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 | |
|---|---|---|---|---|---|---|
1676
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
| $7.54M | ﹤0.01% |
+121,588
| New | +$7.45M |
|
1677
BILL Holdings
BILL
$4.78B
| $7.53M | ﹤0.01% |
55,143
+26,424
| +92% | +$3.12M |
|
1678
McKesson
MCK
$101B
| $7.52M | ﹤0.01% |
43,217
+20,856
| +93% | +$3.47M |
|
1679
PUT
L3Harris
LHX
$53.4B
| $7.5M | ﹤0.01% |
39,700
-33,600
| -46% | -$6.15M |
|
|
RAD
1680
CALL
DELISTED
Rite Aid Corporation
RAD
| $7.49M | ﹤0.01% |
473,400
+106,900
| +29% | +$1.37M |
|
|
CGC
1681
PUT
Canopy Growth
CGC
$410M
| $7.49M | ﹤0.01% |
30,440
-13,380
| -31% | -$3.05M |
|
1682
Vanguard FTSE Developed Markets ETF
VEA
$236B
| $7.47M | ﹤0.01% |
158,330
+148,330
| +1,483% | +$6.52M |
|
1683
PUT
Paychex
PAYX
$42.7B
| $7.47M | ﹤0.01% |
80,200
+63,200
| +372% | +$5.61M |
|
1684
PUT
Fortinet
FTNT
$117B
| $7.47M | ﹤0.01% |
251,500
-22,500
| -8% | -$569K |
|
|
IRBT
1685
PUT
DELISTED
iRobot
IRBT
| $7.47M | ﹤0.01% |
93,000
+14,900
| +19% | +$1.21M |
|
1686
CALL
O'Reilly Automotive
ORLY
$76.3B
| $7.47M | ﹤0.01% |
247,500
+96,000
| +63% | +$2.9M |
|
1687
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.09B
| $7.43M | ﹤0.01% |
131,001
+2,506
| +2% | +$141K |
|
1688
PUT
Five Below
FIVE
$13.5B
| $7.42M | ﹤0.01% |
42,400
-8,400
| -17% | -$1.24M |
|
|
SRNE
1689
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $7.42M | ﹤0.01% |
1,086,479
+250,679
| +30% | +$2.01M |
|
1690
CALL
PagerDuty
PD
$902M
| $7.41M | ﹤0.01% |
177,600
+4,000
| +2% | +$136K |
|
1691
Carrier Global
CARR
$52.8B
| $7.4M | ﹤0.01% |
196,184
+125,650
| +178% | +$4.55M |
|
1692
PUT
Boyd Gaming
BYD
$6.06B
| $7.39M | ﹤0.01% |
172,300
+17,100
| +11% | +$629K |
|
1693
CALL
Intellia Therapeutics
NTLA
$1.67B
| $7.38M | ﹤0.01% |
+135,700
| New | +$4.93M |
|
1694
PUT
HealthEquity
HQY
$8.75B
| $7.36M | ﹤0.01% |
105,600
+11,700
| +12% | +$728K |
|
|
RTP.U
1695
DELISTED
Reinvent Technology Partners Units, each consisting of one Class A ordinary share and one-fourth of
RTP.U
| $7.35M | ﹤0.01% |
600,000
-1,191
| -0.2% | -$13.7K |
|
|
JOYY
1696
JOYY Inc
JOYY
$3.75B
| $7.34M | ﹤0.01% |
+91,799
| New | +$7.89M |
|
1697
PUT
Jack in the Box
JACK
$335M
| $7.34M | ﹤0.01% |
79,100
+31,000
| +64% | +$2.71M |
|
|
BZUN
1698
CALL
Baozun
BZUN
$172M
| $7.34M | ﹤0.01% |
213,600
+128,500
| +151% | +$4.71M |
|
1699
CALL
Royal Bank of Canada
RY
$293B
| $7.34M | ﹤0.01% |
89,400
-7,800
| -8% | -$604K |
|
1700
PUT
iShares Core S&P Mid-Cap ETF
IJH
$127B
| $7.33M | ﹤0.01% |
159,500
+53,000
| +50% | +$2.23M |
|
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.