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 | |
|---|---|---|---|---|---|---|
|
CTXS
1376
CALL
DELISTED
Citrix Systems Inc
CTXS
| $8.18M | ﹤0.01% |
59,400
+6,100
| +11% | +$872K |
|
1377
CALL
Shake Shack
SHAK
$2.87B
| $8.15M | ﹤0.01% |
126,400
+26,200
| +26% | +$1.52M |
|
1378
Duke Energy
DUK
$97.3B
| $8.15M | ﹤0.01% |
91,995
-117,755
| -56% | -$9.71M |
|
1379
CALL
HP
HPQ
$27.5B
| $8.14M | ﹤0.01% |
428,700
-432,400
| -50% | -$7.89M |
|
|
1380
T-Mobile US
TMUS
$190B
| $8.13M | ﹤0.01% |
71,063
-3,051,408
| -98% | -$338M |
|
1381
PUT
Guardant Health
GH
$22.6B
| $8.13M | ﹤0.01% |
72,700
-16,100
| -18% | -$1.47M |
|
1382
Zillow
ZG
$7.63B
| $8.11M | ﹤0.01% |
79,852
+60,012
| +302% | +$4.67M |
|
1383
CALL
ArcelorMittal
MT
$55.3B
| $8.1M | ﹤0.01% |
611,500
+25,400
| +4% | +$306K |
|
1384
CALL
Hasbro
HAS
$13.2B
| $8.1M | ﹤0.01% |
97,900
+59,200
| +153% | +$4.58M |
|
|
GWPH
1385
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $8.09M | ﹤0.01% |
83,100
+41,100
| +98% | +$4.73M |
|
|
FL
1386
CALL
DELISTED
Foot Locker
FL
| $8.07M | ﹤0.01% |
244,400
+129,500
| +113% | +$3.95M |
|
|
AWTM
1387
DELISTED
AWTM Ultra-Short Duration Enhanced Income ETF
AWTM
| $8.07M | ﹤0.01% |
162,858
-101,905
| -38% | -$5.05M |
|
1388
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $8.07M | ﹤0.01% |
261,350
-153,280
| -37% | -$4.77M |
|
1389
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $8.06M | ﹤0.01% |
149,600
+73,000
| +95% | +$3.69M |
|
1390
PUT
VeriSign
VRSN
$26.6B
| $8.05M | ﹤0.01% |
39,300
+4,000
| +11% | +$826K |
|
1391
PUT
Chegg
CHGG
$102M
| $8.04M | ﹤0.01% |
112,600
+41,600
| +59% | +$3.06M |
|
1392
PUT
ICICI Bank
IBN
$108B
| $8.03M | ﹤0.01% |
816,400
+768,400
| +1,601% | +$7.65M |
|
1393
CALL
Cintas
CTAS
$81.3B
| $8.02M | ﹤0.01% |
96,400
+77,200
| +402% | +$5.95M |
|
1394
UnitedHealth
UNH
$370B
| $8.01M | ﹤0.01% |
25,685
-8,326
| -24% | -$2.56M |
|
|
1395
State Street Utilities Select Sector SPDR ETF
XLU
$22.5B
| $7.99M | ﹤0.01% |
269,104
-8,070,250
| -97% | -$239M |
|
1396
CALL
Fortinet
FTNT
$117B
| $7.99M | ﹤0.01% |
339,000
+16,500
| +5% | +$426K |
|
1397
PIMCO Enhanced Short Maturity Active ESG ETF
EMNT
$212M
| $7.96M | ﹤0.01% |
78,908
-115,940
| -60% | -$11.7M |
|
1398
CALL
Johnson Controls International
JCI
$92.2B
| $7.96M | ﹤0.01% |
194,900
-20,400
| -9% | -$799K |
|
1399
Teucrium Corn Fund
CORN
$168M
| $7.96M | ﹤0.01% |
607,158
+144,060
| +31% | +$1.78M |
|
1400
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.17B
| $7.96M | ﹤0.01% |
19,899
+6,004
| +43% | +$2.52M |
|
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.