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 | |
|---|---|---|---|---|---|---|
4626
Phreesia
PHR
$780M
| $711K | ﹤0.01% |
+22,137
| New | +$659K |
|
|
WBK
4627
DELISTED
Westpac Banking Corporation
WBK
| $711K | ﹤0.01% |
59,072
-46,114
| -44% | -$572K |
|
4628
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.5M
| $710K | ﹤0.01% |
46,921
+13,709
| +41% | +$208K |
|
4629
Vanguard Dividend Appreciation ETF
VIG
$115B
| $710K | ﹤0.01% |
5,523
-3,432
| -38% | -$432K |
|
|
MDLA
4630
CALL
DELISTED
Medallia, Inc.
MDLA
| $710K | ﹤0.01% |
25,900
+5,600
| +28% | +$170K |
|
4631
CALL
B2Gold
BTG
$6.7B
| $709K | ﹤0.01% |
108,700
-34,800
| -24% | -$226K |
|
|
NUVA
4632
CALL
DELISTED
NuVasive, Inc.
NUVA
| $709K | ﹤0.01% |
14,600
-14,700
| -50% | -$792K |
|
4633
Eldorado Gold
EGO
$10B
| $708K | ﹤0.01% |
67,078
-154,521
| -70% | -$1.73M |
|
4634
PUT
Quanta Services
PWR
$101B
| $708K | ﹤0.01% |
13,400
+6,600
| +97% | +$307K |
|
4635
Iron Mountain
IRM
$37.7B
| $707K | ﹤0.01% |
+26,393
| New | +$751K |
|
4636
CRISPR Therapeutics
CRSP
$5.22B
| $706K | ﹤0.01% |
8,443
+3,549
| +73% | +$315K |
|
4637
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$2.97B
| $706K | ﹤0.01% |
23,090
-1,068,027
| -98% | -$32.6M |
|
4638
PUT
Monro
MNRO
$352M
| $706K | ﹤0.01% |
17,400
-5,800
| -25% | -$296K |
|
4639
PUT
CDW
CDW
$17.8B
| $705K | ﹤0.01% |
+5,900
| New | +$675K |
|
4640
PUT
3D Systems Corp
DDD
$601M
| $704K | ﹤0.01% |
143,400
-27,500
| -16% | -$163K |
|
|
ZGNX
4641
DELISTED
Zogenix, Inc.
ZGNX
| $704K | ﹤0.01% |
39,298
+507
| +1% | +$12.4K |
|
4642
CALL
Spectrum Brands
SPB
$2.09B
| $703K | ﹤0.01% |
+12,300
| New | +$674K |
|
|
DMRI
4643
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
| $702K | ﹤0.01% |
15,826
-42,800
| -73% | -$1.92M |
|
|
MYOV
4644
CALL
DELISTED
Myovant Sciences Ltd.
MYOV
| $701K | ﹤0.01% |
49,900
-33,100
| -40% | -$616K |
|
4645
Schwab US Dividend Equity ETF
SCHD
$108B
| $699K | ﹤0.01% |
37,914
-8,958
| -19% | -$165K |
|
4646
CALL
Aurinia Pharmaceuticals
AUPH
$2.02B
| $698K | ﹤0.01% |
47,400
+2,500
| +6% | +$36.2K |
|
4647
CALL
iShares MSCI Japan ETF
EWJ
$23.2B
| $697K | ﹤0.01% |
11,800
-502,200
| -98% | -$28.8M |
|
4648
Myriad Genetics
MYGN
$303M
| $696K | ﹤0.01% |
53,354
+11,759
| +28% | +$149K |
|
|
RWT
4649
CALL
Redwood Trust
RWT
$599M
| $696K | ﹤0.01% |
92,500
-226,700
| -71% | -$1.6M |
|
4650
Kirby Corp
KEX
$7.26B
| $694K | ﹤0.01% |
19,202
+14,700
| +327% | +$648K |
|
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.