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 | |
|---|---|---|---|---|---|---|
|
BFT.U
1076
DELISTED
Foley Trasimene Acquisition Corp. II Units, each consisting of one share of Class A common stock, an
BFT.U
| $12.2M | 0.01% |
+1,200,429
| New | +$12.3M |
|
1077
CALL
Allstate
ALL
$67.5B
| $12.2M | 0.01% |
130,000
+49,300
| +61% | +$4.6M |
|
|
SDC
1078
CALL
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $12.2M | 0.01% |
1,046,600
+566,700
| +118% | +$5.21M |
|
1079
PUT
Abbott
ABT
$187B
| $12.2M | 0.01% |
112,100
-46,300
| -29% | -$4.7M |
|
1080
HSBC
HSBC
$356B
| $12.2M | 0.01% |
622,992
-190,826
| -23% | -$4.18M |
|
1081
Target
TGT
$68B
| $12.2M | 0.01% |
77,403
-1,394,491
| -95% | -$191M |
|
1082
Canadian Natural Resources
CNQ
$93.8B
| $12.2M | 0.01% |
1,552,655
+686,894
| +79% | +$6.19M |
|
|
TRPA
1083
Hartford AAA CLO ETF
TRPA
$111M
| $12.2M | 0.01% |
297,849
+248,215
| +500% | +$10.2M |
|
1084
CALL
Carrier Global
CARR
$52.8B
| $12.2M | 0.01% |
398,400
-144,700
| -27% | -$4.09M |
|
1085
PUT
CRISPR Therapeutics
CRSP
$5.17B
| $12.2M | 0.01% |
145,300
+31,100
| +27% | +$2.76M |
|
1086
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $12.1M | 0.01% |
247,044
-212,305
| -46% | -$10.2M |
|
1087
PUT
GE Aerospace
GE
$384B
| $12.1M | 0.01% |
389,576
-34,510
| -8% | -$1.12M |
|
1088
PUT
Vulcan Materials
VMC
$36.9B
| $12M | 0.01% |
88,600
-42,400
| -32% | -$5.33M |
|
1089
PUT
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $12M | 0.01% |
407,200
+196,100
| +93% | +$6.1M |
|
1090
Constellation Brands
STZ
$23.2B
| $11.9M | 0.01% |
63,016
+32,022
| +103% | +$5.84M |
|
1091
PUT
Baxter International
BAX
$14.2B
| $11.9M | 0.01% |
147,900
+105,800
| +251% | +$8.9M |
|
1092
PUT
Global Payments
GPN
$22.8B
| $11.8M | 0.01% |
66,700
+28,700
| +76% | +$4.97M |
|
1093
EOG Resources
EOG
$70.7B
| $11.8M | 0.01% |
329,255
+117,100
| +55% | +$5.25M |
|
1094
CALL
GDS Holdings
GDS
$6.41B
| $11.8M | 0.01% |
144,600
+30,600
| +27% | +$2.45M |
|
1095
CALL
Fiverr
FVRR
$339M
| $11.8M | 0.01% |
85,100
+33,000
| +63% | +$3.54M |
|
|
KL
1096
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $11.8M | 0.01% |
242,200
+32,000
| +15% | +$1.6M |
|
1097
CALL
Parker-Hannifin
PH
$135B
| $11.8M | 0.01% |
58,300
+36,500
| +167% | +$7.18M |
|
1098
CALL
Arthur J. Gallagher & Co
AJG
$63.6B
| $11.8M | 0.01% |
111,500
-1,000
| -0.9% | -$104K |
|
1099
CALL
Ally Financial
ALLY
$13.3B
| $11.8M | 0.01% |
469,500
+213,200
| +83% | +$4.77M |
|
1100
United Parcel Service
UPS
$88.9B
| $11.8M | 0.01% |
70,567
+26,526
| +60% | +$3.86M |
|
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.