,588
| -71% | -$2.97M |
|
3712
PUT
Gentex
GNTX
$5.04B
| $1.25M | ﹤0.01% |
+48,700
| New | +$1.29M |
|
3713
CALL
Grocery Outlet
GO
$972M
| $1.25M | ﹤0.01% |
31,900
+3,200
| +11% | +$132K |
|
3714
PUT
Carlyle Group
CG
$17.4B
| $1.25M | ﹤0.01% |
50,800
+25,100
| +98% | +$677K |
|
|
TGNA
3715
CALL
DELISTED
TEGNA Inc
TGNA
| $1.25M | ﹤0.01% |
106,600
+61,200
| +135% | +$727K |
|
3716
First Trust United Kingdom AlphaDEX Fund
FKU
$39.4M
| $1.25M | ﹤0.01% |
40,535
-4,002
| -9% | -$123K |
|
3717
First Horizon
FHN
$12B
| $1.25M | ﹤0.01% |
132,709
+93,561
| +239% | +$879K |
|
3718
Ziff Davis
ZD
$1.97B
| $1.25M | ﹤0.01% |
20,783
+7,607
| +58% | +$431K |
|
3719
LGI Homes
LGIH
$1.34B
| $1.25M | ﹤0.01% |
10,763
-34,602
| -76% | -$3.83M |
|
3720
Royal Bank of Canada
RY
$292B
| $1.25M | ﹤0.01% |
17,830
-106,508
| -86% | -$7.66M |
|
3721
PUT
CNX Resources
CNX
$5.35B
| $1.25M | ﹤0.01% |
132,100
+23,500
| +22% | +$240K |
|
3722
Pembina Pipeline
PBA
$28.3B
| $1.25M | ﹤0.01% |
+58,631
| New | +$1.44M |
|
3723
VanEck ChiNext Innovators ETF
CNXT
$109M
| $1.24M | ﹤0.01% |
30,624
-38,885
| -56% | -$1.59M |
|
3724
Cincinnati Financial
CINF
$26.6B
| $1.24M | ﹤0.01% |
15,944
+5,435
| +52% | +$421K |
|
3725
Huntington Bancshares
HBAN
$35.9B
| $1.24M | ﹤0.01% |
135,378
+31,536
| +30% | +$294K |
|
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.