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 | |
|---|---|---|---|---|---|---|
1976
PUT
Camping World
CWH
$653M
| $5.7M | ﹤0.01% |
218,800
-195,200
| -47% | -$5.71M |
|
1977
PUT
Old Dominion Freight Line
ODFL
$44.9B
| $5.7M | ﹤0.01% |
58,400
+16,000
| +38% | +$1.59M |
|
1978
CALL
Ralph Lauren
RL
$23.6B
| $5.7M | ﹤0.01% |
54,900
-9,400
| -15% | -$789K |
|
1979
PUT
Neurocrine Biosciences
NBIX
$16.6B
| $5.69M | ﹤0.01% |
59,400
+14,600
| +33% | +$1.41M |
|
1980
Southern Copper
SCCO
$166B
| $5.69M | ﹤0.01% |
94,190
+84,874
| +911% | +$4.37M |
|
1981
Avantis International Equity ETF
AVDE
$18.7B
| $5.68M | ﹤0.01% |
+99,390
| New | +$5.28M |
|
1982
WisdomTree Trust WisdomTree Interest Rate Hedged US Aggregate Bond Fund
AGZD
$135M
| $5.68M | ﹤0.01% |
240,928
+163,874
| +213% | +$3.85M |
|
1983
CALL
Iovance Biotherapeutics
IOVA
$2.87B
| $5.67M | ﹤0.01% |
122,300
+67,300
| +122% | +$2.67M |
|
1984
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
$926M
| $5.67M | ﹤0.01% |
105,654
-675,054
| -86% | -$36.2M |
|
1985
Match Group
MTCH
$8.55B
| $5.67M | ﹤0.01% |
37,472
-14,773
| -28% | -$1.95M |
|
1986
JPMorgan International Bond Opportunities ETF
JPIB
$2.12B
| $5.65M | ﹤0.01% |
108,836
+93,801
| +624% | +$4.8M |
|
1987
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$251M
| $5.64M | ﹤0.01% |
137,356
+22,941
| +20% | +$840K |
|
1988
PUT
Fulgent Genetics
FLGT
$527M
| $5.64M | ﹤0.01% |
108,200
+100,200
| +1,253% | +$4.19M |
|
1989
Arista Networks
ANET
$238B
| $5.63M | ﹤0.01% |
310,256
-12,832
| -4% | -$203K |
|
1990
CALL
American Water Works
AWK
$26.9B
| $5.63M | ﹤0.01% |
36,700
+17,500
| +91% | +$2.69M |
|
1991
CALL
Array Technologies
ARRY
$855M
| $5.62M | ﹤0.01% |
+130,200
| New | +$5.25M |
|
1992
Rockwell Automation
ROK
$49B
| $5.61M | ﹤0.01% |
22,362
+15,524
| +227% | +$3.8M |
|
|
MRTX
1993
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $5.61M | ﹤0.01% |
25,517
-5,927
| -19% | -$1.28M |
|
1994
CALL
Moody's
MCO
$82.7B
| $5.6M | ﹤0.01% |
19,300
-11,000
| -36% | -$3.08M |
|
1995
CALL
Mondelez International
MDLZ
$79.9B
| $5.6M | ﹤0.01% |
95,800
-934,000
| -91% | -$53.4M |
|
1996
PUT
Lumentum
LITE
$69.3B
| $5.59M | ﹤0.01% |
59,000
-25,600
| -30% | -$2.21M |
|
1997
Kroger
KR
$34.8B
| $5.59M | ﹤0.01% |
176,064
+4,038
| +2% | +$131K |
|
1998
CALL
Tyler Technologies
TYL
$12.8B
| $5.59M | ﹤0.01% |
12,800
-4,400
| -26% | -$1.82M |
|
1999
CALL
Toro Company
TTC
$9.49B
| $5.59M | ﹤0.01% |
58,900
+49,100
| +501% | +$4.34M |
|
|
PSTH
2000
CALL
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
| $5.57M | ﹤0.01% |
+200,800
| New | +$4.84M |
|
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.