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 | |
|---|---|---|---|---|---|---|
4776
Texas Roadhouse
TXRH
$14.1B
| $638K | ﹤0.01% |
10,488
-15,680
| -60% | -$918K |
|
4777
Invesco International BuyBack Achievers ETF
IPKW
$553M
| $637K | ﹤0.01% |
20,253
-34,058
| -63% | -$1.07M |
|
4778
PUT
Revolve Group
RVLV
$1.69B
| $637K | ﹤0.01% |
38,800
+19,400
| +100% | +$349K |
|
|
SEE
4779
DELISTED
Sealed Air
SEE
| $637K | ﹤0.01% |
16,415
+9,269
| +130% | +$353K |
|
4780
FT Vest US Equity Deep Buffer ETF August
DAUG
$374M
| $636K | ﹤0.01% |
19,983
+4,640
| +30% | +$146K |
|
4781
PUT
Hormel Foods
HRL
$13.4B
| $636K | ﹤0.01% |
13,000
+1,200
| +10% | +$60.2K |
|
4782
PUT
MPLX
MPLX
$60.8B
| $636K | ﹤0.01% |
40,400
-5,300
| -12% | -$95.7K |
|
4783
Rocket Companies
RKT
$42.6B
| $636K | ﹤0.01% |
+31,910
| New | +$744K |
|
|
PS
4784
CALL
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
| $636K | ﹤0.01% |
37,100
+21,800
| +142% | +$417K |
|
4785
Invesco Global Clean Energy ETF
PBD
$195M
| $635K | ﹤0.01% |
+28,957
| New | +$561K |
|
4786
PUT
Celanese
CE
$4.75B
| $634K | ﹤0.01% |
5,900
-15,100
| -72% | -$1.51M |
|
4787
1-800-Flowers.com
FLWS
$262M
| $634K | ﹤0.01% |
25,437
+3,073
| +14% | +$81.3K |
|
4788
StepStone Group
STEP
$3.96B
| $634K | ﹤0.01% |
+23,829
| New | +$608K |
|
4789
PUT
America Movil
AMX
$69.7B
| $633K | ﹤0.01% |
50,400
+38,900
| +338% | +$494K |
|
4790
CALL
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.5M
| $633K | ﹤0.01% |
3,470
-750
| -18% | -$143K |
|
4791
FuelCell Energy
FCEL
$1.63B
| $633K | ﹤0.01% |
9,860
-3,828
| -28% | -$305K |
|
4792
CALL
Golar LNG
GLNG
$5.2B
| $633K | ﹤0.01% |
104,600
+70,200
| +204% | +$628K |
|
|
AGEN
4793
Agenus
AGEN
$315M
| $632K | ﹤0.01% |
8,050
+4,285
| +114% | +$333K |
|
4794
PUT
Everest Group
EG
$13.9B
| $632K | ﹤0.01% |
3,200
+2,100
| +191% | +$450K |
|
4795
IDEX
IEX
$17.7B
| $632K | ﹤0.01% |
3,466
-49,808
| -93% | -$8.63M |
|
4796
CALL
abrdn Physical Gold Shares ETF
SGOL
$7.42B
| $632K | ﹤0.01% |
+34,800
| New | +$640K |
|
4797
PUT
Angi Inc
ANGI
$176M
| $631K | ﹤0.01% |
5,690
-10,950
| -66% | -$1.51M |
|
|
JWN
4798
DELISTED
Nordstrom
JWN
| $631K | ﹤0.01% |
52,961
-306,557
| -85% | -$4.59M |
|
4799
Kohl's
KSS
$2.19B
| $631K | ﹤0.01% |
34,055
-224,579
| -87% | -$4.75M |
|
4800
Intellia Therapeutics
NTLA
$1.66B
| $631K | ﹤0.01% |
31,762
+20,584
| +184% | +$429K |
|
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.