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 | |
|---|---|---|---|---|---|---|
651
PUT
VanEck Oil Services ETF
OIH
$1.95B
| $25.2M | 0.02% |
257,730
-382,865
| -60% | -$47M |
|
652
PUT
United Airlines
UAL
$41.9B
| $25.1M | 0.02% |
721,500
-194,800
| -21% | -$6.74M |
|
653
PUT
Comcast
CMCSA
$89.9B
| $25.1M | 0.02% |
541,900
+155,700
| +40% | +$6.77M |
|
654
PUT
Oracle
ORCL
$421B
| $24.9M | 0.02% |
417,500
-199,800
| -32% | -$11.4M |
|
655
CALL
Marriott International
MAR
$93.3B
| $24.9M | 0.02% |
268,800
-29,100
| -10% | -$2.75M |
|
656
Palo Alto Networks
PANW
$297B
| $24.9M | 0.01% |
609,498
+512,412
| +528% | +$21.3M |
|
657
Global X Silver Miners ETF NEW
SIL
$4.74B
| $24.8M | 0.01% |
572,585
+504,985
| +747% | +$23M |
|
658
Wells Fargo
WFC
$262B
| $24.7M | 0.01% |
1,051,667
+352,716
| +50% | +$8.69M |
|
659
Franklin Short Duration US Government ETF
FTSD
$302M
| $24.7M | 0.01% |
+257,854
| New | +$24.7M |
|
660
PUT
Caesars Entertainment
CZR
$6.14B
| $24.7M | 0.01% |
439,900
+214,600
| +95% | +$9.43M |
|
661
PUT
Axsome Therapeutics
AXSM
$10.8B
| $24.7M | 0.01% |
346,000
+3,000
| +0.9% | +$234K |
|
662
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $24.6M | 0.01% |
774,000
-192,600
| -20% | -$5.98M |
|
663
ASML
ASML
$666B
| $24.5M | 0.01% |
66,445
+9,782
| +17% | +$3.66M |
|
|
ALXN
664
DELISTED
Alexion Pharmaceuticals
ALXN
| $24.5M | 0.01% |
213,947
+99,194
| +86% | +$10.7M |
|
665
PUT
Qorvo
QRVO
$8.64B
| $24.5M | 0.01% |
189,700
+152,200
| +406% | +$18.9M |
|
666
Intuitive Surgical
ISRG
$133B
| $24.4M | 0.01% |
103,116
+9,999
| +11% | +$2.25M |
|
667
Roku
ROKU
$22.6B
| $24.3M | 0.01% |
128,848
-154,051
| -54% | -$24.4M |
|
668
VanEck Emerging Markets High Yield Bond ETF
HYEM
$523M
| $24.3M | 0.01% |
1,068,922
+1,055,557
| +7,898% | +$24.2M |
|
669
PUT
American Tower
AMT
$80.9B
| $24.3M | 0.01% |
100,500
+43,100
| +75% | +$10.9M |
|
670
PUT
Elevance Health
ELV
$85B
| $24.2M | 0.01% |
90,200
+34,000
| +60% | +$9.15M |
|
671
PUT
Petrobras
PBR
$117B
| $24.2M | 0.01% |
3,398,000
+816,300
| +32% | +$6.94M |
|
|
ALXN
672
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $24.2M | 0.01% |
211,200
+14,700
| +7% | +$1.59M |
|
673
CALL
Vanguard Real Estate ETF
VNQ
$39.1B
| $24.1M | 0.01% |
305,300
-290,200
| -49% | -$23.3M |
|
674
CALL
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.6B
| $24.1M | 0.01% |
1,426,500
-3,355,500
| -70% | -$52M |
|
675
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
| $23.9M | 0.01% |
261,651
+255,370
| +4,066% | +$23.4M |
|
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.