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 | |
|---|---|---|---|---|---|---|
1426
CALL
BlackBerry
BB
$5.26B
| $9.85M | ﹤0.01% |
1,486,000
+739,200
| +99% | +$4.37M |
|
1427
PUT
Hyliion Holdings
HYLN
$690M
| $9.85M | ﹤0.01% |
597,800
+172,000
| +40% | +$3.91M |
|
|
VRNT
1428
PUT
DELISTED
Verint Systems
VRNT
| $9.83M | ﹤0.01% |
287,187
+186,681
| +186% | +$5.3M |
|
|
CTXS
1429
CALL
DELISTED
Citrix Systems Inc
CTXS
| $9.78M | ﹤0.01% |
75,200
+15,800
| +27% | +$2.01M |
|
1430
PUT
Moody's
MCO
$82.7B
| $9.78M | ﹤0.01% |
33,700
+17,500
| +108% | +$4.89M |
|
1431
Lowe's Companies
LOW
$125B
| $9.77M | ﹤0.01% |
60,866
+27,883
| +85% | +$4.53M |
|
1432
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
| $9.76M | ﹤0.01% |
158,446
+145,728
| +1,146% | +$9.03M |
|
1433
Infosys
INFY
$50.7B
| $9.74M | ﹤0.01% |
574,662
+122,877
| +27% | +$1.88M |
|
1434
CALL
Copart
CPRT
$27.5B
| $9.73M | ﹤0.01% |
306,000
-214,000
| -41% | -$6.24M |
|
1435
CALL
Clover Health Investments
CLOV
$2.51B
| $9.72M | ﹤0.01% |
+579,600
| New | +$6.45M |
|
|
SGEN
1436
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $9.7M | ﹤0.01% |
55,400
+22,200
| +67% | +$4.14M |
|
|
APHA
1437
CALL
DELISTED
Aphria Inc. Common Shares
APHA
| $9.68M | ﹤0.01% |
1,400,600
+1,183,200
| +544% | +$7.38M |
|
1438
ProShares Ultra Bloomberg Crude Oil
UCO
$386M
| $9.66M | ﹤0.01% |
1,065,772
-2,169,132
| -67% | -$16.4M |
|
1439
8x8 Inc
EGHT
$332M
| $9.66M | ﹤0.01% |
280,153
+160,285
| +134% | +$3.44M |
|
1440
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $9.66M | ﹤0.01% |
80,500
+16,800
| +26% | +$2.02M |
|
1441
Elevance Health
ELV
$85.5B
| $9.65M | ﹤0.01% |
30,058
+5,794
| +24% | +$1.78M |
|
|
CSOD
1442
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $9.64M | ﹤0.01% |
219,000
+127,100
| +138% | +$5.26M |
|
1443
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $9.62M | ﹤0.01% |
84,827
+77,631
| +1,079% | +$8.47M |
|
1444
PUT
Sun Communities
SUI
$14.7B
| $9.62M | ﹤0.01% |
63,300
+23,300
| +58% | +$3.37M |
|
1445
PUT
Kimberly-Clark
KMB
$36.5B
| $9.61M | ﹤0.01% |
71,300
+29,100
| +69% | +$4.07M |
|
|
HES
1446
CALL
DELISTED
Hess
HES
| $9.59M | ﹤0.01% |
181,600
+3,800
| +2% | +$173K |
|
|
VMW
1447
PUT
DELISTED
VMware, Inc
VMW
| $9.58M | ﹤0.01% |
68,300
-51,700
| -43% | -$7.4M |
|
1448
Domino's
DPZ
$11.6B
| $9.58M | ﹤0.01% |
24,980
+13,053
| +109% | +$5.13M |
|
1449
PUT
Darden Restaurants
DRI
$24.4B
| $9.58M | ﹤0.01% |
80,400
-193,900
| -71% | -$20.8M |
|
|
TRTN
1450
CALL
DELISTED
Triton International Limited
TRTN
| $9.53M | ﹤0.01% |
196,400
+38,600
| +24% | +$1.63M |
|
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.