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 | |
|---|---|---|---|---|---|---|
4751
CALL
Harmony Gold Mining
HMY
$12.4B
| $943K | ﹤0.01% |
201,500
-96,500
| -32% | -$476K |
|
|
GREK
4752
PUT
Global X MSCI Greece ETF
GREK
$330M
| $942K | ﹤0.01% |
37,000
+23,400
| +172% | +$516K |
|
4753
PUT
Red Robin
RRGB
$151M
| $942K | ﹤0.01% |
49,000
+25,100
| +105% | +$421K |
|
4754
CALL
Travel + Leisure Co
TNL
$4.58B
| $942K | ﹤0.01% |
21,000
-71,300
| -77% | -$2.8M |
|
4755
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$200M
| $940K | ﹤0.01% |
1,710
-11,385
| -87% | -$9.71M |
|
4756
CALL
Madison Square Garden
MSGS
$9.97B
| $939K | ﹤0.01% |
+5,100
| New | +$839K |
|
|
GTLS
4757
DELISTED
Chart Industries
GTLS
| $938K | ﹤0.01% |
+7,960
| New | +$769K |
|
4758
CALL
Lear
LEA
$8.07B
| $938K | ﹤0.01% |
+5,900
| New | +$830K |
|
4759
Webster Financial
WBS
$12.8B
| $937K | ﹤0.01% |
22,211
+14,301
| +181% | +$516K |
|
4760
Winnebago Industries
WGO
$915M
| $936K | ﹤0.01% |
15,613
-4,868
| -24% | -$265K |
|
|
PTR
4761
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $936K | ﹤0.01% |
30,480
+16,887
| +124% | +$516K |
|
4762
iShares Russell 2000 Value ETF
IWN
$14.6B
| $935K | ﹤0.01% |
7,098
-9,938
| -58% | -$1.17M |
|
4763
PUT
STAAR Surgical
STAA
$1.27B
| $935K | ﹤0.01% |
11,800
+900
| +8% | +$65.9K |
|
4764
Waters Corp
WAT
$40.9B
| $935K | ﹤0.01% |
3,777
+2,314
| +158% | +$524K |
|
|
DNB
4765
DELISTED
Dun & Bradstreet
DNB
| $934K | ﹤0.01% |
+37,507
| New | +$1M |
|
|
DGL
4766
DELISTED
Invesco DB Gold Fund
DGL
| $934K | ﹤0.01% |
16,881
-24,930
| -60% | -$1.37M |
|
4767
PUT
Acuity Brands
AYI
$10.8B
| $932K | ﹤0.01% |
7,700
+5,400
| +235% | +$579K |
|
4768
CALL
Hain Celestial
HAIN
$52.9M
| $931K | ﹤0.01% |
23,200
-1,100
| -5% | -$40K |
|
4769
First Trust Long/Short Equity ETF
FTLS
$2.5B
| $930K | ﹤0.01% |
21,330
+15,611
| +273% | +$675K |
|
4770
uniQure
QURE
$3.13B
| $930K | ﹤0.01% |
25,761
-10,839
| -30% | -$457K |
|
4771
PUT
Quanta Services
PWR
$102B
| $929K | ﹤0.01% |
12,900
-500
| -4% | -$33K |
|
4772
CALL
Ingredion
INGR
$6.54B
| $928K | ﹤0.01% |
11,800
-5,400
| -31% | -$416K |
|
4773
Petrobras Class A
PBR.A
$103B
| $928K | ﹤0.01% |
+83,894
| New | +$733K |
|
4774
Terex
TEX
$7.8B
| $928K | ﹤0.01% |
26,588
+1,284
| +5% | +$37.9K |
|
4775
Avient
AVNT
$4.16B
| $927K | ﹤0.01% |
+23,020
| New | +$811K |
|
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.