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 | |
|---|---|---|---|---|---|---|
|
WWE
4226
PUT
DELISTED
World Wrestling Entertainment
WWE
| $1.31M | ﹤0.01% |
27,200
-2,100
| -7% | -$88.1K |
|
4227
PUT
Archer Daniels Midland
ADM
$38.8B
| $1.31M | ﹤0.01% |
25,900
-122,400
| -83% | -$6.05M |
|
4228
PUT
Pembina Pipeline
PBA
$28.3B
| $1.31M | ﹤0.01% |
55,200
+27,700
| +101% | +$651K |
|
4229
ProShares Ultra Bloomberg Natural Gas
BOIL
$419M
| $1.3M | ﹤0.01% |
310
-368
| -54% | -$2.28M |
|
4230
CALL
Mid-America Apartment Communities
MAA
$15.3B
| $1.3M | ﹤0.01% |
10,300
+7,400
| +255% | +$913K |
|
4231
PUT
Range Resources
RRC
$9.5B
| $1.3M | ﹤0.01% |
194,600
-10,200
| -5% | -$74.9K |
|
4232
PepsiCo
PEP
$189B
| $1.3M | ﹤0.01% |
8,788
-223,570
| -96% | -$31.8M |
|
4233
Goldman Sachs Access US Aggregate Bond ETF
GCOR
$805M
| $1.3M | ﹤0.01% |
+26,001
| New | +$1.3M |
|
4234
CALL
Funko
FNKO
$332M
| $1.3M | ﹤0.01% |
+125,200
| New | +$1.03M |
|
4235
Dell
DELL
$285B
| $1.3M | ﹤0.01% |
34,979
+27,089
| +343% | +$943K |
|
4236
Extra Space Storage
EXR
$31B
| $1.3M | ﹤0.01% |
11,208
+1,418
| +14% | +$161K |
|
|
CODX
4237
CALL
Co-Diagnostics
CODX
$5.49M
| $1.3M | ﹤0.01% |
4,647
-3,790
| -45% | -$1.4M |
|
4238
Melco Resorts & Entertainment
MLCO
$2.16B
| $1.3M | ﹤0.01% |
69,865
-122,458
| -64% | -$2.13M |
|
4239
W.P. Carey
WPC
$15.9B
| $1.3M | ﹤0.01% |
18,759
+12,530
| +201% | +$837K |
|
|
BZUN
4240
PUT
Baozun
BZUN
$169M
| $1.29M | ﹤0.01% |
37,700
-4,600
| -11% | -$169K |
|
4241
WBI BullBear Yield 3000 ETF
WBIG
$32.4M
| $1.29M | ﹤0.01% |
55,054
+12,162
| +28% | +$283K |
|
4242
Fidelity MSCI Communication Services Index ETF
FCOM
$1.78B
| $1.29M | ﹤0.01% |
+28,419
| New | +$1.2M |
|
4243
CALL
Jabil
JBL
$37.4B
| $1.29M | ﹤0.01% |
30,400
-23,300
| -43% | -$883K |
|
4244
PUT
Tanger
SKT
$4.43B
| $1.29M | ﹤0.01% |
129,500
+47,000
| +57% | +$397K |
|
|
PIPP.U
4245
DELISTED
Pine Island Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
PIPP.U
| $1.29M | ﹤0.01% |
+125,000
| New | +$1.29M |
|
|
HOME
4246
DELISTED
At Home Group Inc.
HOME
| $1.29M | ﹤0.01% |
83,407
+36,989
| +80% | +$644K |
|
4247
Alcoa
AA
$14.3B
| $1.29M | ﹤0.01% |
55,852
-39,821
| -42% | -$693K |
|
4248
American Water Works
AWK
$27B
| $1.29M | ﹤0.01% |
8,393
-1,082
| -11% | -$167K |
|
4249
Dana Inc
DAN
$3.27B
| $1.29M | ﹤0.01% |
66,003
+31,513
| +91% | +$527K |
|
4250
FlexShares STOXX Global ESG Select Index Fund
ESGG
$114M
| $1.29M | ﹤0.01% |
10,348
-4,339
| -30% | -$506K |
|
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.