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 | |
|---|---|---|---|---|---|---|
|
SAVE
1876
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $6.18M | ﹤0.01% |
252,800
-32,200
| -11% | -$667K |
|
1877
ProShares Ultra 7-10 Year Treasury
UST
$15.1M
| $6.18M | ﹤0.01% |
83,886
+49,614
| +145% | +$3.68M |
|
1878
CALL
Synaptics
SYNA
$4.15B
| $6.18M | ﹤0.01% |
64,100
+27,000
| +73% | +$2.2M |
|
1879
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $6.17M | ﹤0.01% |
63,200
+33,800
| +115% | +$3.36M |
|
1880
PUT
Kraft Heinz
KHC
$30B
| $6.17M | ﹤0.01% |
177,900
-77,100
| -30% | -$2.5M |
|
1881
JPMorgan Diversified Return US Mid Cap Equity ETF
JPME
$473M
| $6.16M | ﹤0.01% |
+81,891
| New | +$5.77M |
|
|
WFH
1882
DELISTED
Direxion Work From Home ETF
WFH
| $6.15M | ﹤0.01% |
91,115
+83,883
| +1,160% | +$5.04M |
|
1883
PUT
Mohawk Industries
MHK
$9.22B
| $6.14M | ﹤0.01% |
43,600
+14,400
| +49% | +$1.74M |
|
1884
State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
EFAX
$518M
| $6.14M | ﹤0.01% |
+157,572
| New | +$5.76M |
|
1885
Applied Materials
AMAT
$428B
| $6.13M | ﹤0.01% |
71,088
-173,253
| -71% | -$12.8M |
|
1886
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.65B
| $6.13M | ﹤0.01% |
+216,663
| New | +$5.89M |
|
1887
Yum China
YUMC
$16.3B
| $6.12M | ﹤0.01% |
107,136
-1,261,394
| -92% | -$70.8M |
|
1888
PUT
Zillow
ZG
$7.63B
| $6.12M | ﹤0.01% |
45,000
+13,600
| +43% | +$1.53M |
|
1889
PUT
Teradyne
TER
$59.3B
| $6.11M | ﹤0.01% |
51,000
+2,700
| +6% | +$276K |
|
|
SFIX
1890
Stitch Fix
SFIX
$560M
| $6.11M | ﹤0.01% |
104,090
+53,436
| +105% | +$2.29M |
|
1891
PUT
Cadence Design Systems
CDNS
$93.4B
| $6.11M | ﹤0.01% |
44,800
+16,300
| +57% | +$1.91M |
|
1892
Victory Portfolios II VictoryShares Core Intermediate Bond ETF
UITB
$2.65B
| $6.11M | ﹤0.01% |
112,050
+65,139
| +139% | +$3.54M |
|
1893
Under Armour Class C
UA
$2.53B
| $6.1M | ﹤0.01% |
410,041
+143,519
| +54% | +$1.92M |
|
1894
PUT
Akamai
AKAM
$15.9B
| $6.09M | ﹤0.01% |
58,000
-16,400
| -22% | -$1.72M |
|
1895
CALL
CleanSpark
CLSK
$3.16B
| $6.09M | ﹤0.01% |
209,500
+90,200
| +76% | +$1.15M |
|
1896
CALL
Crane NXT
CXT
$3.07B
| $6.08M | ﹤0.01% |
225,426
+202,106
| +867% | +$4.45M |
|
1897
CALL
eHealth
EHTH
$43.9M
| $6.08M | ﹤0.01% |
86,100
+22,000
| +34% | +$1.67M |
|
1898
Roper Technologies
ROP
$39.8B
| $6.08M | ﹤0.01% |
14,103
-4,466
| -24% | -$1.83M |
|
1899
PUT
Ralph Lauren
RL
$23.6B
| $6.08M | ﹤0.01% |
58,600
-9,700
| -14% | -$814K |
|
1900
Kohl's
KSS
$2.19B
| $6.07M | ﹤0.01% |
149,185
+115,130
| +338% | +$3.35M |
|
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.