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 | |
|---|---|---|---|---|---|---|
5276
CALL
Fossil Group
FOSL
$323M
| $677K | ﹤0.01% |
78,100
-38,600
| -33% | -$325K |
|
5277
Virtu Financial
VIRT
$5.05B
| $677K | ﹤0.01% |
26,926
-175,547
| -87% | -$4.07M |
|
5278
CALL
Zai Lab
ZLAB
$2.91B
| $677K | ﹤0.01% |
5,000
-14,500
| -74% | -$1.48M |
|
5279
PUT
C.H. Robinson
CHRW
$17.5B
| $676K | ﹤0.01% |
7,200
-33,800
| -82% | -$3.22M |
|
5280
Warner Music
WMG
$13.2B
| $676K | ﹤0.01% |
17,788
+10,180
| +134% | +$310K |
|
5281
First Trust Dow Jones International Internet ETF
FDNI
$31.2M
| $675K | ﹤0.01% |
14,874
-241
| -2% | -$10.3K |
|
5282
United States 12 Month Natural Gas Fund
UNL
$13.4M
| $675K | ﹤0.01% |
88,910
+9,715
| +12% | +$81.1K |
|
|
WCC
5283
CALL
WESCO International
WCC
$17.7B
| $675K | ﹤0.01% |
+8,600
| New | +$509K |
|
5284
Black Stone Minerals
BSM
$3.04B
| $674K | ﹤0.01% |
+100,886
| New | +$682K |
|
|
MESO
5285
Mesoblast
MESO
$2.13B
| $674K | ﹤0.01% |
38,901
-7,527
| -16% | -$185K |
|
5286
CALL
Republic Services
RSG
$66.1B
| $674K | ﹤0.01% |
7,000
-27,500
| -80% | -$2.62M |
|
|
PRSP
5287
PUT
DELISTED
Perspecta Inc. Common Stock
PRSP
| $674K | ﹤0.01% |
+28,000
| New | +$601K |
|
5288
PUT
BioCryst Pharmaceuticals
BCRX
$2.52B
| $673K | ﹤0.01% |
90,400
+25,200
| +39% | +$130K |
|
5289
CALL
The Greenbrier Companies
GBX
$1.41B
| $673K | ﹤0.01% |
18,500
+3,300
| +22% | +$109K |
|
5290
PUT
Outfront Media
OUT
$5.31B
| $673K | ﹤0.01% |
34,950
-129,028
| -79% | -$2.18M |
|
5291
PUT
ProShares Ultra Technology
ROM
$1.33B
| $673K | ﹤0.01% |
18,800
-10,000
| -35% | -$319K |
|
|
TRTN
5292
DELISTED
Triton International Limited
TRTN
| $673K | ﹤0.01% |
+13,867
| New | +$587K |
|
|
VLDR
5293
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
| $673K | ﹤0.01% |
29,482
+15,501
| +111% | +$263K |
|
5294
CALL
Insmed
INSM
$27.7B
| $672K | ﹤0.01% |
20,200
-92,200
| -82% | -$3.37M |
|
5295
Telefônica Brasil
VIV
$18.1B
| $672K | ﹤0.01% |
75,932
-82,159
| -52% | -$675K |
|
5296
PUT
WEX
WEX
$6.68B
| $672K | ﹤0.01% |
3,300
-5,000
| -60% | -$841K |
|
5297
PUT
PetMed Express
PETS
$42.3M
| $670K | ﹤0.01% |
20,900
-3,600
| -15% | -$111K |
|
5298
Regal Rexnord
RRX
$11.5B
| $670K | ﹤0.01% |
+5,454
| New | +$602K |
|
|
APLS
5299
PUT
DELISTED
Apellis Pharmaceuticals
APLS
| $669K | ﹤0.01% |
11,700
-12,100
| -51% | -$512K |
|
|
BRSL
5300
PUT
Brightstar Lottery PLC
BRSL
$2.15B
| $669K | ﹤0.01% |
39,500
+1,900
| +5% | +$23.2K |
|
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.