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 | |
|---|---|---|---|---|---|---|
|
JAMF
2951
DELISTED
Jamf
JAMF
| $2.73M | ﹤0.01% |
91,236
+79,861
| +702% | +$2.63M |
|
2952
Live Nation Entertainment
LYV
$42.7B
| $2.73M | ﹤0.01% |
+37,140
| New | +$2.34M |
|
2953
CALL
Voya Financial
VOYA
$9.29B
| $2.73M | ﹤0.01% |
46,400
-3,200
| -6% | -$173K |
|
|
PMT
2954
CALL
PennyMac Mortgage Investment
PMT
$817M
| $2.73M | ﹤0.01% |
155,000
+55,200
| +55% | +$936K |
|
2955
EPAM Systems
EPAM
$5.02B
| $2.73M | ﹤0.01% |
7,604
-5,360
| -41% | -$1.79M |
|
2956
CALL
Arch Capital
ACGL
$33.4B
| $2.72M | ﹤0.01% |
+75,500
| New | +$2.48M |
|
2957
Teradyne
TER
$57.7B
| $2.72M | ﹤0.01% |
22,709
-5,654
| -20% | -$578K |
|
2958
PUT
Itaú Unibanco
ITUB
$87.3B
| $2.72M | ﹤0.01% |
614,325
-53,599
| -8% | -$200K |
|
2959
Xerox
XRX
$424M
| $2.72M | ﹤0.01% |
117,300
+77,983
| +198% | +$1.65M |
|
|
CHNG
2960
CALL
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $2.72M | ﹤0.01% |
145,900
-187,100
| -56% | -$3.07M |
|
2961
Global X MSCI China Consumer Discretionary ETF
CHIQ
$126M
| $2.72M | ﹤0.01% |
+76,439
| New | +$2.45M |
|
2962
BJs Wholesale Club
BJ
$12.3B
| $2.71M | ﹤0.01% |
72,817
-9,682
| -12% | -$387K |
|
2963
Aflac
AFL
$61.5B
| $2.71M | ﹤0.01% |
60,995
+51,974
| +576% | +$2.13M |
|
2964
PUT
Devon Energy
DVN
$49.3B
| $2.71M | ﹤0.01% |
171,500
+119,600
| +230% | +$1.48M |
|
2965
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $2.71M | ﹤0.01% |
49,740
-197,304
| -80% | -$10.2M |
|
2966
PUT
Winnebago Industries
WGO
$895M
| $2.7M | ﹤0.01% |
45,100
+15,000
| +50% | +$818K |
|
|
LNW
2967
CALL
DELISTED
Light & Wonder
LNW
| $2.7M | ﹤0.01% |
65,100
-64,100
| -50% | -$2.36M |
|
2968
ProShares UltraShort Bloomberg Crude Oil
SCO
$607M
| $2.7M | ﹤0.01% |
+2,901
| New | +$3.46M |
|
2969
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.3M
| $2.7M | ﹤0.01% |
41,266
+30,126
| +270% | +$1.95M |
|
2970
PUT
Yelp
YELP
$1.34B
| $2.7M | ﹤0.01% |
82,600
+27,600
| +50% | +$725K |
|
2971
PUT
InMode
INMD
$874M
| $2.7M | ﹤0.01% |
113,600
+19,800
| +21% | +$418K |
|
|
KFVG
2972
DELISTED
KraneShares CICC China 5G and Semiconductor Index ETF
KFVG
| $2.7M | ﹤0.01% |
+102,250
| New | +$2.59M |
|
|
FRAK
2973
DELISTED
VanEck Vectors Unconventional Oil & Gas ETF
FRAK
| $2.7M | ﹤0.01% |
35,255
+2,264
| +7% | +$151K |
|
2974
Vident International Equity Strategy
VIDI
$445M
| $2.7M | ﹤0.01% |
108,734
+98,417
| +954% | +$2.25M |
|
2975
iShares MSCI Indonesia ETF
EIDO
$495M
| $2.69M | ﹤0.01% |
115,024
-57,586
| -33% | -$1.21M |
|
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.