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 | |
|---|---|---|---|---|---|---|
3201
Grupo Aeroportuario del Pacifico
PAC
$12.9B
| $2.37M | ﹤0.01% |
+21,256
| New | +$2.1M |
|
3202
American Century Diversified Municipal Bond ETF
TAXF
$685M
| $2.36M | ﹤0.01% |
43,216
+2,690
| +7% | +$145K |
|
|
FAIL
3203
DELISTED
Cambria Global Tail Risk ETF
FAIL
| $2.36M | ﹤0.01% |
88,941
-29,610
| -25% | -$753K |
|
|
LAC
3204
CALL
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $2.36M | ﹤0.01% |
187,900
-39,600
| -17% | -$445K |
|
3205
CALL
Mattel
MAT
$4.21B
| $2.35M | ﹤0.01% |
134,900
+38,500
| +40% | +$567K |
|
3206
Goldman Sachs ActiveBeta Europe Equity ETF
GSEU
$126M
| $2.35M | ﹤0.01% |
71,381
-10,075
| -12% | -$311K |
|
3207
PUT
RPM International
RPM
$14.8B
| $2.35M | ﹤0.01% |
25,900
+20,200
| +354% | +$1.78M |
|
3208
Dynatrace
DT
$14.6B
| $2.35M | ﹤0.01% |
54,303
-63,335
| -54% | -$2.52M |
|
|
HIBB
3209
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $2.35M | ﹤0.01% |
50,865
-16,525
| -25% | -$738K |
|
|
HOME
3210
CALL
DELISTED
At Home Group Inc.
HOME
| $2.35M | ﹤0.01% |
151,900
-51,600
| -25% | -$899K |
|
3211
PUT
Pool Corp
POOL
$7.27B
| $2.35M | ﹤0.01% |
6,300
-2,500
| -28% | -$872K |
|
|
LAC
3212
DELISTED
Lithium Americas Corp. Common Shares
LAC
| $2.35M | ﹤0.01% |
187,055
+46,018
| +33% | +$517K |
|
|
AMRN
3213
Amarin Corp
AMRN
$298M
| $2.35M | ﹤0.01% |
23,989
-5,714
| -19% | -$551K |
|
|
MAG
3214
DELISTED
MAG Silver
MAG
| $2.35M | ﹤0.01% |
114,262
+85,502
| +297% | +$1.47M |
|
3215
First Trust RiverFront Dynamic Emerging Markets ETF
RFEM
$81.3M
| $2.35M | ﹤0.01% |
33,947
+23,052
| +212% | +$1.5M |
|
|
CLR
3216
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.34M | ﹤0.01% |
143,700
+111,700
| +349% | +$1.67M |
|
3217
PUT
Owens Corning
OC
$12.2B
| $2.34M | ﹤0.01% |
30,900
+17,400
| +129% | +$1.27M |
|
|
POLY
3218
CALL
DELISTED
Plantronics, Inc.
POLY
| $2.34M | ﹤0.01% |
86,600
+21,900
| +34% | +$480K |
|
3219
PUT
HubSpot
HUBS
$10.8B
| $2.34M | ﹤0.01% |
5,900
-49,400
| -89% | -$17.3M |
|
|
P
3220
PUT
Everpure Inc
P
$32.6B
| $2.34M | ﹤0.01% |
103,400
-248,100
| -71% | -$4.75M |
|
3221
Ally Financial
ALLY
$13.3B
| $2.34M | ﹤0.01% |
65,515
-669,308
| -91% | -$20.2M |
|
3222
Cenovus Energy
CVE
$54.5B
| $2.34M | ﹤0.01% |
386,819
+161,844
| +72% | +$755K |
|
3223
Brinker International
EAT
$9.76B
| $2.33M | ﹤0.01% |
41,212
+22,989
| +126% | +$1.14M |
|
|
SYNH
3224
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $2.33M | ﹤0.01% |
34,224
+5,772
| +20% | +$360K |
|
3225
iShares International Select Dividend ETF
IDV
$8.53B
| $2.33M | ﹤0.01% |
+79,063
| New | +$2.16M |
|
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.