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 | |
|---|---|---|---|---|---|---|
4101
ALPS International Sector Dividend Dogs ETF
IDOG
$564M
| $992K | ﹤0.01% |
46,002
-34,278
| -43% | -$782K |
|
4102
iShares US Equity Factor ETF
LRGF
$3.71B
| $992K | ﹤0.01% |
29,868
-30,301
| -50% | -$994K |
|
4103
DigitalBridge
DBRG
$2.95B
| $990K | ﹤0.01% |
90,653
-154,002
| -63% | -$1.49M |
|
4104
HF Sinclair
DINO
$15.4B
| $990K | ﹤0.01% |
50,233
-6,016
| -11% | -$150K |
|
4105
TransUnion
TRU
$15.2B
| $990K | ﹤0.01% |
+11,763
| New | +$1.02M |
|
|
PAK
4106
DELISTED
Global X MSCI Pakistan ETF
PAK
| $990K | ﹤0.01% |
+37,173
| New | +$972K |
|
4107
CALL
Autohome
ATHM
$2.63B
| $989K | ﹤0.01% |
10,300
-13,000
| -56% | -$1.13M |
|
|
MPT
4108
PUT
Medical Properties Trust
MPT
$2.43B
| $989K | ﹤0.01% |
56,100
+20,600
| +58% | +$383K |
|
|
SNP
4109
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $989K | ﹤0.01% |
24,657
+11,265
| +84% | +$494K |
|
4110
CALL
Takeda Pharmaceutical
TAK
$55.7B
| $987K | ﹤0.01% |
55,600
-16,100
| -22% | -$293K |
|
4111
Republic Services
RSG
$66.5B
| $985K | ﹤0.01% |
10,554
-97,299
| -90% | -$8.7M |
|
4112
Elbit Systems
ESLT
$36.7B
| $984K | ﹤0.01% |
8,179
-5,962
| -42% | -$787K |
|
4113
CALL
iShares MSCI Canada ETF
EWC
$6.5B
| $984K | ﹤0.01% |
35,900
-50,000
| -58% | -$1.38M |
|
4114
Lattice Semiconductor
LSCC
$18.1B
| $984K | ﹤0.01% |
+33,963
| New | +$998K |
|
4115
Public Service Enterprise Group
PEG
$37.9B
| $983K | ﹤0.01% |
17,899
+420
| +2% | +$22.2K |
|
|
TMX
4116
DELISTED
Terminix Global Holdings, Inc.
TMX
| $983K | ﹤0.01% |
24,630
-24,028
| -49% | -$947K |
|
4117
Pacer Aristotle Pacific Floating Rate High Income ETF
FLRT
$669M
| $981K | ﹤0.01% |
20,590
+4,783
| +30% | +$227K |
|
4118
Kodiak Sciences
KOD
$2.68B
| $981K | ﹤0.01% |
+16,566
| New | +$831K |
|
4119
CALL
CDW
CDW
$17B
| $980K | ﹤0.01% |
8,200
-4,900
| -37% | -$561K |
|
4120
Amplify CWP Enhanced Dividend Income ETF
DIVO
$7.8B
| $980K | ﹤0.01% |
32,147
+18,392
| +134% | +$550K |
|
4121
PUT
Suncor Energy
SU
$74.5B
| $980K | ﹤0.01% |
80,100
+32,000
| +67% | +$501K |
|
4122
WBI BullBear Yield 3000 ETF
WBIG
$32.4M
| $979K | ﹤0.01% |
42,892
+2,975
| +7% | +$69.9K |
|
4123
Toronto Dominion Bank
TD
$203B
| $978K | ﹤0.01% |
21,135
-75,053
| -78% | -$3.49M |
|
4124
CALL
Jones Lang LaSalle
JLL
$16.7B
| $976K | ﹤0.01% |
+10,200
| New | +$1.03M |
|
4125
Red Rock Resorts
RRR
$3.75B
| $975K | ﹤0.01% |
57,041
+43,004
| +306% | +$626K |
|
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.