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 | |
|---|---|---|---|---|---|---|
|
ESHY
2001
DELISTED
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
ESHY
| $4.37M | ﹤0.01% |
215,713
+28,898
| +15% | +$587K |
|
|
NVRO
2002
PUT
DELISTED
NEVRO CORP.
NVRO
| $4.36M | ﹤0.01% |
+31,300
| New | +$4.18M |
|
2003
PUT
Interactive Brokers
IBKR
$39.8B
| $4.36M | ﹤0.01% |
360,800
-116,800
| -24% | -$1.46M |
|
2004
Arrowhead Research
ARWR
$12.4B
| $4.36M | ﹤0.01% |
101,198
+81,091
| +403% | +$3.5M |
|
2005
State Street SPDR S&P International Small Cap ETF
GWX
$913M
| $4.35M | ﹤0.01% |
143,367
-29,834
| -17% | -$877K |
|
2006
US Global Jets ETF
JETS
$849M
| $4.34M | ﹤0.01% |
256,809
-308,121
| -55% | -$5.23M |
|
2007
Inovio Pharmaceuticals
INO
$69M
| $4.34M | ﹤0.01% |
31,152
-40,951
| -57% | -$8.54M |
|
2008
PUT
International Paper
IP
$22B
| $4.33M | ﹤0.01% |
112,886
+94,300
| +507% | +$3.33M |
|
2009
LivePerson
LPSN
$32.3M
| $4.33M | ﹤0.01% |
5,557
+204
| +4% | +$153K |
|
2010
PUT
Acadia Pharmaceuticals
ACAD
$5.03B
| $4.33M | ﹤0.01% |
105,000
+87,400
| +497% | +$3.77M |
|
2011
State Street SPDR S&P Global Infrastructure ETF
GII
$932M
| $4.33M | ﹤0.01% |
97,332
+75,399
| +344% | +$3.4M |
|
2012
PUT
Neurocrine Biosciences
NBIX
$16.6B
| $4.31M | ﹤0.01% |
44,800
+23,800
| +113% | +$2.75M |
|
2013
PUT
American Electric Power
AEP
$68.4B
| $4.31M | ﹤0.01% |
52,700
+44,800
| +567% | +$3.69M |
|
2014
CALL
Citizens Financial Group
CFG
$30.6B
| $4.29M | ﹤0.01% |
169,800
+23,500
| +16% | +$596K |
|
2015
PUT
Cognizant
CTSH
$26B
| $4.29M | ﹤0.01% |
61,800
+28,300
| +84% | +$1.84M |
|
2016
CALL
Deckers Outdoor
DECK
$13.3B
| $4.29M | ﹤0.01% |
117,000
+57,600
| +97% | +$1.99M |
|
2017
PUT
Seagate
STX
$184B
| $4.29M | ﹤0.01% |
87,000
+32,900
| +61% | +$1.55M |
|
2018
CALL
Groupon
GRPN
$1.02B
| $4.28M | ﹤0.01% |
+209,700
| New | +$4.89M |
|
|
RETA
2019
PUT
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $4.28M | ﹤0.01% |
43,900
+31,900
| +266% | +$3.99M |
|
2020
PUT
Fastenal
FAST
$59.5B
| $4.28M | ﹤0.01% |
189,600
+24,600
| +15% | +$565K |
|
2021
PUT
Under Armour
UAA
$2.6B
| $4.27M | ﹤0.01% |
380,300
+900
| +0.2% | +$9.47K |
|
2022
Fidelity National Information Services
FIS
$22.1B
| $4.27M | ﹤0.01% |
29,007
-100,296
| -78% | -$14.5M |
|
|
FLIR
2023
CALL
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $4.27M | ﹤0.01% |
119,100
+46,000
| +63% | +$1.75M |
|
2024
VF Corp
VFC
$5.89B
| $4.26M | ﹤0.01% |
60,708
+41,559
| +217% | +$2.68M |
|
2025
JetBlue
JBLU
$2.29B
| $4.26M | ﹤0.01% |
376,171
-128,066
| -25% | -$1.44M |
|
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.