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 | |
|---|---|---|---|---|---|---|
1251
Take-Two Interactive
TTWO
$46.1B
| $9.49M | 0.01% |
57,444
-50,792
| -47% | -$8.25M |
|
|
HZNP
1252
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $9.48M | 0.01% |
122,100
-1,900
| -2% | -$131K |
|
1253
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.36B
| $9.48M | 0.01% |
+354,087
| New | +$9.63M |
|
1254
CALL
Axsome Therapeutics
AXSM
$10.9B
| $9.48M | 0.01% |
133,000
-600
| -0.4% | -$46.8K |
|
1255
CALL
Akamai
AKAM
$15.9B
| $9.47M | 0.01% |
85,700
-34,200
| -29% | -$3.8M |
|
1256
CALL
Trupanion
TRUP
$1.18B
| $9.47M | 0.01% |
120,000
+88,200
| +277% | +$5.29M |
|
1257
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.9B
| $9.45M | 0.01% |
89,724
+12,248
| +16% | +$1.28M |
|
1258
PUT
United States Natural Gas Fund
UNG
$455M
| $9.43M | 0.01% |
206,700
+75,550
| +58% | +$3.62M |
|
1259
PUT
Apollo Global Management
APO
$73.4B
| $9.43M | 0.01% |
210,700
+87,400
| +71% | +$4.2M |
|
1260
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $9.41M | 0.01% |
30,600
-1,500
| -5% | -$457K |
|
1261
CALL
AGNC Investment
AGNC
$12.9B
| $9.41M | 0.01% |
676,400
-58,800
| -8% | -$809K |
|
1262
Camping World
CWH
$653M
| $9.4M | 0.01% |
315,824
+299,210
| +1,801% | +$9.77M |
|
1263
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
| $9.39M | 0.01% |
295,636
-75,416
| -20% | -$2.45M |
|
1264
PUT
Crown Castle
CCI
$32.2B
| $9.39M | 0.01% |
56,400
-2,800
| -5% | -$462K |
|
1265
Tyson Foods
TSN
$20.4B
| $9.38M | 0.01% |
157,778
+118,177
| +298% | +$7.28M |
|
1266
PUT
BHP
BHP
$230B
| $9.35M | 0.01% |
202,789
+130,597
| +181% | +$6.28M |
|
1267
Bausch Health
BHC
$2.34B
| $9.35M | 0.01% |
601,373
-25,588
| -4% | -$441K |
|
1268
PUT
Whirlpool
WHR
$2.82B
| $9.34M | 0.01% |
50,800
+43,600
| +606% | +$7.24M |
|
1269
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
| $9.34M | 0.01% |
54,836
-148,925
| -73% | -$25M |
|
1270
AMC Global Media
AMCX
$489M
| $9.34M | 0.01% |
377,916
+357,721
| +1,771% | +$8.59M |
|
1271
CALL
nLIGHT
LASR
$3.17B
| $9.32M | 0.01% |
+397,100
| New | +$9.13M |
|
|
SRNE
1272
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $9.32M | 0.01% |
835,800
+775,735
| +1,291% | +$7.1M |
|
|
SCHW
1273
PUT
Charles Schwab
SCHW
$187B
| $9.3M | 0.01% |
256,800
+81,400
| +46% | +$2.83M |
|
1274
CALL
BILL Holdings
BILL
$4.78B
| $9.3M | 0.01% |
92,700
-65,600
| -41% | -$5.97M |
|
1275
PUT
Toyota
TM
$225B
| $9.3M | 0.01% |
70,200
-3,300
| -4% | -$429K |
|
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.