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 | |
|---|---|---|---|---|---|---|
1226
CALL
Hewlett Packard
HPE
$70.5B
| $12.5M | 0.01% |
1,052,000
-3,000
| -0.3% | -$31.5K |
|
1227
Palantir
PLTR
$413B
| $12.4M | 0.01% |
528,502
+327,910
| +163% | +$5.87M |
|
1228
PUT
iShares Semiconductor ETF
SOXX
$48.7B
| $12.4M | 0.01% |
98,400
+22,800
| +30% | +$2.62M |
|
|
SIX
1229
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $12.4M | 0.01% |
364,000
+38,700
| +12% | +$1.06M |
|
1230
CALL
Universal Display
OLED
$4.19B
| $12.4M | 0.01% |
53,900
-14,300
| -21% | -$3.06M |
|
1231
Novartis
NVS
$297B
| $12.4M | 0.01% |
131,115
-63,948
| -33% | -$5.59M |
|
1232
CALL
FirstEnergy
FE
$27.5B
| $12.4M | 0.01% |
404,000
+162,700
| +67% | +$4.88M |
|
1233
CALL
Avis
CAR
$5.02B
| $12.4M | 0.01% |
331,200
-214,600
| -39% | -$7.54M |
|
1234
CALL
International Flavors & Fragrances
IFF
$21.9B
| $12.4M | 0.01% |
113,500
-3,300
| -3% | -$370K |
|
1235
CALL
F5
FFIV
$22.7B
| $12.3M | 0.01% |
70,100
-1,800
| -3% | -$273K |
|
1236
CALL
Monster Beverage
MNST
$88.4B
| $12.3M | 0.01% |
266,400
+1,200
| +0.5% | +$50.4K |
|
1237
CALL
Viatris
VTRS
$19.1B
| $12.3M | 0.01% |
655,332
+148,532
| +29% | +$2.42M |
|
1238
PUT
Bath & Body Works
BBWI
$4.1B
| $12.3M | 0.01% |
407,715
+211,279
| +108% | +$6.13M |
|
|
FSR
1239
CALL
DELISTED
Fisker Inc.
FSR
| $12.3M | 0.01% |
+836,500
| New | +$12.3M |
|
1240
PUT
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.69B
| $12.3M | 0.01% |
+148,000
| New | +$11.2M |
|
1241
CALL
Automatic Data Processing
ADP
$108B
| $12.2M | 0.01% |
69,500
-24,200
| -26% | -$3.97M |
|
|
BSJL
1242
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
| $12.2M | 0.01% |
530,122
+448,165
| +547% | +$10.3M |
|
1243
CALL
Nutanix
NTNX
$16.9B
| $12.2M | 0.01% |
383,300
+33,700
| +10% | +$914K |
|
|
PXD
1244
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $12.2M | 0.01% |
107,200
+42,800
| +66% | +$4.16M |
|
1245
PUT
Dropbox
DBX
$8.12B
| $12.2M | 0.01% |
549,700
-26,100
| -5% | -$532K |
|
1246
CALL
iShares MSCI South Korea ETF
EWY
$24.1B
| $12.2M | 0.01% |
141,500
+6,400
| +5% | +$474K |
|
1247
PUT
Vulcan Materials
VMC
$36.9B
| $12.2M | 0.01% |
82,100
-6,500
| -7% | -$927K |
|
1248
CALL
Lumentum
LITE
$69.3B
| $12.2M | 0.01% |
128,400
+15,800
| +14% | +$1.36M |
|
1249
PUT
Deckers Outdoor
DECK
$13.3B
| $12.2M | 0.01% |
254,400
+10,800
| +4% | +$479K |
|
1250
PUT
Marathon Digital Holdings
MARA
$3.85B
| $12.1M | 0.01% |
1,162,800
+1,141,000
| +5,234% | +$5.26M |
|
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.