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 | |
|---|---|---|---|---|---|---|
|
BNY
1451
CALL
Bank of New York Mellon
BNY
$107B
| $9.52M | ﹤0.01% |
224,400
+54,400
| +32% | +$2.09M |
|
1452
CALL
M&T Bank
MTB
$36.2B
| $9.52M | ﹤0.01% |
74,800
+6,000
| +9% | +$683K |
|
1453
CALL
Vulcan Materials
VMC
$36.9B
| $9.52M | ﹤0.01% |
64,200
+27,100
| +73% | +$3.86M |
|
|
JOYY
1454
CALL
JOYY Inc
JOYY
$3.75B
| $9.5M | ﹤0.01% |
118,800
+36,300
| +44% | +$3.12M |
|
1455
CALL
iShares Core Dividend Growth ETF
DGRO
$43.5B
| $9.49M | ﹤0.01% |
+211,800
| New | +$9M |
|
|
BEAT
1456
PUT
DELISTED
BioTelemetry, Inc.
BEAT
| $9.49M | ﹤0.01% |
131,600
+75,400
| +134% | +$3.95M |
|
1457
PUT
AerCap
AER
$23.8B
| $9.48M | ﹤0.01% |
208,000
+106,300
| +105% | +$3.71M |
|
1458
Emerson Electric
EMR
$88.3B
| $9.48M | ﹤0.01% |
117,933
+111,508
| +1,736% | +$8.29M |
|
1459
Editas Medicine
EDIT
$442M
| $9.47M | ﹤0.01% |
135,122
+95,322
| +240% | +$3.92M |
|
1460
Altria Group
MO
$114B
| $9.47M | ﹤0.01% |
230,931
-228,458
| -50% | -$9.17M |
|
1461
Magnite
MGNI
$3.55B
| $9.45M | ﹤0.01% |
307,712
+274,225
| +819% | +$4.15M |
|
1462
CALL
Tencent Music
TME
$15.6B
| $9.45M | ﹤0.01% |
491,000
+44,800
| +10% | +$728K |
|
1463
RingCentral
RNG
$5.28B
| $9.45M | ﹤0.01% |
24,924
+22,193
| +813% | +$6.9M |
|
1464
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.56B
| $9.44M | ﹤0.01% |
154,501
+36,835
| +31% | +$2.15M |
|
1465
Gaotu Techedu
GOTU
$436M
| $9.4M | ﹤0.01% |
181,878
+178,615
| +5,474% | +$13M |
|
|
JWN
1466
PUT
DELISTED
Nordstrom
JWN
| $9.39M | ﹤0.01% |
301,000
+95,800
| +47% | +$2M |
|
1467
Viatris
VTRS
$18.9B
| $9.39M | ﹤0.01% |
501,199
+153,756
| +44% | +$2.51M |
|
1468
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $9.38M | ﹤0.01% |
224,276
+84,171
| +60% | +$3.12M |
|
1469
CALL
Whirlpool
WHR
$2.82B
| $9.37M | ﹤0.01% |
51,900
+4,400
| +9% | +$843K |
|
1470
CALL
iShares International Select Dividend ETF
IDV
$8.51B
| $9.33M | ﹤0.01% |
+316,700
| New | +$8.66M |
|
1471
CALL
Rockwell Automation
ROK
$49B
| $9.33M | ﹤0.01% |
37,200
-34,200
| -48% | -$8.37M |
|
1472
PUT
Sempra
SRE
$54.8B
| $9.31M | ﹤0.01% |
146,200
+22,600
| +18% | +$1.45M |
|
1473
PUT
Phillips 66
PSX
$81.4B
| $9.3M | ﹤0.01% |
133,000
+200
| +0.2% | +$11.7K |
|
1474
Generac Holdings
GNRC
$12.5B
| $9.3M | ﹤0.01% |
40,889
-13,464
| -25% | -$2.9M |
|
1475
PUT
Canadian Solar
CSIQ
$1.08B
| $9.29M | ﹤0.01% |
181,400
+37,700
| +26% | +$1.55M |
|
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.