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 |
Tesla
TSLA
|
+$665M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$449M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$348M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$322M |
| 5 |
Apple
AAPL
|
+$297M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$958M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$443M |
| 3 |
iShares Core US Aggregate Bond ETF
AGG
|
+$403M |
| 4 |
Amazon
AMZN
|
+$357M |
| 5 |
Vanguard World Funds Extended Duration ETF
EDV
|
+$254M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 3.28% |
| 2 | Technology | 1.97% |
| 3 | Communication Services | 1.01% |
| 4 | Healthcare | 0.89% |
| 5 | Industrials | 0.83% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2601
PUT
Magna International
MGA
$18.8B
| $3.48M | ﹤0.01% |
+49,200
| New | +$2.9M |
|
2602
PUT
TG Therapeutics
TGTX
$7.62B
| $3.48M | ﹤0.01% |
66,900
-13,700
| -17% | -$463K |
|
2603
State Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
EEMX
$177M
| $3.48M | ﹤0.01% |
90,116
+44,882
| +99% | +$1.62M |
|
2604
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund
QLVD
$55.5M
| $3.48M | ﹤0.01% |
130,958
+106,774
| +442% | +$2.72M |
|
|
UFS
2605
DELISTED
DOMTAR CORPORATION (New)
UFS
| $3.48M | ﹤0.01% |
+109,856
| New | +$3.13M |
|
|
ACH
2606
CALL
Accendra Health
ACH
$214M
| $3.48M | ﹤0.01% |
128,500
-24,500
| -16% | -$630K |
|
2607
PUT
Perrigo
PRGO
$1.78B
| $3.48M | ﹤0.01% |
77,700
+17,400
| +29% | +$806K |
|
2608
Aurinia Pharmaceuticals
AUPH
$2.11B
| $3.47M | ﹤0.01% |
251,083
+103,090
| +70% | +$1.5M |
|
2609
CALL
CryoPort
CYRX
$762M
| $3.47M | ﹤0.01% |
79,100
+19,100
| +32% | +$910K |
|
2610
CALL
AngloGold Ashanti
AU
$48.7B
| $3.46M | ﹤0.01% |
153,200
+50,300
| +49% | +$1.21M |
|
2611
CALL
Herbalife
HLF
$1.29B
| $3.46M | ﹤0.01% |
72,100
-55,600
| -44% | -$2.68M |
|
2612
Omega Healthcare
OHI
$14.7B
| $3.46M | ﹤0.01% |
95,379
+77,964
| +448% | +$2.64M |
|
2613
iShares MSCI Singapore ETF
EWS
$1.15B
| $3.46M | ﹤0.01% |
161,124
-61,703
| -28% | -$1.26M |
|
|
GP
2614
GreenPower Motor Co
GP
$11M
| $3.46M | ﹤0.01% |
+11,890
| New | +$1.91M |
|
|
SGMO
2615
PUT
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $3.46M | ﹤0.01% |
221,500
+76,100
| +52% | +$891K |
|
|
DCBO
2616
Docebo
DCBO
$566M
| $3.45M | ﹤0.01% |
+53,143
| New | +$2.82M |
|
2617
Aecom
ACM
$9.75B
| $3.45M | ﹤0.01% |
69,346
+14,332
| +26% | +$685K |
|
2618
Goldman Sachs Hedge Industry VIP ETF
GVIP
$578M
| $3.45M | ﹤0.01% |
37,829
+8,429
| +29% | +$706K |
|
2619
CALL
Rapid7
RPD
$773M
| $3.44M | ﹤0.01% |
38,200
-6,700
| -15% | -$479K |
|
2620
PUT
Labcorp
LH
$25.9B
| $3.44M | ﹤0.01% |
19,672
+932
| +5% | +$161K |
|
2621
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.72B
| $3.44M | ﹤0.01% |
90,084
+12,733
| +16% | +$451K |
|
|
SBNY
2622
CALL
DELISTED
Signature Bank
SBNY
| $3.44M | ﹤0.01% |
25,400
+15,900
| +167% | +$1.66M |
|
2623
PUT
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$147M
| $3.43M | ﹤0.01% |
3,195
-847
| -21% | -$1.1M |
|
|
AMED
2624
CALL
DELISTED
Amedisys
AMED
| $3.43M | ﹤0.01% |
11,700
-44,800
| -79% | -$11.5M |
|
2625
CALL
Coeur Mining
CDE
$17.9B
| $3.43M | ﹤0.01% |
331,200
+89,800
| +37% | +$737K |
|
Similar funds
Jane Street's Q4 2020 Portfolio in Review
As of Q4 2020, Jane Street held 8,597 positions worth $199B, up 20% from $166B the previous quarter. Its ten largest holdings account for 37% of the portfolio.
Jane Street's Q4 2020 filing shows 1,532 new, 2,865 increased, 2,954 reduced and 1,200 closed positions. Its largest new stake was VanEck High Yield Muni ETF: 2,568,226 shares worth $158M. The largest sale was iShares Core MSCI Emerging Markets ETF, an estimated $958M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 3.3% of assets, up from 2.8% a quarter earlier, followed by Technology and Communication Services.
- Jane Street's largest Q4 2020 buy was VanEck High Yield Muni ETF: 2,568,226 shares worth $158M.
- Jane Street added most to Tesla in Q4 2020, an estimated $665M increase.
- Jane Street's biggest Q4 2020 reduction was iShares Core MSCI Emerging Markets ETF, cutting an estimated $958M.
- Jane Street fully exited iShares 0-5 Year High Yield Corporate Bond ETF in Q4 2020, selling an estimated $195M.
- Jane Street's ten largest holdings make up 37% of its $199B portfolio in Q4 2020.
- Jane Street opened 1,532 new positions and closed 1,200 in Q4 2020.
- Jane Street's portfolio value rose 20% quarter-over-quarter to $199B.
Based on Jane Street's 13F filing for Q4 2020, filed 17 Feb 2021.