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 | |
|---|---|---|---|---|---|---|
2051
CALL
ProShares Ultra NASDAQ Biotechnology
BIB
$86.2M
| $4.16M | ﹤0.01% |
59,500
-1,300
| -2% | -$92.2K |
|
2052
PG&E
PCG
$38.5B
| $4.15M | ﹤0.01% |
442,368
-241,083
| -35% | -$2.23M |
|
2053
Whirlpool
WHR
$2.82B
| $4.15M | ﹤0.01% |
22,582
-26,748
| -54% | -$4.44M |
|
2054
CALL
ProShares Ultra S&P500
SSO
$8.41B
| $4.15M | ﹤0.01% |
226,000
-619,600
| -73% | -$11.2M |
|
2055
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.08B
| $4.15M | ﹤0.01% |
67,102
+34,313
| +105% | +$2.13M |
|
2056
CALL
Omnicom Group
OMC
$23.4B
| $4.15M | ﹤0.01% |
83,800
+30,100
| +56% | +$1.61M |
|
2057
CALL
Alaska Air
ALK
$5.58B
| $4.14M | ﹤0.01% |
113,100
-83,500
| -42% | -$3.13M |
|
|
RAD
2058
PUT
DELISTED
Rite Aid Corporation
RAD
| $4.14M | ﹤0.01% |
436,600
+226,500
| +108% | +$3.23M |
|
|
PPL
2059
PPL Corp
PPL
$26.7B
| $4.14M | ﹤0.01% |
152,184
-219,449
| -59% | -$5.92M |
|
|
GRSVU
2060
DELISTED
Gores Holdings V, Inc. Unit
GRSVU
| $4.14M | ﹤0.01% |
+400,000
| New | +$4.08M |
|
2061
iShares iBonds Dec 2028 Term Corporate ETF
IBDT
$4.07B
| $4.14M | ﹤0.01% |
142,266
+50,895
| +56% | +$1.49M |
|
2062
PUT
Monolithic Power Systems
MPWR
$68.9B
| $4.14M | ﹤0.01% |
+14,800
| New | +$3.85M |
|
2063
Willis Towers Watson
WTW
$32B
| $4.14M | ﹤0.01% |
19,818
-15,827
| -44% | -$3.23M |
|
|
MESO
2064
CALL
Mesoblast
MESO
$2.07B
| $4.13M | ﹤0.01% |
113,600
+98,300
| +642% | +$3.08M |
|
2065
PUT
Wingstop
WING
$3.18B
| $4.13M | ﹤0.01% |
30,200
-18,000
| -37% | -$2.64M |
|
2066
Enterprise Products Partners
EPD
$81.7B
| $4.13M | ﹤0.01% |
261,284
+151,760
| +139% | +$2.66M |
|
2067
State Street SPDR S&P Bank ETF
KBE
$1.71B
| $4.13M | ﹤0.01% |
140,105
+82,527
| +143% | +$2.57M |
|
|
CHL
2068
CALL
DELISTED
China Mobile Limited
CHL
| $4.12M | ﹤0.01% |
128,200
-78,800
| -38% | -$2.76M |
|
2069
CALL
NRG Energy
NRG
$24.8B
| $4.12M | ﹤0.01% |
134,100
-11,700
| -8% | -$387K |
|
2070
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $4.12M | ﹤0.01% |
129,536
+102,946
| +387% | +$3.2M |
|
|
DNKN
2071
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $4.12M | ﹤0.01% |
50,300
-66,600
| -57% | -$4.81M |
|
2072
PUT
Capri Holdings
CPRI
$1.74B
| $4.11M | ﹤0.01% |
228,300
-435,800
| -66% | -$7.39M |
|
2073
PUT
Sabre
SABR
$835M
| $4.11M | ﹤0.01% |
631,100
+235,800
| +60% | +$1.75M |
|
2074
CALL
Qualys
QLYS
$6.35B
| $4.11M | ﹤0.01% |
41,900
-8,300
| -17% | -$888K |
|
2075
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$16B
| $4.1M | ﹤0.01% |
60,196
+8,665
| +17% | +$581K |
|
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.