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 | |
|---|---|---|---|---|---|---|
1326
iShares New York Muni Bond ETF
NYF
$1.4B
| $11.1M | 0.01% |
190,839
+123,767
| +185% | +$7.13M |
|
1327
PUT
Estee Lauder
EL
$32B
| $11.1M | 0.01% |
41,700
+2,600
| +7% | +$626K |
|
1328
CALL
Domo
DOMO
$184M
| $11.1M | 0.01% |
174,000
+127,100
| +271% | +$5.48M |
|
1329
PUT
Equity Lifestyle Properties
ELS
$12.6B
| $11.1M | 0.01% |
+175,000
| New | +$10.8M |
|
1330
Expedia Group
EXPE
$37.3B
| $11.1M | 0.01% |
+83,717
| New | +$9.43M |
|
1331
CALL
Hyliion Holdings
HYLN
$690M
| $11.1M | 0.01% |
672,400
-865,100
| -56% | -$19.7M |
|
|
PLAN
1332
PUT
DELISTED
Anaplan, Inc.
PLAN
| $11.1M | 0.01% |
153,900
-28,200
| -15% | -$1.83M |
|
1333
PUT
Cummins
CMI
$88.7B
| $11M | 0.01% |
48,600
-2,900
| -6% | -$651K |
|
|
JOYY
1334
PUT
JOYY Inc
JOYY
$3.75B
| $11M | 0.01% |
137,900
+99,200
| +256% | +$8.53M |
|
|
VLDR
1335
CALL
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
| $11M | 0.01% |
+482,700
| New | +$8.21M |
|
1336
CALL
Ciena
CIEN
$58.4B
| $11M | 0.01% |
207,800
-10,200
| -5% | -$453K |
|
1337
PUT
EPAM Systems
EPAM
$5.03B
| $11M | 0.01% |
30,600
+27,900
| +1,033% | +$9.31M |
|
|
FL
1338
CALL
DELISTED
Foot Locker
FL
| $10.9M | 0.01% |
270,200
+25,800
| +11% | +$1.01M |
|
1339
PUT
Synchrony
SYF
$25.6B
| $10.9M | 0.01% |
314,400
+41,600
| +15% | +$1.25M |
|
1340
PIMCO Enhanced Short Maturity Active ESG ETF
EMNT
$212M
| $10.9M | 0.01% |
108,306
+29,398
| +37% | +$2.96M |
|
1341
DoorDash
DASH
$93.7B
| $10.9M | 0.01% |
+76,223
| New | +$12.2M |
|
1342
PUT
Realty Income
O
$59.1B
| $10.9M | 0.01% |
180,394
+69,660
| +63% | +$4.12M |
|
|
RIDE
1343
CALL
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
| $10.9M | 0.01% |
+36,093
| New | +$11.4M |
|
1344
PUT
New Oriental
EDU
$8.98B
| $10.9M | 0.01% |
58,400
-31,200
| -35% | -$5.25M |
|
1345
Vodafone
VOD
$37.4B
| $10.8M | 0.01% |
658,291
+508,107
| +338% | +$7.95M |
|
1346
PUT
Live Nation Entertainment
LYV
$42.1B
| $10.8M | 0.01% |
147,500
-530,200
| -78% | -$33.5M |
|
1347
CALL
Toyota
TM
$225B
| $10.8M | 0.01% |
70,100
+48,000
| +217% | +$6.71M |
|
1348
State Street SPDR Portfolio Europe ETF
SPEU
$745M
| $10.8M | 0.01% |
287,206
+262,693
| +1,072% | +$9.23M |
|
1349
CALL
Hartford Financial Services
HIG
$39.3B
| $10.8M | 0.01% |
220,500
+182,100
| +474% | +$7.86M |
|
1350
PUT
Chubb
CB
$135B
| $10.8M | 0.01% |
70,100
-16,900
| -19% | -$2.37M |
|
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.