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 | |
|---|---|---|---|---|---|---|
826
PUT
Medtronic
MDT
$110B
| $21.7M | 0.01% |
185,000
-8,800
| -5% | -$969K |
|
827
CALL
ZTO Express
ZTO
$17.9B
| $21.6M | 0.01% |
740,100
+597,900
| +420% | +$17.6M |
|
828
PUT
ARK Genomic Revolution ETF
ARKG
$1.7B
| $21.6M | 0.01% |
+231,200
| New | +$18.4M |
|
829
PUT
Arista Networks
ANET
$242B
| $21.6M | 0.01% |
1,187,200
-1,795,200
| -60% | -$28.4M |
|
|
CGC
830
CALL
Canopy Growth
CGC
$414M
| $21.5M | 0.01% |
87,590
-7,400
| -8% | -$1.69M |
|
831
CALL
Digital Turbine
APPS
$1.7B
| $21.5M | 0.01% |
380,300
+108,500
| +40% | +$4.45M |
|
832
CALL
Domino's
DPZ
$11.7B
| $21.3M | 0.01% |
55,500
-22,300
| -29% | -$8.76M |
|
833
PUT
EPR Properties
EPR
$4.72B
| $21.3M | 0.01% |
654,600
+186,400
| +40% | +$5.48M |
|
834
PUT
Clorox
CLX
$12.7B
| $21.2M | 0.01% |
105,200
-288,500
| -73% | -$59.7M |
|
|
WBA
835
DELISTED
Walgreens Boots Alliance
WBA
| $21.2M | 0.01% |
532,306
+221,265
| +71% | +$8.57M |
|
836
Sibanye-Stillwater
SBSW
$7.59B
| $21.2M | 0.01% |
1,297,201
-2,570,545
| -66% | -$34.6M |
|
|
SPWR
837
DELISTED
SunPower Corporation Common Stock
SPWR
| $21.2M | 0.01% |
825,444
+228,301
| +38% | +$4.62M |
|
838
iShares Convertible Bond ETF
ICVT
$7.34B
| $21M | 0.01% |
217,589
-1,546,108
| -88% | -$137M |
|
|
IPHI
839
CALL
DELISTED
INPHI CORPORATION
IPHI
| $21M | 0.01% |
130,900
+75,400
| +136% | +$10.6M |
|
840
iShares Global 100 ETF
IOO
$9.24B
| $21M | 0.01% |
333,398
+312,957
| +1,531% | +$18.6M |
|
841
CALL
GrowGeneration
GRWG
$90.7M
| $20.9M | 0.01% |
520,800
-6,000
| -1% | -$162K |
|
842
CALL
Tapestry
TPR
$32.8B
| $20.9M | 0.01% |
671,500
+461,800
| +220% | +$11.7M |
|
843
CALL
Labcorp
LH
$25.8B
| $20.9M | 0.01% |
119,310
+37,132
| +45% | +$6.41M |
|
|
BFT.U
844
DELISTED
Foley Trasimene Acquisition Corp. II Units, each consisting of one share of Class A common stock, an
BFT.U
| $20.8M | 0.01% |
1,224,477
+24,048
| +2% | +$286K |
|
845
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.24B
| $20.8M | 0.01% |
299,220
+264,900
| +772% | +$20.1M |
|
846
Thermo Fisher Scientific
TMO
$216B
| $20.8M | 0.01% |
44,548
+35,838
| +411% | +$16.8M |
|
847
CALL
Tenet Healthcare
THC
$21B
| $20.7M | 0.01% |
518,200
+477,000
| +1,158% | +$15.4M |
|
848
CALL
Northrop Grumman
NOC
$80.7B
| $20.7M | 0.01% |
67,900
-24,300
| -26% | -$7.43M |
|
849
CALL
Planet Fitness
PLNT
$3.98B
| $20.6M | 0.01% |
265,600
-39,100
| -13% | -$2.73M |
|
850
PUT
RTX Corp
RTX
$299B
| $20.6M | 0.01% |
287,700
+20,300
| +8% | +$1.33M |
|
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.