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 | |
|---|---|---|---|---|---|---|
751
British American Tobacco
BTI
$128B
| $21.1M | 0.01% |
583,963
+574,795
| +6,270% | +$20.1M |
|
752
Copart
CPRT
$27.5B
| $21.1M | 0.01% |
802,852
+693,368
| +633% | +$16.8M |
|
753
CALL
NetEase
NTES
$84.3B
| $21.1M | 0.01% |
232,000
-286,000
| -55% | -$26.9M |
|
754
PUT
Cloudflare
NET
$105B
| $21M | 0.01% |
511,800
+278,000
| +119% | +$10.6M |
|
755
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $21M | 0.01% |
1,337,100
+996,200
| +292% | +$15.3M |
|
756
CALL
SAP
SAP
$238B
| $20.9M | 0.01% |
134,400
+70,400
| +110% | +$11.2M |
|
|
WBA
757
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $20.9M | 0.01% |
582,200
+102,400
| +21% | +$4M |
|
758
PUT
ACM Research
ACMR
$5.75B
| $20.8M | 0.01% |
903,300
+120,600
| +15% | +$3.43M |
|
759
iShares MSCI Europe Financials ETF
EUFN
$4.29B
| $20.8M | 0.01% |
1,513,099
+1,421,099
| +1,545% | +$21M |
|
|
SRNE
760
CALL
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $20.7M | 0.01% |
1,860,800
+817,200
| +78% | +$7.48M |
|
761
PUT
Intuit
INTU
$89.2B
| $20.7M | 0.01% |
63,500
-4,200
| -6% | -$1.31M |
|
762
PUT
Lennar Class A
LEN
$21.3B
| $20.6M | 0.01% |
260,729
-76,339
| -23% | -$5.42M |
|
763
CALL
Paychex
PAYX
$42.7B
| $20.6M | 0.01% |
258,200
+53,400
| +26% | +$4.01M |
|
764
Comcast
CMCSA
$90.2B
| $20.6M | 0.01% |
444,255
-370,970
| -46% | -$16.1M |
|
765
PUT
Dow Inc
DOW
$21.3B
| $20.5M | 0.01% |
435,600
+86,700
| +25% | +$3.89M |
|
766
CALL
Nutrien
NTR
$30.9B
| $20.4M | 0.01% |
520,500
+368,300
| +242% | +$13.4M |
|
767
CALL
Plug Power
PLUG
$3.01B
| $20.3M | 0.01% |
1,516,900
-1,031,900
| -40% | -$11.4M |
|
768
Wayfair
W
$14.6B
| $20.3M | 0.01% |
69,798
+27,224
| +64% | +$7.45M |
|
769
PUT
TJX Companies
TJX
$179B
| $20.3M | 0.01% |
364,000
+210,100
| +137% | +$11.3M |
|
770
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $20.2M | 0.01% |
165,858
+164,167
| +9,708% | +$20M |
|
771
PUT
Medtronic
MDT
$111B
| $20.1M | 0.01% |
193,800
-57,000
| -23% | -$5.72M |
|
|
LVGO
772
CALL
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $20M | 0.01% |
142,900
-310,800
| -69% | -$37.9M |
|
|
UN
773
DELISTED
Unilever NV New York Registry Shares
UN
| $20M | 0.01% |
331,491
+261,740
| +375% | +$15.2M |
|
774
PUT
Snap
SNAP
$9.03B
| $20M | 0.01% |
765,800
+115,700
| +18% | +$2.69M |
|
775
PUT
Workday
WDAY
$44.2B
| $20M | 0.01% |
92,800
+58,200
| +168% | +$11.5M |
|
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.