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 | |
|---|---|---|---|---|---|---|
|
MRSN
3301
DELISTED
Mersana Therapeutics
MRSN
| $2.22M | ﹤0.01% |
3,333
+1,931
| +138% | +$1.07M |
|
|
AZUL
3302
CALL
DELISTED
Azul
AZUL
| $2.22M | ﹤0.01% |
97,100
+7,300
| +8% | +$131K |
|
|
VTLE
3303
PUT
DELISTED
Vital Energy
VTLE
| $2.21M | ﹤0.01% |
112,300
+97,200
| +644% | +$1.25M |
|
|
WW
3304
CALL
DELISTED
WW International
WW
| $2.21M | ﹤0.01% |
90,600
+31,200
| +53% | +$811K |
|
3305
CALL
Cincinnati Financial
CINF
$26.7B
| $2.21M | ﹤0.01% |
25,300
+18,600
| +278% | +$1.48M |
|
3306
VanEck IG Floating Rate ETF
FLTR
$3.04B
| $2.21M | ﹤0.01% |
87,321
-1,813,802
| -95% | -$45.8M |
|
3307
Prologis
PLD
$132B
| $2.21M | ﹤0.01% |
22,150
-4,338
| -16% | -$439K |
|
|
ICPT
3308
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $2.21M | ﹤0.01% |
89,300
+26,700
| +43% | +$885K |
|
3309
Pembina Pipeline
PBA
$27.8B
| $2.2M | ﹤0.01% |
93,141
+34,510
| +59% | +$811K |
|
|
XPOA.U
3310
DELISTED
DPCM Capital, Inc. Units, each consisting of one share of Class A common stock and one-third of one
XPOA.U
| $2.2M | ﹤0.01% |
+200,000
| New | +$2.06M |
|
3311
3D Systems Corp
DDD
$611M
| $2.2M | ﹤0.01% |
210,269
-10,634
| -5% | -$86.5K |
|
|
BSCO
3312
DELISTED
Invesco BulletShares 2024 Corporate Bond ETF
BSCO
| $2.2M | ﹤0.01% |
+98,390
| New | +$2.19M |
|
3313
PUT
Upwork
UPWK
$1.21B
| $2.2M | ﹤0.01% |
63,800
-4,500
| -7% | -$129K |
|
|
ONEM
3314
DELISTED
1Life Healthcare
ONEM
| $2.2M | ﹤0.01% |
50,416
-32,754
| -39% | -$1.12M |
|
3315
PUT
Dillards
DDS
$9.9B
| $2.2M | ﹤0.01% |
34,900
-18,300
| -34% | -$894K |
|
|
AUY
3316
DELISTED
Yamana Gold, Inc.
AUY
| $2.2M | ﹤0.01% |
385,273
+316,686
| +462% | +$1.78M |
|
3317
Invesco BulletShares 2029 Municipal Bond ETF
BSMT
$283M
| $2.2M | ﹤0.01% |
84,066
+32,574
| +63% | +$837K |
|
3318
CALL
Urban Outfitters
URBN
$6.81B
| $2.2M | ﹤0.01% |
85,800
+60,300
| +236% | +$1.55M |
|
3319
CALL
Otis Worldwide
OTIS
$27.7B
| $2.19M | ﹤0.01% |
32,500
-21,200
| -39% | -$1.38M |
|
3320
PUT
Truist Financial
TFC
$63.4B
| $2.19M | ﹤0.01% |
45,800
-72,200
| -61% | -$3.27M |
|
3321
PUT
T. Rowe Price
TROW
$24.3B
| $2.19M | ﹤0.01% |
14,500
-81,500
| -85% | -$11.7M |
|
|
SGI
3322
Somnigroup International
SGI
$13.6B
| $2.19M | ﹤0.01% |
81,236
-43,316
| -35% | -$1.06M |
|
3323
CALL
KeyCorp
KEY
$24.3B
| $2.19M | ﹤0.01% |
133,500
-162,000
| -55% | -$2.36M |
|
3324
CALL
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$39.4M
| $2.19M | ﹤0.01% |
+8,665
| New | +$3.3M |
|
3325
PUT
PTC
PTC
$16.4B
| $2.19M | ﹤0.01% |
18,300
-4,400
| -19% | -$438K |
|
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.