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 | |
|---|---|---|---|---|---|---|
2426
CALL
GoPro
GPRO
$126M
| $3.94M | ﹤0.01% |
475,500
+326,500
| +219% | +$2.35M |
|
|
BPMC
2427
PUT
DELISTED
Blueprint Medicines
BPMC
| $3.94M | ﹤0.01% |
35,100
+9,900
| +39% | +$1.04M |
|
2428
CALL
Boston Properties
BXP
$11.1B
| $3.93M | ﹤0.01% |
41,600
-18,000
| -30% | -$1.61M |
|
|
RMGBU
2429
DELISTED
RMG Acquisition Corp. II Unit
RMGBU
| $3.93M | ﹤0.01% |
+352,487
| New | +$3.76M |
|
2430
PUT
Automatic Data Processing
ADP
$108B
| $3.93M | ﹤0.01% |
22,300
-33,200
| -60% | -$5.45M |
|
2431
CALL
Protolabs
PRLB
$2.13B
| $3.93M | ﹤0.01% |
25,600
-1,100
| -4% | -$155K |
|
|
MXIM
2432
CALL
DELISTED
Maxim Integrated Products
MXIM
| $3.93M | ﹤0.01% |
44,300
+38,000
| +603% | +$3M |
|
2433
PUT
Allstate
ALL
$67.5B
| $3.92M | ﹤0.01% |
35,700
-43,600
| -55% | -$4.29M |
|
2434
Acadia Pharmaceuticals
ACAD
$5.03B
| $3.92M | ﹤0.01% |
73,392
-6,833
| -9% | -$339K |
|
2435
CALL
Fox Class A
FOXA
$26.9B
| $3.92M | ﹤0.01% |
134,700
-17,400
| -11% | -$486K |
|
2436
PUT
Innovative Industrial Properties
IIPR
$1.72B
| $3.92M | ﹤0.01% |
21,400
-8,500
| -28% | -$1.27M |
|
2437
PUT
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
| $3.92M | ﹤0.01% |
41,900
-42,000
| -50% | -$3.15M |
|
2438
GameStop
GME
$8.6B
| $3.92M | ﹤0.01% |
831,504
+51,784
| +7% | +$178K |
|
2439
Emergent Biosolutions
EBS
$248M
| $3.92M | ﹤0.01% |
43,708
+9,188
| +27% | +$843K |
|
2440
Regenxbio
RGNX
$708M
| $3.92M | ﹤0.01% |
86,295
+66,816
| +343% | +$2.33M |
|
|
RWT
2441
PUT
Redwood Trust
RWT
$594M
| $3.91M | ﹤0.01% |
445,300
+81,600
| +22% | +$702K |
|
2442
PUT
XPO
XPO
$23.7B
| $3.91M | ﹤0.01% |
94,838
-188,808
| -67% | -$6.84M |
|
2443
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.62B
| $3.91M | ﹤0.01% |
67,800
-81,800
| -55% | -$4.62M |
|
2444
PUT
Keurig Dr Pepper
KDP
$40.8B
| $3.91M | ﹤0.01% |
122,100
+17,900
| +17% | +$530K |
|
2445
PUT
GSK
GSK
$106B
| $3.9M | ﹤0.01% |
84,800
+42,880
| +102% | +$1.97M |
|
2446
Cintas
CTAS
$81.3B
| $3.9M | ﹤0.01% |
44,136
+25,388
| +135% | +$2.2M |
|
|
NTCO
2447
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
| $3.9M | ﹤0.01% |
194,855
-330,358
| -63% | -$6M |
|
2448
Fidelity Total Bond ETF
FBND
$27.3B
| $3.89M | ﹤0.01% |
71,781
+20,773
| +41% | +$1.13M |
|
2449
PUT
argenx
ARGX
$54.1B
| $3.88M | ﹤0.01% |
13,200
-46,100
| -78% | -$12.7M |
|
2450
CALL
Fidelity National Financial
FNF
$13.5B
| $3.88M | ﹤0.01% |
103,272
+90,896
| +734% | +$3.07M |
|
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.