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 | |
|---|---|---|---|---|---|---|
|
STOR
4301
DELISTED
STORE Capital Corporation
STOR
| $878K | ﹤0.01% |
32,009
-51
| -0.2% | -$1.3K |
|
4302
PUT
Amphenol
APH
$204B
| $877K | ﹤0.01% |
32,400
+8,800
| +37% | +$232K |
|
|
IBHC
4303
DELISTED
iShares iBonds 2023 Term High Yield and Income ETF
IBHC
| $877K | ﹤0.01% |
37,046
-53,833
| -59% | -$1.27M |
|
4304
Progressive
PGR
$121B
| $876K | ﹤0.01% |
9,254
+3,801
| +70% | +$342K |
|
|
AMK
4305
DELISTED
AssetMark Financial Holdings, Inc.
AMK
| $876K | ﹤0.01% |
+40,284
| New | +$1.01M |
|
4306
Cenovus Energy
CVE
$56.4B
| $875K | ﹤0.01% |
224,975
+102,386
| +84% | +$470K |
|
4307
PUT
Lamb Weston
LW
$7.39B
| $875K | ﹤0.01% |
13,200
-24,000
| -65% | -$1.54M |
|
|
SAIL
4308
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $874K | ﹤0.01% |
22,093
+8,493
| +62% | +$295K |
|
4309
iShares MSCI Chile ETF
ECH
$1.03B
| $873K | ﹤0.01% |
+36,216
| New | +$945K |
|
4310
PUT
EPAM Systems
EPAM
$5.24B
| $873K | ﹤0.01% |
2,700
+900
| +50% | +$269K |
|
|
DOG
4311
ProShares Short Dow30
DOG
$87.2M
| $871K | ﹤0.01% |
19,879
-351,982
| -95% | -$15.8M |
|
4312
Franklin FTSE Taiwan ETF
FLTW
$3.23B
| $871K | ﹤0.01% |
27,840
+16,224
| +140% | +$501K |
|
4313
GDS Holdings
GDS
$6.97B
| $870K | ﹤0.01% |
10,635
-160,117
| -94% | -$12.8M |
|
4314
Invesco Aerospace & Defense ETF
PPA
$8.68B
| $870K | ﹤0.01% |
15,613
+6,124
| +65% | +$346K |
|
4315
CALL
Ryder
R
$10.1B
| $870K | ﹤0.01% |
20,600
+4,100
| +25% | +$166K |
|
4316
CALL
Energizer
ENR
$1.55B
| $869K | ﹤0.01% |
22,200
-7,900
| -26% | -$362K |
|
4317
Franklin Resources
BEN
$17.2B
| $868K | ﹤0.01% |
42,675
-86,917
| -67% | -$1.83M |
|
4318
PUT
Kratos Defense & Security Solutions
KTOS
$11.8B
| $868K | ﹤0.01% |
45,000
+18,200
| +68% | +$336K |
|
4319
First Trust Long Duration Opportunities ETF
LGOV
$625M
| $868K | ﹤0.01% |
29,236
+17,993
| +160% | +$537K |
|
4320
Xcel Energy
XEL
$49.3B
| $868K | ﹤0.01% |
12,590
-149,716
| -92% | -$10.2M |
|
|
DAY
4321
PUT
DELISTED
Dayforce
DAY
| $868K | ﹤0.01% |
10,500
+7,500
| +250% | +$587K |
|
|
KDFI
4322
DELISTED
KFA Dynamic Fixed Income ETF
KDFI
| $868K | ﹤0.01% |
41,981
-52,990
| -56% | -$1.11M |
|
4323
Fortune Brands Innovations
FBIN
$5.78B
| $867K | ﹤0.01% |
11,727
-74,124
| -86% | -$4.96M |
|
4324
CALL
Impinj
PI
$5.46B
| $867K | ﹤0.01% |
32,900
+3,800
| +13% | +$100K |
|
|
UNIT
4325
PUT
Uniti Group
UNIT
$2.38B
| $866K | ﹤0.01% |
82,200
+64,200
| +357% | +$622K |
|
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.