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 | |
|---|---|---|---|---|---|---|
|
BEAT
2926
CALL
DELISTED
BioTelemetry, Inc.
BEAT
| $2.77M | ﹤0.01% |
38,500
+12,900
| +50% | +$675K |
|
2927
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$96.3M
| $2.77M | ﹤0.01% |
23,894
+18,065
| +310% | +$1.62M |
|
2928
PUT
Dynatrace
DT
$14.7B
| $2.77M | ﹤0.01% |
64,100
+28,100
| +78% | +$1.12M |
|
2929
PUT
iShares Preferred and Income Securities ETF
PFF
$13.2B
| $2.77M | ﹤0.01% |
72,000
-112,900
| -61% | -$4.22M |
|
|
ACIA
2930
DELISTED
Acacia Communications Inc
ACIA
| $2.77M | ﹤0.01% |
38,005
-599
| -2% | -$41.4K |
|
2931
CALL
Vanguard FTSE Europe ETF
VGK
$31B
| $2.77M | ﹤0.01% |
+46,000
| New | +$2.59M |
|
2932
Xylem
XYL
$28.4B
| $2.77M | ﹤0.01% |
27,219
+14,084
| +107% | +$1.32M |
|
2933
JPMorgan Core Plus Bond ETF
JCPB
$14.1B
| $2.77M | ﹤0.01% |
+49,691
| New | +$2.77M |
|
|
NNDM
2934
PUT
Nano Dimension
NNDM
$352M
| $2.77M | ﹤0.01% |
+303,900
| New | +$1.54M |
|
|
UFS
2935
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
| $2.76M | ﹤0.01% |
87,200
+76,400
| +707% | +$2.17M |
|
2936
Principal Spectrum Preferred Securities Active ETF
PREF
$1.78B
| $2.76M | ﹤0.01% |
+133,343
| New | +$2.71M |
|
2937
CALL
Cintas
CTAS
$80.8B
| $2.76M | ﹤0.01% |
31,200
-65,200
| -68% | -$5.66M |
|
2938
PUT
Cognizant
CTSH
$26.3B
| $2.75M | ﹤0.01% |
33,600
-28,200
| -46% | -$2.15M |
|
|
CLGX
2939
DELISTED
Corelogic, Inc.
CLGX
| $2.75M | ﹤0.01% |
35,549
+13,402
| +61% | +$1M |
|
2940
PUT
Kinder Morgan
KMI
$69.7B
| $2.75M | ﹤0.01% |
200,900
+82,200
| +69% | +$1.1M |
|
2941
Old Dominion Freight Line
ODFL
$44.2B
| $2.75M | ﹤0.01% |
28,132
-10,958
| -28% | -$1.09M |
|
2942
Southern Company
SO
$105B
| $2.74M | ﹤0.01% |
44,663
-8,790
| -16% | -$528K |
|
2943
Franklin FTSE Japan ETF
FLJP
$4.05B
| $2.74M | ﹤0.01% |
91,925
-60,081
| -40% | -$1.67M |
|
|
CPE
2944
DELISTED
Callon Petroleum Company
CPE
| $2.73M | ﹤0.01% |
207,815
+197,070
| +1,834% | +$1.7M |
|
|
HIBB
2945
PUT
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $2.73M | ﹤0.01% |
59,200
-6,400
| -10% | -$286K |
|
|
LKFT
2946
CALL
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.76B
| $2.73M | ﹤0.01% |
27,600
-13,400
| -33% | -$1.64M |
|
|
K
2947
PUT
DELISTED
Kellanova
K
| $2.73M | ﹤0.01% |
46,754
+14,058
| +43% | +$845K |
|
|
SCOAU
2948
DELISTED
ScION Tech Growth I Unit
SCOAU
| $2.73M | ﹤0.01% |
+264,743
| New | +$2.73M |
|
2949
Denali Therapeutics
DNLI
$3.95B
| $2.73M | ﹤0.01% |
32,594
+2,748
| +9% | +$166K |
|
2950
Schwab 5-10 Year Corporate Bond ETF
SCHI
$11.4B
| $2.73M | ﹤0.01% |
101,774
-144,540
| -59% | -$3.84M |
|
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.