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 | |
|---|---|---|---|---|---|---|
|
RMO
2376
PUT
DELISTED
Romeo Power, Inc.
RMO
| $4.1M | ﹤0.01% |
+182,200
| New | +$2.66M |
|
2377
CALL
Ollie's Bargain Outlet
OLLI
$4.94B
| $4.1M | ﹤0.01% |
50,100
+19,500
| +64% | +$1.7M |
|
|
DM
2378
PUT
DELISTED
Desktop Metal, Inc.
DM
| $4.1M | ﹤0.01% |
+23,820
| New | +$3.15M |
|
2379
CALL
Criteo S.A. Ordinary Shares
CRTO
$923M
| $4.1M | ﹤0.01% |
199,700
+171,700
| +613% | +$2.87M |
|
|
STIC.U
2380
DELISTED
Northern Star Acquisition Corp. Units, each consisting of one share of common stock and one-third of
STIC.U
| $4.09M | ﹤0.01% |
+260,802
| New | +$3.06M |
|
2381
Rio Tinto
RIO
$164B
| $4.09M | ﹤0.01% |
54,433
-1,305,575
| -96% | -$85.7M |
|
2382
CALL
InMode
INMD
$880M
| $4.09M | ﹤0.01% |
172,200
+8,600
| +5% | +$182K |
|
2383
Omnicom Group
OMC
$23.4B
| $4.09M | ﹤0.01% |
65,538
+60,183
| +1,124% | +$3.44M |
|
2384
CALL
Incyte
INCY
$24.4B
| $4.08M | ﹤0.01% |
46,900
+500
| +1% | +$43.3K |
|
2385
PUT
HDFC Bank
HDB
$121B
| $4.08M | ﹤0.01% |
112,800
-23,800
| -17% | -$759K |
|
2386
CALL
iShares Russell 2000 Growth ETF
IWO
$15B
| $4.07M | ﹤0.01% |
14,200
-50,200
| -78% | -$12.8M |
|
2387
PUT
Acadia Pharmaceuticals
ACAD
$5.03B
| $4.07M | ﹤0.01% |
76,100
-28,900
| -28% | -$1.43M |
|
2388
PUT
iShares Select Dividend ETF
DVY
$23.6B
| $4.07M | ﹤0.01% |
42,300
-1,153,500
| -96% | -$105M |
|
2389
PUT
AutoNation
AN
$6.92B
| $4.06M | ﹤0.01% |
58,200
+4,500
| +8% | +$283K |
|
2390
CALL
Emergent Biosolutions
EBS
$248M
| $4.06M | ﹤0.01% |
45,300
+34,500
| +319% | +$3.17M |
|
2391
iShares Global REIT ETF
REET
$5.11B
| $4.06M | ﹤0.01% |
169,583
+151,741
| +850% | +$3.42M |
|
|
ONC
2392
PUT
BeOne Medicines Ltd
ONC
$39.4B
| $4.06M | ﹤0.01% |
15,700
+13,900
| +772% | +$3.83M |
|
2393
WisdomTree Mortgage Plus Bond Fund
MTGP
$74.3M
| $4.05M | ﹤0.01% |
78,881
+17,862
| +29% | +$922K |
|
2394
CALL
BILL Holdings
BILL
$4.78B
| $4.05M | ﹤0.01% |
29,700
-63,000
| -68% | -$7.43M |
|
2395
CALL
iShares Core S&P 500 ETF
IVV
$904B
| $4.05M | ﹤0.01% |
10,800
-20,500
| -65% | -$7.3M |
|
|
WCN
2396
Waste Connections
WCN
$42B
| $4.05M | ﹤0.01% |
39,501
+3,352
| +9% | +$346K |
|
2397
PUT
iShares Russell 1000 Growth ETF
IWF
$128B
| $4.05M | ﹤0.01% |
67,200
-1,750,400
| -96% | -$99.6M |
|
2398
Ouster
OUST
$2.92B
| $4.05M | ﹤0.01% |
+30,000
| New | +$3.13M |
|
|
NVMI
2399
Nova
NVMI
$12.5B
| $4.05M | ﹤0.01% |
57,304
+39,585
| +223% | +$2.47M |
|
2400
Inovio Pharmaceuticals
INO
$69M
| $4.04M | ﹤0.01% |
38,040
+6,888
| +22% | +$917K |
|
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.