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 | |
|---|---|---|---|---|---|---|
926
CALL
Stryker
SYK
$130B
| $15.3M | 0.01% |
73,400
-56,200
| -43% | -$10.9M |
|
927
CALL
Rio Tinto
RIO
$164B
| $15.3M | 0.01% |
252,600
-38,800
| -13% | -$2.38M |
|
928
CALL
Equity Residential
EQR
$25.1B
| $15.2M | 0.01% |
296,600
+51,600
| +21% | +$2.85M |
|
929
PUT
Franco-Nevada
FNV
$46B
| $15.2M | 0.01% |
108,800
+54,000
| +99% | +$8.02M |
|
930
PUT
Unilever
UL
$136B
| $15.2M | 0.01% |
218,400
+113,867
| +109% | +$7.6M |
|
931
Pool Corp
POOL
$7.5B
| $15.2M | 0.01% |
45,302
+31,361
| +225% | +$9.7M |
|
|
CCIV.U
932
DELISTED
Churchill Capital Corp IV Units, each consisting of one share of Class A common stock and one-fifth
CCIV.U
| $15.1M | 0.01% |
+1,507,909
| New | +$15.1M |
|
933
Baxter International
BAX
$14.2B
| $15.1M | 0.01% |
187,800
+184,885
| +6,343% | +$15.6M |
|
|
PLAN
934
DELISTED
Anaplan, Inc.
PLAN
| $14.8M | 0.01% |
237,053
-80,615
| -25% | -$4.15M |
|
935
PUT
EOG Resources
EOG
$70.7B
| $14.8M | 0.01% |
412,000
+26,800
| +7% | +$1.2M |
|
936
10x Genomics
TXG
$6.61B
| $14.7M | 0.01% |
118,204
+115,656
| +4,539% | +$12.1M |
|
937
CALL
Synopsys
SNPS
$79.7B
| $14.7M | 0.01% |
68,800
+31,400
| +84% | +$6.39M |
|
938
Sanofi
SNY
$104B
| $14.7M | 0.01% |
294,311
+62,957
| +27% | +$3.24M |
|
939
CALL
ProShares Short QQQ
PSQ
$722M
| $14.7M | 0.01% |
+177,800
| New | +$15.3M |
|
940
CALL
HCA Healthcare
HCA
$89.5B
| $14.7M | 0.01% |
117,900
+26,300
| +29% | +$3.26M |
|
941
American Express
AXP
$230B
| $14.7M | 0.01% |
146,525
-252,670
| -63% | -$24.9M |
|
|
DFS
942
CALL
DELISTED
Discover Financial Services
DFS
| $14.7M | 0.01% |
253,600
+11,600
| +5% | +$607K |
|
943
BioMarin Pharmaceuticals
BMRN
$12.3B
| $14.6M | 0.01% |
192,143
+179,452
| +1,414% | +$18.2M |
|
944
JPMorgan Diversified Return International Equity ETF
JPIN
$377M
| $14.6M | 0.01% |
282,867
+268,564
| +1,878% | +$13.9M |
|
945
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.37B
| $14.6M | 0.01% |
+142,559
| New | +$14.5M |
|
946
CALL
Petrobras
PBR
$116B
| $14.5M | 0.01% |
2,043,100
+549,600
| +37% | +$4.67M |
|
947
Applied Materials
AMAT
$428B
| $14.5M | 0.01% |
244,341
+147,742
| +153% | +$9.13M |
|
948
PUT
United Rentals
URI
$72.4B
| $14.5M | 0.01% |
83,100
-45,400
| -35% | -$7.63M |
|
949
CALL
ProShares UltraPro Short S&P 500
SPXU
$389M
| $14.4M | 0.01% |
16,608
-3,488
| -17% | -$3.28M |
|
950
CALL
First Majestic Silver
AG
$9.07B
| $14.4M | 0.01% |
1,519,500
+906,800
| +148% | +$10.6M |
|
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.