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 | |
|---|---|---|---|---|---|---|
6401
PUT
ProShares Ultra NASDAQ Biotechnology
BIB
$88.2M
| $203K | ﹤0.01% |
2,900
-7,100
| -71% | -$504K |
|
6402
KBR
KBR
$4.83B
| $203K | ﹤0.01% |
9,110
-2,956
| -24% | -$68.6K |
|
6403
PUT
Kilroy Realty
KRC
$4.32B
| $203K | ﹤0.01% |
+3,900
| New | +$222K |
|
6404
First Trust India Nifty 50 Equal Weight ETF
NFTY
$118M
| $203K | ﹤0.01% |
+6,544
| New | +$201K |
|
6405
CALL
Simply Good Foods
SMPL
$956M
| $203K | ﹤0.01% |
9,200
-10,900
| -54% | -$253K |
|
|
PRAH
6406
PUT
DELISTED
PRA Health Sciences, Inc.
PRAH
| $203K | ﹤0.01% |
+2,000
| New | +$204K |
|
6407
Calix
CALX
$2.4B
| $202K | ﹤0.01% |
+11,376
| New | +$215K |
|
6408
Hudbay
HBM
$12.4B
| $202K | ﹤0.01% |
+47,704
| New | +$184K |
|
6409
OneSpan
OSPN
$603M
| $202K | ﹤0.01% |
9,635
-23,836
| -71% | -$588K |
|
|
PCH
6410
DELISTED
PotlatchDeltic
PCH
| $202K | ﹤0.01% |
4,790
-5,782
| -55% | -$247K |
|
6411
XP
XP
$8.37B
| $202K | ﹤0.01% |
4,842
-89,093
| -95% | -$4.07M |
|
6412
Associated Banc-Corp
ASB
$5.92B
| $201K | ﹤0.01% |
15,910
-89,767
| -85% | -$1.19M |
|
|
BDN
6413
Brandywine Realty Trust
BDN
$530M
| $201K | ﹤0.01% |
19,416
-30,948
| -61% | -$335K |
|
6414
PUT
Casella Waste Systems
CWST
$5.73B
| $201K | ﹤0.01% |
3,600
-800
| -18% | -$43.8K |
|
6415
CALL
Navient
NAVI
$796M
| $201K | ﹤0.01% |
23,800
+7,900
| +50% | +$64.8K |
|
6416
Ovid Therapeutics
OVID
$489M
| $201K | ﹤0.01% |
35,087
+5,632
| +19% | +$37.7K |
|
|
RSX
6417
PUT
DELISTED
VanEck Russia ETF
RSX
| $201K | ﹤0.01% |
9,600
-38,300
| -80% | -$844K |
|
|
TBIO
6418
CALL
DELISTED
Translate Bio, Inc. Common Stock
TBIO
| $201K | ﹤0.01% |
+14,800
| New | +$228K |
|
|
HMSY
6419
CALL
DELISTED
HMS Holdings Corp.
HMSY
| $201K | ﹤0.01% |
+8,400
| New | +$247K |
|
|
BHR
6420
Braemar Hotels & Resorts
BHR
$139M
| $200K | ﹤0.01% |
79,888
-66,696
| -46% | -$169K |
|
|
CCRD
6421
DELISTED
CoreCard
CCRD
| $200K | ﹤0.01% |
+5,143
| New | +$179K |
|
6422
Dollar General
DG
$27B
| $200K | ﹤0.01% |
956
-253,988
| -100% | -$50M |
|
|
TCON
6423
DELISTED
TRACON Pharmaceuticals, Inc. Common Stock
TCON
| $200K | ﹤0.01% |
+1,937
| New | +$104K |
|
6424
PUT
Teucrium Corn Fund
CORN
$165M
| $199K | ﹤0.01% |
+15,200
| New | +$188K |
|
6425
PUT
O-I Glass
OI
$1.08B
| $199K | ﹤0.01% |
18,800
+7,300
| +63% | +$78K |
|
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.