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 | |
|---|---|---|---|---|---|---|
4876
Nektar Therapeutics
NKTR
$2.57B
| $596K | ﹤0.01% |
2,396
+432
| +22% | +$136K |
|
4877
Global X MLP ETF
MLPA
$2.28B
| $595K | ﹤0.01% |
27,102
+6,491
| +31% | +$165K |
|
4878
Repay Holdings
RPAY
$311M
| $595K | ﹤0.01% |
25,342
-5,323
| -17% | -$129K |
|
4879
Clearway Energy Class C
CWEN
$7.06B
| $594K | ﹤0.01% |
+22,028
| New | +$544K |
|
|
NVMI
4880
CALL
Nova
NVMI
$13.1B
| $594K | ﹤0.01% |
11,400
+300
| +3% | +$15.4K |
|
4881
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
QLVD
$55.4M
| $594K | ﹤0.01% |
24,184
-67,130
| -74% | -$1.66M |
|
4882
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $594K | ﹤0.01% |
5,496
-12,869
| -70% | -$1.39M |
|
4883
Global X Social Media ETF
SOCL
$91.4M
| $594K | ﹤0.01% |
+12,175
| New | +$579K |
|
|
BICK
4884
DELISTED
First Trust BICK Index Fund
BICK
| $594K | ﹤0.01% |
20,420
-22,534
| -52% | -$659K |
|
|
DVAX
4885
DELISTED
Dynavax Technologies
DVAX
| $593K | ﹤0.01% |
137,457
+121,801
| +778% | +$869K |
|
4886
Energy Transfer Partners
ET
$71.5B
| $593K | ﹤0.01% |
109,356
-196,688
| -64% | -$1.25M |
|
4887
PUT
ProShares UltraPro Short Dow 30
SDOW
$185M
| $593K | ﹤0.01% |
2,044
+588
| +40% | +$186K |
|
4888
CALL
Silicon Motion
SIMO
$8.45B
| $593K | ﹤0.01% |
15,700
-1,100
| -7% | -$44.1K |
|
4889
CALL
BlackLine
BL
$1.82B
| $592K | ﹤0.01% |
+6,600
| New | +$554K |
|
4890
Perion Network
PERI
$377M
| $592K | ﹤0.01% |
84,797
+9,216
| +12% | +$55.1K |
|
4891
Tyler Technologies
TYL
$13B
| $592K | ﹤0.01% |
1,697
-13,220
| -89% | -$4.57M |
|
4892
PUT
Boot Barn
BOOT
$4.87B
| $591K | ﹤0.01% |
21,000
+11,500
| +121% | +$279K |
|
4893
Invesco BuyBack Achievers ETF
PKW
$1.8B
| $591K | ﹤0.01% |
9,827
-10,692
| -52% | -$646K |
|
|
RDFN
4894
DELISTED
Redfin
RDFN
| $591K | ﹤0.01% |
+11,845
| New | +$524K |
|
4895
PUT
Helmerich & Payne
HP
$4.29B
| $590K | ﹤0.01% |
40,300
-19,000
| -32% | -$331K |
|
4896
Amplify BlueStar Israel Technology ETF
ITEQ
$120M
| $590K | ﹤0.01% |
10,613
-33,178
| -76% | -$1.76M |
|
4897
PUT
Booz Allen Hamilton
BAH
$9.43B
| $589K | ﹤0.01% |
7,100
+400
| +6% | +$32.8K |
|
4898
First Citizens BancShares
FCNCA
$25.6B
| $589K | ﹤0.01% |
1,848
-2,045
| -53% | -$789K |
|
|
FBZ
4899
DELISTED
First Trust Brazil AlphaDEX Fund
FBZ
| $588K | ﹤0.01% |
+55,994
| New | +$651K |
|
4900
Vishay Intertechnology
VSH
$5.11B
| $588K | ﹤0.01% |
37,775
+1,420
| +4% | +$22.5K |
|
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.