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 | |
|---|---|---|---|---|---|---|
3801
PUT
Gold Fields
GFI
$36B
| $1.68M | ﹤0.01% |
181,200
-18,100
| -9% | -$191K |
|
|
AGNT
3802
PUT
AGNT Inc
AGNT
$715M
| $1.68M | ﹤0.01% |
+53,200
| New | +$1.47M |
|
|
VSTO
3803
DELISTED
Vista Outdoor Inc.
VSTO
| $1.68M | ﹤0.01% |
70,650
+58,121
| +464% | +$1.24M |
|
3804
CALL
ImmunityBio
IBRX
$8.08B
| $1.68M | ﹤0.01% |
125,800
+93,300
| +287% | +$897K |
|
3805
Hudbay
HBM
$12.2B
| $1.68M | ﹤0.01% |
239,418
+191,714
| +402% | +$1.08M |
|
3806
Bio-Rad Laboratories Class A
BIO
$9.56B
| $1.67M | ﹤0.01% |
2,872
+712
| +33% | +$405K |
|
3807
PUT
Charles River Laboratories
CRL
$13.4B
| $1.67M | ﹤0.01% |
6,700
-4,500
| -40% | -$1.07M |
|
3808
PUT
Clean Energy Fuels
CLNE
$377M
| $1.67M | ﹤0.01% |
+212,800
| New | +$830K |
|
3809
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$108M
| $1.67M | ﹤0.01% |
52,633
+9,702
| +23% | +$281K |
|
3810
PUT
Herbalife
HLF
$1.23B
| $1.67M | ﹤0.01% |
34,800
-31,800
| -48% | -$1.53M |
|
3811
PUT
Papa John's
PZZA
$796M
| $1.67M | ﹤0.01% |
19,700
-21,000
| -52% | -$1.72M |
|
3812
CDW
CDW
$16.9B
| $1.67M | ﹤0.01% |
12,676
-4,276
| -25% | -$560K |
|
3813
PUT
TransDigm Group
TDG
$68.3B
| $1.67M | ﹤0.01% |
2,700
-97,100
| -97% | -$53.4M |
|
3814
PUT
Eaton
ETN
$178B
| $1.67M | ﹤0.01% |
13,900
-25,600
| -65% | -$2.89M |
|
3815
Western Alliance Bancorporation
WAL
$8.93B
| $1.67M | ﹤0.01% |
27,839
+14,607
| +110% | +$711K |
|
|
KMED
3816
DELISTED
KraneShares Emerging Markets Healthcare Index ETF
KMED
| $1.67M | ﹤0.01% |
46,151
+12,747
| +38% | +$415K |
|
3817
PUT
DXC Technology
DXC
$1.72B
| $1.67M | ﹤0.01% |
64,700
-16,400
| -20% | -$350K |
|
3818
PUT
Ecolab
ECL
$79.8B
| $1.67M | ﹤0.01% |
7,700
+1,300
| +20% | +$272K |
|
|
BSDE
3819
DELISTED
Invesco BulletShares 2024 USD Emerging Markets Debt ETF
BSDE
| $1.67M | ﹤0.01% |
63,334
-23,800
| -27% | -$621K |
|
3820
PUT
Henry Schein
HSIC
$9.97B
| $1.67M | ﹤0.01% |
24,900
+5,600
| +29% | +$361K |
|
3821
Unisys
UIS
$205M
| $1.67M | ﹤0.01% |
84,586
+32,547
| +63% | +$468K |
|
3822
Urban Outfitters
URBN
$6.79B
| $1.67M | ﹤0.01% |
65,052
+53,555
| +466% | +$1.38M |
|
3823
PUT
Cleveland-Cliffs
CLF
$7.07B
| $1.66M | ﹤0.01% |
114,300
+98,400
| +619% | +$996K |
|
3824
CALL
Groupon
GRPN
$885M
| $1.66M | ﹤0.01% |
43,800
-165,900
| -79% | -$4.56M |
|
3825
ProShares Ultra Technology
ROM
$1.26B
| $1.66M | ﹤0.01% |
46,450
+38,386
| +476% | +$1.23M |
|
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.