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 | |
|---|---|---|---|---|---|---|
1351
PUT
Hershey
HSY
$36.6B
| $8.47M | 0.01% |
59,100
+42,400
| +254% | +$6.01M |
|
1352
CALL
Lumentum
LITE
$69.3B
| $8.46M | 0.01% |
112,600
-7,200
| -6% | -$597K |
|
|
LKFT
1353
PUT
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.77B
| $8.44M | 0.01% |
+59,500
| New | +$9.92M |
|
1354
PUT
Advance Auto Parts
AAP
$3.49B
| $8.44M | 0.01% |
55,000
+23,700
| +76% | +$3.57M |
|
1355
Pinduoduo
PDD
$131B
| $8.43M | 0.01% |
113,663
-217,979
| -66% | -$18.7M |
|
1356
CALL
GrowGeneration
GRWG
$90.7M
| $8.42M | 0.01% |
+526,800
| New | +$6.27M |
|
1357
Teva Pharmaceuticals
TEVA
$41.2B
| $8.42M | 0.01% |
934,172
+355,086
| +61% | +$3.76M |
|
1358
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
| $8.41M | 0.01% |
117,639
-201,363
| -63% | -$14.5M |
|
1359
CALL
Encompass Health
EHC
$12.4B
| $8.41M | 0.01% |
162,656
+146,315
| +895% | +$7.51M |
|
1360
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$597M
| $8.41M | 0.01% |
101,540
+53,374
| +111% | +$4.42M |
|
1361
HP
HPQ
$27.5B
| $8.38M | 0.01% |
441,152
-154,052
| -26% | -$2.81M |
|
1362
D.R. Horton
DHI
$42.3B
| $8.34M | 0.01% |
110,331
-57,114
| -34% | -$3.9M |
|
1363
PUT
XPO
XPO
$23.7B
| $8.3M | 0.01% |
283,646
+196,615
| +226% | +$5.66M |
|
1364
PUT
Alnylam Pharmaceuticals
ALNY
$29.3B
| $8.29M | 0.01% |
56,900
+49,000
| +620% | +$6.96M |
|
1365
PUT
Monster Beverage
MNST
$88.5B
| $8.29M | 0.01% |
206,600
+166,200
| +411% | +$6.57M |
|
1366
Invesco Variable Rate Preferred ETF
VRP
$3.01B
| $8.28M | 0.01% |
336,311
-70,945
| -17% | -$1.74M |
|
1367
PUT
Kohl's
KSS
$2.19B
| $8.26M | 0.01% |
445,800
+298,700
| +203% | +$6.32M |
|
1368
CALL
Exelon
EXC
$47B
| $8.26M | 0.01% |
323,722
+245,490
| +314% | +$6.51M |
|
|
RSX
1369
DELISTED
VanEck Russia ETF
RSX
| $8.25M | 0.01% |
393,914
-1,018,904
| -72% | -$22.4M |
|
1370
US Bancorp
USB
$99.6B
| $8.24M | 0.01% |
229,828
-154,025
| -40% | -$5.64M |
|
|
NVTA
1371
PUT
DELISTED
Invitae Corporation
NVTA
| $8.23M | ﹤0.01% |
189,900
+87,900
| +86% | +$3M |
|
1372
PUT
Akamai
AKAM
$15.9B
| $8.22M | ﹤0.01% |
74,400
+34,700
| +87% | +$3.85M |
|
1373
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
| $8.21M | ﹤0.01% |
142,400
+33,500
| +31% | +$1.94M |
|
1374
CALL
Thor Industries
THO
$4.14B
| $8.2M | ﹤0.01% |
86,100
+24,200
| +39% | +$2.51M |
|
|
1375
Monster Beverage
MNST
$88.5B
| $8.19M | ﹤0.01% |
204,130
+102,952
| +102% | +$4.07M |
|
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.