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 | |
|---|---|---|---|---|---|---|
|
GAP
1926
PUT
The Gap Inc
GAP
$7.37B
| $5.93M | ﹤0.01% |
293,900
-137,900
| -32% | -$2.9M |
|
1927
CALL
GSK
GSK
$106B
| $5.92M | ﹤0.01% |
128,720
+15,760
| +14% | +$724K |
|
|
BLUE
1928
PUT
DELISTED
bluebird bio
BLUE
| $5.92M | ﹤0.01% |
10,561
+2,177
| +26% | +$1.38M |
|
1929
Canadian Imperial Bank of Commerce
CM
$108B
| $5.92M | ﹤0.01% |
138,446
+16,552
| +14% | +$674K |
|
1930
Johnson Controls International
JCI
$92.2B
| $5.92M | ﹤0.01% |
127,004
+88,368
| +229% | +$3.93M |
|
1931
CALL
NovaGold Resources
NG
$3.33B
| $5.91M | ﹤0.01% |
611,500
+410,000
| +203% | +$4.33M |
|
1932
PUT
Whirlpool
WHR
$2.82B
| $5.9M | ﹤0.01% |
32,700
-18,100
| -36% | -$3.47M |
|
1933
Spruce Power Holding Corp
SPRU
$39.9M
| $5.9M | ﹤0.01% |
31,084
+29,617
| +2,019% | +$3.2M |
|
1934
Axsome Therapeutics
AXSM
$10.9B
| $5.89M | ﹤0.01% |
72,254
-107,001
| -60% | -$8M |
|
1935
CALL
Olin
OLN
$2.12B
| $5.88M | ﹤0.01% |
239,500
+185,000
| +339% | +$3.76M |
|
1936
ProShares UltraPro S&P 500
UPRO
$5.7B
| $5.88M | ﹤0.01% |
153,024
+31,968
| +26% | +$1.05M |
|
1937
NatWest
NWG
$76.4B
| $5.88M | ﹤0.01% |
1,206,934
+301,576
| +33% | +$1.2M |
|
1938
PUT
Nano X Imaging
NNOX
$73.8M
| $5.87M | ﹤0.01% |
+128,600
| New | +$5.24M |
|
1939
PUT
Equity Residential
EQR
$25.1B
| $5.86M | ﹤0.01% |
98,900
-36,700
| -27% | -$2.07M |
|
1940
PUT
Restaurant Brands International
QSR
$25.8B
| $5.86M | ﹤0.01% |
95,800
+36,500
| +62% | +$2.13M |
|
1941
HP
HPQ
$27.5B
| $5.85M | ﹤0.01% |
238,022
-203,130
| -46% | -$4.26M |
|
1942
CALL
VF Corp
VFC
$5.89B
| $5.85M | ﹤0.01% |
68,500
+47,300
| +223% | +$3.78M |
|
|
SYSB
1943
iShares Systematic Bond ETF
SYSB
$1.17B
| $5.84M | ﹤0.01% |
56,939
-84,405
| -60% | -$8.59M |
|
|
CHNG
1944
PUT
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $5.82M | ﹤0.01% |
312,300
+51,900
| +20% | +$853K |
|
|
KL
1945
CALL
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $5.82M | ﹤0.01% |
140,800
-40,000
| -22% | -$1.77M |
|
1946
CALL
Eldorado Gold
EGO
$9.89B
| $5.81M | ﹤0.01% |
438,100
+238,400
| +119% | +$3.06M |
|
|
ERESU
1947
DELISTED
East Resources Acquisition Company Unit
ERESU
| $5.81M | ﹤0.01% |
550,015
-4,227
| -0.8% | -$42.8K |
|
1948
CALL
Floor & Decor
FND
$6.68B
| $5.81M | ﹤0.01% |
62,600
-2,800
| -4% | -$234K |
|
1949
PUT
Travelers Companies
TRV
$80.2B
| $5.81M | ﹤0.01% |
41,400
+15,300
| +59% | +$1.96M |
|
1950
CALL
Nutrien
NTR
$30.7B
| $5.8M | ﹤0.01% |
120,500
-400,000
| -77% | -$17.7M |
|
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.