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 | |
|---|---|---|---|---|---|---|
4526
PUT
Floor & Decor
FND
$6.32B
| $1.08M | ﹤0.01% |
11,600
-11,900
| -51% | -$993K |
|
4527
Impinj
PI
$5.49B
| $1.08M | ﹤0.01% |
25,744
+6,680
| +35% | +$233K |
|
4528
CALL
Energizer
ENR
$1.56B
| $1.08M | ﹤0.01% |
25,500
+3,300
| +15% | +$139K |
|
4529
Franklin FTSE Canada ETF
FLCA
$860M
| $1.08M | ﹤0.01% |
39,296
+25,521
| +185% | +$666K |
|
4530
Liberty Broadband Class C
LBRDK
$5.07B
| $1.08M | ﹤0.01% |
6,797
-6,263
| -48% | -$953K |
|
4531
CALL
Eos Energy Enterprises
EOSE
$1.54B
| $1.07M | ﹤0.01% |
+51,600
| New | +$665K |
|
4532
FlexShares Credit-Scored US Long Corporate Bond Index Fund
LKOR
$30M
| $1.07M | ﹤0.01% |
17,091
-15,889
| -48% | -$1M |
|
4533
Ichor Holdings
ICHR
$2.59B
| $1.07M | ﹤0.01% |
35,624
-6,637
| -16% | -$188K |
|
|
IRBT
4534
DELISTED
iRobot
IRBT
| $1.07M | ﹤0.01% |
13,384
+10,650
| +390% | +$867K |
|
|
MJO
4535
DELISTED
MicroSectors Cannabis 2X Leveraged ETNs
MJO
| $1.07M | ﹤0.01% |
+13,607
| New | +$898K |
|
4536
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
| $1.07M | ﹤0.01% |
38,606
+7,338
| +23% | +$202K |
|
4537
CALL
Universal Health Services
UHS
$10.2B
| $1.07M | ﹤0.01% |
7,800
+1,900
| +32% | +$236K |
|
|
PPD
4538
DELISTED
PPD, Inc. Common Stock
PPD
| $1.07M | ﹤0.01% |
31,345
-23,443
| -43% | -$819K |
|
4539
Reliance Steel & Aluminium
RS
$21.8B
| $1.07M | ﹤0.01% |
8,952
+3,534
| +65% | +$408K |
|
4540
Fox Factory Holding Corp
FOXF
$913M
| $1.07M | ﹤0.01% |
10,140
+5,683
| +128% | +$516K |
|
4541
Opko Health
OPK
$1.04B
| $1.07M | ﹤0.01% |
271,180
-404,261
| -60% | -$1.69M |
|
4542
PIMCO RAFI ESG US ETF
RAFE
$169M
| $1.07M | ﹤0.01% |
41,488
-55,882
| -57% | -$1.35M |
|
|
ANSS
4543
DELISTED
Ansys
ANSS
| $1.07M | ﹤0.01% |
2,940
-5,106
| -63% | -$1.71M |
|
|
SUMO
4544
CALL
DELISTED
Sumo Logic, Inc. Common Stock
SUMO
| $1.07M | ﹤0.01% |
+37,400
| New | +$881K |
|
4545
CALL
AquaBounty Technologies
AQB
$7.1M
| $1.07M | ﹤0.01% |
+6,095
| New | +$678K |
|
4546
SS&C Technologies
SSNC
$18.8B
| $1.07M | ﹤0.01% |
14,686
-6,803
| -32% | -$456K |
|
4547
PUT
Travel + Leisure Co
TNL
$4.58B
| $1.07M | ﹤0.01% |
+23,800
| New | +$934K |
|
|
PRTY
4548
CALL
DELISTED
Party City Holdco Inc.
PRTY
| $1.07M | ﹤0.01% |
173,700
+13,600
| +8% | +$52.8K |
|
4549
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
| $1.07M | ﹤0.01% |
68,995
+22,074
| +47% | +$341K |
|
4550
Zillow
ZG
$7.53B
| $1.07M | ﹤0.01% |
7,849
-72,003
| -90% | -$8.12M |
|
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.