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 | |
|---|---|---|---|---|---|---|
3076
Franklin FTSE Switzerland ETF
FLSW
$84.6M
| $2.57M | ﹤0.01% |
83,820
+75,970
| +968% | +$2.21M |
|
|
PBDM
3077
DELISTED
Invesco PureBeta FTSE Developed ex-North America ETF
PBDM
| $2.56M | ﹤0.01% |
94,076
+78,153
| +491% | +$1.98M |
|
3078
CALL
Monolithic Power Systems
MPWR
$67.9B
| $2.56M | ﹤0.01% |
7,000
-10,600
| -60% | -$3.4M |
|
3079
CALL
PVH
PVH
$4.02B
| $2.56M | ﹤0.01% |
27,300
-700
| -3% | -$53.3K |
|
3080
CALL
NCR Voyix
VYX
$1.09B
| $2.56M | ﹤0.01% |
111,166
+82,641
| +290% | +$1.37M |
|
|
ITCI
3081
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $2.56M | ﹤0.01% |
80,553
+11,496
| +17% | +$302K |
|
3082
CALL
Ingersoll Rand
IR
$33.6B
| $2.56M | ﹤0.01% |
56,200
+14,800
| +36% | +$612K |
|
3083
Paycom
PAYC
$9.62B
| $2.56M | ﹤0.01% |
5,660
-2,192
| -28% | -$873K |
|
3084
Rogers Communications
RCI
$18.7B
| $2.56M | ﹤0.01% |
54,898
+26,720
| +95% | +$1.18M |
|
3085
PUT
Rockwell Automation
ROK
$48.3B
| $2.56M | ﹤0.01% |
10,200
+1,400
| +16% | +$342K |
|
3086
UBS Group
UBS
$177B
| $2.56M | ﹤0.01% |
181,456
+29,834
| +20% | +$395K |
|
3087
Arrow Reserve Capital Management ETF
ARCM
$51.1M
| $2.56M | ﹤0.01% |
25,529
+21,359
| +512% | +$2.14M |
|
|
HAPN
3088
CALL
Happen Inc
HAPN
$2.24B
| $2.56M | ﹤0.01% |
242,000
+167,900
| +227% | +$1.12M |
|
|
CALY
3089
Callaway Golf Company
CALY
$3.04B
| $2.56M | ﹤0.01% |
106,484
+83,242
| +358% | +$1.7M |
|
3090
Coherent
COHR
$63.6B
| $2.56M | ﹤0.01% |
33,631
+13,799
| +70% | +$818K |
|
3091
CALL
Fair Isaac
FICO
$22.7B
| $2.56M | ﹤0.01% |
5,000
-6,400
| -56% | -$2.98M |
|
|
AL
3092
CALL
DELISTED
Air Lease Corp
AL
| $2.55M | ﹤0.01% |
57,500
+9,400
| +20% | +$337K |
|
3093
PUT
Rapid7
RPD
$776M
| $2.55M | ﹤0.01% |
+28,300
| New | +$2.02M |
|
3094
PUT
Snap-on
SNA
$21.3B
| $2.55M | ﹤0.01% |
14,900
+12,700
| +577% | +$2.12M |
|
|
IPOF
3095
PUT
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
| $2.55M | ﹤0.01% |
+207,300
| New | +$2.36M |
|
3096
CALL
Clean Energy Fuels
CLNE
$355M
| $2.55M | ﹤0.01% |
324,200
+314,100
| +3,110% | +$1.23M |
|
3097
CALL
Silicon Laboratories
SLAB
$7.2B
| $2.55M | ﹤0.01% |
20,000
+15,400
| +335% | +$1.73M |
|
3098
CALL
Winnebago Industries
WGO
$906M
| $2.55M | ﹤0.01% |
42,500
-500
| -1% | -$27.3K |
|
3099
PUT
Robert Half
RHI
$4.37B
| $2.54M | ﹤0.01% |
40,700
+1,500
| +4% | +$89.5K |
|
|
GOEV
3100
PUT
DELISTED
Canoo Inc. Class A Common Stock
GOEV
| $2.54M | ﹤0.01% |
+400
| New | +$2.37M |
|
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.