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 | |
|---|---|---|---|---|---|---|
1576
Arcturus Therapeutics
ARCT
$211M
| $6.59M | ﹤0.01% |
153,556
+65,468
| +74% | +$3.25M |
|
|
RDFN
1577
PUT
DELISTED
Redfin
RDFN
| $6.59M | ﹤0.01% |
131,900
-20,800
| -14% | -$920K |
|
1578
PUT
Axalta
AXTA
$8.17B
| $6.58M | ﹤0.01% |
+296,800
| New | +$6.88M |
|
1579
Plug Power
PLUG
$3.04B
| $6.58M | ﹤0.01% |
490,650
+190,678
| +64% | +$2.1M |
|
|
MMP
1580
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $6.57M | ﹤0.01% |
192,200
+44,800
| +30% | +$1.77M |
|
|
SRNE
1581
PUT
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $6.55M | ﹤0.01% |
587,600
-114,200
| -16% | -$1.05M |
|
1582
CALL
Appian
APPN
$2.48B
| $6.53M | ﹤0.01% |
100,800
+8,300
| +9% | +$449K |
|
1583
PUT
Realty Income
O
$59.1B
| $6.52M | ﹤0.01% |
110,734
-309
| -0.3% | -$18.3K |
|
1584
Elevance Health
ELV
$85.5B
| $6.52M | ﹤0.01% |
24,264
-14,376
| -37% | -$3.87M |
|
1585
S&P Global
SPGI
$120B
| $6.51M | ﹤0.01% |
18,068
-11,312
| -39% | -$3.99M |
|
1586
AT&T
T
$163B
| $6.51M | ﹤0.01% |
302,118
-2,374,886
| -89% | -$53.1M |
|
1587
Direxion Daily 7-10 Year Treasury Bull 3X ETF
TYD
$32.1M
| $6.5M | ﹤0.01% |
95,451
+63,444
| +198% | +$4.33M |
|
1588
Schwab 5-10 Year Corporate Bond ETF
SCHI
$11.5B
| $6.5M | ﹤0.01% |
246,314
-542,382
| -69% | -$14.4M |
|
|
SGEN
1589
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $6.5M | ﹤0.01% |
33,200
+13,900
| +72% | +$2.33M |
|
1590
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.56B
| $6.49M | ﹤0.01% |
117,666
-509,890
| -81% | -$28.1M |
|
1591
PUT
NovoCure
NVCR
$1.91B
| $6.48M | ﹤0.01% |
58,200
+13,200
| +29% | +$1.06M |
|
1592
Wheaton Precious Metals
WPM
$60.9B
| $6.47M | ﹤0.01% |
131,913
-6,146
| -4% | -$313K |
|
1593
CALL
Quest Diagnostics
DGX
$26.3B
| $6.47M | ﹤0.01% |
56,500
+7,900
| +16% | +$933K |
|
1594
PUT
Fortinet
FTNT
$117B
| $6.46M | ﹤0.01% |
274,000
-161,500
| -37% | -$4.17M |
|
|
GWPH
1595
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $6.45M | ﹤0.01% |
66,300
+39,200
| +145% | +$4.51M |
|
1596
PUT
Five Below
FIVE
$13.5B
| $6.45M | ﹤0.01% |
50,800
+10,000
| +25% | +$1.14M |
|
1597
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$147M
| $6.44M | ﹤0.01% |
+4,042
| New | +$7.18M |
|
1598
PUT
Danaher
DHR
$144B
| $6.44M | ﹤0.01% |
33,727
-38,578
| -53% | -$6.86M |
|
1599
WisdomTree Emerging Markets Local Debt Fund
ELD
$143M
| $6.43M | ﹤0.01% |
+202,628
| New | +$6.6M |
|
|
X
1600
CALL
DELISTED
US Steel
X
| $6.42M | ﹤0.01% |
875,000
+256,300
| +41% | +$1.94M |
|
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.