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 | |
|---|---|---|---|---|---|---|
476
PUT
Analog Devices
ADI
$190B
| $39.1M | 0.02% |
335,100
+296,800
| +775% | +$34.7M |
|
477
Illumina
ILMN
$28.4B
| $39.1M | 0.02% |
130,071
+122,856
| +1,703% | +$42.3M |
|
478
Pinterest
PINS
$13.4B
| $39M | 0.02% |
939,258
+391,568
| +71% | +$12.8M |
|
479
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.3B
| $39M | 0.02% |
406,806
-365,854
| -47% | -$35.2M |
|
|
480
CALL
Analog Devices
ADI
$190B
| $38.8M | 0.02% |
332,400
+252,500
| +316% | +$29.6M |
|
481
CALL
Linde
LIN
$226B
| $38.8M | 0.02% |
162,800
+58,900
| +57% | +$14.3M |
|
482
PUT
Arista Networks
ANET
$238B
| $38.6M | 0.02% |
2,982,400
+1,860,800
| +166% | +$25.6M |
|
483
CALL
Morgan Stanley
MS
$340B
| $38.5M | 0.02% |
796,600
+98,700
| +14% | +$4.97M |
|
484
DuPont de Nemours
DD
$19.2B
| $38.5M | 0.02% |
552,888
-30,618
| -5% | -$2.15M |
|
485
PUT
Thermo Fisher Scientific
TMO
$220B
| $38.5M | 0.02% |
87,200
+300
| +0.3% | +$124K |
|
486
CALL
iShares Semiconductor ETF
SOXX
$48.7B
| $38.5M | 0.02% |
378,900
+304,200
| +407% | +$29.7M |
|
487
Pfizer
PFE
$153B
| $38.5M | 0.02% |
1,104,482
+442,725
| +67% | +$15.5M |
|
488
PUT
Bristol-Myers Squibb
BMY
$132B
| $38.4M | 0.02% |
637,400
-22,100
| -3% | -$1.33M |
|
489
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
| $38.4M | 0.02% |
326,256
+264,302
| +427% | +$31.2M |
|
|
DOCU
490
DocuSign
DOCU
$11.5B
| $38.4M | 0.02% |
178,239
+59,332
| +50% | +$12.3M |
|
491
Goldman Sachs
GS
$303B
| $38.3M | 0.02% |
190,472
+42,222
| +28% | +$8.59M |
|
492
CALL
Advance Auto Parts
AAP
$3.49B
| $38.1M | 0.02% |
248,000
+87,400
| +54% | +$13.2M |
|
493
CALL
Western Digital
WDC
$150B
| $38M | 0.02% |
1,376,846
+204,403
| +17% | +$6.08M |
|
494
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$210M
| $37.8M | 0.02% |
27,885
+6,499
| +30% | +$9.23M |
|
495
PUT
First Solar
FSLR
$26.9B
| $37.7M | 0.02% |
569,500
+535,900
| +1,595% | +$35.6M |
|
496
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
| $37.5M | 0.02% |
+735,008
| New | +$37.3M |
|
|
497
PUT
Western Digital
WDC
$150B
| $37.3M | 0.02% |
1,349,989
+749,215
| +125% | +$22.3M |
|
498
General Motors
GM
$76.8B
| $37.2M | 0.02% |
1,255,842
+411,234
| +49% | +$11.6M |
|
499
PUT
Merck
MRK
$318B
| $36.9M | 0.02% |
466,570
+187,802
| +67% | +$14.7M |
|
500
PUT
Twilio
TWLO
$36.6B
| $36.8M | 0.02% |
148,800
+12,500
| +9% | +$3.08M |
|
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.