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 | |
|---|---|---|---|---|---|---|
4326
HEICO Corp
HEI
$51.9B
| $865K | ﹤0.01% |
8,268
-373
| -4% | -$38.5K |
|
4327
Jacobs Solutions
J
$16.8B
| $865K | ﹤0.01% |
11,275
-92,181
| -89% | -$6.74M |
|
4328
PUT
NOV
NOV
$7.36B
| $865K | ﹤0.01% |
95,500
+12,200
| +15% | +$143K |
|
4329
Toews Agility Shares Dynamic Tactical Income ETF
THY
$88.4M
| $865K | ﹤0.01% |
+34,493
| New | +$870K |
|
4330
Blackbaud
BLKB
$2.1B
| $864K | ﹤0.01% |
15,483
+9,702
| +168% | +$581K |
|
4331
IQ Candriam International Equity ETF
IQSI
$277M
| $864K | ﹤0.01% |
36,015
-14,338
| -28% | -$346K |
|
4332
CALL
Tenable Holdings
TENB
$4.41B
| $864K | ﹤0.01% |
+22,900
| New | +$785K |
|
4333
CALL
Ichor Holdings
ICHR
$2.67B
| $863K | ﹤0.01% |
40,000
-59,000
| -60% | -$1.57M |
|
4334
PUT
Bank OZK
OZK
$5.7B
| $863K | ﹤0.01% |
40,500
+11,200
| +38% | +$261K |
|
4335
RBC Bearings
RBC
$17.5B
| $863K | ﹤0.01% |
+7,123
| New | +$913K |
|
4336
CALL
DHT Holdings
DHT
$3.09B
| $862K | ﹤0.01% |
167,100
-831,100
| -83% | -$4.59M |
|
4337
CALL
ProShares UltraShort Energy
DUG
$18.6M
| $862K | ﹤0.01% |
750
-1,390
| -65% | -$1.24M |
|
4338
CareTrust REIT
CTRE
$9.18B
| $861K | ﹤0.01% |
48,360
+28,718
| +146% | +$522K |
|
4339
PUT
Park Hotels & Resorts
PK
$3.03B
| $860K | ﹤0.01% |
86,100
-32,300
| -27% | -$306K |
|
4340
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
| $860K | ﹤0.01% |
31,268
-71,281
| -70% | -$1.95M |
|
4341
CALL
Commercial Metals
CMC
$7.98B
| $859K | ﹤0.01% |
43,000
+6,800
| +19% | +$141K |
|
4342
PUT
H&R Block
HRB
$6.76B
| $855K | ﹤0.01% |
52,500
-30,300
| -37% | -$445K |
|
4343
Silicon Laboratories
SLAB
$7.28B
| $855K | ﹤0.01% |
8,740
+727
| +9% | +$73.1K |
|
4344
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.8B
| $855K | ﹤0.01% |
14,400
-27,100
| -65% | -$1.61M |
|
4345
PUT
Marriott Vacations Worldwide
VAC
$4.17B
| $854K | ﹤0.01% |
9,400
-14,100
| -60% | -$1.28M |
|
4346
Zymeworks
ZYME
$1.83B
| $854K | ﹤0.01% |
+18,333
| New | +$629K |
|
|
TSE
4347
DELISTED
Trinseo
TSE
| $852K | ﹤0.01% |
33,243
+11,756
| +55% | +$293K |
|
|
EMBJ
4348
CALL
Embraer S.A. ADS
EMBJ
$13.2B
| $851K | ﹤0.01% |
193,000
+180,100
| +1,396% | +$999K |
|
4349
CALL
Raymond James Financial
RJF
$34.8B
| $851K | ﹤0.01% |
17,550
-29,550
| -63% | -$1.43M |
|
4350
Columbia EM Core ex-China ETF
XCEM
$2.06B
| $851K | ﹤0.01% |
35,317
+3,835
| +12% | +$93.3K |
|
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.