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 | |
|---|---|---|---|---|---|---|
726
CALL
BP
BP
$107B
| $22.2M | 0.01% |
1,269,400
-353,100
| -22% | -$7.64M |
|
|
PARA
727
CALL
DELISTED
Paramount Global Class B
PARA
| $22.1M | 0.01% |
790,600
-112,500
| -12% | -$3.01M |
|
728
CALL
BioNTech
BNTX
$23.5B
| $22.1M | 0.01% |
322,800
+276,400
| +596% | +$19.8M |
|
729
CALL
Estee Lauder
EL
$32B
| $22.1M | 0.01% |
101,400
+72,500
| +251% | +$14.9M |
|
730
PUT
ProShares Ultra QQQ
QLD
$14.1B
| $22M | 0.01% |
959,600
-38,800
| -4% | -$855K |
|
731
PUT
MongoDB
MDB
$32.1B
| $21.8M | 0.01% |
94,200
+54,700
| +138% | +$11.9M |
|
732
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $21.8M | 0.01% |
632,359
-149,467
| -19% | -$5.13M |
|
733
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
| $21.8M | 0.01% |
+392,918
| New | +$22.6M |
|
734
CALL
Southern Company
SO
$107B
| $21.7M | 0.01% |
400,800
+210,600
| +111% | +$11.3M |
|
|
SPLK
735
PUT
DELISTED
Splunk Inc
SPLK
| $21.7M | 0.01% |
115,500
-13,500
| -10% | -$2.69M |
|
736
PUT
iShares Russell 2000 Value ETF
IWN
$14.6B
| $21.7M | 0.01% |
218,500
-370,400
| -63% | -$37.6M |
|
|
FISV
737
PUT
Fiserv Inc
FISV
$27.9B
| $21.6M | 0.01% |
210,000
+29,300
| +16% | +$2.92M |
|
738
CALL
Deutsche Bank
DB
$71.5B
| $21.6M | 0.01% |
2,575,100
-1,001,800
| -28% | -$9.39M |
|
739
CALL
EOG Resources
EOG
$70.7B
| $21.6M | 0.01% |
601,400
+293,100
| +95% | +$13.2M |
|
740
CALL
TJX Companies
TJX
$178B
| $21.6M | 0.01% |
387,300
+4,400
| +1% | +$237K |
|
741
PUT
CME Group
CME
$94.8B
| $21.5M | 0.01% |
128,700
-42,800
| -25% | -$7.21M |
|
742
iShares MSCI South Korea ETF
EWY
$24.1B
| $21.5M | 0.01% |
328,899
+248,120
| +307% | +$15.6M |
|
743
CALL
PennyMac Financial
PFSI
$4.02B
| $21.5M | 0.01% |
369,300
+192,800
| +109% | +$9.56M |
|
744
CALL
Paycom
PAYC
$10B
| $21.4M | 0.01% |
68,800
-22,100
| -24% | -$6.46M |
|
745
Barclays
BCS
$94.1B
| $21.4M | 0.01% |
4,272,747
+600,271
| +16% | +$3.32M |
|
|
NAV
746
DELISTED
Navistar International
NAV
| $21.4M | 0.01% |
491,486
+226,079
| +85% | +$7.76M |
|
747
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $21.4M | 0.01% |
587,795
+497,995
| +555% | +$18.7M |
|
748
PUT
Hyliion Holdings
HYLN
$690M
| $21.2M | 0.01% |
+425,800
| New | +$13.9M |
|
|
XYZ
749
Block Inc
XYZ
$47.5B
| $21.2M | 0.01% |
130,335
-301,756
| -70% | -$42.6M |
|
750
CALL
Rocket Companies
RKT
$38.8B
| $21.2M | 0.01% |
+1,062,100
| New | +$24.8M |
|
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.