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 | |
|---|---|---|---|---|---|---|
1476
iShares MSCI World ETF
URTH
$8.27B
| $7.33M | ﹤0.01% |
73,614
+55,360
| +303% | +$5.46M |
|
1477
PUT
Progressive
PGR
$125B
| $7.32M | ﹤0.01% |
77,300
-104,500
| -57% | -$9.39M |
|
1478
PUT
Sempra
SRE
$54.8B
| $7.32M | ﹤0.01% |
123,600
+35,200
| +40% | +$2.17M |
|
1479
Pan American Silver
PAAS
$21.6B
| $7.31M | ﹤0.01% |
227,491
+53,651
| +31% | +$1.84M |
|
1480
PUT
ConocoPhillips
COP
$141B
| $7.3M | ﹤0.01% |
222,300
+82,900
| +59% | +$3.14M |
|
1481
PUT
Trip.com Group
TCOM
$29.1B
| $7.3M | ﹤0.01% |
234,400
+17,200
| +8% | +$489K |
|
1482
Petrobras
PBR
$116B
| $7.29M | ﹤0.01% |
1,024,278
+182,308
| +22% | +$1.55M |
|
1483
Goldman Sachs Access High Yield Corporate Bond ETF
GHYB
$134M
| $7.28M | ﹤0.01% |
150,465
+17,557
| +13% | +$853K |
|
|
TCO
1484
PUT
DELISTED
Taubman Centers Inc.
TCO
| $7.28M | ﹤0.01% |
+218,700
| New | +$8.16M |
|
1485
iShares Investment Grade Systematic Bond ETF
IGEB
$1.46B
| $7.28M | ﹤0.01% |
133,738
+118,047
| +752% | +$6.49M |
|
|
HES
1486
CALL
DELISTED
Hess
HES
| $7.28M | ﹤0.01% |
177,800
-27,200
| -13% | -$1.29M |
|
1487
CSX Corp
CSX
$93.1B
| $7.25M | ﹤0.01% |
280,047
+56,691
| +25% | +$1.4M |
|
1488
CALL
LiveRamp
RAMP
$2.3B
| $7.24M | ﹤0.01% |
139,800
+125,900
| +906% | +$6.29M |
|
1489
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.09B
| $7.22M | ﹤0.01% |
+128,495
| New | +$7.23M |
|
1490
CALL
Five Below
FIVE
$13.5B
| $7.21M | ﹤0.01% |
56,800
+20,900
| +58% | +$2.38M |
|
1491
Bilibili
BILI
$7.84B
| $7.21M | ﹤0.01% |
173,306
+126,413
| +270% | +$5.59M |
|
1492
PUT
Rio Tinto
RIO
$164B
| $7.19M | ﹤0.01% |
119,100
+12,600
| +12% | +$773K |
|
1493
CALL
10x Genomics
TXG
$6.61B
| $7.17M | ﹤0.01% |
57,500
+4,200
| +8% | +$441K |
|
1494
PUT
Vail Resorts
MTN
$5.3B
| $7.17M | ﹤0.01% |
33,500
-37,700
| -53% | -$7.77M |
|
1495
CALL
iShares Russell Mid-Cap ETF
IWR
$57.4B
| $7.17M | ﹤0.01% |
124,900
-40,900
| -25% | -$2.33M |
|
1496
Blackstone
BX
$110B
| $7.16M | ﹤0.01% |
137,173
+132,200
| +2,658% | +$7.08M |
|
1497
CALL
Guardant Health
GH
$22.6B
| $7.15M | ﹤0.01% |
64,000
+30,100
| +89% | +$2.75M |
|
1498
CALL
H&R Block
HRB
$5.86B
| $7.14M | ﹤0.01% |
438,500
+120,500
| +38% | +$1.77M |
|
1499
PUT
Synchrony
SYF
$25.6B
| $7.14M | ﹤0.01% |
272,800
+19,700
| +8% | +$479K |
|
|
OTRK
1500
CALL
DELISTED
Ontrak
OTRK
| $7.13M | ﹤0.01% |
1,320
+1,167
| +763% | +$5.4M |
|
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.