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 | |
|---|---|---|---|---|---|---|
2851
PUT
OneMain Financial
OMF
$7.47B
| $2.92M | ﹤0.01% |
60,600
-30,600
| -34% | -$1.21M |
|
|
CCXI
2852
DELISTED
ChemoCentryx, Inc.
CCXI
| $2.92M | ﹤0.01% |
47,136
-20,927
| -31% | -$1.2M |
|
|
BHVN
2853
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $2.92M | ﹤0.01% |
34,011
+14,439
| +74% | +$1.22M |
|
2854
Box
BOX
$4.6B
| $2.92M | ﹤0.01% |
161,512
+48,213
| +43% | +$840K |
|
|
ABMD
2855
DELISTED
Abiomed Inc
ABMD
| $2.92M | ﹤0.01% |
8,990
-5,325
| -37% | -$1.47M |
|
2856
PUT
Cerence
CRNC
$413M
| $2.91M | ﹤0.01% |
29,000
-41,600
| -59% | -$3.1M |
|
|
HBI
2857
CALL
DELISTED
Hanesbrands
HBI
| $2.91M | ﹤0.01% |
199,800
-118,700
| -37% | -$1.79M |
|
2858
Crocs
CROX
$6.55B
| $2.91M | ﹤0.01% |
46,481
+25,607
| +123% | +$1.46M |
|
2859
PUT
Invesco Senior Loan ETF
BKLN
$6.74B
| $2.91M | ﹤0.01% |
130,600
-342,200
| -72% | -$7.51M |
|
2860
Frontline
FRO
$8.85B
| $2.91M | ﹤0.01% |
459,404
+239,027
| +108% | +$1.54M |
|
|
CMA
2861
DELISTED
Comerica
CMA
| $2.91M | ﹤0.01% |
52,034
+31,095
| +149% | +$1.52M |
|
2862
CALL
Lamb Weston
LW
$7.19B
| $2.91M | ﹤0.01% |
36,900
+3,800
| +11% | +$277K |
|
2863
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $2.9M | ﹤0.01% |
119,700
+77,700
| +185% | +$1.93M |
|
2864
Omeros
OMER
$959M
| $2.9M | ﹤0.01% |
202,935
+15,819
| +8% | +$193K |
|
2865
PUT
Repligen
RGEN
$9.25B
| $2.89M | ﹤0.01% |
15,100
+13,200
| +695% | +$2.4M |
|
|
ONC
2866
CALL
BeOne Medicines Ltd
ONC
$39.4B
| $2.89M | ﹤0.01% |
11,200
+7,900
| +239% | +$2.18M |
|
|
CIIC
2867
PUT
DELISTED
CIIG Merger Corp. - Class A Common Stock
CIIC
| $2.89M | ﹤0.01% |
+102,900
| New | +$1.86M |
|
2868
MarketAxess Holdings
MKTX
$5.72B
| $2.89M | ﹤0.01% |
5,068
+1,882
| +59% | +$1.03M |
|
|
SGMO
2869
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $2.89M | ﹤0.01% |
185,334
-14,426
| -7% | -$169K |
|
2870
PUT
iShares Core S&P 500 ETF
IVV
$904B
| $2.89M | ﹤0.01% |
7,700
+4,100
| +114% | +$1.46M |
|
2871
PUT
XP
XP
$8.39B
| $2.88M | ﹤0.01% |
72,700
+63,400
| +682% | +$2.59M |
|
|
GBT
2872
CALL
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $2.88M | ﹤0.01% |
66,600
+33,700
| +102% | +$1.66M |
|
2873
CALL
MACOM Technology Solutions
MTSI
$23.7B
| $2.88M | ﹤0.01% |
52,300
+28,200
| +117% | +$1.2M |
|
2874
Alerian MLP ETF
AMLP
$13.1B
| $2.88M | ﹤0.01% |
112,081
+52,483
| +88% | +$1.26M |
|
2875
Archer Daniels Midland
ADM
$36.9B
| $2.87M | ﹤0.01% |
56,997
-41,575
| -42% | -$2.05M |
|
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.