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 | |
|---|---|---|---|---|---|---|
2726
CALL
BJ's Restaurants
BJRI
$1.48B
| $3.23M | ﹤0.01% |
83,800
+300
| +0.4% | +$10.2K |
|
|
VACQU
2727
DELISTED
Vector Acquisition Corporation Unit
VACQU
| $3.23M | ﹤0.01% |
300,000
-100
| -0% | -$1.02K |
|
2728
Fortinet
FTNT
$117B
| $3.22M | ﹤0.01% |
108,540
-85,105
| -44% | -$2.15M |
|
2729
KraneShares MSCI China Clean Technology Index ETF
KGRN
$54.4M
| $3.22M | ﹤0.01% |
72,961
+38,066
| +109% | +$1.42M |
|
2730
BridgeBio Pharma
BBIO
$16.5B
| $3.22M | ﹤0.01% |
45,290
+15,307
| +51% | +$738K |
|
2731
PUT
Omnicom Group
OMC
$23.4B
| $3.22M | ﹤0.01% |
51,600
+1,300
| +3% | +$74.3K |
|
2732
CALL
Burlington
BURL
$23.2B
| $3.22M | ﹤0.01% |
12,300
-2,300
| -16% | -$512K |
|
2733
CALL
MSCI
MSCI
$40.9B
| $3.21M | ﹤0.01% |
7,200
+1,700
| +31% | +$667K |
|
|
ACIA
2734
PUT
DELISTED
Acacia Communications Inc
ACIA
| $3.21M | ﹤0.01% |
+44,000
| New | +$3.04M |
|
2735
PUT
Pultegroup
PHM
$25.3B
| $3.21M | ﹤0.01% |
74,400
-5,100
| -6% | -$226K |
|
|
MMP
2736
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $3.21M | ﹤0.01% |
75,513
+12,226
| +19% | +$488K |
|
2737
PUT
Agilent Technologies
A
$41.2B
| $3.2M | ﹤0.01% |
27,000
-2,200
| -8% | -$243K |
|
|
FLHK
2738
DELISTED
Franklin FTSE Hong Kong ETF
FLHK
| $3.19M | ﹤0.01% |
122,396
-10,391
| -8% | -$256K |
|
2739
Truist Financial
TFC
$64B
| $3.19M | ﹤0.01% |
66,549
+46,719
| +236% | +$2.12M |
|
2740
JFrog
FROG
$10.8B
| $3.19M | ﹤0.01% |
50,721
+30,781
| +154% | +$2.15M |
|
|
PIAI.U
2741
DELISTED
Prime Impact Acquisition I Units, each consisting of one Class A ordinary share, and one-third of a redeemable Warrant to acquire one Class A ordinary share
PIAI.U
| $3.19M | ﹤0.01% |
300,230
-564
| -0.2% | -$5.72K |
|
2742
CALL
Signet Jewelers
SIG
$3.76B
| $3.18M | ﹤0.01% |
116,700
-84,000
| -42% | -$2.15M |
|
2743
CALL
Newell Brands
NWL
$2.56B
| $3.18M | ﹤0.01% |
149,700
-17,600
| -11% | -$343K |
|
2744
PUT
Rocket Companies
RKT
$38.9B
| $3.17M | ﹤0.01% |
157,000
-178,200
| -53% | -$3.76M |
|
2745
Texas Instruments
TXN
$261B
| $3.17M | ﹤0.01% |
19,343
-20,512
| -51% | -$3.19M |
|
|
AMED
2746
DELISTED
Amedisys
AMED
| $3.17M | ﹤0.01% |
10,806
-11,386
| -51% | -$2.92M |
|
2747
CALL
Alamos Gold
AGI
$13.9B
| $3.16M | ﹤0.01% |
361,400
+329,000
| +1,015% | +$2.92M |
|
|
MIC
2748
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $3.16M | ﹤0.01% |
84,200
+39,500
| +88% | +$1.21M |
|
2749
CALL
Tanger
SKT
$4.52B
| $3.16M | ﹤0.01% |
317,300
+244,100
| +333% | +$2.06M |
|
2750
Toyota
TM
$225B
| $3.15M | ﹤0.01% |
20,381
+9,979
| +96% | +$1.39M |
|
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.