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 | |
|---|---|---|---|---|---|---|
1651
GE Aerospace
GE
$384B
| $6.08M | ﹤0.01% |
195,670
-155,071
| -44% | -$5.04M |
|
1652
PUT
Digital Turbine
APPS
$1.74B
| $6.07M | ﹤0.01% |
185,500
+166,900
| +897% | +$3.59M |
|
|
1653
Digital Turbine
APPS
$1.74B
| $6.07M | ﹤0.01% |
185,243
+173,216
| +1,440% | +$3.73M |
|
1654
PUT
Southern Company
SO
$107B
| $6.06M | ﹤0.01% |
111,800
+33,900
| +44% | +$1.81M |
|
1655
CALL
AerCap
AER
$23.8B
| $6.05M | ﹤0.01% |
240,200
+25,400
| +12% | +$736K |
|
1656
Home Depot
HD
$355B
| $6.05M | ﹤0.01% |
21,788
-62,513
| -74% | -$16.9M |
|
|
ONC
1657
BeOne Medicines Ltd
ONC
$39.4B
| $6.03M | ﹤0.01% |
+21,041
| New | +$4.95M |
|
1658
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.3B
| $6.02M | ﹤0.01% |
110,531
+27,242
| +33% | +$1.49M |
|
|
NKLA
1659
DELISTED
Nikola Corporation Common Stock
NKLA
| $6.01M | ﹤0.01% |
9,782
-32,264
| -77% | -$37.6M |
|
|
SPWR
1660
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $6.01M | ﹤0.01% |
480,400
+173,778
| +57% | +$1.46M |
|
1661
Xtrackers Low Beta High Yield Bond ETF
HYDW
$67.5M
| $6M | ﹤0.01% |
+120,667
| New | +$6.04M |
|
|
PPLI
1662
PUT
People Inc
PPLI
$3.1B
| $6M | ﹤0.01% |
91,791
+21,289
| +30% | +$1.46M |
|
1663
PUT
Welltower
WELL
$171B
| $6M | ﹤0.01% |
108,900
-127,800
| -54% | -$7.02M |
|
1664
CALL
Tyler Technologies
TYL
$12.8B
| $6M | ﹤0.01% |
17,200
+1,700
| +11% | +$588K |
|
|
ZUO
1665
DELISTED
Zuora, Inc.
ZUO
| $5.99M | ﹤0.01% |
579,143
+566,444
| +4,461% | +$6.56M |
|
1666
CALL
American Eagle Outfitters
AEO
$3.01B
| $5.99M | ﹤0.01% |
404,100
+240,400
| +147% | +$2.87M |
|
|
GWPH
1667
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $5.97M | ﹤0.01% |
61,360
+31,555
| +106% | +$3.63M |
|
1668
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
BBHY
$618M
| $5.97M | ﹤0.01% |
119,400
-38,931
| -25% | -$1.95M |
|
1669
CALL
Melco Resorts & Entertainment
MLCO
$2.14B
| $5.96M | ﹤0.01% |
358,200
+326,200
| +1,019% | +$5.78M |
|
|
NUAN
1670
CALL
DELISTED
Nuance Communications, Inc.
NUAN
| $5.96M | ﹤0.01% |
179,500
+52,500
| +41% | +$1.52M |
|
1671
CALL
Herbalife
HLF
$1.29B
| $5.96M | ﹤0.01% |
127,700
+23,300
| +22% | +$1.14M |
|
1672
CALL
TG Therapeutics
TGTX
$7.62B
| $5.95M | ﹤0.01% |
222,500
-123,900
| -36% | -$2.85M |
|
|
PXD
1673
DELISTED
Pioneer Natural Resource Co.
PXD
| $5.95M | ﹤0.01% |
69,163
+33,309
| +93% | +$3.28M |
|
1674
CALL
Aptiv
APTV
$10.3B
| $5.93M | ﹤0.01% |
64,700
-112,600
| -64% | -$9.45M |
|
1675
PUT
Diageo
DEO
$53.6B
| $5.93M | ﹤0.01% |
43,300
+7,600
| +21% | +$1.05M |
|
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.