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 | |
|---|---|---|---|---|---|---|
226
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $97.3M | 0.06% |
1,160,132
+1,149,466
| +10,777% | +$96.8M |
|
227
CALL
Caterpillar
CAT
$401B
| $97M | 0.06% |
650,100
+200,100
| +44% | +$28.1M |
|
228
CALL
Amgen
AMGN
$221B
| $95.7M | 0.06% |
376,400
+146,900
| +64% | +$36.4M |
|
229
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.43B
| $95.5M | 0.06% |
3,121,500
+822,300
| +36% | +$25.8M |
|
230
CALL
Moderna
MRNA
$22.5B
| $95.5M | 0.06% |
1,349,900
+392,000
| +41% | +$27.3M |
|
231
PUT
Intuitive Surgical
ISRG
$133B
| $94.2M | 0.06% |
398,100
+29,100
| +8% | +$6.53M |
|
232
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$14.3B
| $93.6M | 0.06% |
1,503,500
+171,500
| +13% | +$10.3M |
|
233
CALL
Bath & Body Works
BBWI
$4.19B
| $93.1M | 0.06% |
3,620,204
-4,177,597
| -54% | -$85.4M |
|
234
CALL
CVS Health
CVS
$126B
| $92.9M | 0.06% |
1,591,000
+739,000
| +87% | +$46M |
|
235
PUT
Capital One
COF
$136B
| $92.8M | 0.06% |
1,291,400
+926,000
| +253% | +$61.9M |
|
236
CALL
Lam Research
LRCX
$385B
| $92.2M | 0.06% |
2,780,000
+105,000
| +4% | +$3.62M |
|
237
PUT
Biogen
BIIB
$30.5B
| $92.1M | 0.06% |
324,500
+62,600
| +24% | +$17.5M |
|
238
PUT
UnitedHealth
UNH
$375B
| $91.6M | 0.06% |
293,700
-69,900
| -19% | -$21.5M |
|
239
CALL
Twilio
TWLO
$29.3B
| $91.4M | 0.06% |
370,100
-36,900
| -9% | -$9.1M |
|
240
CALL
Veeva Systems
VEEV
$34.7B
| $91.4M | 0.05% |
325,100
+6,700
| +2% | +$1.77M |
|
241
CALL
iShares MSCI ACWI ETF
ACWI
$33.4B
| $90.7M | 0.05% |
1,135,300
-335,100
| -23% | -$26.5M |
|
242
CALL
Accenture
ACN
$104B
| $89.8M | 0.05% |
397,500
+277,400
| +231% | +$63.5M |
|
243
CALL
ExxonMobil
XOM
$628B
| $89.7M | 0.05% |
2,614,000
-1,468,900
| -36% | -$60M |
|
244
PUT
Baidu
BIDU
$37.7B
| $89.6M | 0.05% |
707,900
+98,700
| +16% | +$12.2M |
|
245
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.3B
| $89.5M | 0.05% |
848,500
+456,300
| +116% | +$48M |
|
246
CALL
Bank of America
BAC
$442B
| $89.4M | 0.05% |
3,710,700
-881,800
| -19% | -$22M |
|
247
Mastercard
MA
$500B
| $88.7M | 0.05% |
262,317
+107,207
| +69% | +$34.9M |
|
248
PayPal
PYPL
$49.6B
| $87.9M | 0.05% |
445,925
+316,213
| +244% | +$59.6M |
|
249
CALL
Fidelity National Information Services
FIS
$22.1B
| $87.8M | 0.05% |
596,700
+393,000
| +193% | +$56.8M |
|
250
CALL
Royal Caribbean
RCL
$87.6B
| $87.7M | 0.05% |
1,355,500
-286,800
| -17% | -$16.9M |
|
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.