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 | |
|---|---|---|---|---|---|---|
701
PUT
Match Group
MTCH
$8.45B
| $23M | 0.01% |
207,676
-435,724
| -68% | -$46.1M |
|
702
CALL
Kimberly-Clark
KMB
$36.4B
| $23M | 0.01% |
155,500
+104,900
| +207% | +$15.8M |
|
703
PUT
Microchip Technology
MCHP
$46.3B
| $22.9M | 0.01% |
446,200
+347,400
| +352% | +$18.1M |
|
704
Visa
V
$678B
| $22.9M | 0.01% |
114,567
-101,626
| -47% | -$20.3M |
|
705
CALL
United Parks & Resorts
PRKS
$2.11B
| $22.9M | 0.01% |
1,161,200
-78,900
| -6% | -$1.44M |
|
706
CALL
NovoCure
NVCR
$1.9B
| $22.8M | 0.01% |
205,200
+150,300
| +274% | +$12M |
|
707
CALL
GE Aerospace
GE
$384B
| $22.8M | 0.01% |
734,711
+55,616
| +8% | +$1.81M |
|
708
CALL
General Dynamics
GD
$105B
| $22.8M | 0.01% |
164,800
+7,100
| +5% | +$1.05M |
|
709
BNY Mellon High Yield Beta ETF
BKHY
$161M
| $22.8M | 0.01% |
422,034
+236,146
| +127% | +$12.8M |
|
710
iShares Core 10+ Year USD Bond ETF
ILTB
$595M
| $22.7M | 0.01% |
301,246
+261,082
| +650% | +$20.1M |
|
711
Baidu
BIDU
$37.2B
| $22.7M | 0.01% |
179,265
-287,395
| -62% | -$35.6M |
|
712
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
| $22.6M | 0.01% |
412,447
-1,359,210
| -77% | -$74.7M |
|
713
PUT
Boston Scientific
BSX
$71.5B
| $22.5M | 0.01% |
589,400
-470,500
| -44% | -$18.1M |
|
714
Eli Lilly
LLY
$1.05T
| $22.5M | 0.01% |
151,853
+4,193
| +3% | +$649K |
|
715
PUT
Martin Marietta Materials
MLM
$33B
| $22.5M | 0.01% |
95,400
+44,200
| +86% | +$9.56M |
|
|
PLAN
716
CALL
DELISTED
Anaplan, Inc.
PLAN
| $22.4M | 0.01% |
358,600
+307,500
| +602% | +$15.8M |
|
|
RDS.A
717
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $22.4M | 0.01% |
891,504
+244,433
| +38% | +$7.4M |
|
718
Ferrari
RACE
$72.4B
| $22.4M | 0.01% |
121,411
+27,949
| +30% | +$5.2M |
|
719
PUT
Domino's
DPZ
$11.6B
| $22.3M | 0.01% |
52,500
-7,400
| -12% | -$2.95M |
|
720
Vanguard ESG US Corporate Bond ETF
VCEB
$1.18B
| $22.3M | 0.01% |
+298,368
| New | +$22.3M |
|
721
SPDR Gold Trust
GLD
$141B
| $22.3M | 0.01% |
125,947
-923,220
| -88% | -$166M |
|
722
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$717M
| $22.2M | 0.01% |
254,132
+245,881
| +2,980% | +$21.4M |
|
723
Analog Devices
ADI
$190B
| $22.2M | 0.01% |
190,398
+134,676
| +242% | +$15.8M |
|
724
National Grid
NGG
$81.6B
| $22.2M | 0.01% |
434,273
+76,900
| +22% | +$3.86M |
|
725
United Rentals
URI
$72.7B
| $22.2M | 0.01% |
127,087
-53,282
| -30% | -$8.96M |
|
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.