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 | |
|---|---|---|---|---|---|---|
3101
Vanguard Russell 1000 Growth ETF
VONG
$45.6B
| $1.92M | ﹤0.01% |
+34,372
| New | +$1.86M |
|
|
TTM
3102
DELISTED
Tata Motors Limited
TTM
| $1.91M | ﹤0.01% |
211,551
-63,846
| -23% | -$532K |
|
3103
PUT
AMN Healthcare
AMN
$1.42B
| $1.91M | ﹤0.01% |
32,700
+27,600
| +541% | +$1.45M |
|
|
NXRT
3104
CALL
NexPoint Residential Trust
NXRT
$641M
| $1.91M | ﹤0.01% |
+43,100
| New | +$1.71M |
|
3105
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
| $1.91M | ﹤0.01% |
48,614
+5,448
| +13% | +$216K |
|
3106
PUT
BlackLine
BL
$1.7B
| $1.91M | ﹤0.01% |
+21,300
| New | +$1.79M |
|
3107
PUT
Vistra
VST
$48.2B
| $1.91M | ﹤0.01% |
101,200
+79,800
| +373% | +$1.5M |
|
3108
Palantir
PLTR
$421B
| $1.91M | ﹤0.01% |
+200,592
| New | +$1.91M |
|
|
SAND
3109
CALL
DELISTED
Sandstorm Gold
SAND
| $1.91M | ﹤0.01% |
225,800
+15,900
| +8% | +$147K |
|
|
PRFT
3110
PUT
DELISTED
Perficient Inc
PRFT
| $1.91M | ﹤0.01% |
44,600
+16,500
| +59% | +$665K |
|
3111
Pacer Developed Markets International Cash Cows 100 ETF
ICOW
$1.85B
| $1.9M | ﹤0.01% |
81,894
+14,874
| +22% | +$352K |
|
|
CUB
3112
CALL
DELISTED
Cubic Corporation
CUB
| $1.9M | ﹤0.01% |
32,700
+21,500
| +192% | +$1.01M |
|
3113
Scorpio Tankers
STNG
$3.83B
| $1.9M | ﹤0.01% |
171,603
+66,385
| +63% | +$834K |
|
3114
CALL
United Therapeutics
UTHR
$22.7B
| $1.9M | ﹤0.01% |
18,800
+900
| +5% | +$98.8K |
|
3115
SP Funds Dow Jones Global Sukuk ETF
SPSK
$646M
| $1.9M | ﹤0.01% |
93,638
+7,505
| +9% | +$152K |
|
3116
PUT
iShares MSCI Chile ETF
ECH
$1.05B
| $1.89M | ﹤0.01% |
+78,600
| New | +$2.05M |
|
|
WW
3117
DELISTED
WW International
WW
| $1.89M | ﹤0.01% |
100,274
+22,038
| +28% | +$519K |
|
|
BLDP
3118
PUT
Ballard Power Systems
BLDP
$769M
| $1.89M | ﹤0.01% |
125,200
-134,500
| -52% | -$2.17M |
|
3119
Omeros
OMER
$986M
| $1.89M | ﹤0.01% |
187,116
+157,295
| +527% | +$2.03M |
|
3120
CALL
Radian Group
RDN
$4.87B
| $1.89M | ﹤0.01% |
+129,300
| New | +$1.93M |
|
3121
PUT
Cooper Companies
COO
$14.9B
| $1.89M | ﹤0.01% |
22,400
+9,200
| +70% | +$706K |
|
3122
CALL
Hilton Grand Vacations
HGV
$3.31B
| $1.89M | ﹤0.01% |
90,000
-37,500
| -29% | -$799K |
|
|
SRG
3123
PUT
Seritage Growth Properties
SRG
$136M
| $1.89M | ﹤0.01% |
140,400
+32,400
| +30% | +$396K |
|
3124
PUT
Johnson Controls International
JCI
$91.3B
| $1.89M | ﹤0.01% |
46,200
+11,500
| +33% | +$450K |
|
|
SGMO
3125
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $1.89M | ﹤0.01% |
199,760
+80,374
| +67% | +$869K |
|
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.