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 | |
|---|---|---|---|---|---|---|
1376
CALL
Direxion Daily Technology Bear 3x ETF
TECS
$55.6M
| $10.5M | 0.01% |
1,200
+1,051
| +705% | +$11.7M |
|
1377
CALL
Edwards Lifesciences
EW
$51.7B
| $10.5M | 0.01% |
114,600
-19,500
| -15% | -$1.62M |
|
1378
PUT
FirstEnergy
FE
$27.5B
| $10.4M | 0.01% |
340,800
-146,800
| -30% | -$4.4M |
|
1379
CALL
Prudential Financial
PRU
$41.8B
| $10.4M | 0.01% |
133,600
-66,200
| -33% | -$4.78M |
|
1380
CALL
PTC
PTC
$16B
| $10.4M | 0.01% |
87,200
+22,100
| +34% | +$2.2M |
|
1381
Booking.com
BKNG
$161B
| $10.4M | 0.01% |
116,925
-265,600
| -69% | -$20.5M |
|
1382
CALL
Chubb
CB
$135B
| $10.4M | 0.01% |
67,600
-16,600
| -20% | -$2.33M |
|
|
KL
1383
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $10.4M | 0.01% |
251,500
+9,300
| +4% | +$413K |
|
1384
Macy's
M
$6.68B
| $10.4M | 0.01% |
923,307
+818,610
| +782% | +$7M |
|
1385
PUT
Planet Fitness
PLNT
$3.78B
| $10.4M | 0.01% |
133,700
-76,700
| -36% | -$5.36M |
|
1386
CALL
Public Storage
PSA
$61.3B
| $10.4M | 0.01% |
44,900
-4,500
| -9% | -$1.03M |
|
1387
PUT
NovoCure
NVCR
$1.91B
| $10.4M | 0.01% |
59,900
+1,700
| +3% | +$233K |
|
1388
FuelCell Energy
FCEL
$1.63B
| $10.4M | 0.01% |
30,911
+21,051
| +213% | +$3.44M |
|
|
LAZR
1389
DELISTED
Luminar Technologies
LAZR
| $10.4M | 0.01% |
20,302
+18,893
| +1,341% | +$5.02M |
|
1390
United States Natural Gas Fund
UNG
$455M
| $10.3M | 0.01% |
280,908
+201,107
| +252% | +$8.68M |
|
1391
CALL
American Well
AMWL
$230M
| $10.2M | 0.01% |
+20,225
| New | +$11.7M |
|
1392
PUT
Spruce Power Holding Corp
SPRU
$39.9M
| $10.2M | 0.01% |
+53,938
| New | +$5.82M |
|
1393
PUT
Novartis
NVS
$297B
| $10.2M | 0.01% |
108,400
+22,800
| +27% | +$1.99M |
|
|
DISH
1394
DELISTED
DISH Network Corp.
DISH
| $10.2M | 0.01% |
316,432
+180,774
| +133% | +$5.56M |
|
1395
CALL
Molson Coors Class B
TAP
$8.09B
| $10.2M | 0.01% |
226,100
+93,000
| +70% | +$3.83M |
|
1396
Becton Dickinson
BDX
$48.2B
| $10.2M | 0.01% |
41,752
-20,872
| -33% | -$4.87M |
|
1397
Canadian Pacific Kansas City
CP
$80.5B
| $10.2M | 0.01% |
146,420
-1,450
| -1% | -$94.4K |
|
|
OIBR.C
1398
DELISTED
OI S.A. American Depositary Shares, each representing five shares of common stock
OIBR.C
| $10.2M | 0.01% |
5,000,935
+1,578,159
| +46% | +$2.73M |
|
1399
iShares Core MSCI International Developed Markets ETF
IDEV
$32.6B
| $10.2M | 0.01% |
164,699
-338,400
| -67% | -$19.6M |
|
1400
PUT
Alaska Air
ALK
$5.58B
| $10.1M | 0.01% |
194,700
-248,600
| -56% | -$11.2M |
|
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.