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 | 1.73% |
| 3 | Healthcare | 0.85% |
| 4 | Communication Services | 0.73% |
| 5 | Financials | 0.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
4926
PBF Energy
PBF
$8.81B
| $576K | ﹤0.01% |
101,077
-10,654
| -10% | -$88.4K |
|
|
EVRI
4927
CALL
DELISTED
Everi Holdings
EVRI
| $575K | ﹤0.01% |
+69,700
| New | +$484K |
|
|
QIWI
4928
DELISTED
QIWI PLC
QIWI
| $575K | ﹤0.01% |
33,164
-48,762
| -60% | -$880K |
|
4929
Brady Corp
BRC
$4.48B
| $574K | ﹤0.01% |
14,348
+4,475
| +45% | +$205K |
|
4930
Globe Life
GL
$13.8B
| $574K | ﹤0.01% |
7,180
-35,169
| -83% | -$2.81M |
|
4931
PUT
Sociedad Química y Minera de Chile
SQM
$20.4B
| $574K | ﹤0.01% |
17,700
-13,800
| -44% | -$430K |
|
|
LHCG
4932
DELISTED
LHC Group LLC
LHCG
| $574K | ﹤0.01% |
+2,701
| New | +$533K |
|
4933
Castle Biosciences
CSTL
$960M
| $572K | ﹤0.01% |
11,112
+4,370
| +65% | +$194K |
|
4934
Franklin US Treasury Bond ETF
FLGV
$1.04B
| $572K | ﹤0.01% |
+22,657
| New | +$574K |
|
4935
Iridium Communications
IRDM
$5.27B
| $572K | ﹤0.01% |
22,343
+3,441
| +18% | +$94.7K |
|
4936
LCI Industries
LCII
$2.6B
| $572K | ﹤0.01% |
+5,381
| New | +$626K |
|
4937
PUT
Semtech
SMTC
$12.4B
| $572K | ﹤0.01% |
10,800
+6,900
| +177% | +$388K |
|
|
AY
4938
PUT
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $572K | ﹤0.01% |
+20,000
| New | +$585K |
|
|
SPI
4939
DELISTED
SPI Energy Co., Ltd. Ordinary Shares
SPI
| $572K | ﹤0.01% |
+79,479
| New | +$170K |
|
4940
PUT
ProShares Ultra Dow30
DDM
$544M
| $571K | ﹤0.01% |
24,400
-26,800
| -52% | -$607K |
|
4941
CALL
iShares MSCI Chile ETF
ECH
$1.03B
| $571K | ﹤0.01% |
23,700
-7,600
| -24% | -$198K |
|
4942
Lazard
LAZ
$4.24B
| $570K | ﹤0.01% |
17,248
-86,399
| -83% | -$2.66M |
|
|
MTOR
4943
CALL
DELISTED
MERITOR, Inc.
MTOR
| $570K | ﹤0.01% |
+27,200
| New | +$612K |
|
4944
Humana
HUM
$46.2B
| $568K | ﹤0.01% |
1,373
-223
| -14% | -$89.7K |
|
4945
PUT
Kirby Corp
KEX
$7.26B
| $568K | ﹤0.01% |
+15,700
| New | +$692K |
|
4946
NETGEAR
NTGR
$658M
| $568K | ﹤0.01% |
18,416
-821
| -4% | -$24.9K |
|
4947
Plains GP Holdings
PAGP
$5.04B
| $568K | ﹤0.01% |
93,284
+58,147
| +165% | +$445K |
|
|
PRAH
4948
CALL
DELISTED
PRA Health Sciences, Inc.
PRAH
| $568K | ﹤0.01% |
+5,600
| New | +$571K |
|
|
LSXMA
4949
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $567K | ﹤0.01% |
23,254
-33,434
| -59% | -$860K |
|
|
EVBG
4950
PUT
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $566K | ﹤0.01% |
4,500
-5,500
| -55% | -$746K |
|
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.