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 | |
|---|---|---|---|---|---|---|
4026
CALL
Direxion Daily MSCI India Bull 2X ETF
INDL
$57.5M
| $1.48M | ﹤0.01% |
33,800
+23,100
| +216% | +$846K |
|
|
CLVS
4027
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.47M | ﹤0.01% |
307,000
-203,500
| -40% | -$1.03M |
|
4028
Chord Energy
CHRD
$7.62B
| $1.47M | ﹤0.01% |
39,751
-39,811
| -50% | -$1.17M |
|
4029
PUT
Dycom Industries
DY
$12.1B
| $1.47M | ﹤0.01% |
19,500
-8,100
| -29% | -$558K |
|
|
UFOX
4030
Defiance Space and Connective Tech ETF
UFOX
$893M
| $1.47M | ﹤0.01% |
+43,843
| New | +$1.37M |
|
4031
PUT
Wabtec
WAB
$50.3B
| $1.47M | ﹤0.01% |
20,100
+13,600
| +209% | +$930K |
|
4032
Helen of Troy
HELE
$682M
| $1.47M | ﹤0.01% |
6,612
-16,699
| -72% | -$3.44M |
|
4033
PUT
Starwood Property Trust
STWD
$6.17B
| $1.47M | ﹤0.01% |
76,100
+46,200
| +155% | +$786K |
|
4034
CALL
Westlake Corp
WLK
$10.3B
| $1.47M | ﹤0.01% |
18,000
-500
| -3% | -$37.4K |
|
4035
CALL
Yum China
YUMC
$16.3B
| $1.47M | ﹤0.01% |
25,700
-67,500
| -72% | -$3.79M |
|
4036
First Trust Europe AlphaDEX Fund
FEP
$532M
| $1.47M | ﹤0.01% |
38,427
+28,995
| +307% | +$1.03M |
|
|
GAN
4037
CALL
DELISTED
GAN Ltd
GAN
| $1.47M | ﹤0.01% |
72,300
+16,600
| +30% | +$278K |
|
4038
Renaissance International IPO ETF
IPOS
$11.6M
| $1.47M | ﹤0.01% |
40,053
-10,389
| -21% | -$354K |
|
4039
BorgWarner
BWA
$14.2B
| $1.46M | ﹤0.01% |
42,995
+12,538
| +41% | +$425K |
|
4040
CALL
Dillards
DDS
$10.1B
| $1.46M | ﹤0.01% |
23,200
-13,100
| -36% | -$640K |
|
|
RAYC
4041
DELISTED
Rayliant Quantamental China Equity ETF
RAYC
| $1.46M | ﹤0.01% |
+57,006
| New | +$1.46M |
|
4042
CALL
Resideo Technologies
REZI
$3.67B
| $1.46M | ﹤0.01% |
68,700
+48,300
| +237% | +$773K |
|
|
INDT
4043
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $1.46M | ﹤0.01% |
+23,374
| New | +$1.45M |
|
4044
PUT
Popular Inc
BPOP
$11.2B
| $1.46M | ﹤0.01% |
25,900
+17,000
| +191% | +$807K |
|
|
FOLD
4045
CALL
DELISTED
Amicus Therapeutics
FOLD
| $1.46M | ﹤0.01% |
63,200
-81,300
| -56% | -$1.66M |
|
4046
CALL
ICU Medical
ICUI
$4.55B
| $1.46M | ﹤0.01% |
+6,800
| New | +$1.32M |
|
4047
Xtrackers MSCI All World ex US Hedged Equity ETF
DBAW
$303M
| $1.46M | ﹤0.01% |
47,947
-114,673
| -71% | -$3.33M |
|
|
EUHY
4048
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$246M
| $1.46M | ﹤0.01% |
25,781
-5,148
| -17% | -$281K |
|
|
QELLU
4049
DELISTED
Qell Acquisition Corp. Unit
QELLU
| $1.46M | ﹤0.01% |
110,065
+9,632
| +10% | +$107K |
|
4050
PUT
AllianceBernstein
AB
$3.46B
| $1.46M | ﹤0.01% |
43,100
+25,700
| +148% | +$812K |
|
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.