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 | |
|---|---|---|---|---|---|---|
6726
Haemonetics
HAE
$3.94B
| $239K | ﹤0.01% |
2,010
-20,406
| -91% | -$2.2M |
|
6727
ProPetro Holding
PUMP
$1.43B
| $239K | ﹤0.01% |
32,367
+8,379
| +35% | +$46.6K |
|
6728
First Merchants
FRME
$2.66B
| $238K | ﹤0.01% |
+6,370
| New | +$198K |
|
|
HEES
6729
PUT
DELISTED
H&E Equipment Services
HEES
| $238K | ﹤0.01% |
+8,000
| New | +$206K |
|
|
PRFT
6730
PUT
DELISTED
Perficient Inc
PRFT
| $238K | ﹤0.01% |
5,000
-39,600
| -89% | -$1.8M |
|
|
GWB
6731
DELISTED
Great Western Bancorp, Inc.
GWB
| $238K | ﹤0.01% |
+11,416
| New | +$188K |
|
6732
CALL
Deluxe
DLX
$1.12B
| $237K | ﹤0.01% |
8,100
-24,100
| -75% | -$622K |
|
6733
CALL
Lazard
LAZ
$4.16B
| $237K | ﹤0.01% |
5,600
-9,300
| -62% | -$351K |
|
6734
PUT
Supernus Pharmaceuticals
SUPN
$2.74B
| $237K | ﹤0.01% |
+9,400
| New | +$202K |
|
|
CMLFU
6735
DELISTED
CM Life Sciences, Inc. Unit
CMLFU
| $237K | ﹤0.01% |
20,415
+213
| +1% | +$2.29K |
|
|
ALE
6736
DELISTED
Allete
ALE
| $236K | ﹤0.01% |
+3,804
| New | +$216K |
|
6737
Direxion Daily S&P 500 High Beta Bull 3X ETF
HIBL
$86.2M
| $236K | ﹤0.01% |
7,252
-13,839
| -66% | -$327K |
|
6738
Silgan Holdings
SLGN
$4.35B
| $236K | ﹤0.01% |
+6,362
| New | +$229K |
|
|
AIV
6739
CALL
Aimco
AIV
$377M
| $235K | ﹤0.01% |
+44,496
| New | +$198K |
|
6740
CALL
Comstock Resources
CRK
$4.22B
| $235K | ﹤0.01% |
53,700
+30,800
| +134% | +$153K |
|
6741
Comfort Systems
FIX
$58.9B
| $235K | ﹤0.01% |
+4,467
| New | +$232K |
|
6742
SI-BONE Inc
SIBN
$844M
| $235K | ﹤0.01% |
+7,855
| New | +$191K |
|
6743
Viavi Solutions
VIAV
$9.18B
| $235K | ﹤0.01% |
15,714
-8,786
| -36% | -$117K |
|
6744
PUT
Western Union
WU
$2.19B
| $235K | ﹤0.01% |
+10,700
| New | +$232K |
|
|
AVID
6745
CALL
DELISTED
Avid Technology Inc
AVID
| $235K | ﹤0.01% |
+14,800
| New | +$166K |
|
|
TTCFW
6746
DELISTED
Tattooed Chef, Inc. Warrant
TTCFW
| $235K | ﹤0.01% |
+20,592
| New | +$157K |
|
6747
CALL
Frontline
FRO
$8.56B
| $234K | ﹤0.01% |
36,900
-235,200
| -86% | -$1.51M |
|
|
IDE
6748
Voya Infrastructure, Industrials and Materials Fund
IDE
$199M
| $234K | ﹤0.01% |
+22,763
| New | +$227K |
|
6749
PUT
Packaging Corp of America
PKG
$22.7B
| $234K | ﹤0.01% |
+1,700
| New | +$214K |
|
6750
SiriusXM
SIRI
$9.7B
| $234K | ﹤0.01% |
3,671
+1,997
| +119% | +$123K |
|
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.