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 | |
|---|---|---|---|---|---|---|
|
CAPAU
5126
DELISTED
HighCape Capital Acquisition Corp. Unit
CAPAU
| $506K | ﹤0.01% |
+50,000
| New | +$506K |
|
5127
CALL
HDFC Bank
HDB
$119B
| $505K | ﹤0.01% |
20,200
-29,800
| -60% | -$723K |
|
5128
CALL
Wrap Technologies
WRAP
$96.9M
| $505K | ﹤0.01% |
74,600
+64,100
| +610% | +$611K |
|
5129
Columbia India Consumer ETF
INCO
$239M
| $504K | ﹤0.01% |
+11,974
| New | +$490K |
|
5130
VanEck Long Muni ETF
MLN
$684M
| $504K | ﹤0.01% |
23,558
-2,723
| -10% | -$58.3K |
|
|
ENBL
5131
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
| $504K | ﹤0.01% |
121,680
-56,285
| -32% | -$276K |
|
5132
PUT
Copa Holdings
CPA
$6.14B
| $503K | ﹤0.01% |
10,000
-215,000
| -96% | -$10.9M |
|
5133
Yext
YEXT
$574M
| $503K | ﹤0.01% |
+33,105
| New | +$559K |
|
5134
PUT
Diodes
DIOD
$4.93B
| $502K | ﹤0.01% |
+8,900
| New | +$451K |
|
5135
CALL
Factset
FDS
$9.89B
| $502K | ﹤0.01% |
1,500
-2,600
| -63% | -$899K |
|
|
LNW
5136
DELISTED
Light & Wonder
LNW
| $502K | ﹤0.01% |
14,386
-13,432
| -48% | -$288K |
|
|
ADAM
5137
Adamas Trust
ADAM
$913M
| $502K | ﹤0.01% |
49,154
-41,254
| -46% | -$430K |
|
5138
Impinj
PI
$5.49B
| $502K | ﹤0.01% |
+19,064
| New | +$504K |
|
5139
Pacer Trendpilot US Bond ETF
PTBD
$86.4M
| $502K | ﹤0.01% |
19,238
-35,371
| -65% | -$929K |
|
5140
PUT
ProShares UltraPro Short Russell2000
SRTY
$66.3M
| $502K | ﹤0.01% |
+584
| New | +$526K |
|
5141
PUT
Crane NXT
CXT
$2.96B
| $501K | ﹤0.01% |
+28,790
| New | +$569K |
|
5142
PUT
Karyopharm Therapeutics
KPTI
$45.1M
| $501K | ﹤0.01% |
2,287
-1,033
| -31% | -$253K |
|
|
GLUU
5143
PUT
DELISTED
Glu Mobile Inc.
GLUU
| $501K | ﹤0.01% |
65,300
-78,400
| -55% | -$658K |
|
5144
CALL
PetMed Express
PETS
$43M
| $500K | ﹤0.01% |
15,800
-14,300
| -48% | -$473K |
|
5145
SEI Investments
SEIC
$12.7B
| $500K | ﹤0.01% |
9,862
-57,230
| -85% | -$3.02M |
|
|
SRCL
5146
DELISTED
Stericycle Inc
SRCL
| $500K | ﹤0.01% |
7,924
-3,649
| -32% | -$224K |
|
|
MIK
5147
DELISTED
Michaels Stores, Inc
MIK
| $500K | ﹤0.01% |
51,767
+38,333
| +285% | +$333K |
|
5148
PUT
Goodyear
GT
$1.74B
| $499K | ﹤0.01% |
65,000
+2,400
| +4% | +$22.2K |
|
|
DBGR
5149
DELISTED
Xtrackers MSCI Germany Hedged Equity ETF
DBGR
| $499K | ﹤0.01% |
18,146
+6,702
| +59% | +$185K |
|
|
COHR
5150
CALL
DELISTED
Coherent Inc
COHR
| $499K | ﹤0.01% |
4,500
-2,400
| -35% | -$290K |
|
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.