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 | |
|---|---|---|---|---|---|---|
4126
Innovative Industrial Properties
IIPR
$1.69B
| $973K | ﹤0.01% |
7,840
-4,250
| -35% | -$475K |
|
4127
iShares Core Dividend Growth ETF
DGRO
$43.7B
| $972K | ﹤0.01% |
24,422
-8,682
| -26% | -$345K |
|
4128
PUT
Post Holdings
POST
$3.59B
| $972K | ﹤0.01% |
17,266
+3,361
| +24% | +$192K |
|
|
FRC
4129
CALL
DELISTED
First Republic Bank
FRC
| $971K | ﹤0.01% |
8,900
+2,600
| +41% | +$289K |
|
4130
CALL
TripAdvisor
TRIP
$1.25B
| $970K | ﹤0.01% |
49,500
-258,200
| -84% | -$5.42M |
|
4131
CALL
Zions Bancorporation
ZION
$10.4B
| $970K | ﹤0.01% |
33,200
+13,700
| +70% | +$442K |
|
4132
PUT
Stratasys
SSYS
$765M
| $968K | ﹤0.01% |
77,600
-75,000
| -49% | -$1.09M |
|
4133
PUT
Alarm.com
ALRM
$2.72B
| $967K | ﹤0.01% |
17,500
+8,800
| +101% | +$544K |
|
4134
Gentex
GNTX
$4.94B
| $966K | ﹤0.01% |
37,494
-130,402
| -78% | -$3.46M |
|
4135
Affiliated Managers Group
AMG
$9.61B
| $965K | ﹤0.01% |
14,109
-34,145
| -71% | -$2.39M |
|
4136
Camden Property Trust
CPT
$10.9B
| $965K | ﹤0.01% |
10,844
-74,423
| -87% | -$6.69M |
|
4137
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.53B
| $965K | ﹤0.01% |
19,700
+4,500
| +30% | +$216K |
|
4138
Jones Lang LaSalle
JLL
$16.7B
| $965K | ﹤0.01% |
10,078
-7,784
| -44% | -$784K |
|
|
APHA
4139
CALL
DELISTED
Aphria Inc. Common Shares
APHA
| $965K | ﹤0.01% |
217,400
+104,100
| +92% | +$487K |
|
4140
Intercontinental Exchange
ICE
$84.9B
| $964K | ﹤0.01% |
9,637
-110,835
| -92% | -$10.9M |
|
|
PACW
4141
DELISTED
PacWest Bancorp
PACW
| $964K | ﹤0.01% |
56,433
-32,584
| -37% | -$604K |
|
4142
CALL
Banco Bradesco
BBD
$35B
| $963K | ﹤0.01% |
+339,889
| New | +$1.11M |
|
4143
Floor & Decor
FND
$6.28B
| $962K | ﹤0.01% |
12,864
-36,367
| -74% | -$2.5M |
|
4144
PUT
Vipshop
VIPS
$6.88B
| $962K | ﹤0.01% |
61,500
+4,100
| +7% | +$80.3K |
|
4145
Fortuna Silver Mines
FSM
$3.24B
| $961K | ﹤0.01% |
151,157
+21,520
| +17% | +$138K |
|
4146
IPG Photonics
IPGP
$3.67B
| $961K | ﹤0.01% |
5,649
-7,420
| -57% | -$1.22M |
|
4147
Suncor Energy
SU
$74.5B
| $961K | ﹤0.01% |
78,637
-101,141
| -56% | -$1.58M |
|
|
CONN
4148
CALL
DELISTED
Conn's Inc.
CONN
| $960K | ﹤0.01% |
90,700
-27,800
| -23% | -$300K |
|
4149
CALL
Guidewire Software
GWRE
$14.4B
| $959K | ﹤0.01% |
+9,200
| New | +$1.03M |
|
4150
CALL
National Grid
NGG
$81.2B
| $959K | ﹤0.01% |
+18,771
| New | +$943K |
|
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.