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 | |
|---|---|---|---|---|---|---|
2651
Akamai
AKAM
$15.9B
| $2.58M | ﹤0.01% |
23,301
-12,843
| -36% | -$1.43M |
|
|
HIBB
2652
PUT
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $2.57M | ﹤0.01% |
65,600
-3,600
| -5% | -$104K |
|
2653
PUT
Ambarella
AMBA
$3.81B
| $2.57M | ﹤0.01% |
49,300
+17,100
| +53% | +$827K |
|
2654
PUT
Hyatt Hotels
H
$16.7B
| $2.57M | ﹤0.01% |
48,200
-51,300
| -52% | -$2.75M |
|
2655
Arbor Realty Trust
ABR
$998M
| $2.56M | ﹤0.01% |
223,624
+158,715
| +245% | +$1.66M |
|
|
AMRN
2656
CALL
Amarin Corp
AMRN
$303M
| $2.56M | ﹤0.01% |
30,455
-64,150
| -68% | -$7.69M |
|
2657
PUT
Silicon Laboratories
SLAB
$7.23B
| $2.56M | ﹤0.01% |
26,200
+23,700
| +948% | +$2.38M |
|
2658
PUT
AerCap
AER
$23.8B
| $2.56M | ﹤0.01% |
101,700
-809,600
| -89% | -$23.5M |
|
|
BEAT
2659
PUT
DELISTED
BioTelemetry, Inc.
BEAT
| $2.56M | ﹤0.01% |
56,200
+37,900
| +207% | +$1.58M |
|
|
ITCI
2660
PUT
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $2.56M | ﹤0.01% |
99,800
-160,100
| -62% | -$3.65M |
|
2661
CALL
US Foods
USFD
$24B
| $2.56M | ﹤0.01% |
115,200
-46,100
| -29% | -$1.04M |
|
2662
CALL
WEC Energy
WEC
$35.1B
| $2.56M | ﹤0.01% |
26,400
+6,400
| +32% | +$596K |
|
2663
CALL
Toronto Dominion Bank
TD
$200B
| $2.56M | ﹤0.01% |
55,300
-26,700
| -33% | -$1.24M |
|
2664
Sun Life Financial
SLF
$45.4B
| $2.56M | ﹤0.01% |
62,714
-201
| -0.3% | -$8.13K |
|
2665
CALL
ProShares UltraShort Dow 30
DXD
$42.2M
| $2.55M | ﹤0.01% |
32,560
+8,360
| +35% | +$691K |
|
|
EMSH
2666
DELISTED
ProShares Short Term USD Emerging Markets Bond ETF
EMSH
| $2.55M | ﹤0.01% |
35,143
-2,207
| -6% | -$161K |
|
2667
Invesco DB Base Metals Fund
DBB
$315M
| $2.55M | ﹤0.01% |
+168,245
| New | +$2.52M |
|
2668
CALL
Penumbra
PEN
$12.8B
| $2.55M | ﹤0.01% |
13,100
+11,800
| +908% | +$2.48M |
|
|
GOAC.U
2669
DELISTED
GO Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-third of on
GOAC.U
| $2.54M | ﹤0.01% |
+252,512
| New | +$2.53M |
|
2670
Zimmer Biomet
ZBH
$18.4B
| $2.54M | ﹤0.01% |
19,242
-24,877
| -56% | -$3.25M |
|
2671
Millicom
TIGO
$16.3B
| $2.54M | ﹤0.01% |
+83,500
| New | +$2.41M |
|
|
CMA
2672
CALL
DELISTED
Comerica
CMA
| $2.54M | ﹤0.01% |
66,400
-37,900
| -36% | -$1.46M |
|
2673
Victory Portfolios II VictoryShares Core Intermediate Bond ETF
UITB
$2.65B
| $2.54M | ﹤0.01% |
46,911
-24,583
| -34% | -$1.34M |
|
2674
PUT
Charles River Laboratories
CRL
$12.8B
| $2.54M | ﹤0.01% |
11,200
+4,600
| +70% | +$955K |
|
2675
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.72B
| $2.54M | ﹤0.01% |
77,351
-202,146
| -72% | -$6.66M |
|
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.