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 | |
|---|---|---|---|---|---|---|
2226
PUT
Oneok
OKE
$54.5B
| $4.66M | ﹤0.01% |
121,300
+5,100
| +4% | +$171K |
|
2227
Invesco CurrencyShares Japanese Yen Trust
FXY
$431M
| $4.65M | ﹤0.01% |
+50,802
| New | +$4.59M |
|
|
RADI
2228
DELISTED
Radius Global Infrastructure, Inc. Class A Common Stock
RADI
| $4.63M | ﹤0.01% |
+360,180
| New | +$3.51M |
|
2229
CALL
CoStar Group
CSGP
$12.3B
| $4.62M | ﹤0.01% |
50,000
-13,000
| -21% | -$1.14M |
|
2230
Ultragenyx Pharmaceutical
RARE
$2.55B
| $4.62M | ﹤0.01% |
33,364
+12,467
| +60% | +$1.48M |
|
2231
Sprott Physical Silver Trust
PSLV
$13.2B
| $4.62M | ﹤0.01% |
494,395
+363,999
| +279% | +$3.13M |
|
|
COLO
2232
Global X MSCI Colombia ETF
COLO
$207M
| $4.61M | ﹤0.01% |
142,314
+63,524
| +81% | +$1.72M |
|
2233
Fastenal
FAST
$59.5B
| $4.61M | ﹤0.01% |
188,740
+93,870
| +99% | +$2.21M |
|
2234
iShares Global Comm Services ETF
IXP
$572M
| $4.6M | ﹤0.01% |
62,026
-5,907
| -9% | -$420K |
|
2235
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.13B
| $4.59M | ﹤0.01% |
88,973
+21,646
| +32% | +$1.12M |
|
2236
Marriott International
MAR
$92.3B
| $4.59M | ﹤0.01% |
34,825
-239,428
| -87% | -$27.4M |
|
2237
PUT
Ross Stores
ROST
$81.9B
| $4.59M | ﹤0.01% |
37,400
-65,300
| -64% | -$6.85M |
|
2238
CALL
Flex
FLEX
$44.8B
| $4.59M | ﹤0.01% |
338,916
+321,532
| +1,850% | +$3.72M |
|
2239
Cameco
CCJ
$42.4B
| $4.58M | ﹤0.01% |
341,874
+22,048
| +7% | +$235K |
|
|
COOP
2240
PUT
DELISTED
Mr. Cooper
COOP
| $4.58M | ﹤0.01% |
147,600
-114,700
| -44% | -$2.94M |
|
2241
PennyMac Financial
PFSI
$4.02B
| $4.58M | ﹤0.01% |
69,779
+55,868
| +402% | +$3.32M |
|
2242
CALL
iShares MSCI Germany ETF
EWG
$1.68B
| $4.58M | ﹤0.01% |
144,100
+79,800
| +124% | +$2.4M |
|
2243
State Street SPDR Bloomberg 3-12 Month T-Bill ETF
BILS
$3.9B
| $4.57M | ﹤0.01% |
+45,695
| New | +$4.57M |
|
2244
PUT
Exelon
EXC
$47B
| $4.57M | ﹤0.01% |
151,837
+62,109
| +69% | +$1.83M |
|
2245
Blackstone
BX
$110B
| $4.57M | ﹤0.01% |
70,438
-66,735
| -49% | -$3.89M |
|
2246
CALL
Smith & Wesson
SWBI
$637M
| $4.56M | ﹤0.01% |
257,100
+26,400
| +11% | +$437K |
|
2247
Ionis Pharmaceuticals
IONS
$9.4B
| $4.56M | ﹤0.01% |
80,642
+1,526
| +2% | +$76K |
|
2248
Zoetis
ZTS
$30B
| $4.56M | ﹤0.01% |
27,544
+13,672
| +99% | +$2.22M |
|
2249
CALL
CEL-SCI Corp
CVM
$30.1M
| $4.55M | ﹤0.01% |
13,007
+4,517
| +53% | +$1.78M |
|
2250
PUT
Silicon Motion
SIMO
$8.68B
| $4.55M | ﹤0.01% |
+94,500
| New | +$3.86M |
|
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.