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 | |
|---|---|---|---|---|---|---|
951
Strategy Inc
MSTR
$37.7B
| $17.6M | 0.01% |
452,190
+392,640
| +659% | +$9.17M |
|
952
Nike
NKE
$62.3B
| $17.5M | 0.01% |
124,049
-315,040
| -72% | -$41.7M |
|
953
CALL
Check Point Software Technologies
CHKP
$12.9B
| $17.5M | 0.01% |
131,900
+68,100
| +107% | +$8.32M |
|
954
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.95B
| $17.5M | 0.01% |
413,075
+335,893
| +435% | +$13.1M |
|
955
iShares Core MSCI Europe ETF
IEUR
$9.15B
| $17.5M | 0.01% |
341,779
+122,629
| +56% | +$5.89M |
|
956
CSX Corp
CSX
$93.6B
| $17.5M | 0.01% |
578,049
+298,002
| +106% | +$8.56M |
|
957
PUT
Oracle
ORCL
$418B
| $17.5M | 0.01% |
269,800
-147,700
| -35% | -$8.79M |
|
|
ZNGA
958
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $17.4M | 0.01% |
1,766,900
+690,200
| +64% | +$6.21M |
|
959
PUT
MGM Resorts International
MGM
$11.3B
| $17.3M | 0.01% |
549,700
-67,100
| -11% | -$1.73M |
|
960
CALL
New Oriental
EDU
$8.94B
| $17.3M | 0.01% |
93,200
-2,500
| -3% | -$421K |
|
961
CALL
Upwork
UPWK
$1.2B
| $17.3M | 0.01% |
500,500
+307,900
| +160% | +$8.8M |
|
962
PUT
GoodRx Holdings
GDRX
$1.25B
| $17.3M | 0.01% |
+428,000
| New | +$19.7M |
|
|
HZNP
963
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $17.3M | 0.01% |
235,900
+19,900
| +9% | +$1.48M |
|
964
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$46.9B
| $17.3M | 0.01% |
188,525
-73,126
| -28% | -$6.69M |
|
965
Clover Health Investments
CLOV
$2.56B
| $17.2M | 0.01% |
+1,028,399
| New | +$11.4M |
|
966
iShares Global Clean Energy ETF
ICLN
$2.4B
| $17.2M | 0.01% |
610,317
+491,844
| +415% | +$11.1M |
|
967
CALL
iShares MSCI United Kingdom ETF
EWU
$4.16B
| $17.2M | 0.01% |
588,300
+579,000
| +6,226% | +$16M |
|
|
WORK
968
DELISTED
Slack Technologies, Inc.
WORK
| $17.2M | 0.01% |
407,808
-608,620
| -60% | -$20.6M |
|
969
Consolidated Edison
ED
$39.9B
| $17.2M | 0.01% |
238,230
+213,291
| +855% | +$16.6M |
|
970
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $17.2M | 0.01% |
255,000
-103,600
| -29% | -$6.85M |
|
971
PUT
MetLife
MET
$62.2B
| $17.2M | 0.01% |
366,000
+105,900
| +41% | +$4.59M |
|
972
CALL
iShares Russell 1000 Value ETF
IWD
$83.7B
| $17.2M | 0.01% |
125,500
-124,600
| -50% | -$16M |
|
|
SFIX
973
PUT
Stitch Fix
SFIX
$556M
| $17.1M | 0.01% |
291,900
+76,100
| +35% | +$3.26M |
|
|
974
PUT
CSX Corp
CSX
$93.6B
| $17.1M | 0.01% |
565,800
+117,600
| +26% | +$3.38M |
|
975
CALL
Enterprise Products Partners
EPD
$82.4B
| $17.1M | 0.01% |
873,100
+330,000
| +61% | +$6.14M |
|
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.