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 | |
|---|---|---|---|---|---|---|
2551
Vanguard Extended Market ETF
VXF
$31.9B
| $3.6M | ﹤0.01% |
+21,866
| New | +$3.24M |
|
2552
CALL
Levi Strauss
LEVI
$9.39B
| $3.6M | ﹤0.01% |
179,100
+119,900
| +203% | +$2.14M |
|
2553
CALL
Genuine Parts
GPC
$18.7B
| $3.6M | ﹤0.01% |
35,800
-55,400
| -61% | -$5.42M |
|
2554
PUT
Flex
FLEX
$44.8B
| $3.59M | ﹤0.01% |
265,135
+195,467
| +281% | +$2.26M |
|
2555
LKQ Corp
LKQ
$6.29B
| $3.59M | ﹤0.01% |
101,915
+77,350
| +315% | +$2.65M |
|
|
LOGC
2556
PUT
DELISTED
ContextLogic
LOGC
| $3.59M | ﹤0.01% |
+6,560
| New | +$4.05M |
|
2557
Kraft Heinz
KHC
$30B
| $3.59M | ﹤0.01% |
103,557
-265,153
| -72% | -$8.61M |
|
2558
Ovintiv
OVV
$16.4B
| $3.59M | ﹤0.01% |
249,691
+3,765
| +2% | +$44.1K |
|
2559
PUT
Toll Brothers
TOL
$14.5B
| $3.59M | ﹤0.01% |
82,500
+6,300
| +8% | +$292K |
|
2560
PUT
Southern Company
SO
$107B
| $3.58M | ﹤0.01% |
58,300
-53,500
| -48% | -$3.22M |
|
2561
PUT
Ventas
VTR
$47.9B
| $3.58M | ﹤0.01% |
73,000
+6,400
| +10% | +$296K |
|
2562
PUT
Diamondback Energy
FANG
$52.7B
| $3.58M | ﹤0.01% |
73,900
-79,500
| -52% | -$2.94M |
|
|
NUAN
2563
DELISTED
Nuance Communications, Inc.
NUAN
| $3.57M | ﹤0.01% |
81,060
+27,149
| +50% | +$1.03M |
|
2564
CALL
Lumen
LUMN
$6.44B
| $3.57M | ﹤0.01% |
365,900
+31,300
| +9% | +$309K |
|
2565
CALL
Dentsply Sirona
XRAY
$2.43B
| $3.57M | ﹤0.01% |
68,100
-22,400
| -25% | -$1.1M |
|
2566
CareDx
CDNA
$2.42B
| $3.56M | ﹤0.01% |
49,213
+34,864
| +243% | +$2.02M |
|
|
LTHM
2567
CALL
DELISTED
Livent Corporation
LTHM
| $3.56M | ﹤0.01% |
189,200
+83,600
| +79% | +$1.17M |
|
2568
Halozyme
HALO
$12.2B
| $3.56M | ﹤0.01% |
83,406
+40,795
| +96% | +$1.47M |
|
2569
Global Payments
GPN
$22.8B
| $3.56M | ﹤0.01% |
16,523
-79,340
| -83% | -$14.8M |
|
2570
PagerDuty
PD
$902M
| $3.55M | ﹤0.01% |
+85,160
| New | +$2.9M |
|
|
CTRA
2571
DELISTED
Coterra Energy
CTRA
| $3.55M | ﹤0.01% |
217,974
+179,018
| +460% | +$3.15M |
|
2572
Hartford Financial Services
HIG
$39.3B
| $3.55M | ﹤0.01% |
72,436
+60,565
| +510% | +$2.61M |
|
2573
Idexx Laboratories
IDXX
$46.2B
| $3.54M | ﹤0.01% |
7,089
+3,269
| +86% | +$1.46M |
|
2574
CALL
ProShares UltraPro Short S&P 500
SPXU
$384M
| $3.54M | ﹤0.01% |
5,984
-10,624
| -64% | -$7.63M |
|
2575
Verizon
VZ
$196B
| $3.54M | ﹤0.01% |
60,269
-14,437
| -19% | -$857K |
|
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.