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 | |
|---|---|---|---|---|---|---|
1201
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $10.1M | 0.01% |
643,900
+166,300
| +35% | +$2.56M |
|
1202
PUT
Chubb
CB
$135B
| $10.1M | 0.01% |
87,000
+47,100
| +118% | +$5.92M |
|
1203
CALL
Teradyne
TER
$59.3B
| $10.1M | 0.01% |
127,100
-61,200
| -33% | -$5.19M |
|
|
IRBT
1204
CALL
DELISTED
iRobot
IRBT
| $10.1M | 0.01% |
133,000
-71,300
| -35% | -$5.49M |
|
1205
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
| $10.1M | 0.01% |
297,400
-180,200
| -38% | -$6.42M |
|
1206
CALL
Martin Marietta Materials
MLM
$33B
| $10.1M | 0.01% |
42,700
+16,000
| +60% | +$3.46M |
|
|
K
1207
CALL
DELISTED
Kellanova
K
| $10M | 0.01% |
165,395
+88,715
| +116% | +$5.63M |
|
1208
PUT
Wheaton Precious Metals
WPM
$60.9B
| $10M | 0.01% |
204,400
+90,900
| +80% | +$4.63M |
|
|
JKS
1209
JinkoSolar
JKS
$891M
| $10M | 0.01% |
+252,114
| New | +$5.78M |
|
1210
Estee Lauder
EL
$32B
| $10M | 0.01% |
45,843
+37,867
| +475% | +$7.79M |
|
1211
PUT
Vale
VALE
$62.6B
| $9.98M | 0.01% |
943,500
+772,700
| +452% | +$8.68M |
|
1212
ALPS Clean Energy ETF
ACES
$124M
| $9.97M | 0.01% |
179,857
+96,644
| +116% | +$4.71M |
|
1213
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7B
| $9.97M | 0.01% |
374,089
-382,608
| -51% | -$10.2M |
|
1214
Okta
OKTA
$25.8B
| $9.94M | 0.01% |
46,459
+749
| +2% | +$156K |
|
1215
CALL
Energy Transfer Partners
ET
$69.3B
| $9.93M | 0.01% |
1,832,300
-266,800
| -13% | -$1.69M |
|
1216
Twilio
TWLO
$36.6B
| $9.93M | 0.01% |
40,191
+24,078
| +149% | +$5.94M |
|
1217
CALL
Zimmer Biomet
ZBH
$18.4B
| $9.91M | 0.01% |
74,984
+14,523
| +24% | +$1.9M |
|
|
FL
1218
PUT
DELISTED
Foot Locker
FL
| $9.89M | 0.01% |
299,300
+4,100
| +1% | +$125K |
|
1219
CALL
Hewlett Packard
HPE
$70.5B
| $9.88M | 0.01% |
1,055,000
-6,500
| -0.6% | -$62.1K |
|
1220
PUT
Marathon Petroleum
MPC
$83.7B
| $9.87M | 0.01% |
336,300
-31,600
| -9% | -$1.11M |
|
|
BBBY
1221
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $9.84M | 0.01% |
656,800
+450,500
| +218% | +$5.21M |
|
|
ZNGA
1222
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $9.82M | 0.01% |
1,076,700
+450,400
| +72% | +$4.19M |
|
1223
PUT
Bausch Health
BHC
$2.34B
| $9.8M | 0.01% |
630,800
+326,100
| +107% | +$5.62M |
|
1224
iShares Core MSCI Europe ETF
IEUR
$9.16B
| $9.8M | 0.01% |
219,150
-715,634
| -77% | -$32.4M |
|
1225
PUT
GDS Holdings
GDS
$6.41B
| $9.79M | 0.01% |
119,700
-232,600
| -66% | -$18.6M |
|
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.