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 | |
|---|---|---|---|---|---|---|
6201
PUT
GrafTech
EAF
$207M
| $237K | ﹤0.01% |
3,470
-2,980
| -46% | -$208K |
|
6202
ProShares Ultra MSCI EAFE
EFO
$29.4M
| $237K | ﹤0.01% |
+7,172
| New | +$241K |
|
6203
CALL
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $237K | ﹤0.01% |
9,300
-47,800
| -84% | -$1.26M |
|
6204
PUT
Ryder
R
$10B
| $237K | ﹤0.01% |
+5,600
| New | +$226K |
|
6205
AGF US Market Neutral Anti-Beta Fund
BTAL
$301M
| $236K | ﹤0.01% |
+10,002
| New | +$240K |
|
6206
LivaNova
LIVN
$4.34B
| $236K | ﹤0.01% |
+5,219
| New | +$253K |
|
6207
Prothena Corp
PRTA
$471M
| $236K | ﹤0.01% |
23,592
-21,308
| -47% | -$256K |
|
6208
Safety Insurance
SAFT
$1.52B
| $236K | ﹤0.01% |
3,426
-2,194
| -39% | -$163K |
|
6209
PUT
Upbound Group
UPBD
$1.11B
| $236K | ﹤0.01% |
+7,900
| New | +$234K |
|
|
PGAL
6210
DELISTED
Global X MSCI Portugal ETF
PGAL
| $236K | ﹤0.01% |
+26,301
| New | +$253K |
|
|
PE
6211
DELISTED
PARSLEY ENERGY INC
PE
| $236K | ﹤0.01% |
25,205
-45,454
| -64% | -$486K |
|
6212
PUT
Acuity Brands
AYI
$10.7B
| $235K | ﹤0.01% |
2,300
| – | – |
|
6213
CALL
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$90.1M
| $235K | ﹤0.01% |
3,568
-1,652
| -32% | -$137K |
|
6214
Santander
BSBR
$43.1B
| $235K | ﹤0.01% |
49,636
-23,220
| -32% | -$120K |
|
6215
Capitol Federal Financial
CFFN
$1.09B
| $235K | ﹤0.01% |
25,326
+13,116
| +107% | +$128K |
|
6216
Futu Holdings
FUTU
$14.8B
| $235K | ﹤0.01% |
+8,204
| New | +$258K |
|
|
GHY
6217
PGIM Global High Yield Fund
GHY
$481M
| $235K | ﹤0.01% |
+17,741
| New | +$236K |
|
|
SA
6218
Seabridge Gold
SA
$3.44B
| $235K | ﹤0.01% |
12,495
-37,129
| -75% | -$696K |
|
6219
Simply Good Foods
SMPL
$954M
| $235K | ﹤0.01% |
10,650
-13,475
| -56% | -$313K |
|
|
MIME
6220
DELISTED
Mimecast Limited
MIME
| $235K | ﹤0.01% |
5,013
-54,035
| -92% | -$2.45M |
|
6221
PUT
LivePerson
LPSN
$32.4M
| $234K | ﹤0.01% |
300
-147
| -33% | -$110K |
|
|
AMRS
6222
CALL
DELISTED
Amyris Inc.
AMRS
| $234K | ﹤0.01% |
80,000
+5,500
| +7% | +$20.2K |
|
6223
Camtek
CAMT
$7.55B
| $233K | ﹤0.01% |
15,141
-66,896
| -82% | -$994K |
|
6224
Everest Group
EG
$14.1B
| $233K | ﹤0.01% |
1,177
-5,133
| -81% | -$1.1M |
|
6225
Geron
GERN
$1.03B
| $233K | ﹤0.01% |
133,688
+112,015
| +517% | +$207K |
|
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.