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 | |
|---|---|---|---|---|---|---|
5901
Pacer Trendpilot US Mid Cap ETF
PTMC
$405M
| $293K | ﹤0.01% |
10,741
-8,628
| -45% | -$239K |
|
5902
Wingstop
WING
$3.05B
| $293K | ﹤0.01% |
2,142
-2,069
| -49% | -$304K |
|
5903
Commerce Bancshares
CBSH
$8.48B
| $292K | ﹤0.01% |
6,943
-41,812
| -86% | -$1.8M |
|
|
DVAX
5904
PUT
DELISTED
Dynavax Technologies
DVAX
| $292K | ﹤0.01% |
67,600
+24,000
| +55% | +$171K |
|
5905
Innovator US Equity Ultra Buffer ETF July
UJUL
$297M
| $292K | ﹤0.01% |
+11,340
| New | +$291K |
|
|
RUTH
5906
PUT
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $292K | ﹤0.01% |
+26,400
| New | +$238K |
|
5907
PUT
LPL Financial
LPLA
$29.3B
| $291K | ﹤0.01% |
3,800
+300
| +9% | +$23.8K |
|
5908
Steris
STE
$22.9B
| $291K | ﹤0.01% |
1,650
-29,352
| -95% | -$4.69M |
|
|
TWNK
5909
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $291K | ﹤0.01% |
23,608
+13,242
| +128% | +$166K |
|
5910
Peabody Energy
BTU
$2.96B
| $290K | ﹤0.01% |
126,265
+69,861
| +124% | +$202K |
|
5911
FNB Corp
FNB
$6.81B
| $289K | ﹤0.01% |
42,663
-187,015
| -81% | -$1.37M |
|
5912
Minerals Technologies
MTX
$2.28B
| $289K | ﹤0.01% |
5,658
-7,858
| -58% | -$389K |
|
5913
O-I Glass
OI
$1.06B
| $289K | ﹤0.01% |
27,293
-76,033
| -74% | -$813K |
|
|
CLLS
5914
Cellectis
CLLS
$296M
| $288K | ﹤0.01% |
+15,525
| New | +$275K |
|
5915
PUT
Leggett & Platt
LEG
$1.28B
| $288K | ﹤0.01% |
+7,000
| New | +$278K |
|
5916
Global X Renewable Energy Producers ETF
RNRG
$26.4M
| $288K | ﹤0.01% |
6,521
-7,239
| -53% | -$318K |
|
5917
Transmedics
TMDX
$3.02B
| $288K | ﹤0.01% |
+20,924
| New | +$358K |
|
|
IAA
5918
DELISTED
IAA, Inc. Common Stock
IAA
| $288K | ﹤0.01% |
5,540
-62,679
| -92% | -$2.92M |
|
5919
AllianzIM U.S. Equity Buffer20 Jul ETF
JULW
$252M
| $287K | ﹤0.01% |
+11,138
| New | +$285K |
|
5920
CALL
Lattice Semiconductor
LSCC
$18.3B
| $287K | ﹤0.01% |
9,900
-45,300
| -82% | -$1.33M |
|
5921
CALL
Mercury Systems
MRCY
$6.57B
| $287K | ﹤0.01% |
3,700
-5,300
| -59% | -$402K |
|
5922
Tompkins Financial
TMP
$1.44B
| $287K | ﹤0.01% |
+5,056
| New | +$322K |
|
5923
TTM Technologies
TTMI
$14.7B
| $287K | ﹤0.01% |
25,133
+294
| +1% | +$3.44K |
|
5924
Viavi Solutions
VIAV
$10.5B
| $287K | ﹤0.01% |
24,500
-9,085
| -27% | -$118K |
|
5925
CALL
Cytokinetics
CYTK
$10.6B
| $286K | ﹤0.01% |
13,200
+4,500
| +52% | +$105K |
|
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.