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 | |
|---|---|---|---|---|---|---|
|
TMHC
4476
CALL
DELISTED
Taylor Morrison
TMHC
| $1.11M | ﹤0.01% |
43,400
+22,500
| +108% | +$574K |
|
4477
Blackstone Mortgage Trust
BXMT
$2.41B
| $1.11M | ﹤0.01% |
40,412
-6,361
| -14% | -$161K |
|
|
TWOU
4478
CALL
DELISTED
2U Inc
TWOU
| $1.11M | ﹤0.01% |
927
-1,116
| -55% | -$1.2M |
|
4479
CALL
Angi Inc
ANGI
$176M
| $1.11M | ﹤0.01% |
8,420
-7,010
| -45% | -$813K |
|
4480
AudioCodes
AUDC
$257M
| $1.11M | ﹤0.01% |
40,339
-2,153
| -5% | -$63.1K |
|
4481
First Trust Exchange-Traded Fund VI First Trust S&P International Dividend Aristocrats ETF
FID
$170M
| $1.11M | ﹤0.01% |
+68,349
| New | +$1.05M |
|
4482
CALL
Root
ROOT
$748M
| $1.11M | ﹤0.01% |
+3,928
| New | +$1.3M |
|
4483
CALL
ProShares UltraPro Short QQQ
SQQQ
$1.73B
| $1.11M | ﹤0.01% |
585
-70
| -11% | -$170K |
|
4484
Bionano Genomics
BNGO
$13.8M
| $1.11M | ﹤0.01% |
+600
| New | +$224K |
|
4485
CALL
Dine Brands
DIN
$462M
| $1.11M | ﹤0.01% |
19,100
-11,700
| -38% | -$711K |
|
4486
Imperial Oil
IMO
$63.1B
| $1.11M | ﹤0.01% |
58,143
-72,062
| -55% | -$1.15M |
|
4487
PUT
Abercrombie & Fitch
ANF
$4.99B
| $1.11M | ﹤0.01% |
54,300
-10,600
| -16% | -$194K |
|
4488
CALL
Invitation Homes
INVH
$17.7B
| $1.1M | ﹤0.01% |
37,200
-9,700
| -21% | -$279K |
|
4489
CALL
Ligand Pharmaceuticals
LGND
$5.85B
| $1.1M | ﹤0.01% |
17,793
+2,564
| +17% | +$146K |
|
|
DOG
4490
CALL
ProShares Short Dow30
DOG
$87.3M
| $1.1M | ﹤0.01% |
28,100
+15,300
| +120% | +$635K |
|
4491
CALL
Post Holdings
POST
$3.65B
| $1.1M | ﹤0.01% |
+16,655
| New | +$1.03M |
|
4492
PUT
Genesco
GCO
$391M
| $1.1M | ﹤0.01% |
+36,500
| New | +$933K |
|
|
4493
CALL
iShares Core MSCI Emerging Markets ETF
IEMG
$158B
| $1.1M | ﹤0.01% |
17,700
-57,700
| -77% | -$3.33M |
|
4494
Karyopharm Therapeutics
KPTI
$46M
| $1.1M | ﹤0.01% |
4,731
-764
| -14% | -$177K |
|
4495
XP
XP
$7.98B
| $1.1M | ﹤0.01% |
27,664
+22,822
| +471% | +$932K |
|
4496
CALL
Altimmune
ALT
$570M
| $1.1M | ﹤0.01% |
97,200
+12,100
| +14% | +$143K |
|
4497
iShares MSCI Finland ETF
EFNL
$251M
| $1.1M | ﹤0.01% |
24,754
+14,923
| +152% | +$633K |
|
4498
DTE Energy
DTE
$28.9B
| $1.09M | ﹤0.01% |
10,599
-4,187
| -28% | -$441K |
|
4499
Pediatrix Medical
MD
$2.15B
| $1.09M | ﹤0.01% |
+44,634
| New | +$838K |
|
4500
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$366M
| $1.09M | ﹤0.01% |
31,689
-30,025
| -49% | -$961K |
|
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.