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 | |
|---|---|---|---|---|---|---|
1176
Philips
PHG
$26.1B
| $10.5M | 0.01% |
274,917
+64,247
| +30% | +$2.58M |
|
1177
CALL
KLA
KLAC
$259B
| $10.5M | 0.01% |
542,000
+89,000
| +20% | +$1.76M |
|
|
SAGE
1178
CALL
DELISTED
Sage Therapeutics
SAGE
| $10.5M | 0.01% |
171,800
+52,200
| +44% | +$2.65M |
|
1179
CALL
Ross Stores
ROST
$81.9B
| $10.5M | 0.01% |
112,400
-31,700
| -22% | -$2.84M |
|
1180
PUT
Norfolk Southern
NSC
$75.1B
| $10.5M | 0.01% |
48,900
+4,400
| +10% | +$884K |
|
1181
PUT
Vornado Realty Trust
VNO
$7.38B
| $10.4M | 0.01% |
309,700
+251,500
| +432% | +$8.96M |
|
1182
Clorox
CLX
$12.7B
| $10.4M | 0.01% |
49,404
+16,930
| +52% | +$3.77M |
|
|
SPR
1183
CALL
DELISTED
Spirit AeroSystems
SPR
| $10.4M | 0.01% |
548,400
+198,700
| +57% | +$4.19M |
|
1184
PUT
CoStar Group
CSGP
$12.3B
| $10.4M | 0.01% |
122,000
+58,000
| +91% | +$4.62M |
|
1185
CALL
GameStop
GME
$8.6B
| $10.3M | 0.01% |
4,057,600
+961,200
| +31% | +$1.39M |
|
1186
CALL
Wingstop
WING
$3.18B
| $10.3M | 0.01% |
75,600
-18,400
| -20% | -$2.7M |
|
|
DISH
1187
CALL
DELISTED
DISH Network Corp.
DISH
| $10.3M | 0.01% |
355,300
+143,800
| +68% | +$4.75M |
|
1188
PUT
Invesco Senior Loan ETF
BKLN
$6.81B
| $10.3M | 0.01% |
472,800
-1,178,500
| -71% | -$25.6M |
|
|
1189
PUT
GameStop
GME
$8.6B
| $10.3M | 0.01% |
4,027,600
+718,400
| +22% | +$1.04M |
|
1190
CALL
Medifast
MED
$141M
| $10.3M | 0.01% |
62,400
+53,700
| +617% | +$8.84M |
|
1191
Qorvo
QRVO
$8.74B
| $10.3M | 0.01% |
79,490
+41,803
| +111% | +$5.18M |
|
1192
CALL
Trip.com Group
TCOM
$29.1B
| $10.3M | 0.01% |
329,300
+234,400
| +247% | +$6.66M |
|
1193
Dropbox
DBX
$8.12B
| $10.2M | 0.01% |
531,498
+371,756
| +233% | +$7.74M |
|
1194
CALL
Alnylam Pharmaceuticals
ALNY
$29.3B
| $10.2M | 0.01% |
70,200
+39,500
| +129% | +$5.61M |
|
1195
Dollar Tree
DLTR
$25.2B
| $10.2M | 0.01% |
111,506
+97,577
| +701% | +$9.18M |
|
1196
CALL
Jazz Pharmaceuticals
JAZZ
$16.7B
| $10.2M | 0.01% |
71,300
+48,500
| +213% | +$6.01M |
|
1197
CALL
Revvity
RVTY
$12.8B
| $10.2M | 0.01% |
80,900
-40,300
| -33% | -$4.63M |
|
1198
CALL
Ball Corp
BALL
$16.8B
| $10.1M | 0.01% |
122,000
+25,400
| +26% | +$1.95M |
|
1199
PUT
Marvell Technology
MRVL
$196B
| $10.1M | 0.01% |
255,400
+66,100
| +35% | +$2.43M |
|
1200
CALL
Camping World
CWH
$653M
| $10.1M | 0.01% |
340,300
-91,300
| -21% | -$2.98M |
|
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.