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 | |
|---|---|---|---|---|---|---|
5726
CALL
Evergy
EVRG
$19.3B
| $330K | ﹤0.01% |
6,500
-207,500
| -97% | -$11.6M |
|
|
FIVA
5727
Fidelity International Value Factor ETF
FIVA
$607M
| $330K | ﹤0.01% |
17,461
-21,193
| -55% | -$408K |
|
5728
Franklin FTSE Australia ETF
FLAU
$180M
| $330K | ﹤0.01% |
14,151
+5,236
| +59% | +$124K |
|
5729
Leggett & Platt
LEG
$1.32B
| $330K | ﹤0.01% |
8,006
-221,000
| -97% | -$8.77M |
|
5730
PUT
Texas Capital Bancshares
TCBI
$4.38B
| $330K | ﹤0.01% |
+10,600
| New | +$334K |
|
|
DBS
5731
DELISTED
Invesco DB Silver Fund
DBS
| $330K | ﹤0.01% |
9,952
-95,170
| -91% | -$3.35M |
|
|
VSLR
5732
CALL
DELISTED
VIVINT SOLAR, INC.
VSLR
| $330K | ﹤0.01% |
7,800
-54,700
| -88% | -$1.41M |
|
5733
CALL
MSC Industrial Direct
MSM
$6.77B
| $329K | ﹤0.01% |
+5,200
| New | +$345K |
|
5734
PUT
Newell Brands
NWL
$2.63B
| $329K | ﹤0.01% |
19,200
-26,300
| -58% | -$439K |
|
|
SII
5735
Sprott
SII
$3.03B
| $329K | ﹤0.01% |
+9,642
| New | +$376K |
|
|
VAPO
5736
DELISTED
Vapotherm, Inc. Common Stock
VAPO
| $329K | ﹤0.01% |
1,417
+650
| +85% | +$187K |
|
|
CONE
5737
CALL
DELISTED
CyrusOne Inc Common Stock
CONE
| $329K | ﹤0.01% |
4,700
+300
| +7% | +$23.5K |
|
5738
Aflac
AFL
$60.7B
| $328K | ﹤0.01% |
9,021
-753,501
| -99% | -$27.4M |
|
5739
Vanguard Russell 2000 ETF
VTWO
$17.5B
| $328K | ﹤0.01% |
5,420
-5,308
| -49% | -$322K |
|
5740
Valvoline
VVV
$4.31B
| $328K | ﹤0.01% |
17,229
-92,277
| -84% | -$1.91M |
|
|
DCT
5741
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
| $328K | ﹤0.01% |
+7,227
| New | +$292K |
|
|
EV
5742
PUT
DELISTED
Eaton Vance Corp.
EV
| $328K | ﹤0.01% |
+8,600
| New | +$329K |
|
5743
Enovis
ENOV
$1.48B
| $327K | ﹤0.01% |
+6,052
| New | +$332K |
|
5744
PUT
iShares S&P 100 ETF
OEF
$20.6B
| $327K | ﹤0.01% |
2,100
-1,000
| -32% | -$154K |
|
|
SRG
5745
Seritage Growth Properties
SRG
$128M
| $327K | ﹤0.01% |
24,328
-23,851
| -50% | -$292K |
|
|
EBIX
5746
DELISTED
Ebix Inc
EBIX
| $327K | ﹤0.01% |
+15,868
| New | +$353K |
|
5747
CALL
Cal-Maine
CALM
$3.87B
| $326K | ﹤0.01% |
8,500
-8,900
| -51% | -$377K |
|
5748
PUT
Olin
OLN
$2.17B
| $326K | ﹤0.01% |
26,300
+13,700
| +109% | +$158K |
|
|
PDM
5749
Piedmont Realty Trust
PDM
$1.2B
| $326K | ﹤0.01% |
24,058
-38,716
| -62% | -$600K |
|
|
TSE
5750
CALL
DELISTED
Trinseo
TSE
| $326K | ﹤0.01% |
12,700
+1,500
| +13% | +$37.4K |
|
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.