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 | |
|---|---|---|---|---|---|---|
4726
CALL
Alpha Pro Tech
APT
$54.8M
| $664K | ﹤0.01% |
44,900
-339,600
| -88% | -$5.76M |
|
4727
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$248M
| $664K | ﹤0.01% |
123,776
-60,060
| -33% | -$468K |
|
4728
CALL
Textron
TXT
$15.3B
| $664K | ﹤0.01% |
18,400
+7,700
| +72% | +$279K |
|
4729
Boot Barn
BOOT
$4.87B
| $663K | ﹤0.01% |
23,553
+10,404
| +79% | +$252K |
|
4730
PUT
F5
FFIV
$24B
| $663K | ﹤0.01% |
5,400
-37,200
| -87% | -$5M |
|
4731
Huntsman Corp
HUN
$1.78B
| $663K | ﹤0.01% |
29,856
-147,525
| -83% | -$3.04M |
|
4732
PUT
Regions Financial
RF
$26.9B
| $663K | ﹤0.01% |
57,500
-35,500
| -38% | -$396K |
|
4733
CALL
MacroGenics
MGNX
$256M
| $662K | ﹤0.01% |
26,300
+15,200
| +137% | +$415K |
|
4734
Quince Therapeutics
QNCX
$31.8M
| $661K | ﹤0.01% |
+66
| New | +$600K |
|
4735
First Trust RiverFront Dynamic Emerging Markets ETF
RFEM
$82.8M
| $661K | ﹤0.01% |
10,895
-7,493
| -41% | -$461K |
|
4736
Universal Health Services
UHS
$10.2B
| $661K | ﹤0.01% |
6,181
-61,002
| -91% | -$6.52M |
|
|
IBTD
4737
DELISTED
iShares iBonds Dec 2023 Term Treasury ETF
IBTD
| $661K | ﹤0.01% |
25,693
-5,257
| -17% | -$135K |
|
4738
Cathay General Bancorp
CATY
$4.31B
| $659K | ﹤0.01% |
30,387
+17,934
| +144% | +$438K |
|
4739
Fresenius Medical Care
FMS
$12.6B
| $659K | ﹤0.01% |
15,515
+1,639
| +12% | +$70.7K |
|
4740
Cambria Emerging Shareholder Yield ETF
EYLD
$892M
| $658K | ﹤0.01% |
+23,476
| New | +$672K |
|
4741
Prosperity Bancshares
PB
$8.95B
| $658K | ﹤0.01% |
12,693
-61,912
| -83% | -$3.39M |
|
4742
Transocean
RIG
$6.39B
| $658K | ﹤0.01% |
816,650
-796,179
| -49% | -$1.3M |
|
4743
FT Vest US Equity Buffer ETF February
FFEB
$1.42B
| $657K | ﹤0.01% |
+21,256
| New | +$652K |
|
4744
Heron Therapeutics
HRTX
$63.5M
| $657K | ﹤0.01% |
44,322
+17,340
| +64% | +$271K |
|
4745
Nuveen ESG 1-5 Year US Aggregate Bond ETF
NUSA
$34.6M
| $656K | ﹤0.01% |
25,673
-114,450
| -82% | -$2.93M |
|
4746
CALL
Celldex Therapeutics
CLDX
$3.52B
| $654K | ﹤0.01% |
44,100
+11,200
| +34% | +$131K |
|
4747
PUT
ProShares UltraShort Bloomberg Natural Gas
KOLD
$103M
| $654K | ﹤0.01% |
1,720
-3,880
| -69% | -$1.72M |
|
|
MRSN
4748
DELISTED
Mersana Therapeutics
MRSN
| $653K | ﹤0.01% |
1,402
+467
| +50% | +$236K |
|
4749
PUT
State Street
STT
$52.2B
| $653K | ﹤0.01% |
11,000
-1,100
| -9% | -$71.4K |
|
|
FITB
4750
PUT
Fifth Third Bancorp
FITB
$52.6B
| $652K | ﹤0.01% |
30,600
-2,400
| -7% | -$48.3K |
|
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.