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 | |
|---|---|---|---|---|---|---|
1226
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.85B
| $9.79M | 0.01% |
+407,180
| New | +$9.82M |
|
1227
CALL
Chubb
CB
$135B
| $9.78M | 0.01% |
84,200
-101,000
| -55% | -$12.7M |
|
1228
CALL
AB InBev
BUD
$165B
| $9.74M | 0.01% |
179,700
-208,800
| -54% | -$11.6M |
|
1229
Burlington
BURL
$23.2B
| $9.74M | 0.01% |
47,248
+40,694
| +621% | +$7.93M |
|
1230
CALL
ON Semiconductor
ON
$31.6B
| $9.73M | 0.01% |
448,600
-11,900
| -3% | -$253K |
|
1231
CALL
Ryanair
RYAAY
$31.3B
| $9.72M | 0.01% |
297,250
-281,250
| -49% | -$8.74M |
|
1232
Chewy
CHWY
$9.63B
| $9.72M | 0.01% |
177,277
-59,367
| -25% | -$3.2M |
|
1233
iShares MSCI EAFE Growth ETF
EFG
$17.3B
| $9.71M | 0.01% |
+107,995
| New | +$9.57M |
|
1234
BioNTech
BNTX
$23.5B
| $9.7M | 0.01% |
141,390
+93,827
| +197% | +$6.73M |
|
1235
PUT
MetLife
MET
$62.1B
| $9.67M | 0.01% |
260,100
+96,900
| +59% | +$3.68M |
|
1236
CALL
Cheesecake Factory
CAKE
$5.33B
| $9.66M | 0.01% |
348,300
+115,600
| +50% | +$3.03M |
|
1237
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.98B
| $9.66M | 0.01% |
274,025
-129,441
| -32% | -$4.85M |
|
1238
iShares MSCI Emerging Markets Asia ETF
EEMA
$860M
| $9.6M | 0.01% |
128,504
+44,763
| +53% | +$3.32M |
|
1239
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.9B
| $9.59M | 0.01% |
255,293
+47,036
| +23% | +$1.82M |
|
1240
PUT
Ross Stores
ROST
$81.9B
| $9.58M | 0.01% |
102,700
+17,500
| +21% | +$1.57M |
|
|
WBA
1241
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $9.58M | 0.01% |
266,800
+175,000
| +191% | +$6.84M |
|
1242
PUT
Inovio Pharmaceuticals
INO
$69M
| $9.58M | 0.01% |
68,817
-75,700
| -52% | -$15.8M |
|
1243
CALL
US Bancorp
USB
$99.6B
| $9.56M | 0.01% |
266,800
-109,100
| -29% | -$3.99M |
|
|
NTCO
1244
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
| $9.56M | 0.01% |
525,213
+37,984
| +8% | +$666K |
|
1245
CALL
PPG Industries
PPG
$26.6B
| $9.56M | 0.01% |
78,300
+6,800
| +10% | +$795K |
|
1246
MongoDB
MDB
$32.1B
| $9.55M | 0.01% |
41,268
+24,721
| +149% | +$5.36M |
|
1247
CALL
Dick's Sporting Goods
DKS
$18.7B
| $9.53M | 0.01% |
164,700
-7,500
| -4% | -$365K |
|
|
BSCK
1248
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
| $9.53M | 0.01% |
449,231
+120,490
| +37% | +$2.56M |
|
1249
Starbucks
SBUX
$120B
| $9.52M | 0.01% |
110,814
-52,937
| -32% | -$4.22M |
|
1250
CALL
Danaher
DHR
$144B
| $9.52M | 0.01% |
49,858
-86,292
| -63% | -$15.3M |
|
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.