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 | |
|---|---|---|---|---|---|---|
826
CALL
United States Natural Gas Fund
UNG
$455M
| $18.4M | 0.01% |
403,025
+319,600
| +383% | +$15.3M |
|
827
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.58B
| $18.4M | 0.01% |
182,949
+19,229
| +12% | +$1.93M |
|
828
CrowdStrike
CRWD
$218B
| $18.3M | 0.01% |
533,784
+514,040
| +2,604% | +$15M |
|
|
EXAS
829
CALL
DELISTED
Exact Sciences
EXAS
| $18.2M | 0.01% |
179,000
-54,900
| -23% | -$4.74M |
|
830
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$463M
| $18.2M | 0.01% |
511,056
+445,549
| +680% | +$15.8M |
|
831
CALL
Crown Castle
CCI
$32.2B
| $18M | 0.01% |
107,900
-62,700
| -37% | -$10.3M |
|
832
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.46B
| $17.9M | 0.01% |
584,300
-3,633,000
| -86% | -$114M |
|
833
PUT
MakeMyTrip
MMYT
$5.64B
| $17.8M | 0.01% |
+1,160,700
| New | +$18.5M |
|
834
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$210M
| $17.8M | 0.01% |
13,095
+4,724
| +56% | +$6.71M |
|
835
Altria Group
MO
$114B
| $17.8M | 0.01% |
459,389
+210,627
| +85% | +$8.77M |
|
836
Goldman Sachs MarketBeta International Equity ETF
GSID
$1.12B
| $17.7M | 0.01% |
+388,003
| New | +$17.8M |
|
837
PUT
Enphase Energy
ENPH
$5.53B
| $17.6M | 0.01% |
213,500
-258,600
| -55% | -$17.3M |
|
838
CALL
Duke Energy
DUK
$97.3B
| $17.6M | 0.01% |
199,100
+24,700
| +14% | +$2.04M |
|
839
PUT
SLB Ltd
SLB
$75B
| $17.6M | 0.01% |
1,133,000
-128,200
| -10% | -$2.38M |
|
840
ExxonMobil
XOM
$634B
| $17.6M | 0.01% |
512,937
-112,276
| -18% | -$4.59M |
|
841
CALL
Canadian Solar
CSIQ
$1.08B
| $17.6M | 0.01% |
501,400
+407,200
| +432% | +$10.9M |
|
842
CALL
Dell
DELL
$293B
| $17.6M | 0.01% |
512,783
+115,815
| +29% | +$3.61M |
|
843
CALL
CarMax
KMX
$8.26B
| $17.5M | 0.01% |
190,900
+136,100
| +248% | +$13.6M |
|
844
Philip Morris
PM
$295B
| $17.5M | 0.01% |
233,323
-14,958
| -6% | -$1.15M |
|
|
NBIS
845
Nebius Group N.V.
NBIS
$47.7B
| $17.4M | 0.01% |
266,833
+195,164
| +272% | +$11.6M |
|
846
PUT
Norwegian Cruise Line
NCLH
$8.84B
| $17.4M | 0.01% |
1,016,900
-260,600
| -20% | -$4.13M |
|
847
Cloudflare
NET
$107B
| $17.4M | 0.01% |
422,988
+186,217
| +79% | +$7.13M |
|
848
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
| $17.4M | 0.01% |
348,210
+62,388
| +22% | +$3.12M |
|
849
PUT
Best Buy
BBY
$17.3B
| $17.4M | 0.01% |
156,000
+106,800
| +217% | +$10.9M |
|
850
PUT
QuidelOrtho
QDEL
$838M
| $17.3M | 0.01% |
78,800
-14,800
| -16% | -$3.3M |
|
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.