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 | |
|---|---|---|---|---|---|---|
2526
State Street Ultra Short Term Bond ETF
ULST
$526M
| $2.81M | ﹤0.01% |
69,434
-749,295
| -92% | -$30.3M |
|
2527
iShares Core MSCI EAFE ETF
IEFA
$196B
| $2.81M | ﹤0.01% |
46,535
-597,948
| -93% | -$36.1M |
|
|
CHNG
2528
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $2.8M | ﹤0.01% |
192,957
+106,556
| +123% | +$1.35M |
|
2529
PUT
PVH
PVH
$4.04B
| $2.8M | ﹤0.01% |
46,900
-24,400
| -34% | -$1.34M |
|
2530
Ciena
CIEN
$58.4B
| $2.8M | ﹤0.01% |
70,470
+42,933
| +156% | +$2.26M |
|
2531
PUT
Ventas
VTR
$47.9B
| $2.79M | ﹤0.01% |
66,600
+26,800
| +67% | +$1.07M |
|
2532
PUT
Warner Bros
WBD
$67.1B
| $2.79M | ﹤0.01% |
128,400
+61,200
| +91% | +$1.34M |
|
|
HES
2533
DELISTED
Hess
HES
| $2.79M | ﹤0.01% |
68,261
+50,945
| +294% | +$2.42M |
|
2534
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.28B
| $2.79M | ﹤0.01% |
48,147
-7,774
| -14% | -$448K |
|
2535
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$508M
| $2.79M | ﹤0.01% |
49,654
+43,430
| +698% | +$2.36M |
|
2536
Fidelity Total Bond ETF
FBND
$27.3B
| $2.79M | ﹤0.01% |
+51,008
| New | +$2.8M |
|
2537
PPG Industries
PPG
$26.6B
| $2.79M | ﹤0.01% |
+22,839
| New | +$2.67M |
|
2538
CALL
Suncor Energy
SU
$70.3B
| $2.79M | ﹤0.01% |
228,000
+113,500
| +99% | +$1.78M |
|
2539
Valero Energy
VLO
$85.9B
| $2.79M | ﹤0.01% |
64,297
-64,721
| -50% | -$3.39M |
|
|
HOLX
2540
PUT
DELISTED
Hologic
HOLX
| $2.79M | ﹤0.01% |
41,900
-500
| -1% | -$31.6K |
|
2541
Banco Bradesco
BBD
$36.7B
| $2.78M | ﹤0.01% |
982,142
+676,059
| +221% | +$2.22M |
|
2542
CALL
American Water Works
AWK
$26.9B
| $2.78M | ﹤0.01% |
19,200
+12,700
| +195% | +$1.8M |
|
2543
CALL
Popular Inc
BPOP
$11.1B
| $2.78M | ﹤0.01% |
+76,700
| New | +$2.84M |
|
2544
PUT
Synopsys
SNPS
$79.7B
| $2.78M | ﹤0.01% |
13,000
-1,200
| -8% | -$244K |
|
|
SGI
2545
Somnigroup International
SGI
$13.7B
| $2.78M | ﹤0.01% |
124,552
-68,604
| -36% | -$1.42M |
|
2546
CALL
W.P. Carey
WPC
$16.4B
| $2.78M | ﹤0.01% |
43,495
+36,042
| +484% | +$2.43M |
|
2547
PUT
Energy Transfer Partners
ET
$69.3B
| $2.77M | ﹤0.01% |
511,700
-572,600
| -53% | -$3.63M |
|
2548
JPMorgan BetaBuilders Europe ETF
BBEU
$9.54B
| $2.77M | ﹤0.01% |
60,562
+45,012
| +289% | +$2.1M |
|
2549
PUT
Perrigo
PRGO
$1.78B
| $2.77M | ﹤0.01% |
60,300
+600
| +1% | +$31.4K |
|
2550
CALL
Adaptive Biotechnologies
ADPT
$3.97B
| $2.77M | ﹤0.01% |
56,900
+3,700
| +7% | +$156K |
|
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.