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 | |
|---|---|---|---|---|---|---|
|
SURF
6001
DELISTED
Surface Oncology, Inc. Common Stock
SURF
| $275K | ﹤0.01% |
+39,805
| New | +$241K |
|
6002
CALL
American Outdoor Brands
AOUT
$159M
| $274K | ﹤0.01% |
+21,000
| New | +$306K |
|
6003
Boston Properties
BXP
$10.8B
| $274K | ﹤0.01% |
3,409
-92,881
| -96% | -$8.11M |
|
6004
ProShares Trust Short MSCI EAFE
EFZ
$10M
| $274K | ﹤0.01% |
+5,749
| New | +$274K |
|
|
IMOS
6005
ChipMOS TECHNOLOGIES
IMOS
$2.06B
| $274K | ﹤0.01% |
+13,918
| New | +$288K |
|
6006
PUT
Iridium Communications
IRDM
$5.23B
| $274K | ﹤0.01% |
+10,700
| New | +$294K |
|
6007
Medpace
MEDP
$16.9B
| $274K | ﹤0.01% |
2,449
-1,653
| -40% | -$191K |
|
6008
CALL
NewMarket
NEU
$8.43B
| $274K | ﹤0.01% |
+800
| New | +$304K |
|
6009
ETC 6 Meridian Low Beta Equity ETF
SIXL
$204M
| $274K | ﹤0.01% |
10,219
-9,856
| -49% | -$268K |
|
|
UNVR
6010
DELISTED
Univar Solutions Inc.
UNVR
| $274K | ﹤0.01% |
16,222
-53,213
| -77% | -$941K |
|
|
TIF
6011
DELISTED
Tiffany & Co.
TIF
| $274K | ﹤0.01% |
2,365
-3,493
| -60% | -$424K |
|
|
NGD
6012
DELISTED
New Gold Inc
NGD
| $273K | ﹤0.01% |
160,527
+42,385
| +36% | +$68.1K |
|
|
BTYS
6013
DELISTED
iPath Series B US Treasury 10-year Bear ETN
BTYS
| $273K | ﹤0.01% |
+7,023
| New | +$274K |
|
|
BHVN
6014
PUT
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $273K | ﹤0.01% |
4,200
-9,700
| -70% | -$636K |
|
|
GREK
6015
PUT
Global X MSCI Greece ETF
GREK
$330M
| $272K | ﹤0.01% |
+13,600
| New | +$276K |
|
6016
PUT
Matador Resources
MTDR
$6.51B
| $272K | ﹤0.01% |
32,900
-145,000
| -82% | -$1.3M |
|
6017
CALL
Paysign
PAYS
$713M
| $272K | ﹤0.01% |
47,900
+18,800
| +65% | +$146K |
|
6018
Qualys
QLYS
$6.51B
| $272K | ﹤0.01% |
2,771
-2,256
| -45% | -$241K |
|
6019
Ubiquiti
UI
$34.7B
| $272K | ﹤0.01% |
+1,633
| New | +$288K |
|
6020
PUT
Dana Inc
DAN
$3.27B
| $271K | ﹤0.01% |
+22,000
| New | +$286K |
|
6021
Dell
DELL
$285B
| $271K | ﹤0.01% |
7,890
-187,352
| -96% | -$5.84M |
|
|
FITB
6022
Fifth Third Bancorp
FITB
$52.2B
| $271K | ﹤0.01% |
12,688
-54,182
| -81% | -$1.09M |
|
6023
KALA BIO
KALA
$16.3M
| $271K | ﹤0.01% |
14
+9
| +180% | +$207K |
|
6024
Resources Connection
RGP
$144M
| $271K | ﹤0.01% |
+23,499
| New | +$279K |
|
|
PBCT
6025
PUT
DELISTED
People's United Financial Inc
PBCT
| $271K | ﹤0.01% |
26,300
+6,200
| +31% | +$67.4K |
|
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.