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 | |
|---|---|---|---|---|---|---|
1401
PUT
Public Storage
PSA
$61.3B
| $10.1M | 0.01% |
43,800
+10,900
| +33% | +$2.5M |
|
1402
VanEck Moody's Analytics BBB Corporate Bond ETF
MBBB
$4.73M
| $10.1M | 0.01% |
+398,515
| New | +$10M |
|
|
ACB
1403
Aurora Cannabis
ACB
$185M
| $10.1M | 0.01% |
121,197
+116,718
| +2,606% | +$8.51M |
|
1404
PUT
United States Natural Gas Fund
UNG
$455M
| $10.1M | 0.01% |
273,425
+66,725
| +32% | +$2.88M |
|
1405
CALL
Consolidated Edison
ED
$39.9B
| $10.1M | 0.01% |
139,100
-66,300
| -32% | -$5.15M |
|
|
RP
1406
CALL
DELISTED
RealPage, Inc.
RP
| $10M | 0.01% |
115,100
+101,900
| +772% | +$6.68M |
|
1407
PUT
Bausch Health
BHC
$2.34B
| $10M | 0.01% |
482,300
-148,500
| -24% | -$2.77M |
|
1408
abrdn Physical Gold Shares ETF
SGOL
$7.41B
| $10M | 0.01% |
548,387
+241,387
| +79% | +$4.35M |
|
1409
CALL
Tractor Supply
TSCO
$18B
| $10M | 0.01% |
356,000
-146,000
| -29% | -$4.09M |
|
|
PXD
1410
DELISTED
Pioneer Natural Resource Co.
PXD
| $9.99M | 0.01% |
87,727
+18,564
| +27% | +$1.8M |
|
1411
CALL
Invesco Solar ETF
TAN
$1.49B
| $9.99M | 0.01% |
+97,200
| New | +$7.78M |
|
1412
PUT
US Bancorp
USB
$99.6B
| $9.97M | 0.01% |
213,900
-307,100
| -59% | -$13M |
|
1413
PUT
Stanley Black & Decker
SWK
$15.7B
| $9.96M | 0.01% |
55,800
+19,700
| +55% | +$3.49M |
|
1414
iShares TIPS Bond ETF
TIP
$14.5B
| $9.95M | 0.01% |
77,936
-1,857,651
| -96% | -$234M |
|
1415
America Movil
AMX
$71.2B
| $9.94M | 0.01% |
681,534
+595,325
| +691% | +$8.08M |
|
1416
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$508M
| $9.94M | 0.01% |
151,099
+101,445
| +204% | +$6.22M |
|
1417
CALL
QuidelOrtho
QDEL
$838M
| $9.94M | 0.01% |
55,300
-50,500
| -48% | -$11.2M |
|
1418
CALL
Emerson Electric
EMR
$88.3B
| $9.93M | 0.01% |
123,600
-88,600
| -42% | -$6.59M |
|
1419
American International
AIG
$41.3B
| $9.93M | 0.01% |
262,283
+196,302
| +298% | +$6.91M |
|
1420
Kinross Gold
KGC
$32.8B
| $9.92M | 0.01% |
1,351,883
+1,176,916
| +673% | +$9.38M |
|
1421
CALL
Keysight
KEYS
$58.3B
| $9.92M | 0.01% |
75,100
-68,600
| -48% | -$7.9M |
|
1422
Adobe
ADBE
$105B
| $9.91M | 0.01% |
19,823
-96,088
| -83% | -$46.4M |
|
|
ACB
1423
CALL
Aurora Cannabis
ACB
$185M
| $9.89M | 0.01% |
119,070
+83,940
| +239% | +$6.12M |
|
1424
PUT
MP Materials
MP
$9.1B
| $9.89M | 0.01% |
+307,500
| New | +$5.95M |
|
|
1425
CALL
American International
AIG
$41.3B
| $9.88M | 0.01% |
261,100
-129,600
| -33% | -$4.57M |
|
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.