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 | |
|---|---|---|---|---|---|---|
2201
CALL
VICI Properties
VICI
$29.4B
| $3.68M | ﹤0.01% |
157,300
+54,800
| +53% | +$1.23M |
|
|
MPT
2202
CALL
Medical Properties Trust
MPT
$2.81B
| $3.67M | ﹤0.01% |
208,100
+49,600
| +31% | +$923K |
|
2203
Amplify BlackSwan Growth & Treasure Core ETF
SWAN
$161M
| $3.66M | ﹤0.01% |
115,661
+66,312
| +134% | +$2.1M |
|
2204
CALL
MillerKnoll
MLKN
$1.67B
| $3.65M | ﹤0.01% |
121,200
+112,200
| +1,247% | +$2.78M |
|
2205
Royal Caribbean
RCL
$85.6B
| $3.65M | ﹤0.01% |
56,395
-58,390
| -51% | -$3.44M |
|
2206
TG Therapeutics
TGTX
$7.62B
| $3.65M | ﹤0.01% |
136,382
+66,681
| +96% | +$1.53M |
|
2207
United States Natural Gas Fund
UNG
$478M
| $3.64M | ﹤0.01% |
79,801
-55,403
| -41% | -$2.65M |
|
2208
Sun Communities
SUI
$14.7B
| $3.64M | ﹤0.01% |
25,878
-51,682
| -67% | -$7.41M |
|
2209
PUT
Huntsman Corp
HUN
$1.77B
| $3.63M | ﹤0.01% |
163,500
-107,200
| -40% | -$2.21M |
|
2210
CALL
Extra Space Storage
EXR
$31.6B
| $3.63M | ﹤0.01% |
33,900
+26,600
| +364% | +$2.75M |
|
2211
Simon Property Group
SPG
$72.3B
| $3.63M | ﹤0.01% |
56,071
-56,932
| -50% | -$3.73M |
|
2212
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.94B
| $3.63M | ﹤0.01% |
117,649
-384,446
| -77% | -$11.9M |
|
2213
CALL
Anterix
ATEX
$1.94B
| $3.62M | ﹤0.01% |
110,700
+21,600
| +24% | +$914K |
|
2214
CALL
Packaging Corp of America
PKG
$22.8B
| $3.62M | ﹤0.01% |
33,200
+15,000
| +82% | +$1.53M |
|
2215
Digital Realty Trust
DLR
$71.7B
| $3.62M | ﹤0.01% |
24,648
-107,734
| -81% | -$16.1M |
|
2216
PUT
Hecla Mining
HL
$11.3B
| $3.62M | ﹤0.01% |
711,700
+684,500
| +2,517% | +$3.62M |
|
2217
CALL
Insmed
INSM
$28.6B
| $3.61M | ﹤0.01% |
112,400
+69,100
| +160% | +$1.99M |
|
2218
Invesco BulletShares 2027 Corporate Bond ETF
BSCR
$4.59B
| $3.6M | ﹤0.01% |
163,983
+92,775
| +130% | +$2.05M |
|
|
BLDP
2219
CALL
Ballard Power Systems
BLDP
$790M
| $3.6M | ﹤0.01% |
238,500
+92,400
| +63% | +$1.49M |
|
2220
PUT
Protolabs
PRLB
$2.13B
| $3.6M | ﹤0.01% |
27,800
+20,700
| +292% | +$2.72M |
|
|
AMTD
2221
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $3.6M | ﹤0.01% |
+91,900
| New | +$3.46M |
|
2222
PUT
iShares MSCI Germany ETF
EWG
$1.68B
| $3.59M | ﹤0.01% |
123,200
-158,200
| -56% | -$4.64M |
|
|
2223
PUT
Digital Realty Trust
DLR
$71.7B
| $3.58M | ﹤0.01% |
24,400
-379,600
| -94% | -$56.9M |
|
2224
CALL
Smith & Wesson
SWBI
$637M
| $3.58M | ﹤0.01% |
230,700
-103,917
| -31% | -$1.84M |
|
2225
ProShares UltraShort Silver
ZSL
$60M
| $3.58M | ﹤0.01% |
2,279
+2,032
| +823% | +$3.5M |
|
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.