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 | |
|---|---|---|---|---|---|---|
|
101
iShares Core US Aggregate Bond ETF
AGG
$137B
| $238M | 0.12% |
2,016,210
-3,420,365
| -63% | -$403M |
|
102
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
| $237M | 0.12% |
2,041,900
+568,200
| +39% | +$64.3M |
|
|
DOCU
103
CALL
DocuSign
DOCU
$10.6B
| $233M | 0.12% |
1,049,100
-222,700
| -18% | -$50M |
|
104
iShares Core MSCI Total International Stock ETF
IXUS
$58.5B
| $233M | 0.12% |
3,470,081
+1,563,339
| +82% | +$98.2M |
|
105
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $232M | 0.12% |
1,676,700
-11,150,700
| -87% | -$1.52B |
|
106
CALL
TSMC
TSM
$2.09T
| $230M | 0.12% |
2,107,600
+332,900
| +19% | +$31.6M |
|
107
iShares MSCI South Korea ETF
EWY
$22.8B
| $227M | 0.11% |
2,640,910
+2,312,011
| +703% | +$171M |
|
108
JPMorgan BetaBuilders Europe ETF
BBEU
$9.37B
| $227M | 0.11% |
4,341,593
+4,281,031
| +7,069% | +$210M |
|
|
109
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.9B
| $226M | 0.11% |
1,639,600
-2,030,300
| -55% | -$277M |
|
110
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $225M | 0.11% |
1,874,132
+1,708,274
| +1,030% | +$206M |
|
111
CALL
State Street Technology Select Sector SPDR ETF
XLK
$116B
| $225M | 0.11% |
3,455,800
+1,525,600
| +79% | +$92.9M |
|
112
CALL
Pfizer
PFE
$142B
| $223M | 0.11% |
6,059,300
+2,406,347
| +66% | +$88.3M |
|
113
PUT
Mastercard
MA
$502B
| $223M | 0.11% |
623,800
-32,500
| -5% | -$10.8M |
|
114
PUT
Qualcomm
QCOM
$156B
| $221M | 0.11% |
1,451,900
+334,600
| +30% | +$46.6M |
|
115
CALL
Moderna
MRNA
$22.5B
| $221M | 0.11% |
2,116,500
+766,600
| +57% | +$77.6M |
|
|
116
CALL
Qualcomm
QCOM
$156B
| $219M | 0.11% |
1,440,500
-308,800
| -18% | -$43M |
|
117
CALL
Costco
COST
$422B
| $219M | 0.11% |
581,500
-466,900
| -45% | -$174M |
|
118
CALL
Uber
UBER
$145B
| $217M | 0.11% |
4,261,900
-1,102,800
| -21% | -$49.4M |
|
119
CALL
iShares Expanded Tech-Software Sector ETF
IGV
$13.7B
| $211M | 0.11% |
2,985,500
+1,482,000
| +99% | +$98.2M |
|
120
Walt Disney
DIS
$170B
| $211M | 0.11% |
1,162,578
+1,033,448
| +800% | +$148M |
|
|
121
PUT
Costco
COST
$422B
| $210M | 0.11% |
558,600
+86,800
| +18% | +$32.4M |
|
122
Berkshire Hathaway Class B
BRK.B
$1.11T
| $208M | 0.1% |
896,874
+330,917
| +58% | +$72.9M |
|
123
PUT
iShares MSCI Brazil ETF
EWZ
$9.22B
| $206M | 0.1% |
5,552,200
+35,000
| +0.6% | +$1.13M |
|
124
CALL
Trade Desk
TTD
$8.72B
| $204M | 0.1% |
2,544,000
+38,000
| +2% | +$2.87M |
|
125
CALL
Walmart Inc
WMT
$881B
| $203M | 0.1% |
4,225,800
-5,172,900
| -55% | -$251M |
|
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.