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 | |
|---|---|---|---|---|---|---|
5101
CALL
Brookfield
BN
$110B
| $759K | ﹤0.01% |
34,380
+15,695
| +84% | +$314K |
|
5102
Boyd Gaming
BYD
$6.03B
| $759K | ﹤0.01% |
17,692
-26,056
| -60% | -$958K |
|
|
SINA
5103
PUT
DELISTED
Sina Corp
SINA
| $759K | ﹤0.01% |
17,900
-93,200
| -84% | -$4.01M |
|
5104
CALL
ADT
ADT
$5.34B
| $758K | ﹤0.01% |
96,500
-66,700
| -41% | -$524K |
|
5105
Fortuna Silver Mines
FSM
$3.21B
| $758K | ﹤0.01% |
92,009
-59,148
| -39% | -$410K |
|
5106
PUT
ProShares UltraShort S&P500
SDS
$370M
| $758K | ﹤0.01% |
2,448
-1,312
| -35% | -$461K |
|
5107
Teucrium Wheat Fund
WEAT
$298M
| $758K | ﹤0.01% |
24,489
+9,420
| +63% | +$277K |
|
|
ITCI
5108
CALL
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $757K | ﹤0.01% |
23,800
-57,300
| -71% | -$1.51M |
|
5109
PUT
Cirrus Logic
CRUS
$6.11B
| $756K | ﹤0.01% |
9,200
-19,800
| -68% | -$1.49M |
|
5110
CALL
iShares S&P 100 ETF
OEF
$20.4B
| $755K | ﹤0.01% |
4,400
-6,500
| -60% | -$1.06M |
|
|
TCRR
5111
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
| $754K | ﹤0.01% |
+24,378
| New | +$616K |
|
5112
Allogene Therapeutics
ALLO
$714M
| $753K | ﹤0.01% |
29,858
-119
| -0.4% | -$3.88K |
|
|
LEAP.U
5113
DELISTED
Ribbit LEAP, Ltd. Units, each consisting of one Class A Ordinary Share, and one fifth of one Warrant
LEAP.U
| $753K | ﹤0.01% |
50,316
-12,656
| -20% | -$160K |
|
5114
Intercontinental Exchange
ICE
$85B
| $751K | ﹤0.01% |
6,515
-3,122
| -32% | -$324K |
|
5115
CALL
PTC Therapeutics
PTCT
$6.06B
| $751K | ﹤0.01% |
12,300
-22,300
| -64% | -$1.31M |
|
5116
Transportadora de Gas del Sur
TGS
$4.23B
| $751K | ﹤0.01% |
+144,444
| New | +$747K |
|
5117
CALL
Parsons
PSN
$5.16B
| $750K | ﹤0.01% |
20,600
+2,700
| +15% | +$90.7K |
|
5118
CALL
Old Republic International
ORI
$10.3B
| $749K | ﹤0.01% |
+38,000
| New | +$667K |
|
|
CTEV
5119
PUT
Claritev Corp
CTEV
$599M
| $749K | ﹤0.01% |
+2,343
| New | +$780K |
|
5120
Alector
ALEC
$240M
| $748K | ﹤0.01% |
49,435
+13,120
| +36% | +$163K |
|
5121
MDU Resources
MDU
$4.32B
| $748K | ﹤0.01% |
+74,626
| New | +$697K |
|
5122
Methanex
MEOH
$4.17B
| $748K | ﹤0.01% |
16,212
-55,001
| -77% | -$1.98M |
|
5123
PUT
Motorola Solutions
MSI
$77.7B
| $748K | ﹤0.01% |
4,400
-25,200
| -85% | -$4.23M |
|
|
STKL
5124
DELISTED
SunOpta
STKL
| $748K | ﹤0.01% |
64,024
+38,898
| +155% | +$342K |
|
|
FPRX
5125
CALL
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $748K | ﹤0.01% |
+44,000
| New | +$551K |
|
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.