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 | |
|---|---|---|---|---|---|---|
3976
PUT
Albertsons Companies
ACI
$5.95B
| $1.53M | ﹤0.01% |
87,100
+40,400
| +87% | +$613K |
|
3977
iShares Currency Hedged MSCI ACWI ex US ETF
HAWX
$355M
| $1.53M | ﹤0.01% |
+51,979
| New | +$1.46M |
|
3978
PUT
Hormel Foods
HRL
$13.4B
| $1.53M | ﹤0.01% |
32,800
+19,800
| +152% | +$966K |
|
3979
ResMed
RMD
$32.6B
| $1.53M | ﹤0.01% |
7,194
-15,935
| -69% | -$3.18M |
|
3980
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$145M
| $1.53M | ﹤0.01% |
+1,423
| New | +$1.85M |
|
|
DCH
3981
CALL
Dauch Corp
DCH
$1.64B
| $1.53M | ﹤0.01% |
183,100
-125,000
| -41% | -$941K |
|
|
COOP
3982
CALL
DELISTED
Mr. Cooper
COOP
| $1.53M | ﹤0.01% |
49,200
-89,600
| -65% | -$2.29M |
|
|
PPL
3983
PPL Corp
PPL
$26.5B
| $1.53M | ﹤0.01% |
54,147
-98,037
| -64% | -$2.78M |
|
3984
abrdn Physical Palladium Shares ETF
PALL
$673M
| $1.53M | ﹤0.01% |
33,245
-145,270
| -81% | -$6.39M |
|
3985
ProShares UltraPro Short 20+ Year Treasury
TTT
$18.5M
| $1.52M | ﹤0.01% |
50,576
-44,763
| -47% | -$1.35M |
|
3986
WEX
WEX
$6.44B
| $1.52M | ﹤0.01% |
7,479
+4,512
| +152% | +$759K |
|
3987
CALL
EverQuote
EVER
$884M
| $1.52M | ﹤0.01% |
40,700
+31,400
| +338% | +$1.19M |
|
|
ITCI
3988
PUT
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $1.52M | ﹤0.01% |
47,800
-52,000
| -52% | -$1.37M |
|
3989
Plains GP Holdings
PAGP
$4.97B
| $1.52M | ﹤0.01% |
179,708
+86,424
| +93% | +$671K |
|
3990
National Vision
EYE
$1.77B
| $1.52M | ﹤0.01% |
33,506
+21,999
| +191% | +$956K |
|
3991
Xtrackers High Beta High Yield Bond ETF
HYUP
$45.5M
| $1.52M | ﹤0.01% |
+31,485
| New | +$1.48M |
|
3992
ZTO Express
ZTO
$17.6B
| $1.52M | ﹤0.01% |
52,029
-73,630
| -59% | -$2.16M |
|
3993
Lumen
LUMN
$6.58B
| $1.52M | ﹤0.01% |
155,518
-6,105
| -4% | -$60.3K |
|
3994
ProShares Short 7-10 Year Treasury
TBX
$20.9M
| $1.51M | ﹤0.01% |
+63,374
| New | +$1.51M |
|
3995
CALL
Unisys
UIS
$205M
| $1.51M | ﹤0.01% |
+77,000
| New | +$1.11M |
|
3996
Banco Bradesco
BBD
$35B
| $1.51M | ﹤0.01% |
348,053
-634,089
| -65% | -$2.32M |
|
3997
PUT
iShares MSCI Canada ETF
EWC
$6.48B
| $1.51M | ﹤0.01% |
49,000
+16,000
| +48% | +$469K |
|
3998
PUT
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.73B
| $1.51M | ﹤0.01% |
+21,100
| New | +$1.4M |
|
3999
Vanguard US Momentum Factor ETF
VFMO
$1.91B
| $1.51M | ﹤0.01% |
13,389
-22,634
| -63% | -$2.35M |
|
4000
Invesco Variable Rate Investment Grade ETF
VRIG
$1.85B
| $1.51M | ﹤0.01% |
60,324
-129,963
| -68% | -$3.24M |
|
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.