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 | |
|---|---|---|---|---|---|---|
2276
PUT
Purple Innovation
PRPL
$41.7M
| $3.41M | ﹤0.01% |
+5,484
| New | +$2.92M |
|
2277
PUT
Restaurant Brands International
QSR
$25.8B
| $3.4M | ﹤0.01% |
59,300
+6,600
| +13% | +$368K |
|
|
JNPR
2278
CALL
DELISTED
Juniper Networks
JNPR
| $3.4M | ﹤0.01% |
157,900
-64,400
| -29% | -$1.53M |
|
2279
JPMorgan BetaBuilders US Aggregate Bond ETF
BBAG
$997M
| $3.39M | ﹤0.01% |
60,680
+2,891
| +5% | +$162K |
|
2280
CALL
W.W. Grainger
GWW
$60.2B
| $3.39M | ﹤0.01% |
9,500
+4,100
| +76% | +$1.41M |
|
2281
PLDT
PHI
$4.33B
| $3.39M | ﹤0.01% |
125,256
+107,232
| +595% | +$2.98M |
|
2282
ProShares UltraPro S&P 500
UPRO
$5.76B
| $3.38M | ﹤0.01% |
121,056
+80,722
| +200% | +$2.2M |
|
2283
CALL
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$531M
| $3.38M | ﹤0.01% |
26,210
+4,620
| +21% | +$671K |
|
2284
CALL
Lumen
LUMN
$6.44B
| $3.38M | ﹤0.01% |
334,600
+22,600
| +7% | +$235K |
|
2285
PUT
Essex Property Trust
ESS
$18.5B
| $3.37M | ﹤0.01% |
16,800
+14,600
| +664% | +$3.18M |
|
|
BCLI
2286
CALL
DELISTED
BRAINSTORM CELL THERAPUTC
BCLI
| $3.37M | ﹤0.01% |
13,287
+3,554
| +37% | +$728K |
|
|
NVTA
2287
DELISTED
Invitae Corporation
NVTA
| $3.37M | ﹤0.01% |
77,687
+3,361
| +5% | +$115K |
|
2288
Smith & Wesson
SWBI
$637M
| $3.37M | ﹤0.01% |
216,934
-51,468
| -19% | -$910K |
|
2289
CALL
Alerian MLP ETF
AMLP
$13.1B
| $3.37M | ﹤0.01% |
168,400
-540,940
| -76% | -$12.5M |
|
2290
BCE
BCE
$21.2B
| $3.36M | ﹤0.01% |
80,978
+41,500
| +105% | +$1.76M |
|
2291
CALL
Upwork
UPWK
$1.19B
| $3.36M | ﹤0.01% |
192,600
-160,000
| -45% | -$2.4M |
|
2292
CALL
Otis Worldwide
OTIS
$28.2B
| $3.35M | ﹤0.01% |
53,700
-30,600
| -36% | -$1.87M |
|
2293
CALL
Huntington Ingalls Industries
HII
$12.8B
| $3.35M | ﹤0.01% |
23,800
-8,300
| -26% | -$1.34M |
|
2294
PUT
Papa John's
PZZA
$806M
| $3.35M | ﹤0.01% |
40,700
-29,400
| -42% | -$2.7M |
|
2295
PUT
Groupon
GRPN
$1.02B
| $3.35M | ﹤0.01% |
+164,000
| New | +$3.82M |
|
2296
PUT
Red Rock Resorts
RRR
$3.62B
| $3.35M | ﹤0.01% |
195,700
+95,900
| +96% | +$1.4M |
|
2297
CALL
Equinix
EQIX
$103B
| $3.35M | ﹤0.01% |
4,400
-40,500
| -90% | -$30.6M |
|
2298
Lennox International
LII
$15.2B
| $3.34M | ﹤0.01% |
12,259
-29,544
| -71% | -$7.89M |
|
2299
iShares MSCI USA Min Vol Factor ETF
USMV
$24.4B
| $3.34M | ﹤0.01% |
52,442
+45,594
| +666% | +$2.89M |
|
2300
CALL
ProShares Ultra Dow30
DDM
$548M
| $3.34M | ﹤0.01% |
142,800
-89,600
| -39% | -$2.03M |
|
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.