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 | |
|---|---|---|---|---|---|---|
2601
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $2.66M | ﹤0.01% |
29,400
+14,800
| +101% | +$1.39M |
|
|
PFPT
2602
CALL
DELISTED
Proofpoint, Inc.
PFPT
| $2.66M | ﹤0.01% |
25,200
+5,800
| +30% | +$646K |
|
2603
WisdomTree International High Dividend Fund
DTH
$663M
| $2.66M | ﹤0.01% |
80,769
-60,886
| -43% | -$2.08M |
|
2604
Keurig Dr Pepper
KDP
$40.8B
| $2.65M | ﹤0.01% |
96,215
+89,135
| +1,259% | +$2.61M |
|
2605
iShares MSCI Italy ETF
EWI
$1.08B
| $2.64M | ﹤0.01% |
108,450
+98,331
| +972% | +$2.5M |
|
2606
PUT
Cardinal Health
CAH
$55.4B
| $2.64M | ﹤0.01% |
56,300
-2,300
| -4% | -$118K |
|
2607
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
| $2.64M | ﹤0.01% |
7,800
-4,100
| -34% | -$1.4M |
|
|
HIBB
2608
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $2.64M | ﹤0.01% |
67,390
+43,954
| +188% | +$1.27M |
|
2609
CALL
Sabre
SABR
$835M
| $2.64M | ﹤0.01% |
405,600
-584,300
| -59% | -$4.33M |
|
2610
Sarepta Therapeutics
SRPT
$1.77B
| $2.64M | ﹤0.01% |
18,797
+2,999
| +19% | +$456K |
|
2611
CALL
LGI Homes
LGIH
$1.4B
| $2.64M | ﹤0.01% |
22,700
-9,100
| -29% | -$1.01M |
|
2612
PUT
Tower Semiconductor
TSEM
$28.5B
| $2.63M | ﹤0.01% |
+144,600
| New | +$2.92M |
|
2613
Veeva Systems
VEEV
$37.4B
| $2.63M | ﹤0.01% |
9,371
-18,412
| -66% | -$4.85M |
|
|
FLIR
2614
PUT
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $2.63M | ﹤0.01% |
73,500
-41,400
| -36% | -$1.58M |
|
2615
Automatic Data Processing
ADP
$108B
| $2.63M | ﹤0.01% |
18,876
+2,743
| +17% | +$384K |
|
|
ANSS
2616
DELISTED
Ansys
ANSS
| $2.63M | ﹤0.01% |
8,046
+4,974
| +162% | +$1.56M |
|
2617
PUT
Huazhu Hotels Group
HTHT
$13B
| $2.63M | ﹤0.01% |
60,900
-1,171,800
| -95% | -$45.7M |
|
|
GRUB
2618
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $2.63M | ﹤0.01% |
18,200
-27,000
| -60% | -$3.89M |
|
2619
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.8M
| $2.63M | ﹤0.01% |
35,687
-21,226
| -37% | -$1.56M |
|
|
TLDH
2620
DELISTED
FlexShares Currency Hedged Morningstar DM ex US Factor Tilt Index Fund
TLDH
| $2.63M | ﹤0.01% |
103,455
+12,530
| +14% | +$319K |
|
2621
CALL
HealthEquity
HQY
$8.75B
| $2.63M | ﹤0.01% |
51,100
+28,800
| +129% | +$1.58M |
|
2622
Under Armour Class C
UA
$2.53B
| $2.62M | ﹤0.01% |
266,522
-243,447
| -48% | -$2.29M |
|
2623
NatWest
NWG
$76.4B
| $2.62M | ﹤0.01% |
905,358
+882,338
| +3,833% | +$2.73M |
|
2624
Synchrony
SYF
$25.6B
| $2.62M | ﹤0.01% |
100,198
-311,145
| -76% | -$7.56M |
|
2625
United States Gasoline Fund
UGA
$128M
| $2.62M | ﹤0.01% |
131,475
+40,808
| +45% | +$806K |
|
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.