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 | |
|---|---|---|---|---|---|---|
1026
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
| $13M | 0.01% |
38,500
-39,900
| -51% | -$13.6M |
|
1027
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
| $13M | 0.01% |
219,000
-19,100
| -8% | -$1.13M |
|
1028
CALL
Ferrari
RACE
$72.5B
| $13M | 0.01% |
70,600
-9,400
| -12% | -$1.75M |
|
1029
CALL
CRISPR Therapeutics
CRSP
$5.17B
| $13M | 0.01% |
155,100
-28,300
| -15% | -$2.51M |
|
|
PARA
1030
PUT
DELISTED
Paramount Global Class B
PARA
| $13M | 0.01% |
462,900
+215,100
| +87% | +$5.76M |
|
1031
PUT
Planet Fitness
PLNT
$3.78B
| $13M | 0.01% |
210,400
+109,300
| +108% | +$6.28M |
|
1032
CALL
Stanley Black & Decker
SWK
$15.7B
| $13M | 0.01% |
79,900
+25,400
| +47% | +$3.95M |
|
1033
PUT
Sunrun
RUN
$2.46B
| $12.9M | 0.01% |
168,000
+127,100
| +311% | +$5.98M |
|
1034
CALL
Qorvo
QRVO
$8.74B
| $12.9M | 0.01% |
100,200
+44,600
| +80% | +$5.53M |
|
1035
CALL
Pan American Silver
PAAS
$21.6B
| $12.9M | 0.01% |
401,800
-3,000
| -0.7% | -$103K |
|
1036
PUT
EPR Properties
EPR
$4.77B
| $12.9M | 0.01% |
468,200
+409,000
| +691% | +$12.8M |
|
1037
CALL
Wolfspeed
WOLF
$1.71B
| $12.9M | 0.01% |
201,700
+65,500
| +48% | +$4.24M |
|
1038
CALL
Oneok
OKE
$54.5B
| $12.8M | 0.01% |
493,800
-58,600
| -11% | -$1.63M |
|
|
1039
EPR Properties
EPR
$4.77B
| $12.8M | 0.01% |
466,182
+453,758
| +3,652% | +$14.2M |
|
1040
iShares Core MSCI Pacific ETF
IPAC
$2.77B
| $12.8M | 0.01% |
227,482
-138,651
| -38% | -$7.64M |
|
1041
CALL
Franco-Nevada
FNV
$46B
| $12.8M | 0.01% |
91,800
+23,500
| +34% | +$3.49M |
|
1042
Axsome Therapeutics
AXSM
$10.9B
| $12.8M | 0.01% |
179,255
+119,216
| +199% | +$9.29M |
|
1043
CALL
General Mills
GIS
$19.7B
| $12.8M | 0.01% |
207,000
-6,000
| -3% | -$375K |
|
1044
iShares MSCI ACWI ETF
ACWI
$33.5B
| $12.8M | 0.01% |
159,672
+85,659
| +116% | +$6.78M |
|
1045
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.16B
| $12.7M | 0.01% |
461,507
-54,598
| -11% | -$1.51M |
|
1046
PUT
International Flavors & Fragrances
IFF
$21.9B
| $12.7M | 0.01% |
103,800
+13,700
| +15% | +$1.7M |
|
1047
CALL
Prudential Financial
PRU
$41.8B
| $12.7M | 0.01% |
199,800
-22,800
| -10% | -$1.5M |
|
1048
Vanguard FTSE Europe ETF
VGK
$31.4B
| $12.7M | 0.01% |
241,616
-22,512
| -9% | -$1.2M |
|
1049
iShares Government/Credit Bond ETF
GBF
$128M
| $12.7M | 0.01% |
101,012
+57,783
| +134% | +$7.29M |
|
1050
PUT
SAP
SAP
$238B
| $12.6M | 0.01% |
81,100
+52,800
| +187% | +$8.38M |
|
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.