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 | |
|---|---|---|---|---|---|---|
451
PUT
Las Vegas Sands
LVS
$29.9B
| $42.4M | 0.03% |
908,200
+311,800
| +52% | +$14.9M |
|
452
PUT
Linde
LIN
$226B
| $42.3M | 0.03% |
177,600
+41,000
| +30% | +$9.94M |
|
453
PUT
Southwest Airlines
LUV
$23B
| $42.2M | 0.03% |
1,126,100
-451,900
| -29% | -$16.1M |
|
454
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$146M
| $42.2M | 0.03% |
26,495
+24,203
| +1,056% | +$43M |
|
455
CALL
Mercado Libre
MELI
$92.8B
| $42.2M | 0.03% |
39,000
+15,700
| +67% | +$17M |
|
456
CALL
CME Group
CME
$95B
| $42.1M | 0.03% |
251,800
+87,600
| +53% | +$14.8M |
|
457
CALL
DexCom
DXCM
$31.3B
| $42M | 0.03% |
408,000
-518,000
| -56% | -$54.1M |
|
458
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
$924M
| $42M | 0.03% |
780,708
+511,704
| +190% | +$27.7M |
|
459
PUT
Atlassian
TEAM
$28B
| $41.9M | 0.03% |
230,700
+86,400
| +60% | +$15.4M |
|
460
Wynn Resorts
WYNN
$10.5B
| $41.9M | 0.03% |
583,405
+204,150
| +54% | +$16.2M |
|
461
PUT
Sherwin-Williams
SHW
$88.2B
| $41.2M | 0.02% |
177,600
+122,100
| +220% | +$26.7M |
|
462
CALL
D.R. Horton
DHI
$40.8B
| $41.1M | 0.02% |
543,500
+287,700
| +112% | +$19.6M |
|
463
Costco
COST
$421B
| $41M | 0.02% |
115,609
-39,401
| -25% | -$13.2M |
|
|
464
PUT
Mercado Libre
MELI
$92.8B
| $41M | 0.02% |
37,900
+12,800
| +51% | +$13.9M |
|
465
PUT
Hilton Worldwide
HLT
$72.5B
| $40.9M | 0.02% |
479,500
-134,900
| -22% | -$11.3M |
|
|
WORK
466
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $40.9M | 0.02% |
1,522,800
-464,100
| -23% | -$13.7M |
|
467
PUT
Lockheed Martin
LMT
$135B
| $40.7M | 0.02% |
106,100
-12,200
| -10% | -$4.66M |
|
468
PUT
Blackrock
BLK
$175B
| $40.5M | 0.02% |
71,900
-18,500
| -20% | -$10.6M |
|
469
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $40.4M | 0.02% |
1,439,746
+1,375,186
| +2,130% | +$38.8M |
|
|
470
CALL
Lockheed Martin
LMT
$135B
| $40.3M | 0.02% |
105,200
-137,000
| -57% | -$52.3M |
|
471
CALL
Take-Two Interactive
TTWO
$43.5B
| $39.6M | 0.02% |
239,800
+38,300
| +19% | +$6.22M |
|
472
PUT
Regeneron Pharmaceuticals
REGN
$79.5B
| $39.6M | 0.02% |
70,700
+17,200
| +32% | +$10.4M |
|
473
PUT
Electronic Arts
EA
| $39.4M | 0.02% |
302,300
+99,000
| +49% | +$13.5M |
|
474
PUT
Expedia Group
EXPE
$36.8B
| $39.2M | 0.02% |
427,400
+186,100
| +77% | +$16.7M |
|
475
PUT
Palo Alto Networks
PANW
$293B
| $39.2M | 0.02% |
960,600
+30,000
| +3% | +$1.25M |
|
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.