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 | |
|---|---|---|---|---|---|---|
3876
CALL
Pricesmart
PSMT
$5.33B
| $1.14M | ﹤0.01% |
+17,200
| New | +$1.13M |
|
3877
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$108M
| $1.14M | ﹤0.01% |
42,931
+16,139
| +60% | +$426K |
|
|
ALLK
3878
DELISTED
Allakos
ALLK
| $1.14M | ﹤0.01% |
13,998
+11,144
| +390% | +$905K |
|
3879
PUT
Incyte
INCY
$24.5B
| $1.14M | ﹤0.01% |
12,700
-33,800
| -73% | -$3.26M |
|
3880
Quadratic Interest Rate Volatility and Inflation Hedge ETF
IVOL
$270M
| $1.14M | ﹤0.01% |
+41,590
| New | +$1.13M |
|
3881
PUT
Principal Financial Group
PFG
$24.2B
| $1.14M | ﹤0.01% |
28,300
-2,400
| -8% | -$102K |
|
|
NVO
3882
CALL
Novo Nordisk
NVO
$207B
| $1.14M | ﹤0.01% |
32,800
-98,400
| -75% | -$3.28M |
|
3883
CALL
Acadia Healthcare
ACHC
$2.9B
| $1.14M | ﹤0.01% |
38,600
+30,400
| +371% | +$883K |
|
|
FLIR
3884
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $1.14M | ﹤0.01% |
31,730
-237,133
| -88% | -$9.04M |
|
|
DQ
3885
CALL
Daqo New Energy
DQ
$984M
| $1.14M | ﹤0.01% |
42,000
-68,500
| -62% | -$1.52M |
|
3886
SLM Corp
SLM
$5.11B
| $1.14M | ﹤0.01% |
140,254
-354,204
| -72% | -$2.59M |
|
3887
PUT
Henry Schein
HSIC
$9.94B
| $1.13M | ﹤0.01% |
19,300
+13,200
| +216% | +$847K |
|
|
MJJ
3888
DELISTED
MicroSectors Cannabis ETNs
MJJ
| $1.13M | ﹤0.01% |
21,548
-4,592
| -18% | -$246K |
|
3889
Allogene Therapeutics
ALLO
$732M
| $1.13M | ﹤0.01% |
29,977
+8,872
| +42% | +$334K |
|
3890
CALL
EQT Corp
EQT
$34B
| $1.13M | ﹤0.01% |
87,400
+52,700
| +152% | +$773K |
|
|
AMTD
3891
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.13M | ﹤0.01% |
28,849
+384
| +1% | +$14.4K |
|
3892
CALL
Mattel
MAT
$4.29B
| $1.13M | ﹤0.01% |
96,400
+40,400
| +72% | +$449K |
|
3893
ALPS O'Shares Global Internet Giants ETF
OGIG
$113M
| $1.13M | ﹤0.01% |
25,565
-32,987
| -56% | -$1.38M |
|
|
RUTH
3894
CALL
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $1.13M | ﹤0.01% |
101,900
+80,200
| +370% | +$724K |
|
3895
SL Green Realty
SLG
$3.95B
| $1.13M | ﹤0.01% |
25,088
-201,748
| -89% | -$9.35M |
|
3896
US Foods
USFD
$24.3B
| $1.13M | ﹤0.01% |
50,710
-113,528
| -69% | -$2.55M |
|
3897
Alexandria Real Estate Equities
ARE
$8.28B
| $1.13M | ﹤0.01% |
7,028
-5,133
| -42% | -$857K |
|
3898
BridgeBio Pharma
BBIO
$16.4B
| $1.13M | ﹤0.01% |
29,983
+20,506
| +216% | +$645K |
|
3899
CALL
Altimmune
ALT
$583M
| $1.12M | ﹤0.01% |
85,100
+38,600
| +83% | +$772K |
|
3900
Franklin Municipal Green Bond ETF
FLMB
$75.3M
| $1.12M | ﹤0.01% |
41,818
-3,654
| -8% | -$98.6K |
|
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.