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 | |
|---|---|---|---|---|---|---|
1276
McCormick & Company Non-Voting
MKC
$14.2B
| $9.29M | 0.01% |
95,736
+56,816
| +146% | +$5.56M |
|
|
1277
PUT
McCormick & Company Non-Voting
MKC
$14.2B
| $9.28M | 0.01% |
95,600
+58,800
| +160% | +$5.76M |
|
1278
PUT
HSBC
HSBC
$356B
| $9.25M | 0.01% |
472,300
-420,100
| -47% | -$9.21M |
|
1279
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $9.24M | 0.01% |
1,025,700
+135,000
| +15% | +$1.43M |
|
|
SIVB
1280
PUT
DELISTED
SVB Financial Group
SIVB
| $9.24M | 0.01% |
38,400
-12,600
| -25% | -$2.96M |
|
1281
CALL
Kohl's
KSS
$2.19B
| $9.23M | 0.01% |
498,200
-593,400
| -54% | -$12.6M |
|
1282
VanEck Rare Earth/Strategic Metals ETF
REMX
$2.24B
| $9.23M | 0.01% |
+244,712
| New | +$9.87M |
|
|
IBDM
1283
DELISTED
iShares iBonds Dec 2021 Term Corporate ETF
IBDM
| $9.19M | 0.01% |
367,012
-290,940
| -44% | -$7.3M |
|
1284
HubSpot
HUBS
$10.5B
| $9.19M | 0.01% |
31,456
+24,696
| +365% | +$6.47M |
|
1285
O'Reilly Automotive
ORLY
$76.3B
| $9.19M | 0.01% |
299,100
+184,035
| +160% | +$5.59M |
|
1286
Autoliv
ALV
$9B
| $9.19M | 0.01% |
126,075
+10,669
| +9% | +$757K |
|
|
DFS
1287
PUT
DELISTED
Discover Financial Services
DFS
| $9.1M | 0.01% |
157,500
-15,400
| -9% | -$807K |
|
1288
PUT
Masco
MAS
$15.3B
| $9.05M | 0.01% |
164,100
+38,200
| +30% | +$2.14M |
|
1289
PUT
Jazz Pharmaceuticals
JAZZ
$16.7B
| $9.04M | 0.01% |
63,400
+58,600
| +1,221% | +$7.26M |
|
1290
CALL
Seagate
STX
$184B
| $9.04M | 0.01% |
183,400
+28,100
| +18% | +$1.32M |
|
1291
American Tower
AMT
$80.4B
| $9.02M | 0.01% |
37,318
+17,795
| +91% | +$4.51M |
|
1292
Franklin US Core Bond ETF
FLCB
$3.04B
| $9.02M | 0.01% |
+343,596
| New | +$9.07M |
|
1293
Canadian Pacific Kansas City
CP
$80.5B
| $9M | 0.01% |
147,870
+66,340
| +81% | +$3.79M |
|
1294
Microchip Technology
MCHP
$46B
| $9M | 0.01% |
175,236
+45,320
| +35% | +$2.36M |
|
|
MRSH
1295
CALL
Marsh
MRSH
$91.5B
| $8.99M | 0.01% |
78,400
-23,900
| -23% | -$2.74M |
|
1296
CALL
National Beverage
FIZZ
$3.01B
| $8.99M | 0.01% |
264,400
+117,400
| +80% | +$4.11M |
|
|
JKS
1297
CALL
JinkoSolar
JKS
$891M
| $8.99M | 0.01% |
226,100
+119,800
| +113% | +$2.74M |
|
1298
CALL
Cars.com
CARS
$660M
| $8.96M | 0.01% |
1,108,600
+952,000
| +608% | +$7.39M |
|
1299
CALL
Corteva
CTVA
$51.3B
| $8.94M | 0.01% |
310,300
-77,000
| -20% | -$2.17M |
|
1300
PUT
Deckers Outdoor
DECK
$13.3B
| $8.93M | 0.01% |
243,600
+172,200
| +241% | +$5.95M |
|
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.