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 | |
|---|---|---|---|---|---|---|
401
VanEck IG Floating Rate ETF
FLTR
$2.97B
| $47.9M | 0.03% |
1,901,123
+645,794
| +51% | +$16.3M |
|
402
CALL
Pinduoduo
PDD
$129B
| $47.8M | 0.03% |
644,600
+215,100
| +50% | +$18.4M |
|
403
PUT
Autodesk
ADSK
$50.6B
| $47.6M | 0.03% |
206,200
-99,600
| -33% | -$23.7M |
|
404
PUT
Workhorse Group
WKHS
$36.5M
| $47.6M | 0.03% |
628
+358
| +133% | +$20.5M |
|
|
BBBY
405
CALL
Bed Bath & Beyond
BBBY
$436M
| $47.5M | 0.03% |
719,730
+486,090
| +208% | +$33.1M |
|
406
CALL
Enphase Energy
ENPH
$5.18B
| $47.5M | 0.03% |
575,400
+163,400
| +40% | +$10.9M |
|
|
SPLK
407
CALL
DELISTED
Splunk Inc
SPLK
| $47.4M | 0.03% |
252,100
+17,500
| +7% | +$3.49M |
|
408
PUT
TransDigm Group
TDG
$69.5B
| $47.4M | 0.03% |
99,800
+77,500
| +348% | +$36.4M |
|
409
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $47.4M | 0.03% |
1,125,511
-745,359
| -40% | -$37.5M |
|
410
CALL
iShares Russell 1000 Growth ETF
IWF
$127B
| $47.2M | 0.03% |
870,400
+603,600
| +226% | +$31.8M |
|
|
BSJK
411
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
| $46.8M | 0.03% |
2,005,535
+59,729
| +3% | +$1.4M |
|
412
iShares MSCI EAFE ETF
EFA
$79.4B
| $46.8M | 0.03% |
736,027
+731,878
| +17,640% | +$46.8M |
|
413
CALL
General Motors
GM
$76.3B
| $46.8M | 0.03% |
1,582,500
+697,500
| +79% | +$19.6M |
|
414
Vanguard Real Estate ETF
VNQ
$39B
| $46.8M | 0.03% |
592,612
+280,701
| +90% | +$22.5M |
|
415
CALL
iShares China Large-Cap ETF
FXI
$4.28B
| $46.7M | 0.03% |
1,112,600
-796,200
| -42% | -$34.2M |
|
416
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38B
| $46.7M | 0.03% |
3,116,200
-1,545,400
| -33% | -$27.4M |
|
417
CALL
AvalonBay Communities
AVB
$26.7B
| $46.2M | 0.03% |
309,300
+249,000
| +413% | +$38.1M |
|
418
CALL
Travelers Companies
TRV
$80.3B
| $46.1M | 0.03% |
426,000
+292,300
| +219% | +$33.5M |
|
419
CALL
DuPont de Nemours
DD
$19.6B
| $46M | 0.03% |
660,357
+370,211
| +128% | +$25.9M |
|
|
SIVB
420
CALL
DELISTED
SVB Financial Group
SIVB
| $45.8M | 0.03% |
190,500
+2,200
| +1% | +$518K |
|
421
PUT
Coca-Cola
KO
$373B
| $45.8M | 0.03% |
927,900
+563,800
| +155% | +$27.1M |
|
422
CALL
Altria Group
MO
$113B
| $45.7M | 0.03% |
1,183,800
-422,100
| -26% | -$17.6M |
|
423
PUT
Starbucks
SBUX
$120B
| $45.6M | 0.03% |
530,500
-398,800
| -43% | -$31.8M |
|
424
CALL
Air Products & Chemicals
APD
$66.5B
| $45.2M | 0.03% |
151,600
+57,500
| +61% | +$16.5M |
|
425
CALL
Sempra
SRE
$55.6B
| $45.1M | 0.03% |
762,800
+569,000
| +294% | +$35M |
|
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.