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 | |
|---|---|---|---|---|---|---|
|
YAC.U
3451
DELISTED
Yucaipa Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third o
YAC.U
| $2.04M | ﹤0.01% |
200,000
| – | – |
|
3452
ProShares MSCI Transformational Changes ETF
ANEW
$8.07M
| $2.04M | ﹤0.01% |
+48,251
| New | +$1.93M |
|
3453
Xtrackers Harvest CSI 500 China A-Shares Small Cap ETF
ASHS
$35M
| $2.04M | ﹤0.01% |
57,715
-29,301
| -34% | -$1.02M |
|
3454
CALL
Kimco Realty
KIM
$16.2B
| $2.04M | ﹤0.01% |
135,700
+105,400
| +348% | +$1.39M |
|
3455
CALL
Opko Health
OPK
$1.04B
| $2.04M | ﹤0.01% |
515,800
-192,800
| -27% | -$805K |
|
3456
iShares MSCI USA Quality Factor ETF
QUAL
$48.1B
| $2.04M | ﹤0.01% |
+17,531
| New | +$1.93M |
|
3457
PUT
Qualys
QLYS
$6.43B
| $2.04M | ﹤0.01% |
16,700
+7,100
| +74% | +$702K |
|
3458
PUT
Southern Copper
SCCO
$169B
| $2.03M | ﹤0.01% |
34,060
+11,681
| +52% | +$594K |
|
3459
Expeditors International
EXPD
$23.3B
| $2.03M | ﹤0.01% |
21,354
+12,027
| +129% | +$1.1M |
|
3460
Five Below
FIVE
$13B
| $2.03M | ﹤0.01% |
11,599
-13,742
| -54% | -$2.03M |
|
|
SUM
3461
CALL
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $2.03M | ﹤0.01% |
102,615
+15,153
| +17% | +$281K |
|
3462
Azenta
AZTA
$1.54B
| $2.02M | ﹤0.01% |
29,844
+23,159
| +346% | +$1.44M |
|
|
LBJ
3463
DELISTED
Direxion Daily Latin America Bull 2X Shares
LBJ
| $2.02M | ﹤0.01% |
25,208
-17,560
| -41% | -$1.06M |
|
3464
CALL
Builders FirstSource
BLDR
$7.74B
| $2.02M | ﹤0.01% |
49,500
-11,300
| -19% | -$400K |
|
3465
Crane NXT
CXT
$2.96B
| $2.02M | ﹤0.01% |
74,822
+56,894
| +317% | +$1.25M |
|
3466
CALL
NeoGenomics
NEO
$2.14B
| $2.02M | ﹤0.01% |
37,500
+21,100
| +129% | +$953K |
|
3467
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$619M
| $2.02M | ﹤0.01% |
28,709
-457
| -2% | -$26K |
|
3468
CALL
MillerKnoll
MLKN
$1.64B
| $2.01M | ﹤0.01% |
59,600
-61,600
| -51% | -$2.14M |
|
|
VNE
3469
DELISTED
Veoneer, Inc.
VNE
| $2.01M | ﹤0.01% |
94,564
+56,069
| +146% | +$1.06M |
|
3470
CALL
Everest Group
EG
$14.2B
| $2.01M | ﹤0.01% |
8,600
+4,500
| +110% | +$994K |
|
3471
Park Hotels & Resorts
PK
$2.92B
| $2.01M | ﹤0.01% |
117,293
+9,646
| +9% | +$134K |
|
3472
DXC Technology
DXC
$1.74B
| $2.01M | ﹤0.01% |
78,066
+15,559
| +25% | +$332K |
|
3473
CALL
Philips
PHG
$26.3B
| $2.01M | ﹤0.01% |
45,747
-41,431
| -48% | -$1.71M |
|
3474
Sportsman's Warehouse
SPWH
$46.4M
| $2.01M | ﹤0.01% |
+114,522
| New | +$1.68M |
|
3475
CALL
Methanex
MEOH
$4.27B
| $2.01M | ﹤0.01% |
43,600
+30,400
| +230% | +$1.1M |
|
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.