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 | |
|---|---|---|---|---|---|---|
1276
PUT
iShares MSCI Mexico ETF
EWW
$1.99B
| $11.6M | 0.01% |
270,900
-203,200
| -43% | -$7.89M |
|
1277
PUT
ConocoPhillips
COP
$141B
| $11.6M | 0.01% |
291,100
+68,800
| +31% | +$2.54M |
|
|
TTCF
1278
PUT
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
| $11.6M | 0.01% |
508,500
+408,500
| +409% | +$8.07M |
|
|
MNDT
1279
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $11.6M | 0.01% |
504,600
+305,000
| +153% | +$4.7M |
|
1280
PUT
US Global Jets ETF
JETS
$800M
| $11.6M | 0.01% |
519,400
+6,400
| +1% | +$129K |
|
1281
PUT
Franco-Nevada
FNV
$46B
| $11.6M | 0.01% |
92,600
-16,200
| -15% | -$2.19M |
|
|
CMRC
1282
Commerce.com Inc Series 1
CMRC
$184M
| $11.6M | 0.01% |
+180,903
| New | +$14.4M |
|
1283
CALL
Boyd Gaming
BYD
$6.06B
| $11.6M | 0.01% |
269,900
+40,200
| +18% | +$1.48M |
|
1284
CALL
Sabre
SABR
$835M
| $11.6M | 0.01% |
963,200
+557,600
| +137% | +$5.16M |
|
1285
Global X Silver Miners ETF NEW
SIL
$4.75B
| $11.6M | 0.01% |
253,252
-319,333
| -56% | -$14M |
|
1286
JPMorgan Diversified Return International Equity ETF
JPIN
$377M
| $11.5M | 0.01% |
198,281
-84,586
| -30% | -$4.63M |
|
|
SCHW
1287
PUT
Charles Schwab
SCHW
$187B
| $11.5M | 0.01% |
217,100
-39,700
| -15% | -$1.8M |
|
|
TUP
1288
CALL
DELISTED
Tupperware Brands Corporation
TUP
| $11.5M | 0.01% |
355,400
+7,800
| +2% | +$230K |
|
1289
CALL
Ball Corp
BALL
$16.8B
| $11.5M | 0.01% |
123,500
+1,500
| +1% | +$139K |
|
1290
CALL
Teradyne
TER
$59.3B
| $11.5M | 0.01% |
95,900
-31,200
| -25% | -$3.19M |
|
|
CMRC
1291
CALL
Commerce.com Inc Series 1
CMRC
$184M
| $11.5M | 0.01% |
179,100
-52,900
| -23% | -$4.22M |
|
1292
PUT
AB InBev
BUD
$165B
| $11.5M | 0.01% |
164,900
-30,800
| -16% | -$1.95M |
|
1293
Northrop Grumman
NOC
$81.2B
| $11.5M | 0.01% |
37,640
+27,887
| +286% | +$8.53M |
|
|
HDV
1294
CALL
iShares Core High Dividend ETF
HDV
$14.9B
| $11.5M | 0.01% |
+653,500
| New | +$11.1M |
|
1295
PUT
Norfolk Southern
NSC
$75.1B
| $11.5M | 0.01% |
48,200
-700
| -1% | -$159K |
|
|
SAVE
1296
DELISTED
Spirit Airlines, Inc.
SAVE
| $11.4M | 0.01% |
+467,438
| New | +$9.68M |
|
1297
PUT
BHP
BHP
$230B
| $11.4M | 0.01% |
195,839
-6,950
| -3% | -$348K |
|
1298
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
| $11.4M | 0.01% |
194,972
-930,539
| -83% | -$47.2M |
|
1299
CALL
Allstate
ALL
$67.5B
| $11.4M | 0.01% |
103,700
-26,300
| -20% | -$2.59M |
|
|
PPLI
1300
CALL
People Inc
PPLI
$3.1B
| $11.4M | 0.01% |
110,296
+77,317
| +234% | +$5.93M |
|
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.