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 | |
|---|---|---|---|---|---|---|
2501
CALL
Caleres
CAL
$487M
| $3.75M | ﹤0.01% |
239,500
+220,300
| +1,147% | +$2.47M |
|
2502
CALL
AerCap
AER
$23.8B
| $3.75M | ﹤0.01% |
82,200
-158,000
| -66% | -$5.51M |
|
2503
CALL
Agilent Technologies
A
$41.2B
| $3.74M | ﹤0.01% |
31,600
+3,000
| +10% | +$332K |
|
2504
Welltower
WELL
$171B
| $3.74M | ﹤0.01% |
57,917
-2,441
| -4% | -$148K |
|
|
VSTO
2505
CALL
DELISTED
Vista Outdoor Inc.
VSTO
| $3.74M | ﹤0.01% |
157,400
+29,600
| +23% | +$632K |
|
2506
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.8M
| $3.74M | ﹤0.01% |
28,300
-6,900
| -20% | -$881K |
|
2507
Wolfspeed
WOLF
$1.71B
| $3.73M | ﹤0.01% |
35,252
+31,759
| +909% | +$2.55M |
|
2508
Ball Corp
BALL
$16.8B
| $3.73M | ﹤0.01% |
40,009
+26,872
| +205% | +$2.48M |
|
2509
iShares Floating Rate Bond ETF
FLOT
$10.5B
| $3.72M | ﹤0.01% |
73,297
-28,194
| -28% | -$1.43M |
|
2510
CALL
Lithia Motors
LAD
$8.26B
| $3.72M | ﹤0.01% |
12,700
+4,200
| +49% | +$1.15M |
|
2511
CALL
ARK Genomic Revolution ETF
ARKG
$1.73B
| $3.71M | ﹤0.01% |
+39,800
| New | +$3.17M |
|
2512
PUT
Sony
SONY
$138B
| $3.71M | ﹤0.01% |
183,500
-71,500
| -28% | -$1.24M |
|
|
NGACU
2513
DELISTED
NextGen Acquisition Corporation Units
NGACU
| $3.7M | ﹤0.01% |
+359,841
| New | +$3.62M |
|
2514
PUT
Century Communities
CCS
$2.03B
| $3.7M | ﹤0.01% |
+84,500
| New | +$3.72M |
|
2515
PUT
Mid-America Apartment Communities
MAA
$15.7B
| $3.7M | ﹤0.01% |
29,200
+4,700
| +19% | +$580K |
|
2516
PUT
Synopsys
SNPS
$79.7B
| $3.68M | ﹤0.01% |
14,200
+1,200
| +9% | +$277K |
|
2517
Synaptics
SYNA
$4.15B
| $3.68M | ﹤0.01% |
38,133
+2,420
| +7% | +$197K |
|
2518
XPO
XPO
$23.7B
| $3.67M | ﹤0.01% |
89,064
-24,987
| -22% | -$905K |
|
2519
PUT
Tapestry
TPR
$32.8B
| $3.67M | ﹤0.01% |
118,000
-62,900
| -35% | -$1.59M |
|
2520
CALL
AMC Entertainment Holdings
AMC
$2.31B
| $3.66M | ﹤0.01% |
172,800
+108,550
| +169% | +$3.55M |
|
2521
CGI
GIB
$15.5B
| $3.66M | ﹤0.01% |
46,196
+6,569
| +17% | +$468K |
|
|
CLDR
2522
DELISTED
Cloudera, Inc.
CLDR
| $3.66M | ﹤0.01% |
263,274
-204,254
| -44% | -$2.34M |
|
2523
CALL
United Natural Foods
UNFI
$2.85B
| $3.66M | ﹤0.01% |
229,300
+66,600
| +41% | +$1.11M |
|
2524
CALL
Hyatt Hotels
H
$16.7B
| $3.66M | ﹤0.01% |
49,300
-42,900
| -47% | -$2.8M |
|
2525
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$540M
| $3.66M | ﹤0.01% |
38,323
-4,983
| -12% | -$466K |
|
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.