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 | |
|---|---|---|---|---|---|---|
|
ABMD
1126
PUT
DELISTED
Abiomed Inc
ABMD
| $14.2M | 0.01% |
43,800
-16,100
| -27% | -$4.45M |
|
1127
Centene
CNC
$32.5B
| $14.2M | 0.01% |
235,859
+42,669
| +22% | +$2.71M |
|
1128
CALL
ARK Innovation ETF
ARKK
$6.31B
| $14.2M | 0.01% |
113,700
+111,100
| +4,273% | +$12M |
|
1129
Elastic
ESTC
$7.81B
| $14.1M | 0.01% |
96,673
+69,140
| +251% | +$8.5M |
|
1130
QuidelOrtho
QDEL
$838M
| $14.1M | 0.01% |
78,627
+2,276
| +3% | +$506K |
|
1131
Sunrun
RUN
$2.46B
| $14.1M | 0.01% |
203,592
+121,485
| +148% | +$7.54M |
|
1132
CALL
Unilever
UL
$136B
| $14.1M | 0.01% |
208,978
-17,511
| -8% | -$1.19M |
|
1133
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.42B
| $14.1M | 0.01% |
195,100
-421,000
| -68% | -$26.1M |
|
|
MRO
1134
DELISTED
Marathon Oil Corporation
MRO
| $14.1M | 0.01% |
2,109,575
+1,413,789
| +203% | +$7.6M |
|
1135
PUT
Fiverr
FVRR
$339M
| $14.1M | 0.01% |
72,100
+36,200
| +101% | +$6.55M |
|
|
BBBY
1136
PUT
Bed Bath & Beyond
BBBY
$442M
| $14.1M | 0.01% |
322,520
-34,100
| -10% | -$2.02M |
|
1137
Outfront Media
OUT
$5.49B
| $14.1M | 0.01% |
730,313
+580,994
| +389% | +$9.82M |
|
|
COUP
1138
DELISTED
Coupa Software Incorporated
COUP
| $14.1M | 0.01% |
41,463
+13,620
| +49% | +$4.21M |
|
1139
PUT
ProShares UltraPro S&P 500
UPRO
$5.7B
| $14M | 0.01% |
365,400
-693,000
| -65% | -$22.8M |
|
|
VRNT
1140
CALL
DELISTED
Verint Systems
VRNT
| $14M | 0.01% |
409,482
+360,996
| +745% | +$10.3M |
|
1141
CALL
Vanguard Dividend Appreciation ETF
VIG
$114B
| $14M | 0.01% |
99,200
+93,900
| +1,772% | +$12.7M |
|
1142
CALL
Duke Energy
DUK
$97.3B
| $14M | 0.01% |
152,700
-46,400
| -23% | -$4.29M |
|
1143
CALL
SAP
SAP
$238B
| $13.9M | 0.01% |
106,600
-27,800
| -21% | -$3.59M |
|
|
AYX
1144
PUT
DELISTED
Alteryx Inc
AYX
| $13.9M | 0.01% |
114,100
-21,000
| -16% | -$2.65M |
|
|
BNY
1145
Bank of New York Mellon
BNY
$107B
| $13.9M | 0.01% |
326,994
+173,604
| +113% | +$6.67M |
|
1146
PUT
HSBC
HSBC
$356B
| $13.8M | 0.01% |
532,900
+60,600
| +13% | +$1.44M |
|
|
CTXS
1147
PUT
DELISTED
Citrix Systems Inc
CTXS
| $13.8M | 0.01% |
106,000
+10,000
| +10% | +$1.27M |
|
1148
Crown Castle
CCI
$32.2B
| $13.8M | 0.01% |
86,621
+83,920
| +3,107% | +$13.6M |
|
1149
Bristol-Myers Squibb
BMY
$132B
| $13.8M | 0.01% |
221,776
-317,159
| -59% | -$19.5M |
|
1150
CALL
Albemarle
ALB
$15.5B
| $13.7M | 0.01% |
93,100
+24,400
| +36% | +$2.9M |
|
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.