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 | |
|---|---|---|---|---|---|---|
4651
The 3D Printing ETF
PRNT
$65.5M
| $694K | ﹤0.01% |
29,000
+13,807
| +91% | +$320K |
|
|
ALBO
4652
PUT
DELISTED
Albireo Pharma Inc
ALBO
| $694K | ﹤0.01% |
+20,800
| New | +$606K |
|
4653
B2Gold
BTG
$6.7B
| $692K | ﹤0.01% |
106,198
-141,188
| -57% | -$918K |
|
4654
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
FDTS
$14.1M
| $692K | ﹤0.01% |
18,944
+5,855
| +45% | +$208K |
|
4655
iShares US Medical Devices ETF
IHI
$3.48B
| $692K | ﹤0.01% |
+13,860
| New | +$671K |
|
4656
Portland General Electric
POR
$5.92B
| $692K | ﹤0.01% |
19,485
-9,268
| -32% | -$370K |
|
4657
PUT
iRhythm Holdings
IRTC
$4.06B
| $691K | ﹤0.01% |
2,900
-1,300
| -31% | -$230K |
|
4658
Morningstar
MORN
$7.76B
| $691K | ﹤0.01% |
+4,306
| New | +$680K |
|
|
NRGD
4659
DELISTED
MicroSectors US Big Oil -3x Inverse Leveraged ETN
NRGD
| $691K | ﹤0.01% |
5
+3
| +150% | +$303K |
|
|
VER
4660
DELISTED
VEREIT, Inc.
VER
| $691K | ﹤0.01% |
21,269
+16,990
| +397% | +$560K |
|
4661
iShares MSCI Brazil Small-Cap ETF
EWZS
$207M
| $690K | ﹤0.01% |
54,426
+42,240
| +347% | +$581K |
|
|
HOME
4662
DELISTED
At Home Group Inc.
HOME
| $690K | ﹤0.01% |
46,418
+21,344
| +85% | +$282K |
|
4663
Verisk Analytics
VRSK
$24.2B
| $689K | ﹤0.01% |
3,718
-12,872
| -78% | -$2.36M |
|
4664
Universal Display
OLED
$4.18B
| $688K | ﹤0.01% |
3,804
+571
| +18% | +$97.5K |
|
4665
Vanguard Russell 1000 Value ETF
VONV
$22B
| $688K | ﹤0.01% |
13,252
-7,328
| -36% | -$381K |
|
4666
Grocery Outlet
GO
$1.07B
| $687K | ﹤0.01% |
17,486
-25,953
| -60% | -$1.07M |
|
4667
Direxion Daily MSCI India Bull 2X ETF
INDL
$57.3M
| $687K | ﹤0.01% |
21,818
-21,529
| -50% | -$626K |
|
4668
Sabre
SABR
$892M
| $687K | ﹤0.01% |
105,426
-326,799
| -76% | -$2.42M |
|
4669
PUT
United Therapeutics
UTHR
$21.5B
| $687K | ﹤0.01% |
6,800
-4,600
| -40% | -$505K |
|
|
ATSG
4670
DELISTED
Air Transport Services Group
ATSG
| $687K | ﹤0.01% |
+27,403
| New | +$684K |
|
4671
Chubb
CB
$133B
| $686K | ﹤0.01% |
5,908
-71,018
| -92% | -$8.92M |
|
|
JNPR
4672
DELISTED
Juniper Networks
JNPR
| $686K | ﹤0.01% |
31,928
-178,751
| -85% | -$4.24M |
|
4673
Dentsply Sirona
XRAY
$2.31B
| $686K | ﹤0.01% |
15,692
-32,966
| -68% | -$1.46M |
|
|
MASI
4674
PUT
DELISTED
Masimo
MASI
| $685K | ﹤0.01% |
2,900
-13,500
| -82% | -$3.03M |
|
|
ENDP
4675
DELISTED
Endo International plc
ENDP
| $685K | ﹤0.01% |
207,780
+125,787
| +153% | +$403K |
|
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.