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 | |
|---|---|---|---|---|---|---|
426
CALL
CME Group
CME
$95.2B
| $55.1M | 0.03% |
302,700
+50,900
| +20% | +$8.66M |
|
427
CALL
SolarEdge
SEDG
$2.06B
| $54.7M | 0.03% |
171,300
+58,600
| +52% | +$16.2M |
|
428
CALL
RH
RH
$3.7B
| $54.5M | 0.03% |
121,800
-48,800
| -29% | -$20.1M |
|
429
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
| $54.1M | 0.03% |
1,726,626
+1,457,522
| +542% | +$46.1M |
|
430
PUT
Illumina
ILMN
$30.2B
| $53.7M | 0.03% |
149,266
-76,586
| -34% | -$24.4M |
|
431
DraftKings
DKNG
$10.8B
| $53.3M | 0.03% |
1,144,184
+233,297
| +26% | +$11.1M |
|
432
Citigroup
C
$231B
| $52.9M | 0.03% |
857,603
+312,513
| +57% | +$15.9M |
|
433
ASML
ASML
$645B
| $52.9M | 0.03% |
108,387
+41,942
| +63% | +$17.6M |
|
|
ATVI
434
PUT
DELISTED
Activision Blizzard
ATVI
| $52.8M | 0.03% |
568,500
-92,800
| -14% | -$7.54M |
|
435
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.3B
| $52.6M | 0.03% |
1,559,753
-207,089
| -12% | -$6.53M |
|
436
PUT
Starbucks
SBUX
$121B
| $52.6M | 0.03% |
491,500
-39,000
| -7% | -$3.72M |
|
437
CALL
Sarepta Therapeutics
SRPT
$1.68B
| $52.6M | 0.03% |
308,400
+64,800
| +27% | +$9.6M |
|
438
CALL
Match Group
MTCH
$8.9B
| $52.5M | 0.03% |
347,481
-99,974
| -22% | -$13.2M |
|
439
PUT
Lockheed Martin
LMT
$133B
| $52.5M | 0.03% |
147,900
+41,800
| +39% | +$15.4M |
|
440
PUT
General Motors
GM
$78.2B
| $52.1M | 0.03% |
1,251,500
-207,400
| -14% | -$8.06M |
|
441
CALL
iShares Select Dividend ETF
DVY
$23.5B
| $52.1M | 0.03% |
541,300
+333,400
| +160% | +$30.3M |
|
442
Sysco
SYY
$40.3B
| $51.9M | 0.03% |
698,484
+598,487
| +599% | +$41.2M |
|
443
Vanguard Total International Stock ETF
VXUS
$158B
| $51.7M | 0.03% |
859,638
+839,406
| +4,149% | +$47.2M |
|
444
PUT
BILL Holdings
BILL
$4.81B
| $51.7M | 0.03% |
378,500
+361,200
| +2,088% | +$42.6M |
|
445
CALL
Blackrock
BLK
$176B
| $51.7M | 0.03% |
71,600
+38,600
| +117% | +$25.6M |
|
446
iShares MSCI Hong Kong ETF
EWH
$1.22B
| $51.6M | 0.03% |
2,094,026
-541,437
| -21% | -$12.6M |
|
447
PUT
Capital One
COF
$136B
| $51.5M | 0.03% |
521,500
-769,900
| -60% | -$65.5M |
|
|
ALXN
448
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $51.3M | 0.03% |
328,200
+117,000
| +55% | +$15M |
|
|
SPLK
449
DELISTED
Splunk Inc
SPLK
| $50.9M | 0.03% |
299,644
+292,483
| +4,084% | +$55.9M |
|
450
PUT
Carvana
CVNA
$76.4B
| $50.6M | 0.03% |
1,055,500
-1,375,000
| -57% | -$62.9M |
|
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.