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 | |
|---|---|---|---|---|---|---|
376
CALL
Caesars Entertainment
CZR
$6.14B
| $52.3M | 0.03% |
932,700
+14,600
| +2% | +$641K |
|
377
GSK
GSK
$104B
| $52.3M | 0.03% |
1,110,746
+967,190
| +674% | +$48.5M |
|
378
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.2B
| $51.7M | 0.03% |
1,766,842
-2,196,307
| -55% | -$64.1M |
|
379
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.98B
| $51.5M | 0.03% |
1,685,000
+395,000
| +31% | +$11.4M |
|
380
PUT
Fastly Inc
FSLY
$3.56B
| $51.4M | 0.03% |
549,100
+56,400
| +11% | +$4.89M |
|
381
KraneShares CSI China Internet ETF
KWEB
$5.6B
| $51.3M | 0.03% |
+752,618
| New | +$51.1M |
|
382
First Trust Enhanced Short Maturity ETF
FTSM
$6.5B
| $51.3M | 0.03% |
854,874
-2,388,857
| -74% | -$143M |
|
383
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.6B
| $51.1M | 0.03% |
+866,745
| New | +$49.7M |
|
384
Stellantis
STLA
$21.1B
| $51.1M | 0.03% |
4,177,699
+2,873,686
| +220% | +$32M |
|
385
PUT
iShares Biotechnology ETF
IBB
$9.47B
| $50.8M | 0.03% |
375,200
+64,600
| +21% | +$8.76M |
|
386
PUT
PepsiCo
PEP
$188B
| $50.8M | 0.03% |
366,200
+199,200
| +119% | +$27.1M |
|
387
CALL
Workday
WDAY
$41.4B
| $50.7M | 0.03% |
235,800
+36,800
| +18% | +$7.28M |
|
388
CALL
Ulta Beauty
ULTA
$23.1B
| $50.3M | 0.03% |
224,400
+58,000
| +35% | +$12.5M |
|
389
CALL
Match Group
MTCH
$8.5B
| $49.5M | 0.03% |
447,455
+323,855
| +262% | +$34.3M |
|
390
CALL
AstraZeneca
AZN
$248B
| $49.3M | 0.03% |
449,650
+59,600
| +15% | +$6.63M |
|
391
CALL
C.H. Robinson
CHRW
$17.3B
| $49M | 0.03% |
479,300
+188,400
| +65% | +$17.7M |
|
392
CALL
RingCentral
RNG
$5.13B
| $48.8M | 0.03% |
177,600
+104,800
| +144% | +$29.1M |
|
393
CALL
Carnival Corporation Ltd
CCL
$39.9B
| $48.7M | 0.03% |
3,210,400
-708,800
| -18% | -$11M |
|
394
CALL
TransDigm Group
TDG
$69.4B
| $48.7M | 0.03% |
102,400
+57,300
| +127% | +$26.9M |
|
395
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
| $48.5M | 0.03% |
893,837
-1,973,123
| -69% | -$107M |
|
396
PUT
Deere & Co
DE
$166B
| $48.5M | 0.03% |
218,800
-96,100
| -31% | -$18.6M |
|
397
CALL
ProShares UltraPro Dow 30
UDOW
$926M
| $48M | 0.03% |
2,469,600
-1,328,800
| -35% | -$24.8M |
|
|
NKLA
398
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $48M | 0.03% |
78,147
-52,680
| -40% | -$61.3M |
|
399
lululemon athletica
LULU
$14.2B
| $48M | 0.03% |
145,743
-22,077
| -13% | -$7.37M |
|
|
400
AstraZeneca
AZN
$248B
| $47.9M | 0.03% |
437,491
+378,164
| +637% | +$42.1M |
|
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.