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 | |
|---|---|---|---|---|---|---|
976
CALL
Occidental Petroleum
OXY
$55.9B
| $13.9M | 0.01% |
1,391,300
-621,100
| -31% | -$8.76M |
|
977
CALL
Emerson Electric
EMR
$88.3B
| $13.9M | 0.01% |
212,200
+83,200
| +64% | +$5.48M |
|
978
CALL
StoneCo
STNE
$2.58B
| $13.9M | 0.01% |
263,000
-44,400
| -14% | -$2.12M |
|
|
INFO
979
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $13.8M | 0.01% |
175,785
+109,655
| +166% | +$8.73M |
|
980
PUT
Stellantis
STLA
$20.8B
| $13.8M | 0.01% |
1,129,200
+86,900
| +8% | +$967K |
|
981
CALL
Teleflex
TFX
$5.98B
| $13.8M | 0.01% |
40,500
+34,500
| +575% | +$12.8M |
|
982
CALL
Cognizant
CTSH
$26B
| $13.8M | 0.01% |
198,400
-40,100
| -17% | -$2.61M |
|
983
CALL
Vertex Pharmaceuticals
VRTX
$126B
| $13.8M | 0.01% |
50,600
-144,700
| -74% | -$39.9M |
|
984
PUT
iShares MSCI United Kingdom ETF
EWU
$4.16B
| $13.8M | 0.01% |
539,900
-77,500
| -13% | -$2.04M |
|
|
ARNA
985
CALL
DELISTED
Arena Pharmaceuticals Inc
ARNA
| $13.7M | 0.01% |
183,400
+128,300
| +233% | +$8.55M |
|
986
General Mills
GIS
$19.7B
| $13.7M | 0.01% |
222,325
+117,660
| +112% | +$7.35M |
|
987
CALL
Schwab US Large-Cap Growth ETF
SCHG
$62.8B
| $13.7M | 0.01% |
+952,000
| New | +$13.3M |
|
|
UN
988
PUT
DELISTED
Unilever NV New York Registry Shares
UN
| $13.7M | 0.01% |
226,800
+116,300
| +105% | +$6.74M |
|
|
LVGO
989
DELISTED
Livongo Health, Inc. Common Stock
LVGO
| $13.7M | 0.01% |
97,616
-56,308
| -37% | -$6.86M |
|
990
CALL
Copart
CPRT
$27.5B
| $13.7M | 0.01% |
520,000
+317,600
| +157% | +$7.69M |
|
991
iShares ESG Aware MSCI USA ETF
ESGU
$18.4B
| $13.6M | 0.01% |
+178,843
| New | +$13.5M |
|
|
CGC
992
CALL
Canopy Growth
CGC
$410M
| $13.6M | 0.01% |
94,990
+47,800
| +101% | +$8.02M |
|
|
993
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.92B
| $13.6M | 0.01% |
130,400
+39,600
| +44% | +$4.14M |
|
994
Zscaler
ZS
$27.3B
| $13.6M | 0.01% |
96,555
+9,440
| +11% | +$1.23M |
|
|
RDFN
995
CALL
DELISTED
Redfin
RDFN
| $13.6M | 0.01% |
272,000
+31,500
| +13% | +$1.39M |
|
996
CALL
McCormick & Company Non-Voting
MKC
$14.2B
| $13.5M | 0.01% |
139,400
+116,000
| +496% | +$11.4M |
|
997
Alaska Air
ALK
$5.58B
| $13.5M | 0.01% |
368,775
+209,558
| +132% | +$7.85M |
|
998
PUT
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.8M
| $13.5M | 0.01% |
108,200
+97,100
| +875% | +$12.1M |
|
999
ServiceNow
NOW
$129B
| $13.5M | 0.01% |
139,140
+96,265
| +225% | +$8.6M |
|
|
MXIM
1000
DELISTED
Maxim Integrated Products
MXIM
| $13.4M | 0.01% |
198,728
+188,840
| +1,910% | +$12.8M |
|
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.