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 | |
|---|---|---|---|---|---|---|
2151
PUT
Teradyne
TER
$59.3B
| $3.84M | ﹤0.01% |
48,300
-68,700
| -59% | -$5.83M |
|
2152
PUT
Old Dominion Freight Line
ODFL
$44.9B
| $3.84M | ﹤0.01% |
42,400
-7,100
| -14% | -$666K |
|
2153
CALL
Wyndham Hotels & Resorts
WH
$5.48B
| $3.83M | ﹤0.01% |
75,900
-900
| -1% | -$44K |
|
2154
FTI Consulting
FCN
$4.18B
| $3.83M | ﹤0.01% |
36,116
-250,478
| -87% | -$28.5M |
|
2155
PUT
Nokia
NOK
$52.3B
| $3.83M | ﹤0.01% |
978,400
+764,100
| +357% | +$3.44M |
|
2156
Halliburton
HAL
$26.6B
| $3.82M | ﹤0.01% |
316,934
-100,600
| -24% | -$1.46M |
|
2157
PUT
Jack in the Box
JACK
$335M
| $3.81M | ﹤0.01% |
48,100
-14,500
| -23% | -$1.17M |
|
2158
CALL
Scorpio Tankers
STNG
$3.81B
| $3.81M | ﹤0.01% |
344,600
+18,500
| +6% | +$232K |
|
2159
Nexstar Media Group
NXST
$5.97B
| $3.81M | ﹤0.01% |
42,358
+30,774
| +266% | +$2.78M |
|
2160
ClearShares Ultra-Short Maturity ETF
OPER
$105M
| $3.8M | ﹤0.01% |
37,997
+11,044
| +41% | +$1.11M |
|
2161
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$501M
| $3.8M | ﹤0.01% |
113,984
+10,914
| +11% | +$363K |
|
2162
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
| $3.8M | ﹤0.01% |
112,174
+1,261
| +1% | +$44.9K |
|
2163
Nucor
NUE
$62.1B
| $3.8M | ﹤0.01% |
84,648
-89,009
| -51% | -$3.94M |
|
|
DEN
2164
DELISTED
Denbury Inc.
DEN
| $3.79M | ﹤0.01% |
+215,618
| New | +$4.02M |
|
2165
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$99.1B
| $3.78M | ﹤0.01% |
35,000
-22,700
| -39% | -$2.45M |
|
2166
T. Rowe Price
TROW
$24.3B
| $3.78M | ﹤0.01% |
29,502
-30,069
| -50% | -$3.98M |
|
2167
Skyworks Solutions
SWKS
$10.6B
| $3.78M | ﹤0.01% |
25,987
-69,383
| -73% | -$9.65M |
|
2168
CALL
Diageo
DEO
$53.6B
| $3.78M | ﹤0.01% |
27,600
-9,800
| -26% | -$1.35M |
|
2169
Jazz Pharmaceuticals
JAZZ
$16.7B
| $3.78M | ﹤0.01% |
26,495
-24,981
| -49% | -$3.1M |
|
|
CHNG
2170
PUT
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $3.78M | ﹤0.01% |
260,400
+249,100
| +2,204% | +$3.17M |
|
2171
PUT
Fomento Económico Mexicano
FMX
$41.7B
| $3.77M | ﹤0.01% |
+66,800
| New | +$3.9M |
|
|
SDC
2172
DELISTED
SmileDirectClub, Inc. Class A Common Stock
SDC
| $3.76M | ﹤0.01% |
322,110
+189,702
| +143% | +$1.74M |
|
2173
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$60.2M
| $3.76M | ﹤0.01% |
66,557
+53,200
| +398% | +$3.01M |
|
2174
ZTO Express
ZTO
$17.9B
| $3.76M | ﹤0.01% |
125,659
-75,987
| -38% | -$2.59M |
|
|
PFNX
2175
DELISTED
Pfenex Inc.
PFNX
| $3.76M | ﹤0.01% |
+294,670
| New | +$3.12M |
|
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.