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 | |
|---|---|---|---|---|---|---|
576
CALL
Autodesk
ADSK
$51.2B
| $30M | 0.02% |
129,900
-18,300
| -12% | -$4.35M |
|
577
PUT
State Street SPDR S&P Retail ETF
XRT
$323M
| $30M | 0.02% |
604,200
-429,700
| -42% | -$21.1M |
|
|
B
578
Barrick Mining
B
$69.3B
| $30M | 0.02% |
1,066,475
+34,251
| +3% | +$976K |
|
579
CALL
Intuit
INTU
$88.1B
| $29.8M | 0.02% |
91,500
+10,800
| +13% | +$3.38M |
|
580
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.45B
| $29.8M | 0.02% |
+264,760
| New | +$29.8M |
|
|
COUP
581
PUT
DELISTED
Coupa Software Incorporated
COUP
| $29.7M | 0.02% |
108,400
+37,200
| +52% | +$10.9M |
|
582
PUT
ProShares UltraPro S&P 500
UPRO
$5.6B
| $29.6M | 0.02% |
1,058,400
-1,451,200
| -58% | -$39.6M |
|
583
CALL
iShares Russell 1000 Value ETF
IWD
$83.2B
| $29.5M | 0.02% |
250,100
+171,400
| +218% | +$20.3M |
|
584
Norfolk Southern
NSC
$76.9B
| $29.5M | 0.02% |
137,674
+96,174
| +232% | +$19.3M |
|
585
PUT
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$570M
| $29.4M | 0.02% |
27,490
+15,710
| +133% | +$18M |
|
586
CALL
First Solar
FSLR
$26.2B
| $29.4M | 0.02% |
444,500
+380,000
| +589% | +$25.2M |
|
587
PUT
Verizon
VZ
$195B
| $29.4M | 0.02% |
494,100
-118,100
| -19% | -$6.86M |
|
588
PUT
Cigna
CI
$72.7B
| $29.4M | 0.02% |
173,300
+110,200
| +175% | +$19.4M |
|
589
PUT
American International
AIG
$42.4B
| $29.3M | 0.02% |
1,064,400
+652,700
| +159% | +$19.4M |
|
590
CALL
RTX Corp
RTX
$301B
| $29.3M | 0.02% |
508,600
-114,300
| -18% | -$6.96M |
|
|
HZNP
591
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $29.2M | 0.02% |
376,457
+360,327
| +2,234% | +$24.8M |
|
592
PUT
Dollar General
DG
$28.1B
| $29.2M | 0.02% |
139,100
-15,100
| -10% | -$2.97M |
|
593
PUT
Etsy
ETSY
$7.55B
| $29.2M | 0.02% |
239,700
+15,700
| +7% | +$1.84M |
|
594
PUT
Northrop Grumman
NOC
$80.7B
| $29.1M | 0.02% |
92,300
+23,700
| +35% | +$7.73M |
|
|
595
CALL
Northrop Grumman
NOC
$80.7B
| $29.1M | 0.02% |
92,200
+20,200
| +28% | +$6.59M |
|
596
CALL
Chegg
CHGG
$98.4M
| $29M | 0.02% |
406,500
+215,000
| +112% | +$15.8M |
|
|
EA
597
CALL
DELISTED
Electronic Arts
EA
| $29M | 0.02% |
222,600
+64,700
| +41% | +$8.82M |
|
598
CALL
Illinois Tool Works
ITW
$84.8B
| $29M | 0.02% |
149,900
+111,700
| +292% | +$21.2M |
|
|
ALXN
599
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $28.9M | 0.02% |
252,800
+6,400
| +3% | +$690K |
|
600
PUT
Ferrari
RACE
$71.6B
| $28.7M | 0.02% |
155,900
-19,000
| -11% | -$3.53M |
|
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.