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 | |
|---|---|---|---|---|---|---|
|
BFX
2351
CALL
DELISTED
BowFlex Inc.
BFX
| $4.16M | ﹤0.01% |
229,400
-156,300
| -41% | -$3.25M |
|
|
AXON
2352
Axon Enterprise
AXON
$46.4B
| $4.16M | ﹤0.01% |
33,925
-30,912
| -48% | -$3.55M |
|
2353
Corning
GLW
$143B
| $4.16M | ﹤0.01% |
115,461
+55,022
| +91% | +$1.95M |
|
2354
PUT
Vail Resorts
MTN
$5.3B
| $4.16M | ﹤0.01% |
14,900
-18,600
| -56% | -$4.8M |
|
2355
Albemarle
ALB
$15.5B
| $4.16M | ﹤0.01% |
28,169
+3,517
| +14% | +$418K |
|
2356
PUT
MSCI
MSCI
$40.9B
| $4.15M | ﹤0.01% |
9,300
-400
| -4% | -$157K |
|
2357
Charter Communications
CHTR
$18.2B
| $4.15M | ﹤0.01% |
6,274
-15,053
| -71% | -$9.58M |
|
|
ANSS
2358
CALL
DELISTED
Ansys
ANSS
| $4.15M | ﹤0.01% |
11,400
+2,400
| +27% | +$803K |
|
2359
CALL
Yum! Brands
YUM
$41.1B
| $4.15M | ﹤0.01% |
38,200
-86,900
| -69% | -$8.87M |
|
|
SPFR.U
2360
DELISTED
JAWS Spitfire Acquisition Corp Units, each consisting of one Class A ordinary share, and one-fourth
SPFR.U
| $4.14M | ﹤0.01% |
+375,000
| New | +$4.06M |
|
|
GRMN
2361
PUT
Garmin
GRMN
$60B
| $4.14M | ﹤0.01% |
34,600
+200
| +0.6% | +$22.1K |
|
2362
CALL
Warrior Met Coal
HCC
$4.86B
| $4.14M | ﹤0.01% |
+194,200
| New | +$3.41M |
|
2363
iShares Core 10+ Year USD Bond ETF
ILTB
$596M
| $4.14M | ﹤0.01% |
54,172
-247,074
| -82% | -$18.7M |
|
2364
CALL
Under Armour Class C
UA
$2.53B
| $4.14M | ﹤0.01% |
278,000
-40,000
| -13% | -$535K |
|
2365
CALL
Purple Innovation
PRPL
$41.7M
| $4.13M | ﹤0.01% |
5,020
-28
| -0.6% | -$20.4K |
|
2366
PGIM Ultra Short Bond ETF
PULS
$18.4B
| $4.13M | ﹤0.01% |
82,873
+67,287
| +432% | +$3.36M |
|
2367
CALL
KE Holdings
BEKE
$18.8B
| $4.13M | ﹤0.01% |
+67,100
| New | +$4.46M |
|
2368
PUT
Equifax
EFX
$21.4B
| $4.13M | ﹤0.01% |
21,400
-19,100
| -47% | -$3.21M |
|
2369
Global X MSCI Argentina ETF
ARGT
$826M
| $4.12M | ﹤0.01% |
135,699
+34,053
| +34% | +$920K |
|
2370
CALL
Cirrus Logic
CRUS
$6.26B
| $4.12M | ﹤0.01% |
50,100
+19,700
| +65% | +$1.48M |
|
2371
CALL
Elanco Animal Health
ELAN
$11.1B
| $4.11M | ﹤0.01% |
134,100
+98,400
| +276% | +$3M |
|
2372
Brookfield Infrastructure Partners
BIP
$18B
| $4.11M | ﹤0.01% |
124,880
+90,507
| +263% | +$2.95M |
|
2373
PUT
Burlington
BURL
$23.2B
| $4.11M | ﹤0.01% |
15,700
-49,000
| -76% | -$10.9M |
|
2374
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7.06B
| $4.11M | ﹤0.01% |
155,385
-218,704
| -58% | -$5.79M |
|
2375
JPMorgan BetaBuilders International Equity ETF
BBIN
$6.59B
| $4.1M | ﹤0.01% |
74,150
+7,690
| +12% | +$398K |
|
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.