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 | |
|---|---|---|---|---|---|---|
|
ZNGA
2951
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.11M | ﹤0.01% |
231,067
-532,175
| -70% | -$4.95M |
|
|
POLY
2952
PUT
DELISTED
Plantronics, Inc.
POLY
| $2.1M | ﹤0.01% |
+177,800
| New | +$2.77M |
|
2953
PUT
Nordic American Tanker
NAT
$1.33B
| $2.1M | ﹤0.01% |
603,000
-91,900
| -13% | -$383K |
|
2954
ALPS Dynamic Core Income ETF
RFCI
$16M
| $2.1M | ﹤0.01% |
80,372
-43,183
| -35% | -$1.14M |
|
2955
CALL
Wendy's
WEN
$1.39B
| $2.1M | ﹤0.01% |
94,200
-93,400
| -50% | -$2.06M |
|
|
RDS.B
2956
CALL
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $2.1M | ﹤0.01% |
86,700
+12,600
| +17% | +$361K |
|
2957
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
IGBH
$226M
| $2.1M | ﹤0.01% |
90,380
+27,031
| +43% | +$627K |
|
2958
CALL
ScottsMiracle-Gro
SMG
$3.63B
| $2.1M | ﹤0.01% |
13,700
-13,000
| -49% | -$2.01M |
|
|
SPNS
2959
PUT
DELISTED
Sapiens International
SPNS
| $2.1M | ﹤0.01% |
+68,500
| New | +$2.1M |
|
2960
Saic
SAIC
$5.3B
| $2.09M | ﹤0.01% |
26,702
-242,911
| -90% | -$19.1M |
|
2961
CALL
Waters Corp
WAT
$40.4B
| $2.09M | ﹤0.01% |
10,700
+1,500
| +16% | +$312K |
|
2962
PUT
PagerDuty
PD
$916M
| $2.09M | ﹤0.01% |
77,100
-12,800
| -14% | -$360K |
|
2963
Alnylam Pharmaceuticals
ALNY
$29B
| $2.09M | ﹤0.01% |
14,351
-65,446
| -82% | -$9.3M |
|
2964
Entergy
ETR
$49.3B
| $2.09M | ﹤0.01% |
42,398
-154,772
| -78% | -$7.66M |
|
2965
Vanguard US Value Factor ETF
VFVA
$933M
| $2.09M | ﹤0.01% |
+33,831
| New | +$2.11M |
|
|
CNH
2966
CNH Industrial
CNH
$16.9B
| $2.09M | ﹤0.01% |
306,612
+42,189
| +16% | +$280K |
|
|
LAC
2967
PUT
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $2.09M | ﹤0.01% |
+183,500
| New | +$1.31M |
|
2968
VanEck India Growth Leaders ETF
GLIN
$92.7M
| $2.08M | ﹤0.01% |
74,163
-24,852
| -25% | -$666K |
|
|
ITCI
2969
CALL
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $2.08M | ﹤0.01% |
81,100
-147,500
| -65% | -$3.37M |
|
|
TWOU
2970
CALL
DELISTED
2U Inc
TWOU
| $2.08M | ﹤0.01% |
2,043
-850
| -29% | -$1.01M |
|
2971
PUT
Robert Half
RHI
$4.37B
| $2.08M | ﹤0.01% |
39,200
+22,400
| +133% | +$1.19M |
|
2972
CALL
Snap-on
SNA
$21.3B
| $2.08M | ﹤0.01% |
14,100
+9,600
| +213% | +$1.39M |
|
2973
PUT
Teck Resources
TECK
$32.8B
| $2.07M | ﹤0.01% |
148,900
+100,500
| +208% | +$1.19M |
|
2974
PUT
Edison International
EIX
$26.1B
| $2.07M | ﹤0.01% |
40,700
-2,000
| -5% | -$106K |
|
2975
Global X FinTech ETF
FINX
$166M
| $2.07M | ﹤0.01% |
54,482
+11,615
| +27% | +$423K |
|
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.