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 | |
|---|---|---|---|---|---|---|
|
CLDR
1826
DELISTED
Cloudera, Inc.
CLDR
| $5.09M | ﹤0.01% |
467,528
-804,947
| -63% | -$9.33M |
|
1827
CALL
Cerence
CRNC
$414M
| $5.07M | ﹤0.01% |
103,800
-57,700
| -36% | -$2.77M |
|
1828
Domino's
DPZ
$11.6B
| $5.07M | ﹤0.01% |
11,927
-14,432
| -55% | -$5.75M |
|
1829
CALL
eHealth
EHTH
$43.9M
| $5.06M | ﹤0.01% |
64,100
-227,700
| -78% | -$18.5M |
|
1830
ING
ING
$102B
| $5.06M | ﹤0.01% |
714,861
+209,039
| +41% | +$1.6M |
|
1831
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $5.06M | ﹤0.01% |
199,500
-164,300
| -45% | -$4.17M |
|
1832
PUT
Bath & Body Works
BBWI
$4.1B
| $5.05M | ﹤0.01% |
196,436
-220,928
| -53% | -$4.52M |
|
1833
PUT
Canadian Solar
CSIQ
$1.08B
| $5.04M | ﹤0.01% |
143,700
+131,800
| +1,108% | +$3.51M |
|
1834
WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund
HYZD
$261M
| $5.04M | ﹤0.01% |
242,699
+63,055
| +35% | +$1.32M |
|
1835
Sprott Physical Gold and Silver Trust
CEF
$8.06B
| $5.04M | ﹤0.01% |
274,758
+169,637
| +161% | +$3.26M |
|
1836
PUT
Molson Coors Class B
TAP
$8.09B
| $5.04M | ﹤0.01% |
150,100
+22,800
| +18% | +$823K |
|
1837
CALL
ProShares UltraPro Short Dow 30
SDOW
$137M
| $5.03M | ﹤0.01% |
17,363
-6,575
| -27% | -$2.08M |
|
1838
CALL
Gaming and Leisure Properties
GLPI
$12.8B
| $5.03M | ﹤0.01% |
136,200
-1,000
| -0.7% | -$36.4K |
|
1839
CALL
Group 1 Automotive
GPI
$3.18B
| $5.03M | ﹤0.01% |
+56,900
| New | +$4.85M |
|
1840
CALL
Vulcan Materials
VMC
$36.9B
| $5.03M | ﹤0.01% |
37,100
+10,600
| +40% | +$1.33M |
|
|
KL
1841
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $5.03M | ﹤0.01% |
103,024
+23,587
| +30% | +$1.18M |
|
1842
WisdomTree Dynamic International Equity Fund
DDWM
$1.51B
| $5.02M | ﹤0.01% |
197,542
+149,101
| +308% | +$3.88M |
|
1843
Royal Gold
RGLD
$19.5B
| $5.02M | ﹤0.01% |
41,798
+24,361
| +140% | +$3.2M |
|
1844
PUT
MarineMax
HZO
$788M
| $5.02M | ﹤0.01% |
+195,500
| New | +$5.37M |
|
|
HBI
1845
CALL
DELISTED
Hanesbrands
HBI
| $5.02M | ﹤0.01% |
318,500
-121,400
| -28% | -$1.78M |
|
1846
Norwegian Cruise Line
NCLH
$8.84B
| $5M | ﹤0.01% |
292,268
-314,437
| -52% | -$4.98M |
|
1847
CALL
Apollo Global Management
APO
$73.4B
| $5M | ﹤0.01% |
111,700
-128,600
| -54% | -$6.19M |
|
1848
PUT
Fiverr
FVRR
$339M
| $4.99M | ﹤0.01% |
35,900
-29,000
| -45% | -$3.11M |
|
1849
PUT
Lemonade
LMND
$4.1B
| $4.99M | ﹤0.01% |
+100,300
| New | +$6.3M |
|
1850
CALL
TE Connectivity
TEL
$62.6B
| $4.99M | ﹤0.01% |
51,000
+800
| +2% | +$73.6K |
|
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.