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 | |
|---|---|---|---|---|---|---|
1501
CALL
T. Rowe Price
TROW
$24.3B
| $7.12M | ﹤0.01% |
55,500
-4,800
| -8% | -$635K |
|
1502
CALL
Royal Gold
RGLD
$19.5B
| $7.11M | ﹤0.01% |
59,200
-61,400
| -51% | -$8.06M |
|
1503
FirstEnergy
FE
$27.5B
| $7.11M | ﹤0.01% |
247,646
-8,471
| -3% | -$266K |
|
1504
iShares California Muni Bond ETF
CMF
$4.62B
| $7.1M | ﹤0.01% |
113,784
-339,623
| -75% | -$21.3M |
|
1505
PUT
Shake Shack
SHAK
$2.87B
| $7.1M | ﹤0.01% |
110,100
-58,400
| -35% | -$3.39M |
|
|
CCXI
1506
CALL
DELISTED
ChemoCentryx, Inc.
CCXI
| $7.1M | ﹤0.01% |
129,500
+109,800
| +557% | +$5.91M |
|
1507
CALL
MetLife
MET
$62.1B
| $7.1M | ﹤0.01% |
190,900
-237,400
| -55% | -$9.01M |
|
1508
CALL
SLB Ltd
SLB
$75B
| $7.08M | ﹤0.01% |
455,100
-18,300
| -4% | -$340K |
|
1509
WisdomTree True Developed International Fund
DOL
$845M
| $7.07M | ﹤0.01% |
171,059
+112,242
| +191% | +$4.75M |
|
1510
CALL
IQVIA
IQV
$39.3B
| $7.06M | ﹤0.01% |
44,800
+27,100
| +153% | +$4.25M |
|
1511
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $7.06M | ﹤0.01% |
303,600
+139,200
| +85% | +$3.29M |
|
|
CEO
1512
PUT
DELISTED
CNOOC Limited
CEO
| $7.05M | ﹤0.01% |
73,400
+61,100
| +497% | +$6.72M |
|
1513
CALL
Boyd Gaming
BYD
$6.06B
| $7.05M | ﹤0.01% |
229,700
-23,200
| -9% | -$583K |
|
|
CMRC
1514
PUT
Commerce.com Inc Series 1
CMRC
$184M
| $7.05M | ﹤0.01% |
+84,600
| New | +$7.39M |
|
|
FTCH
1515
CALL
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $7.04M | ﹤0.01% |
280,000
+54,400
| +24% | +$1.35M |
|
1516
Neurocrine Biosciences
NBIX
$16.6B
| $7.03M | ﹤0.01% |
73,139
+21,446
| +41% | +$2.48M |
|
|
MNTA
1517
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $7.02M | ﹤0.01% |
133,819
+119,192
| +815% | +$4.93M |
|
|
ZGNX
1518
CALL
DELISTED
Zogenix, Inc.
ZGNX
| $7.02M | ﹤0.01% |
391,300
-671,300
| -63% | -$16.4M |
|
1519
Enphase Energy
ENPH
$5.53B
| $7.01M | ﹤0.01% |
84,852
-71,678
| -46% | -$4.8M |
|
|
TUP
1520
CALL
DELISTED
Tupperware Brands Corporation
TUP
| $7.01M | ﹤0.01% |
347,600
+197,200
| +131% | +$3M |
|
1521
CALL
Toll Brothers
TOL
$14.5B
| $7M | ﹤0.01% |
143,900
+91,400
| +174% | +$3.7M |
|
1522
Air Products & Chemicals
APD
$67.6B
| $7M | ﹤0.01% |
23,493
+100
| +0.4% | +$28.8K |
|
1523
CALL
Williams-Sonoma
WSM
$29.6B
| $6.97M | ﹤0.01% |
154,200
+40,600
| +36% | +$1.8M |
|
1524
PUT
Equity Residential
EQR
$25.1B
| $6.96M | ﹤0.01% |
135,600
-121,000
| -47% | -$6.69M |
|
1525
CALL
Archer Daniels Midland
ADM
$36.9B
| $6.95M | ﹤0.01% |
149,500
+21,100
| +16% | +$923K |
|
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.