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 | |
|---|---|---|---|---|---|---|
5926
RenaissanceRe
RNR
$13.2B
| $286K | ﹤0.01% |
1,685
-213
| -11% | -$37.7K |
|
5927
Sanmina
SANM
$11.5B
| $286K | ﹤0.01% |
10,578
-45,319
| -81% | -$1.23M |
|
5928
Timken Company
TKR
$8.94B
| $286K | ﹤0.01% |
5,279
-10,122
| -66% | -$522K |
|
5929
Waters Corp
WAT
$40.6B
| $286K | ﹤0.01% |
1,463
-60,449
| -98% | -$12.6M |
|
|
PDCO
5930
DELISTED
Patterson Companies, Inc.
PDCO
| $286K | ﹤0.01% |
11,878
-8,446
| -42% | -$215K |
|
|
AXNX
5931
PUT
DELISTED
Axonics, Inc. Common Stock
AXNX
| $286K | ﹤0.01% |
+5,600
| New | +$234K |
|
|
RDUS
5932
DELISTED
Radius Health, Inc.
RDUS
| $286K | ﹤0.01% |
+25,260
| New | +$312K |
|
|
NP
5933
DELISTED
Neenah, Inc. Common Stock
NP
| $286K | ﹤0.01% |
7,643
+1,624
| +27% | +$73K |
|
5934
CALL
Alamos Gold
AGI
$14.3B
| $285K | ﹤0.01% |
32,400
-12,300
| -28% | -$124K |
|
5935
Acuity Brands
AYI
$10.7B
| $285K | ﹤0.01% |
2,783
-49,811
| -95% | -$5.12M |
|
5936
Franklin FTSE United Kingdom ETF
FLGB
$929M
| $285K | ﹤0.01% |
+14,780
| New | +$294K |
|
|
WMGI
5937
DELISTED
Wright Medical Group Inc
WMGI
| $285K | ﹤0.01% |
9,336
-379
| -4% | -$11.4K |
|
5938
AnaptysBio
ANAB
$1.69B
| $284K | ﹤0.01% |
+19,246
| New | +$347K |
|
5939
Carpenter Technology
CRS
$27.1B
| $284K | ﹤0.01% |
+15,678
| New | +$339K |
|
5940
CALL
ING
ING
$102B
| $284K | ﹤0.01% |
40,100
-33,800
| -46% | -$258K |
|
5941
PUT
Inspire Medical Systems
INSP
$1.67B
| $284K | ﹤0.01% |
+2,200
| New | +$242K |
|
5942
CALL
Pembina Pipeline
PBA
$28.4B
| $284K | ﹤0.01% |
+13,400
| New | +$329K |
|
|
UFS
5943
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
| $284K | ﹤0.01% |
+10,800
| New | +$273K |
|
5944
CALL
Bank of Hawaii
BOH
$3.13B
| $283K | ﹤0.01% |
+5,600
| New | +$313K |
|
5945
Emcor
EME
$37B
| $283K | ﹤0.01% |
4,184
-11,540
| -73% | -$801K |
|
5946
PUT
Plains GP Holdings
PAGP
$4.95B
| $283K | ﹤0.01% |
46,500
+34,700
| +294% | +$266K |
|
5947
CALL
Primerica
PRI
$9.58B
| $283K | ﹤0.01% |
+2,500
| New | +$304K |
|
|
AD
5948
PUT
Array Digital Infrastructure
AD
$3.03B
| $283K | ﹤0.01% |
+9,600
| New | +$315K |
|
5949
PUT
Vanguard FTSE Europe ETF
VGK
$31.1B
| $283K | ﹤0.01% |
5,400
-6,700
| -55% | -$358K |
|
|
INFN
5950
PUT
DELISTED
Infinera Corporation Common Stock
INFN
| $283K | ﹤0.01% |
+45,900
| New | +$321K |
|
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.