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 | |
|---|---|---|---|---|---|---|
4276
CALL
Avantor
AVTR
$9.28B
| $1.26M | ﹤0.01% |
44,900
+10,900
| +32% | +$281K |
|
|
TVRD
4277
CALL
Tvardi Therapeutics
TVRD
$22M
| $1.26M | ﹤0.01% |
2,319
+1,500
| +183% | +$786K |
|
|
FIVA
4278
Fidelity International Value Factor ETF
FIVA
$604M
| $1.26M | ﹤0.01% |
57,775
+40,314
| +231% | +$821K |
|
4279
Cardlytics
CDLX
$24.6M
| $1.26M | ﹤0.01% |
883
-938
| -52% | -$1M |
|
|
MASI
4280
CALL
DELISTED
Masimo
MASI
| $1.26M | ﹤0.01% |
4,700
-32,200
| -87% | -$8.03M |
|
4281
ClearShares Piton Intermediate Fixed Income ETF
PIFI
$97.7M
| $1.26M | ﹤0.01% |
+12,593
| New | +$1.26M |
|
4282
ICL Group
ICL
$7.03B
| $1.26M | ﹤0.01% |
246,866
-42,426
| -15% | -$177K |
|
4283
OneMain Financial
OMF
$7.34B
| $1.26M | ﹤0.01% |
+26,093
| New | +$1.03M |
|
4284
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.28B
| $1.26M | ﹤0.01% |
19,574
-28,573
| -59% | -$1.75M |
|
4285
CALL
Paylocity
PCTY
$7.63B
| $1.26M | ﹤0.01% |
6,100
+3,300
| +118% | +$635K |
|
|
BSMN
4286
DELISTED
Invesco BulletShares 2023 Municipal Bond ETF
BSMN
| $1.25M | ﹤0.01% |
49,001
+7,632
| +18% | +$195K |
|
4287
Antero Resources
AR
$11.5B
| $1.25M | ﹤0.01% |
230,175
+95,760
| +71% | +$393K |
|
|
4288
Avantor
AVTR
$9.28B
| $1.25M | ﹤0.01% |
44,547
-24,889
| -36% | -$641K |
|
4289
PUT
The RealReal
REAL
$1.4B
| $1.25M | ﹤0.01% |
64,200
+13,400
| +26% | +$207K |
|
4290
Pacer Global Cash Cows Dividend ETF
GCOW
$3.46B
| $1.25M | ﹤0.01% |
43,686
-72,637
| -62% | -$1.94M |
|
|
AWTM
4291
DELISTED
AWTM Ultra-Short Duration Enhanced Income ETF
AWTM
| $1.25M | ﹤0.01% |
25,137
-137,721
| -85% | -$6.85M |
|
|
TMHC
4292
PUT
DELISTED
Taylor Morrison
TMHC
| $1.25M | ﹤0.01% |
48,800
+14,900
| +44% | +$380K |
|
4293
Idacorp
IDA
$8.22B
| $1.25M | ﹤0.01% |
13,027
+8,856
| +212% | +$806K |
|
4294
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$118M
| $1.25M | ﹤0.01% |
45,568
+3,586
| +9% | +$98.2K |
|
4295
CALL
Rithm Capital
RITM
$5.71B
| $1.25M | ﹤0.01% |
125,900
-534,500
| -81% | -$4.73M |
|
|
DXGE
4296
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
| $1.25M | ﹤0.01% |
40,261
-38,580
| -49% | -$1.15M |
|
4297
CALL
Allegiant Air
ALGT
$2.36B
| $1.25M | ﹤0.01% |
6,600
+4,800
| +267% | +$736K |
|
4298
Toll Brothers
TOL
$14B
| $1.25M | ﹤0.01% |
28,729
-44,220
| -61% | -$2.05M |
|
4299
PBF Energy
PBF
$8.26B
| $1.25M | ﹤0.01% |
175,772
+74,695
| +74% | +$487K |
|
4300
American Century Quality Diversified International ETF
QINT
$695M
| $1.25M | ﹤0.01% |
25,920
-12,863
| -33% | -$583K |
|
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.