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 | |
|---|---|---|---|---|---|---|
|
OPTU
5501
Optimum Communications Inc
OPTU
$228M
| $583K | ﹤0.01% |
15,400
-9,506
| -38% | -$298K |
|
5502
Avista
AVA
$3.24B
| $583K | ﹤0.01% |
14,532
-7,743
| -35% | -$284K |
|
5503
CALL
Bio-Rad Laboratories Class A
BIO
$9.66B
| $583K | ﹤0.01% |
+1,000
| New | +$570K |
|
5504
State Street SPDR S&P 500 ESG ETF
EFIV
$1.04B
| $583K | ﹤0.01% |
+16,720
| New | +$556K |
|
5505
Franklin High Yield Corporate ETF
FLHY
$1.25B
| $582K | ﹤0.01% |
21,855
-15,477
| -41% | -$403K |
|
|
LOVE
5506
PUT
LoveSac
LOVE
$258M
| $582K | ﹤0.01% |
13,500
+3,800
| +39% | +$125K |
|
|
IMVP
5507
Invesco India ETF
IMVP
$108M
| $582K | ﹤0.01% |
25,065
-11,536
| -32% | -$243K |
|
5508
ScottsMiracle-Gro
SMG
$3.59B
| $582K | ﹤0.01% |
2,923
-1,740
| -37% | -$298K |
|
5509
BOK Financial
BOKF
$8.85B
| $580K | ﹤0.01% |
8,476
-812
| -9% | -$52.3K |
|
5510
Pacer Trendpilot European Index ETF
PTEU
$38.3M
| $579K | ﹤0.01% |
26,145
-30,031
| -53% | -$650K |
|
5511
Americold
COLD
$4.32B
| $578K | ﹤0.01% |
+15,490
| New | +$557K |
|
|
PGAL
5512
DELISTED
Global X MSCI Portugal ETF
PGAL
| $578K | ﹤0.01% |
52,571
+26,270
| +100% | +$257K |
|
5513
Franklin FTSE Brazil ETF
FLBR
$519M
| $577K | ﹤0.01% |
25,272
+9,842
| +64% | +$196K |
|
|
SRC
5514
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $577K | ﹤0.01% |
+14,383
| New | +$518K |
|
5515
PUT
Comstock Resources
CRK
$3.99B
| $576K | ﹤0.01% |
131,900
-136,600
| -51% | -$676K |
|
5516
NCR Voyix
VYX
$1.17B
| $576K | ﹤0.01% |
24,998
-52,072
| -68% | -$863K |
|
|
ZJPN
5517
DELISTED
SPDR Solactive Japan ETF
ZJPN
| $576K | ﹤0.01% |
6,509
-12,649
| -66% | -$1.04M |
|
5518
Greif Class B
GEF.B
$4.22B
| $575K | ﹤0.01% |
11,876
-2,363
| -17% | -$112K |
|
5519
CALL
Sasol
SSL
$7.17B
| $575K | ﹤0.01% |
64,900
+17,800
| +38% | +$133K |
|
|
CMBT
5520
CALL
CMB.TECH NV
CMBT
$4.92B
| $575K | ﹤0.01% |
71,900
-88,700
| -55% | -$725K |
|
5521
PUT
AeroVironment
AVAV
$9.59B
| $574K | ﹤0.01% |
6,600
+1,700
| +35% | +$136K |
|
5522
PUT
Domo
DOMO
$187M
| $574K | ﹤0.01% |
9,000
+3,400
| +61% | +$147K |
|
5523
Genuine Parts
GPC
$18.7B
| $574K | ﹤0.01% |
5,717
-13,567
| -70% | -$1.33M |
|
5524
Sally Beauty Holdings
SBH
$1.55B
| $574K | ﹤0.01% |
44,041
+13,320
| +43% | +$142K |
|
5525
Tanger
SKT
$4.42B
| $573K | ﹤0.01% |
57,572
-9,336
| -14% | -$78.9K |
|
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.