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 | |
|---|---|---|---|---|---|---|
1451
PUT
Cintas
CTAS
$81.3B
| $7.49M | ﹤0.01% |
90,000
+54,000
| +150% | +$4.16M |
|
1452
PUT
Air Products & Chemicals
APD
$67.6B
| $7.48M | ﹤0.01% |
25,100
-9,400
| -27% | -$2.7M |
|
1453
SolarEdge
SEDG
$1.95B
| $7.47M | ﹤0.01% |
31,359
+28,141
| +874% | +$5.41M |
|
1454
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $7.47M | ﹤0.01% |
152,500
+144,200
| +1,737% | +$6.92M |
|
|
SPWR
1455
DELISTED
SunPower Corporation Common Stock
SPWR
| $7.47M | ﹤0.01% |
597,143
+411,539
| +222% | +$3.47M |
|
1456
PUT
Allstate
ALL
$67.5B
| $7.46M | ﹤0.01% |
79,300
+12,900
| +19% | +$1.2M |
|
1457
PUT
Canadian Pacific Kansas City
CP
$80.5B
| $7.46M | ﹤0.01% |
122,500
+69,500
| +131% | +$3.97M |
|
1458
PUT
M&T Bank
MTB
$36.2B
| $7.46M | ﹤0.01% |
81,000
+56,100
| +225% | +$5.73M |
|
|
SPXB
1459
DELISTED
ProShares S&P 500 Bond ETF
SPXB
| $7.45M | ﹤0.01% |
80,601
+70,840
| +726% | +$6.63M |
|
1460
CALL
Elastic
ESTC
$7.81B
| $7.44M | ﹤0.01% |
69,000
-168,000
| -71% | -$16.5M |
|
1461
PUT
Novartis
NVS
$297B
| $7.44M | ﹤0.01% |
85,600
+16,300
| +24% | +$1.41M |
|
|
GOOS
1462
CALL
Canada Goose Holdings
GOOS
$856M
| $7.44M | ﹤0.01% |
231,200
+119,600
| +107% | +$2.94M |
|
1463
iShares MSCI Global Gold Miners ETF
RING
$2.56B
| $7.42M | ﹤0.01% |
227,107
+30,994
| +16% | +$1.05M |
|
1464
CALL
Editas Medicine
EDIT
$442M
| $7.4M | ﹤0.01% |
263,600
-122,700
| -32% | -$4M |
|
1465
PUT
iShares MSCI South Korea ETF
EWY
$24.1B
| $7.37M | ﹤0.01% |
112,800
-866,600
| -88% | -$54.3M |
|
1466
Franklin FTSE Asia ex Japan ETF
FLAX
$57.2M
| $7.36M | ﹤0.01% |
308,858
-6,723
| -2% | -$158K |
|
1467
CALL
Synchrony
SYF
$25.6B
| $7.36M | ﹤0.01% |
281,400
-1,500
| -0.5% | -$36.4K |
|
1468
Credit Acceptance
CACC
$6.08B
| $7.36M | ﹤0.01% |
21,727
+15,149
| +230% | +$6.37M |
|
|
FTOCU
1469
DELISTED
FTAC Olympus Acquisition Corp. Unit
FTOCU
| $7.36M | ﹤0.01% |
+735,806
| New | +$7.36M |
|
1470
CALL
Weibo
WB
$1.95B
| $7.36M | ﹤0.01% |
201,900
+134,500
| +200% | +$4.75M |
|
1471
CALL
VeriSign
VRSN
$26.6B
| $7.35M | ﹤0.01% |
35,900
-26,600
| -43% | -$5.49M |
|
|
GAP
1472
PUT
The Gap Inc
GAP
$7.37B
| $7.35M | ﹤0.01% |
431,800
-4,800
| -1% | -$71.5K |
|
1473
Roper Technologies
ROP
$39.8B
| $7.34M | ﹤0.01% |
18,569
-45,127
| -71% | -$18.8M |
|
1474
iShares MSCI India ETF
INDA
$6.63B
| $7.33M | ﹤0.01% |
216,516
-1,398,637
| -87% | -$45.8M |
|
1475
PUT
Public Storage
PSA
$61.3B
| $7.33M | ﹤0.01% |
32,900
+11,800
| +56% | +$2.41M |
|
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.