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 | |
|---|---|---|---|---|---|---|
|
VER
6726
PUT
DELISTED
VEREIT, Inc.
VER
| $105K | ﹤0.01% |
+3,220
| New | +$106K |
|
|
PHD
6727
DELISTED
Pioneer Floating Rate Fund
PHD
| $104K | ﹤0.01% |
+10,299
| New | +$102K |
|
|
BTAQU
6728
DELISTED
Burgundy Technology Acquisition Corporation Unit
BTAQU
| $104K | ﹤0.01% |
+10,445
| New | +$104K |
|
|
HFRO
6729
Highland Opportunities and Income Fund
HFRO
$404M
| $103K | ﹤0.01% |
+11,964
| New | +$101K |
|
|
FPRX
6730
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $103K | ﹤0.01% |
21,814
-4,654
| -18% | -$23.6K |
|
6731
PUT
Cleveland-Cliffs
CLF
$7.13B
| $102K | ﹤0.01% |
15,900
-86,000
| -84% | -$517K |
|
6732
PUT
Fossil Group
FOSL
$317M
| $102K | ﹤0.01% |
17,800
-24,400
| -58% | -$130K |
|
6733
Liquidia Corp
LQDA
$8.1B
| $102K | ﹤0.01% |
20,677
+2,417
| +13% | +$14K |
|
|
SCS
6734
DELISTED
Steelcase
SCS
| $102K | ﹤0.01% |
10,066
-5,622
| -36% | -$60.5K |
|
6735
Suzano
SUZ
$10B
| $102K | ﹤0.01% |
12,484
-897
| -7% | -$7.49K |
|
|
AFI
6736
DELISTED
Armstrong Flooring, Inc.
AFI
| $102K | ﹤0.01% |
29,565
-43,144
| -59% | -$151K |
|
6737
Standard BioTools
LAB
$310M
| $101K | ﹤0.01% |
+13,549
| New | +$93.5K |
|
6738
PUT
Sally Beauty Holdings
SBH
$1.57B
| $101K | ﹤0.01% |
11,600
-900
| -7% | -$10.8K |
|
6739
CALL
Comstock Resources
CRK
$4.22B
| $100K | ﹤0.01% |
22,900
+10,600
| +86% | +$56.2K |
|
6740
CALL
ATI
ATI
$31.1B
| $99K | ﹤0.01% |
+11,400
| New | +$105K |
|
6741
Westwater Resources
WWR
$79.1M
| $99K | ﹤0.01% |
+39,484
| New | +$83.6K |
|
|
XHR
6742
Xenia Hotels & Resorts
XHR
$1.74B
| $99K | ﹤0.01% |
11,327
-57,796
| -84% | -$510K |
|
6743
CALL
iHeartMedia
IHRT
$561M
| $98K | ﹤0.01% |
+12,100
| New | +$103K |
|
6744
Security National Financial
SNFCA
$243M
| $98K | ﹤0.01% |
+20,457
| New | +$95.8K |
|
6745
CALL
Tronox
TROX
$993M
| $98K | ﹤0.01% |
12,500
+1,900
| +18% | +$15.9K |
|
|
TEUM
6746
DELISTED
Pareteum Corporation
TEUM
| $98K | ﹤0.01% |
144,719
-535,469
| -79% | -$359K |
|
6747
ProPetro Holding
PUMP
$1.43B
| $97K | ﹤0.01% |
+23,988
| New | +$130K |
|
6748
Vera Bradley
VRA
$96.4M
| $97K | ﹤0.01% |
15,952
+1,262
| +9% | +$6.74K |
|
6749
Acco Brands
ACCO
$402M
| $96K | ﹤0.01% |
16,624
-15,124
| -48% | -$99K |
|
6750
Mistras Group
MG
$502M
| $96K | ﹤0.01% |
24,604
-29,164
| -54% | -$117K |
|
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.