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 | |
|---|---|---|---|---|---|---|
2451
PUT
Yeti Holdings
YETI
$3.95B
| $3.88M | ﹤0.01% |
56,700
+18,000
| +47% | +$1.07M |
|
2452
PUT
Protolabs
PRLB
$2.13B
| $3.88M | ﹤0.01% |
25,300
-2,500
| -9% | -$353K |
|
|
ZHOK
2453
DELISTED
SPDR Solactive Hong Kong ETF
ZHOK
| $3.88M | ﹤0.01% |
58,665
+39,788
| +211% | +$2.47M |
|
2454
Cboe Global Markets
CBOE
$29.9B
| $3.88M | ﹤0.01% |
41,652
-23,239
| -36% | -$2.03M |
|
2455
Innovative Industrial Properties
IIPR
$1.72B
| $3.88M | ﹤0.01% |
21,181
+13,341
| +170% | +$2M |
|
2456
PUT
Logitech
LOGI
$15.2B
| $3.88M | ﹤0.01% |
39,900
-213,000
| -84% | -$18.4M |
|
2457
UWM Holdings
UWMC
$434M
| $3.87M | ﹤0.01% |
+294,806
| New | +$3.08M |
|
2458
PUT
Edwards Lifesciences
EW
$51.7B
| $3.87M | ﹤0.01% |
42,400
-43,400
| -51% | -$3.6M |
|
|
WPS
2459
DELISTED
iShares International Developed Property ETF
WPS
| $3.87M | ﹤0.01% |
108,386
+84,403
| +352% | +$2.82M |
|
2460
PUT
International Paper
IP
$22B
| $3.86M | ﹤0.01% |
82,051
-30,835
| -27% | -$1.38M |
|
2461
GoDaddy
GDDY
$11.5B
| $3.86M | ﹤0.01% |
+46,525
| New | +$3.65M |
|
2462
Tractor Supply
TSCO
$18B
| $3.86M | ﹤0.01% |
137,285
+63,465
| +86% | +$1.78M |
|
|
AAWW
2463
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $3.86M | ﹤0.01% |
70,700
-24,400
| -26% | -$1.43M |
|
2464
Direxion Daily Regional Banks Bull 3X ETF
DPST
$391M
| $3.85M | ﹤0.01% |
16,026
+2,340
| +17% | +$409K |
|
2465
CALL
Encore Capital Group
ECPG
$2.13B
| $3.85M | ﹤0.01% |
98,800
-5,200
| -5% | -$189K |
|
2466
PACCAR
PCAR
$70.1B
| $3.85M | ﹤0.01% |
66,891
+19,956
| +43% | +$1.17M |
|
2467
PUT
Dine Brands
DIN
$452M
| $3.85M | ﹤0.01% |
66,300
-27,100
| -29% | -$1.65M |
|
2468
Cheniere Energy
LNG
$52.9B
| $3.84M | ﹤0.01% |
64,043
+24,703
| +63% | +$1.32M |
|
2469
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.38B
| $3.84M | ﹤0.01% |
37,636
-104,923
| -74% | -$10.7M |
|
2470
CALL
McCormick & Company Non-Voting
MKC
$14.2B
| $3.83M | ﹤0.01% |
40,100
-99,300
| -71% | -$9.37M |
|
2471
Willis Towers Watson
WTW
$32B
| $3.83M | ﹤0.01% |
18,169
-1,649
| -8% | -$340K |
|
2472
iShares MSCI EAFE Growth ETF
EFG
$17.3B
| $3.82M | ﹤0.01% |
37,892
-70,103
| -65% | -$6.63M |
|
2473
Stryker
SYK
$130B
| $3.82M | ﹤0.01% |
15,600
+9,683
| +164% | +$2.19M |
|
2474
Qiagen
QGEN
$8.72B
| $3.82M | ﹤0.01% |
68,191
-155,661
| -70% | -$8.31M |
|
2475
VF Corp
VFC
$5.89B
| $3.82M | ﹤0.01% |
44,709
-15,999
| -26% | -$1.28M |
|
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.