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 | |
|---|---|---|---|---|---|---|
|
STMP
1101
PUT
DELISTED
Stamps.com, Inc.
STMP
| $11.7M | 0.01% |
48,700
+25,200
| +107% | +$6.01M |
|
1102
Novavax
NVAX
$1.31B
| $11.7M | 0.01% |
107,971
-106,377
| -50% | -$13M |
|
1103
Kimberly-Clark
KMB
$36.5B
| $11.7M | 0.01% |
79,207
+39,029
| +97% | +$5.86M |
|
1104
CALL
LyondellBasell Industries
LYB
$19.2B
| $11.7M | 0.01% |
165,600
+99,500
| +151% | +$6.88M |
|
1105
PUT
Paycom
PAYC
$9.69B
| $11.6M | 0.01% |
37,400
+7,500
| +25% | +$2.19M |
|
1106
CALL
Wheaton Precious Metals
WPM
$60.9B
| $11.6M | 0.01% |
236,500
-12,800
| -5% | -$653K |
|
1107
PUT
CSX Corp
CSX
$93.1B
| $11.6M | 0.01% |
448,200
+148,200
| +49% | +$3.66M |
|
1108
PUT
SS&C Technologies
SSNC
$18.6B
| $11.6M | 0.01% |
191,600
+119,400
| +165% | +$7.14M |
|
1109
PUT
Williams-Sonoma
WSM
$29.6B
| $11.6M | 0.01% |
256,400
+133,400
| +108% | +$5.93M |
|
1110
CALL
VanEck Oil Services ETF
OIH
$1.92B
| $11.5M | 0.01% |
118,130
+25,360
| +27% | +$3.11M |
|
|
ZEN
1111
DELISTED
ZENDESK INC
ZEN
| $11.5M | 0.01% |
111,977
-60,304
| -35% | -$5.64M |
|
1112
PUT
Equinix
EQIX
$103B
| $11.5M | 0.01% |
15,100
+5,200
| +53% | +$3.93M |
|
1113
PUT
Crown Holdings
CCK
$13.1B
| $11.5M | 0.01% |
149,300
+145,800
| +4,166% | +$10.7M |
|
1114
PUT
General Mills
GIS
$19.7B
| $11.5M | 0.01% |
185,700
+47,500
| +34% | +$2.97M |
|
1115
CALL
ResMed
RMD
$30.7B
| $11.4M | 0.01% |
66,700
+26,300
| +65% | +$4.86M |
|
1116
CALL
Yum! Brands
YUM
$41.1B
| $11.4M | 0.01% |
125,100
+34,000
| +37% | +$3.13M |
|
|
ZUO
1117
PUT
DELISTED
Zuora, Inc.
ZUO
| $11.4M | 0.01% |
1,104,100
+91,600
| +9% | +$1.06M |
|
1118
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$306M
| $11.4M | 0.01% |
19,812
+8,804
| +80% | +$5.48M |
|
|
PLAN
1119
PUT
DELISTED
Anaplan, Inc.
PLAN
| $11.4M | 0.01% |
182,100
+30,200
| +20% | +$1.56M |
|
1120
Lockheed Martin
LMT
$136B
| $11.4M | 0.01% |
29,673
-47,919
| -62% | -$18.3M |
|
1121
CALL
Restaurant Brands International
QSR
$25.8B
| $11.4M | 0.01% |
198,000
-41,200
| -17% | -$2.3M |
|
1122
CALL
Sysco
SYY
$40.3B
| $11.4M | 0.01% |
182,600
+61,200
| +50% | +$3.56M |
|
1123
CALL
iShares US Home Construction ETF
ITB
$2.35B
| $11.4M | 0.01% |
200,400
-273,600
| -58% | -$14.3M |
|
1124
CALL
BioMarin Pharmaceuticals
BMRN
$12.4B
| $11.3M | 0.01% |
148,400
-12,000
| -7% | -$1.21M |
|
1125
Centene
CNC
$32.5B
| $11.3M | 0.01% |
193,190
-579,989
| -75% | -$36M |
|
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.