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 | |
|---|---|---|---|---|---|---|
|
VSTO
5026
PUT
DELISTED
Vista Outdoor Inc.
VSTO
| $539K | ﹤0.01% |
26,700
+11,300
| +73% | +$207K |
|
5027
Establishment Labs
ESTA
$2.25B
| $538K | ﹤0.01% |
28,991
-21,613
| -43% | -$385K |
|
|
FCAN
5028
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
| $538K | ﹤0.01% |
26,185
-4,732
| -15% | -$101K |
|
5029
Allegiant Air
ALGT
$2.36B
| $537K | ﹤0.01% |
+4,482
| New | +$541K |
|
5030
PUT
PACCAR
PCAR
$69B
| $537K | ﹤0.01% |
9,450
-23,850
| -72% | -$1.34M |
|
|
UNIT
5031
CALL
Uniti Group
UNIT
$2.31B
| $537K | ﹤0.01% |
51,000
+16,000
| +46% | +$155K |
|
|
LSI
5032
PUT
DELISTED
Life Storage, Inc.
LSI
| $537K | ﹤0.01% |
7,650
-196,350
| -96% | -$13.3M |
|
|
BGFV
5033
DELISTED
Big 5 Sporting Goods
BGFV
| $536K | ﹤0.01% |
+71,646
| New | +$379K |
|
5034
PUT
Huntington Bancshares
HBAN
$36.1B
| $536K | ﹤0.01% |
58,400
+19,900
| +52% | +$185K |
|
|
MAXN
5035
DELISTED
Maxeon Solar Technologies
MAXN
| $536K | ﹤0.01% |
+316
| New | +$552K |
|
5036
Regenxbio
RGNX
$720M
| $536K | ﹤0.01% |
+19,479
| New | +$635K |
|
5037
PUT
CEVA Inc
CEVA
$855M
| $535K | ﹤0.01% |
13,600
-1,700
| -11% | -$67.4K |
|
5038
Quaker Houghton
KWR
$2.95B
| $535K | ﹤0.01% |
2,976
+1,306
| +78% | +$251K |
|
5039
PUT
NNN REIT
NNN
$8.79B
| $535K | ﹤0.01% |
15,500
-58,100
| -79% | -$2.08M |
|
5040
MicroSectors FANG+ ETNs due Jan 8 2038
FNGS
$608M
| $534K | ﹤0.01% |
+22,464
| New | +$492K |
|
5041
Liberty Media Series A
FWONA
$23.7B
| $534K | ﹤0.01% |
16,636
-2,720
| -14% | -$88.2K |
|
5042
CALL
Gray Television
GTN
$520M
| $534K | ﹤0.01% |
+38,800
| New | +$567K |
|
5043
CALL
Ryman Hospitality Properties
RHP
$7.82B
| $534K | ﹤0.01% |
14,500
+3,600
| +33% | +$127K |
|
5044
CALL
Sportsman's Warehouse
SPWH
$46M
| $534K | ﹤0.01% |
37,300
+22,200
| +147% | +$341K |
|
5045
Textron
TXT
$15.3B
| $533K | ﹤0.01% |
14,765
-32,169
| -69% | -$1.17M |
|
5046
Fulgent Genetics
FLGT
$515M
| $532K | ﹤0.01% |
+13,284
| New | +$416K |
|
|
EIGI
5047
PUT
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $532K | ﹤0.01% |
+92,700
| New | +$521K |
|
5048
Columbia Emerging Markets Consumer ETF
ECON
$313M
| $531K | ﹤0.01% |
21,198
-18,204
| -46% | -$452K |
|
5049
PUT
Shutterstock
SSTK
$217M
| $531K | ﹤0.01% |
+10,200
| New | +$484K |
|
5050
CALL
Urban Outfitters
URBN
$6.63B
| $531K | ﹤0.01% |
25,500
+700
| +3% | +$13.7K |
|
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.