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 | |
|---|---|---|---|---|---|---|
4626
Cirrus Logic
CRUS
$6.11B
| $1.02M | ﹤0.01% |
12,392
-23,526
| -65% | -$1.77M |
|
4627
Piper Sandler
PIPR
$5.34B
| $1.02M | ﹤0.01% |
+40,336
| New | +$915K |
|
4628
A.O. Smith
AOS
$8.51B
| $1.01M | ﹤0.01% |
18,501
-6,740
| -27% | -$372K |
|
|
OEFA
4629
ALPS O'Shares International Developed Quality Dividend ETF
OEFA
$37.7M
| $1.01M | ﹤0.01% |
+40,986
| New | +$990K |
|
4630
ProShares Ultra High Yield
UJB
$18.9M
| $1.01M | ﹤0.01% |
13,683
-5,568
| -29% | -$402K |
|
|
MDRX
4631
CALL
DELISTED
Veradigm Inc. Common Stock
MDRX
| $1.01M | ﹤0.01% |
+70,200
| New | +$850K |
|
4632
Post Holdings
POST
$3.65B
| $1.01M | ﹤0.01% |
15,329
+6,299
| +70% | +$389K |
|
|
IBHC
4633
DELISTED
iShares iBonds 2023 Term High Yield and Income ETF
IBHC
| $1.01M | ﹤0.01% |
41,485
+4,439
| +12% | +$107K |
|
4634
Graco
GGG
$13.4B
| $1.01M | ﹤0.01% |
13,988
-4,661
| -25% | -$312K |
|
4635
PUT
Edison International
EIX
$26.7B
| $1.01M | ﹤0.01% |
16,100
-24,600
| -60% | -$1.48M |
|
|
ARBGU
4636
DELISTED
Aequi Acquisition Corp Unit
ARBGU
| $1.01M | ﹤0.01% |
+100,000
| New | +$1M |
|
|
SMEZ
4637
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
| $1.01M | ﹤0.01% |
14,184
-4,905
| -26% | -$320K |
|
4638
CALL
Talos Energy
TALO
$2.59B
| $1.01M | ﹤0.01% |
+122,400
| New | +$953K |
|
4639
NRG Energy
NRG
$25.4B
| $1.01M | ﹤0.01% |
26,799
+12,354
| +86% | +$407K |
|
4640
SSR Mining
SSRM
$6.63B
| $1.01M | ﹤0.01% |
50,015
+10,474
| +26% | +$200K |
|
4641
Franklin FTSE Saudi Arabia ETF
FLSA
$4.89M
| $1M | ﹤0.01% |
38,143
+2,791
| +8% | +$72.3K |
|
4642
Myriad Genetics
MYGN
$309M
| $1M | ﹤0.01% |
50,784
-2,570
| -5% | -$41.5K |
|
|
CERN
4643
PUT
DELISTED
Cerner Corp
CERN
| $1M | ﹤0.01% |
12,800
-17,300
| -57% | -$1.28M |
|
|
BZUN
4644
Baozun
BZUN
$164M
| $1M | ﹤0.01% |
29,224
-28,740
| -50% | -$1.05M |
|
4645
CALL
Virtu Financial
VIRT
$5.04B
| $1M | ﹤0.01% |
39,900
-94,000
| -70% | -$2.18M |
|
|
PETQ
4646
CALL
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
| $1M | ﹤0.01% |
26,100
+6,600
| +34% | +$204K |
|
4647
PUT
Barclays
BCS
$94.4B
| $1M | ﹤0.01% |
125,300
+15,500
| +14% | +$104K |
|
4648
Direxion Daily CSI 300 China A Share Bull 2X ETF
CHAU
$96.9M
| $1M | ﹤0.01% |
+23,919
| New | +$861K |
|
4649
Nu Skin
NUS
$236M
| $1M | ﹤0.01% |
18,320
+9,864
| +117% | +$519K |
|
4650
CALL
AES
AES
$10.5B
| $999K | ﹤0.01% |
42,500
-56,400
| -57% | -$1.17M |
|
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.