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 | |
|---|---|---|---|---|---|---|
1726
Freeport-McMoran
FCX
$97.5B
| $5.62M | ﹤0.01% |
359,026
-530,663
| -60% | -$7.66M |
|
1727
ALPS Strategic Income Fund
RIGS
$60.8M
| $5.61M | ﹤0.01% |
228,956
+132,802
| +138% | +$3.27M |
|
1728
BHP
BHP
$230B
| $5.6M | ﹤0.01% |
121,364
+112,089
| +1,209% | +$5.39M |
|
|
ERESU
1729
DELISTED
East Resources Acquisition Company Unit
ERESU
| $5.59M | ﹤0.01% |
+554,242
| New | +$5.55M |
|
1730
abrdn Physical Gold Shares ETF
SGOL
$7.41B
| $5.57M | ﹤0.01% |
307,000
+53,205
| +21% | +$979K |
|
1731
Trip.com Group
TCOM
$29.1B
| $5.57M | ﹤0.01% |
178,946
+82,794
| +86% | +$2.35M |
|
|
FAZ
1732
CALL
Direxion Daily Financial Bear 3x ETF
FAZ
$86.7M
| $5.57M | ﹤0.01% |
4,602
-8,279
| -64% | -$10M |
|
1733
CALL
Weyerhaeuser
WY
$18.4B
| $5.56M | ﹤0.01% |
194,800
+62,300
| +47% | +$1.71M |
|
|
DOYU
1734
DouYu International Holdings
DOYU
$142M
| $5.55M | ﹤0.01% |
+41,985
| New | +$6.02M |
|
|
ARNA
1735
DELISTED
Arena Pharmaceuticals Inc
ARNA
| $5.54M | ﹤0.01% |
74,093
+69,504
| +1,515% | +$4.63M |
|
|
JPUS
1736
JPMorgan Diversified Return US Equity ETF
JPUS
$465M
| $5.54M | ﹤0.01% |
+74,915
| New | +$5.52M |
|
|
PXD
1737
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $5.54M | ﹤0.01% |
64,400
-1,000
| -2% | -$98.5K |
|
1738
CALL
Capri Holdings
CPRI
$1.74B
| $5.53M | ﹤0.01% |
307,300
-196,000
| -39% | -$3.32M |
|
|
HUYA
1739
CALL
Huya Inc
HUYA
$558M
| $5.53M | ﹤0.01% |
230,700
+74,200
| +47% | +$1.86M |
|
1740
CALL
Neurocrine Biosciences
NBIX
$16.6B
| $5.52M | ﹤0.01% |
57,400
+14,100
| +33% | +$1.63M |
|
|
FM
1741
DELISTED
iShares Frontier and Select EM ETF
FM
| $5.51M | ﹤0.01% |
215,527
-42,770
| -17% | -$1.06M |
|
1742
PUT
Viatris
VTRS
$18.9B
| $5.51M | ﹤0.01% |
371,600
-197,100
| -35% | -$3.15M |
|
1743
JPMorgan BetaBuilders USD Investment Grade Corporate Bond ETF
BBCB
$45.6M
| $5.51M | ﹤0.01% |
96,534
+89,539
| +1,280% | +$5.17M |
|
|
AIMT
1744
CALL
DELISTED
Aimmune Therapeutics
AIMT
| $5.51M | ﹤0.01% |
159,900
+85,800
| +116% | +$1.83M |
|
|
AXON
1745
CALL
Axon Enterprise
AXON
$46.4B
| $5.5M | ﹤0.01% |
60,700
-150,400
| -71% | -$13.1M |
|
1746
Autodesk
ADSK
$52.6B
| $5.5M | ﹤0.01% |
23,801
-91,301
| -79% | -$21.7M |
|
1747
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $5.49M | ﹤0.01% |
+236,292
| New | +$5.59M |
|
1748
CALL
GoDaddy
GDDY
$11.5B
| $5.49M | ﹤0.01% |
72,200
-11,000
| -13% | -$829K |
|
1749
PUT
Dick's Sporting Goods
DKS
$18.7B
| $5.48M | ﹤0.01% |
94,700
+31,200
| +49% | +$1.52M |
|
1750
Invesco DB Precious Metals Fund
DBP
$255M
| $5.48M | ﹤0.01% |
+106,682
| New | +$5.65M |
|
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.