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 | |
|---|---|---|---|---|---|---|
|
RDS.A
1401
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $7.96M | ﹤0.01% |
316,100
-59,500
| -16% | -$1.8M |
|
1402
CALL
Aramark
ARMK
$14.7B
| $7.95M | ﹤0.01% |
416,331
+40,165
| +11% | +$716K |
|
1403
PUT
Boston Properties
BXP
$11.1B
| $7.95M | ﹤0.01% |
99,000
+63,400
| +178% | +$5.53M |
|
1404
iShares High Yield Systematic Bond ETF
HYDB
$1.6B
| $7.94M | ﹤0.01% |
163,305
+62,938
| +63% | +$3.06M |
|
1405
PUT
Halliburton
HAL
$26.6B
| $7.91M | ﹤0.01% |
656,100
+1,000
| +0.2% | +$14.5K |
|
1406
McDonald's
MCD
$195B
| $7.86M | ﹤0.01% |
35,833
-265,474
| -88% | -$54.5M |
|
1407
United Microelectronic
UMC
$46.9B
| $7.85M | ﹤0.01% |
1,638,175
+1,346,850
| +462% | +$5M |
|
1408
PUT
Mondelez International
MDLZ
$79.9B
| $7.82M | ﹤0.01% |
136,100
+71,600
| +111% | +$3.99M |
|
1409
CALL
Waste Management
WM
$91B
| $7.81M | ﹤0.01% |
69,000
-72,400
| -51% | -$8M |
|
1410
Smith & Nephew
SNN
$12.6B
| $7.8M | ﹤0.01% |
199,059
+175,459
| +743% | +$7.06M |
|
|
NUVA
1411
PUT
DELISTED
NuVasive, Inc.
NUVA
| $7.79M | ﹤0.01% |
160,500
+69,000
| +75% | +$3.72M |
|
1412
PUT
iShares US Home Construction ETF
ITB
$2.35B
| $7.78M | ﹤0.01% |
137,300
-1,605,400
| -92% | -$83.9M |
|
1413
MSCI
MSCI
$40.9B
| $7.78M | ﹤0.01% |
21,799
+21,074
| +2,907% | +$7.65M |
|
1414
iShares Global Consumer Discretionary ETF
RXI
$278M
| $7.76M | ﹤0.01% |
+57,547
| New | +$7.5M |
|
1415
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $7.76M | ﹤0.01% |
63,700
+33,400
| +110% | +$4.07M |
|
1416
CALL
Nutanix
NTNX
$16.9B
| $7.75M | ﹤0.01% |
349,600
-127,100
| -27% | -$2.9M |
|
1417
CALL
HSBC
HSBC
$356B
| $7.75M | ﹤0.01% |
395,700
-261,700
| -40% | -$5.74M |
|
1418
CALL
iShares MSCI Mexico ETF
EWW
$1.99B
| $7.75M | ﹤0.01% |
232,200
-59,900
| -21% | -$1.98M |
|
1419
PUT
Automatic Data Processing
ADP
$108B
| $7.74M | ﹤0.01% |
55,500
+32,200
| +138% | +$4.51M |
|
1420
PUT
Prudential Financial
PRU
$41.8B
| $7.74M | ﹤0.01% |
121,800
+23,600
| +24% | +$1.55M |
|
1421
CALL
The Mosaic Company
MOS
$7.33B
| $7.73M | ﹤0.01% |
423,300
+80,300
| +23% | +$1.31M |
|
1422
abrdn Physical Palladium Shares ETF
PALL
$667M
| $7.73M | ﹤0.01% |
+178,515
| New | +$7.28M |
|
1423
ROBO Global Robotics & Automation Index ETF
ROBO
$2.1B
| $7.73M | ﹤0.01% |
160,550
+111,210
| +225% | +$5.2M |
|
1424
CALL
Pool Corp
POOL
$7.5B
| $7.73M | ﹤0.01% |
23,100
+9,700
| +72% | +$3M |
|
1425
Workhorse Group
WKHS
$36.3M
| $7.73M | ﹤0.01% |
102
-50
| -33% | -$2.86M |
|
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.