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 | |
|---|---|---|---|---|---|---|
1801
CALL
VeriSign
VRSN
$26.6B
| $6.56M | ﹤0.01% |
30,300
-5,600
| -16% | -$1.15M |
|
1802
CALL
Celsius Holdings
CELH
$7.03B
| $6.55M | ﹤0.01% |
390,900
+303,000
| +345% | +$3.03M |
|
1803
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.98B
| $6.55M | ﹤0.01% |
159,169
-114,856
| -42% | -$4.4M |
|
1804
WisdomTree True Developed International Fund
DOL
$845M
| $6.55M | ﹤0.01% |
142,554
-28,505
| -17% | -$1.24M |
|
1805
CALL
The RealReal
REAL
$1.5B
| $6.55M | ﹤0.01% |
335,000
+230,800
| +221% | +$3.56M |
|
1806
Flex
FLEX
$44.8B
| $6.54M | ﹤0.01% |
483,012
+462,542
| +2,260% | +$5.34M |
|
1807
CALL
Guardant Health
GH
$22.6B
| $6.53M | ﹤0.01% |
50,700
-13,300
| -21% | -$1.53M |
|
1808
PUT
General Mills
GIS
$19.7B
| $6.5M | ﹤0.01% |
110,600
-75,100
| -40% | -$4.54M |
|
1809
First Trust Senior Loan Fund ETF
FTSL
$2.33B
| $6.5M | ﹤0.01% |
136,509
-210,718
| -61% | -$9.85M |
|
1810
Realty Income
O
$59.1B
| $6.49M | ﹤0.01% |
107,703
+49,281
| +84% | +$2.91M |
|
1811
PUT
Dollar Tree
DLTR
$25.2B
| $6.48M | ﹤0.01% |
60,000
-118,700
| -66% | -$11.9M |
|
1812
CALL
Kratos Defense & Security Solutions
KTOS
$11.4B
| $6.48M | ﹤0.01% |
236,200
+81,300
| +52% | +$1.78M |
|
1813
Procter & Gamble
PG
$339B
| $6.47M | ﹤0.01% |
46,531
-367,286
| -89% | -$51.3M |
|
1814
PUT
Altria Group
MO
$114B
| $6.47M | ﹤0.01% |
157,800
-189,300
| -55% | -$7.6M |
|
1815
Alcon
ALC
$35B
| $6.47M | ﹤0.01% |
97,270
+54,447
| +127% | +$3.41M |
|
|
ZUO
1816
CALL
DELISTED
Zuora, Inc.
ZUO
| $6.47M | ﹤0.01% |
464,400
+102,100
| +28% | +$1.16M |
|
1817
iShares Global Materials ETF
MXI
$362M
| $6.46M | ﹤0.01% |
79,398
+1,205
| +2% | +$90.6K |
|
|
MAXR
1818
CALL
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $6.46M | ﹤0.01% |
167,300
+69,700
| +71% | +$2.05M |
|
1819
PUT
Ambarella
AMBA
$3.81B
| $6.46M | ﹤0.01% |
70,300
+21,000
| +43% | +$1.47M |
|
1820
CALL
Crocs
CROX
$6.55B
| $6.45M | ﹤0.01% |
103,000
+75,400
| +273% | +$4.3M |
|
1821
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.78B
| $6.45M | ﹤0.01% |
132,493
+68,804
| +108% | +$3.18M |
|
1822
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$718M
| $6.44M | ﹤0.01% |
72,683
-181,449
| -71% | -$15.8M |
|
1823
JPMorgan USD Emerging Markets Sovereign Bond ETF
JPMB
$67.5M
| $6.44M | ﹤0.01% |
124,643
-6,276
| -5% | -$315K |
|
1824
PUT
iShares MSCI South Korea ETF
EWY
$24.1B
| $6.44M | ﹤0.01% |
74,800
-38,000
| -34% | -$2.81M |
|
1825
CALL
PagSeguro Digital
PAGS
$2.55B
| $6.43M | ﹤0.01% |
113,100
-48,800
| -30% | -$2.19M |
|
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.