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 | |
|---|---|---|---|---|---|---|
1151
CALL
STMicroelectronics
STM
$50B
| $13.7M | 0.01% |
370,000
-39,600
| -10% | -$1.4M |
|
1152
United Rentals
URI
$72.4B
| $13.7M | 0.01% |
59,220
-67,867
| -53% | -$14.3M |
|
1153
CVS Health
CVS
$122B
| $13.7M | 0.01% |
200,992
+9,832
| +5% | +$639K |
|
1154
Cisco
CSCO
$479B
| $13.7M | 0.01% |
306,662
-82,106
| -21% | -$3.37M |
|
|
CYBR
1155
CALL
DELISTED
CyberArk
CYBR
| $13.7M | 0.01% |
84,900
+37,500
| +79% | +$4.36M |
|
1156
PUT
Duke Energy
DUK
$97.3B
| $13.7M | 0.01% |
149,800
-30,500
| -17% | -$2.82M |
|
|
HZNP
1157
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $13.7M | 0.01% |
187,503
-188,954
| -50% | -$14M |
|
1158
First Trust Emerging Markets Local Currency Bond ETF
FEMB
$364M
| $13.7M | 0.01% |
359,139
+104,752
| +41% | +$3.78M |
|
1159
PUT
Futu Holdings
FUTU
$15.3B
| $13.7M | 0.01% |
+298,600
| New | +$11.2M |
|
1160
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.9B
| $13.6M | 0.01% |
+64,283
| New | +$12.7M |
|
1161
CALL
CarMax
KMX
$8.26B
| $13.6M | 0.01% |
144,300
-46,600
| -24% | -$4.37M |
|
1162
PUT
Halliburton
HAL
$26.6B
| $13.6M | 0.01% |
720,900
+64,800
| +10% | +$1.01M |
|
1163
PUT
Riot Platforms
RIOT
$7.76B
| $13.6M | 0.01% |
801,400
+782,200
| +4,074% | +$5.2M |
|
1164
PUT
Vanguard S&P 500 ETF
VOO
$1.01T
| $13.6M | 0.01% |
39,600
+9,000
| +29% | +$2.93M |
|
1165
NetEase
NTES
$84.7B
| $13.6M | 0.01% |
141,488
-61,047
| -30% | -$5.48M |
|
1166
PUT
Prologis
PLD
$133B
| $13.5M | 0.01% |
135,900
+106,500
| +362% | +$10.8M |
|
1167
Suncor Energy
SU
$70.3B
| $13.5M | 0.01% |
806,604
+727,967
| +926% | +$10.7M |
|
1168
CALL
Vanguard High Dividend Yield ETF
VYM
$82.8B
| $13.5M | 0.01% |
+147,800
| New | +$12.8M |
|
1169
CALL
US Bancorp
USB
$99.6B
| $13.5M | 0.01% |
290,100
+23,300
| +9% | +$986K |
|
1170
PUT
PepsiCo
PEP
$190B
| $13.5M | 0.01% |
91,000
-275,200
| -75% | -$39.1M |
|
|
BBL
1171
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $13.5M | 0.01% |
254,288
-193,351
| -43% | -$8.87M |
|
1172
CALL
Dave & Buster's
PLAY
$357M
| $13.5M | 0.01% |
448,500
-263,400
| -37% | -$5.85M |
|
1173
CALL
Five Below
FIVE
$13.5B
| $13.5M | 0.01% |
76,900
+20,100
| +35% | +$2.98M |
|
1174
PUT
iShares US Real Estate ETF
IYR
$4.65B
| $13.5M | 0.01% |
157,100
-179,600
| -53% | -$15M |
|
1175
Vanguard Short-Term Bond ETF
BSV
$44.6B
| $13.5M | 0.01% |
162,304
+14,155
| +10% | +$1.17M |
|
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.