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 | |
|---|---|---|---|---|---|---|
2251
DexCom
DXCM
$32B
| $3.49M | ﹤0.01% |
33,852
-216,504
| -86% | -$22.6M |
|
|
NEWR
2252
CALL
DELISTED
New Relic, Inc.
NEWR
| $3.49M | ﹤0.01% |
61,900
+40,100
| +184% | +$2.45M |
|
|
JMIA
2253
CALL
Jumia Technologies
JMIA
$767M
| $3.48M | ﹤0.01% |
435,600
+396,800
| +1,023% | +$3.99M |
|
2254
VanEck Vietnam ETF
VNM
$504M
| $3.48M | ﹤0.01% |
+234,345
| New | +$3.4M |
|
|
RAD
2255
CALL
DELISTED
Rite Aid Corporation
RAD
| $3.48M | ﹤0.01% |
366,500
-491,200
| -57% | -$7.01M |
|
2256
Equity Residential
EQR
$25.1B
| $3.47M | ﹤0.01% |
67,658
-287,029
| -81% | -$15.9M |
|
2257
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.13B
| $3.47M | ﹤0.01% |
+67,327
| New | +$3.47M |
|
2258
PUT
Scorpio Tankers
STNG
$3.81B
| $3.46M | ﹤0.01% |
312,900
+70,600
| +29% | +$887K |
|
2259
PUT
MSCI
MSCI
$40.9B
| $3.46M | ﹤0.01% |
9,700
-8,100
| -46% | -$2.94M |
|
2260
CALL
Protolabs
PRLB
$2.13B
| $3.46M | ﹤0.01% |
26,700
+9,300
| +53% | +$1.22M |
|
|
RETA
2261
CALL
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $3.46M | ﹤0.01% |
35,500
+9,600
| +37% | +$1.2M |
|
2262
PUT
Cerence
CRNC
$413M
| $3.45M | ﹤0.01% |
70,600
+56,100
| +387% | +$2.69M |
|
2263
PUT
Alcoa
AA
$13.2B
| $3.44M | ﹤0.01% |
296,100
+79,900
| +37% | +$1.07M |
|
2264
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$373M
| $3.44M | ﹤0.01% |
78,611
+48,757
| +163% | +$2.11M |
|
|
CODX
2265
CALL
Co-Diagnostics
CODX
$5.6M
| $3.44M | ﹤0.01% |
8,437
-4,110
| -33% | -$2.11M |
|
|
NAV
2266
CALL
DELISTED
Navistar International
NAV
| $3.44M | ﹤0.01% |
79,000
+42,900
| +119% | +$1.47M |
|
2267
Realty Income
O
$59.1B
| $3.44M | ﹤0.01% |
58,422
+10,254
| +21% | +$606K |
|
2268
CALL
Fortive
FTV
$18.6B
| $3.43M | ﹤0.01% |
71,359
+34,252
| +92% | +$1.56M |
|
2269
PUT
TAL Education Group
TAL
$6.87B
| $3.43M | ﹤0.01% |
45,100
-276,700
| -86% | -$20.9M |
|
2270
CALL
BlackBerry
BB
$5.26B
| $3.43M | ﹤0.01% |
746,800
+365,600
| +96% | +$1.77M |
|
2271
CALL
Bunge Global
BG
$20.8B
| $3.43M | ﹤0.01% |
75,000
-118,800
| -61% | -$5.31M |
|
2272
BJs Wholesale Club
BJ
$12.3B
| $3.43M | ﹤0.01% |
82,499
+41,196
| +100% | +$1.7M |
|
2273
Vanguard US Momentum Factor ETF
VFMO
$1.91B
| $3.42M | ﹤0.01% |
36,023
+31,779
| +749% | +$2.93M |
|
2274
PUT
HDFC Bank
HDB
$121B
| $3.41M | ﹤0.01% |
136,600
-5,200
| -4% | -$126K |
|
2275
PTC
PTC
$16B
| $3.41M | ﹤0.01% |
41,245
+34,751
| +535% | +$2.96M |
|
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.