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 | |
|---|---|---|---|---|---|---|
|
TRTN
1601
CALL
DELISTED
Triton International Limited
TRTN
| $6.42M | ﹤0.01% |
157,800
+133,100
| +539% | +$4.55M |
|
1602
PUT
iShares MSCI Taiwan ETF
EWT
$10.7B
| $6.41M | ﹤0.01% |
142,800
-324,200
| -69% | -$14.3M |
|
1603
CALL
Sturm, Ruger & Co
RGR
$593M
| $6.41M | ﹤0.01% |
104,800
+29,400
| +39% | +$2.17M |
|
1604
CALL
Aflac
AFL
$62.6B
| $6.41M | ﹤0.01% |
176,200
-40,000
| -19% | -$1.46M |
|
1605
iShares ESG Advanced Universal USD Bond ETF
EUSB
$712M
| $6.39M | ﹤0.01% |
+126,666
| New | +$6.41M |
|
1606
CALL
Sonos
SONO
$1.85B
| $6.39M | ﹤0.01% |
420,700
-222,100
| -35% | -$3.27M |
|
1607
PUT
Lumentum
LITE
$69.3B
| $6.36M | ﹤0.01% |
84,600
-10,200
| -11% | -$846K |
|
1608
CALL
DaVita
DVA
$11.7B
| $6.36M | ﹤0.01% |
74,200
-200
| -0.3% | -$17.1K |
|
1609
PUT
Elastic
ESTC
$7.81B
| $6.36M | ﹤0.01% |
58,900
-14,700
| -20% | -$1.44M |
|
1610
PUT
Equifax
EFX
$21.4B
| $6.35M | ﹤0.01% |
40,500
+30,700
| +313% | +$5.03M |
|
1611
Fidelity Quality Factor ETF
FQAL
$1.46B
| $6.34M | ﹤0.01% |
+162,363
| New | +$6.3M |
|
1612
Seagate
STX
$184B
| $6.34M | ﹤0.01% |
128,671
+11,623
| +10% | +$546K |
|
1613
CALL
M&T Bank
MTB
$36.2B
| $6.34M | ﹤0.01% |
68,800
+64,600
| +1,538% | +$6.6M |
|
1614
Sunrun
RUN
$2.46B
| $6.33M | ﹤0.01% |
+82,107
| New | +$3.86M |
|
1615
JPMorgan USD Emerging Markets Sovereign Bond ETF
JPMB
$67.5M
| $6.33M | ﹤0.01% |
130,919
+53,590
| +69% | +$2.63M |
|
1616
Snowflake
SNOW
$115B
| $6.32M | ﹤0.01% |
+25,191
| New | +$6M |
|
1617
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $6.32M | ﹤0.01% |
701,000
-805,300
| -53% | -$8.52M |
|
1618
PUT
eHealth
EHTH
$43.9M
| $6.31M | ﹤0.01% |
79,900
-205,500
| -72% | -$16.7M |
|
1619
PUT
KKR & Co
KKR
$92.3B
| $6.31M | ﹤0.01% |
183,800
-259,900
| -59% | -$9.09M |
|
|
KSU
1620
CALL
DELISTED
Kansas City Southern
KSU
| $6.31M | ﹤0.01% |
34,900
-6,800
| -16% | -$1.18M |
|
1621
PUT
Emerson Electric
EMR
$88.3B
| $6.31M | ﹤0.01% |
96,200
+48,000
| +100% | +$3.16M |
|
|
CGC
1622
PUT
Canopy Growth
CGC
$410M
| $6.28M | ﹤0.01% |
43,820
+17,470
| +66% | +$2.93M |
|
1623
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.23B
| $6.28M | ﹤0.01% |
108,555
+58,461
| +117% | +$3.42M |
|
1624
CALL
Vail Resorts
MTN
$5.3B
| $6.27M | ﹤0.01% |
29,300
+13,900
| +90% | +$2.86M |
|
1625
MGM Resorts International
MGM
$11.2B
| $6.26M | ﹤0.01% |
287,954
-469,631
| -62% | -$9.31M |
|
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.