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 | |
|---|---|---|---|---|---|---|
2126
iShares Europe ETF
IEV
$1.7B
| $3.94M | ﹤0.01% |
+94,035
| New | +$4.02M |
|
2127
CALL
SSR Mining
SSRM
$6.48B
| $3.92M | ﹤0.01% |
210,200
+87,200
| +71% | +$1.86M |
|
2128
PUT
Sony
SONY
$138B
| $3.91M | ﹤0.01% |
255,000
+83,500
| +49% | +$1.3M |
|
2129
Red Robin
RRGB
$152M
| $3.91M | ﹤0.01% |
297,073
+251,228
| +548% | +$2.62M |
|
|
HUYA
2130
Huya Inc
HUYA
$558M
| $3.9M | ﹤0.01% |
163,021
-163,392
| -50% | -$4.11M |
|
2131
CALL
Knight Transportation
KNX
$11.4B
| $3.9M | ﹤0.01% |
95,800
+1,200
| +1% | +$52.7K |
|
2132
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$99.1B
| $3.89M | ﹤0.01% |
36,000
-24,900
| -41% | -$2.69M |
|
2133
PUT
GrowGeneration
GRWG
$90.7M
| $3.89M | ﹤0.01% |
+243,300
| New | +$2.89M |
|
2134
Occidental Petroleum
OXY
$55.9B
| $3.88M | ﹤0.01% |
388,117
-1,164,579
| -75% | -$16.4M |
|
2135
WEC Energy
WEC
$35.1B
| $3.88M | ﹤0.01% |
40,089
-80,094
| -67% | -$7.46M |
|
|
SKX
2136
CALL
DELISTED
Skechers
SKX
| $3.88M | ﹤0.01% |
128,500
+15,400
| +14% | +$459K |
|
2137
PUT
Citizens Financial Group
CFG
$30.6B
| $3.88M | ﹤0.01% |
153,400
-4,800
| -3% | -$122K |
|
2138
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.59B
| $3.88M | ﹤0.01% |
217,420
+24,849
| +13% | +$460K |
|
2139
CBRE Group
CBRE
$42.9B
| $3.88M | ﹤0.01% |
82,506
-26,242
| -24% | -$1.2M |
|
2140
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
DRIP
$118M
| $3.87M | ﹤0.01% |
545
+490
| +891% | +$2.69M |
|
2141
CALL
Realty Income
O
$59.1B
| $3.87M | ﹤0.01% |
65,738
-60,476
| -48% | -$3.58M |
|
2142
CALL
Red Rock Resorts
RRR
$3.62B
| $3.86M | ﹤0.01% |
225,900
+1,600
| +0.7% | +$23.3K |
|
2143
iShares New York Muni Bond ETF
NYF
$1.41B
| $3.85M | ﹤0.01% |
67,072
+13,805
| +26% | +$797K |
|
2144
Thermo Fisher Scientific
TMO
$220B
| $3.85M | ﹤0.01% |
8,710
-64,470
| -88% | -$26.6M |
|
2145
Brookfield
BN
$108B
| $3.84M | ﹤0.01% |
217,227
+174,035
| +403% | +$3.11M |
|
2146
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$251M
| $3.84M | ﹤0.01% |
114,415
+29,599
| +35% | +$1.04M |
|
|
JWN
2147
CALL
DELISTED
Nordstrom
JWN
| $3.84M | ﹤0.01% |
322,300
-48,000
| -13% | -$719K |
|
|
ACH
2148
CALL
Accendra Health
ACH
$214M
| $3.84M | ﹤0.01% |
153,000
+46,700
| +44% | +$681K |
|
2149
iShares Fallen Angels USD Bond ETF
FALN
$1.6B
| $3.84M | ﹤0.01% |
140,647
+90,859
| +182% | +$2.49M |
|
2150
iShares Global Tech ETF
IXN
$9.26B
| $3.84M | ﹤0.01% |
87,360
-168,198
| -66% | -$7.15M |
|
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.