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 | |
|---|---|---|---|---|---|---|
2151
FlexShares High Yield Value-Scored Bond Index Fund
HYGV
$1.1B
| $4.91M | ﹤0.01% |
99,913
+66,673
| +201% | +$3.18M |
|
2152
Invesco Variable Rate Preferred ETF
VRP
$3.02B
| $4.91M | ﹤0.01% |
189,098
-147,213
| -44% | -$3.73M |
|
|
SAGE
2153
CALL
DELISTED
Sage Therapeutics
SAGE
| $4.91M | ﹤0.01% |
56,700
-115,100
| -67% | -$8.48M |
|
2154
Hasbro
HAS
$13.2B
| $4.9M | ﹤0.01% |
52,374
+7,153
| +16% | +$636K |
|
2155
CALL
iShares Russell 1000 Growth ETF
IWF
$128B
| $4.89M | ﹤0.01% |
81,200
-789,200
| -91% | -$44.9M |
|
2156
PUT
Universal Health Services
UHS
$10.5B
| $4.89M | ﹤0.01% |
35,600
+17,700
| +99% | +$2.2M |
|
2157
CALL
Sprouts Farmers Market
SFM
$8.01B
| $4.89M | ﹤0.01% |
243,500
+122,700
| +102% | +$2.51M |
|
|
OCA.U
2158
DELISTED
Omnichannel Acquisition Corp. Units, each consisting of one share of Class A common stock and one-ha
OCA.U
| $4.89M | ﹤0.01% |
+475,000
| New | +$4.84M |
|
2159
Edwards Lifesciences
EW
$51.7B
| $4.89M | ﹤0.01% |
+53,592
| New | +$4.45M |
|
|
AVYA
2160
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $4.88M | ﹤0.01% |
254,970
+107,109
| +72% | +$1.99M |
|
2161
CALL
SL Green Realty
SLG
$3.99B
| $4.88M | ﹤0.01% |
79,578
-156,363
| -66% | -$8.27M |
|
2162
Smith & Wesson
SWBI
$637M
| $4.87M | ﹤0.01% |
274,534
+57,600
| +27% | +$953K |
|
2163
Camping World
CWH
$653M
| $4.87M | ﹤0.01% |
187,015
-128,809
| -41% | -$3.77M |
|
|
GRUB
2164
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $4.86M | ﹤0.01% |
32,698
-13,326
| -29% | -$1.97M |
|
|
HOLX
2165
DELISTED
Hologic
HOLX
| $4.86M | ﹤0.01% |
66,673
+42,816
| +179% | +$3.02M |
|
2166
CALL
Global X Lithium & Battery Tech ETF
LIT
$1.59B
| $4.85M | ﹤0.01% |
78,400
+5,300
| +7% | +$263K |
|
2167
Perrigo
PRGO
$1.78B
| $4.85M | ﹤0.01% |
108,476
-80,239
| -43% | -$3.72M |
|
2168
StoneCo
STNE
$2.58B
| $4.85M | ﹤0.01% |
57,805
+53,410
| +1,215% | +$3.58M |
|
2169
Invesco DB Agriculture Fund
DBA
$1.23B
| $4.84M | ﹤0.01% |
299,879
-19,631
| -6% | -$298K |
|
2170
PUT
Vroom Inc
VRM
$48.2M
| $4.84M | ﹤0.01% |
1,476
+991
| +204% | +$3.27M |
|
2171
iShares MSCI Philippines ETF
EPHE
$148M
| $4.83M | ﹤0.01% |
+147,755
| New | +$4.49M |
|
2172
CALL
Group 1 Automotive
GPI
$3.18B
| $4.83M | ﹤0.01% |
36,800
-20,100
| -35% | -$2.42M |
|
2173
Thomson Reuters
TRI
$44.1B
| $4.83M | ﹤0.01% |
55,931
+39,748
| +246% | +$3.4M |
|
2174
iShares Russell 1000 Value ETF
IWD
$83.9B
| $4.82M | ﹤0.01% |
35,274
-14,302
| -29% | -$1.83M |
|
2175
PUT
W.P. Carey
WPC
$16.4B
| $4.81M | ﹤0.01% |
69,632
+50,335
| +261% | +$3.36M |
|
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.