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 | |
|---|---|---|---|---|---|---|
1076
Riot Platforms
RIOT
$7.76B
| $15.2M | 0.01% |
+894,512
| New | +$5.94M |
|
1077
CALL
Corning
GLW
$143B
| $15.2M | 0.01% |
421,100
-179,300
| -30% | -$6.37M |
|
1078
VanEck Moody's Analytics IG Corporate Bond ETF
MIG
$19.4M
| $15.1M | 0.01% |
+598,364
| New | +$15M |
|
1079
CALL
First Majestic Silver
AG
$9.07B
| $15.1M | 0.01% |
1,127,400
-392,100
| -26% | -$4.31M |
|
1080
PUT
Verizon
VZ
$196B
| $15.1M | 0.01% |
257,100
-237,000
| -48% | -$14.1M |
|
1081
Beyond Meat
BYND
$277M
| $15.1M | 0.01% |
120,675
-136,098
| -53% | -$20.5M |
|
1082
PUT
iShares MSCI Japan ETF
EWJ
$23B
| $15.1M | 0.01% |
223,200
-68,200
| -23% | -$4.28M |
|
1083
CALL
AutoZone
AZO
$51.1B
| $15.1M | 0.01% |
12,700
-9,500
| -43% | -$11M |
|
1084
PUT
KLA
KLAC
$259B
| $15M | 0.01% |
581,000
-56,000
| -9% | -$1.31M |
|
|
FL
1085
PUT
DELISTED
Foot Locker
FL
| $15M | 0.01% |
371,100
+71,800
| +24% | +$2.8M |
|
|
NVTA
1086
CALL
DELISTED
Invitae Corporation
NVTA
| $15M | 0.01% |
358,600
-72,200
| -17% | -$3.45M |
|
|
NVTA
1087
PUT
DELISTED
Invitae Corporation
NVTA
| $15M | 0.01% |
358,500
+168,600
| +89% | +$8.05M |
|
1088
PUT
Universal Display
OLED
$4.19B
| $15M | 0.01% |
65,200
-12,100
| -16% | -$2.59M |
|
1089
PUT
Workday
WDAY
$44.4B
| $15M | 0.01% |
62,500
-30,300
| -33% | -$6.81M |
|
1090
PUT
Tyson Foods
TSN
$20.4B
| $14.9M | 0.01% |
231,800
+118,900
| +105% | +$7.4M |
|
|
FIRY
1091
CALL
Firy Inc
FIRY
$163M
| $14.9M | 0.01% |
+37,325
| New | +$11.1M |
|
1092
CALL
Paychex
PAYX
$42.7B
| $14.9M | 0.01% |
159,900
-98,300
| -38% | -$8.73M |
|
1093
iShares Europe ETF
IEV
$1.7B
| $14.9M | 0.01% |
310,364
+216,329
| +230% | +$9.71M |
|
1094
CALL
Exelon
EXC
$47B
| $14.8M | 0.01% |
492,102
+168,380
| +52% | +$4.97M |
|
1095
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $14.8M | 0.01% |
353,841
-233,954
| -40% | -$9.12M |
|
1096
PUT
Eli Lilly
LLY
$1.06T
| $14.8M | 0.01% |
87,400
-84,600
| -49% | -$12.6M |
|
1097
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$161M
| $14.7M | 0.01% |
157,400
+15,000
| +11% | +$1.12M |
|
1098
CALL
Pan American Silver
PAAS
$21.6B
| $14.7M | 0.01% |
426,100
+24,300
| +6% | +$784K |
|
|
1099
CALL
iShares MSCI Japan ETF
EWJ
$23B
| $14.7M | 0.01% |
217,600
+205,800
| +1,744% | +$12.9M |
|
1100
CALL
American Electric Power
AEP
$68.4B
| $14.7M | 0.01% |
176,500
+106,100
| +151% | +$9.21M |
|
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.