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 | |
|---|---|---|---|---|---|---|
|
CHIS
2126
DELISTED
Global X MSCI China Consumer Staples ETF
CHIS
| $5.03M | ﹤0.01% |
146,129
+99,422
| +213% | +$3.07M |
|
2127
PUT
Trip.com Group
TCOM
$29.1B
| $5.03M | ﹤0.01% |
149,000
-85,400
| -36% | -$2.78M |
|
|
AJRD
2128
CALL
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $5.01M | ﹤0.01% |
94,900
+80,800
| +573% | +$3.25M |
|
2129
iShares Gold Trust
IAU
$64.4B
| $5.01M | ﹤0.01% |
138,083
-1,910,995
| -93% | -$68.4M |
|
2130
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$705M
| $5M | ﹤0.01% |
+109,291
| New | +$4.69M |
|
2131
iShares Currency Hedged MSCI Japan ETF
HEWJ
$747M
| $5M | ﹤0.01% |
139,385
+124,925
| +864% | +$4.21M |
|
2132
CALL
Stellantis
STLA
$20.8B
| $4.99M | ﹤0.01% |
276,000
+9,400
| +4% | +$139K |
|
2133
PUT
Church & Dwight Co
CHD
$24.5B
| $4.99M | ﹤0.01% |
57,200
+2,000
| +4% | +$177K |
|
2134
PUT
Deutsche Bank
DB
$71.5B
| $4.99M | ﹤0.01% |
457,400
-1,105,000
| -71% | -$11.4M |
|
|
ANSS
2135
PUT
DELISTED
Ansys
ANSS
| $4.98M | ﹤0.01% |
13,700
+5,300
| +63% | +$1.77M |
|
2136
PUT
Check Point Software Technologies
CHKP
$13.1B
| $4.98M | ﹤0.01% |
37,500
+14,000
| +60% | +$1.71M |
|
2137
PUT
The Mosaic Company
MOS
$7.33B
| $4.97M | ﹤0.01% |
216,200
-125,700
| -37% | -$2.53M |
|
2138
Simon Property Group
SPG
$72.3B
| $4.97M | ﹤0.01% |
58,247
+2,176
| +4% | +$166K |
|
2139
CALL
TripAdvisor
TRIP
$1.26B
| $4.97M | ﹤0.01% |
172,600
+123,100
| +249% | +$2.96M |
|
2140
Global X Cloud Computing ETF
CLOU
$263M
| $4.96M | ﹤0.01% |
177,769
+12,130
| +7% | +$311K |
|
2141
CALL
Fulgent Genetics
FLGT
$527M
| $4.96M | ﹤0.01% |
95,200
+83,700
| +728% | +$3.5M |
|
2142
KLA
KLAC
$259B
| $4.96M | ﹤0.01% |
191,440
+67,260
| +54% | +$1.57M |
|
|
CLR
2143
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $4.95M | ﹤0.01% |
303,618
+254,537
| +519% | +$3.81M |
|
|
AXON
2144
CALL
Axon Enterprise
AXON
$46.4B
| $4.94M | ﹤0.01% |
40,300
-20,400
| -34% | -$2.34M |
|
2145
Digital Turbine
APPS
$1.74B
| $4.92M | ﹤0.01% |
87,033
-98,210
| -53% | -$4.03M |
|
2146
PUT
Hershey
HSY
$36.6B
| $4.92M | ﹤0.01% |
32,300
-26,800
| -45% | -$3.97M |
|
|
BICK
2147
DELISTED
First Trust BICK Index Fund
BICK
| $4.92M | ﹤0.01% |
130,824
+110,404
| +541% | +$3.67M |
|
|
DISH
2148
PUT
DELISTED
DISH Network Corp.
DISH
| $4.92M | ﹤0.01% |
152,100
-31,900
| -17% | -$982K |
|
2149
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.9B
| $4.92M | ﹤0.01% |
158,100
-493,065
| -76% | -$11.8M |
|
2150
Moody's
MCO
$82.7B
| $4.91M | ﹤0.01% |
16,917
+14,445
| +584% | +$4.04M |
|
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.