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 | |
|---|---|---|---|---|---|---|
3701
Groupon
GRPN
$864M
| $1.78M | ﹤0.01% |
+46,816
| New | +$1.29M |
|
3702
PUT
SBA Communications
SBAC
$19.3B
| $1.78M | ﹤0.01% |
6,300
+2,200
| +54% | +$646K |
|
3703
CALL
Antero Resources
AR
$11.6B
| $1.78M | ﹤0.01% |
325,900
+256,400
| +369% | +$1.05M |
|
|
CHIR
3704
DELISTED
Global X MSCI China Real Estate ETF
CHIR
| $1.77M | ﹤0.01% |
37,469
+15,476
| +70% | +$780K |
|
3705
Cytokinetics
CYTK
$10.7B
| $1.77M | ﹤0.01% |
85,340
+29,482
| +53% | +$539K |
|
3706
Franklin Intelligent Machines ETF
IQM
$107M
| $1.77M | ﹤0.01% |
+40,847
| New | +$1.56M |
|
3707
PUT
Canadian Natural Resources
CNQ
$98.1B
| $1.77M | ﹤0.01% |
150,700
-73,103
| -33% | -$735K |
|
3708
Franklin FTSE South Korea ETF
FLKR
$1.44B
| $1.77M | ﹤0.01% |
57,931
+48,737
| +530% | +$1.28M |
|
3709
Roundhill Video Games ETF
NERD
$15.8M
| $1.77M | ﹤0.01% |
58,715
-38,145
| -39% | -$1.05M |
|
3710
Dorman Products
DORM
$3.99B
| $1.77M | ﹤0.01% |
+20,374
| New | +$1.89M |
|
3711
First Trust Latin America AlphaDEX Fund
FLN
$36M
| $1.77M | ﹤0.01% |
91,193
+68,572
| +303% | +$1.17M |
|
3712
PUT
Genworth Financial
GNW
$3.71B
| $1.77M | ﹤0.01% |
468,100
-782,900
| -63% | -$3.22M |
|
3713
CALL
AMN Healthcare
AMN
$1.28B
| $1.77M | ﹤0.01% |
25,900
-103,400
| -80% | -$6.74M |
|
3714
Equitable Holdings
EQH
$14B
| $1.77M | ﹤0.01% |
69,087
+44,777
| +184% | +$1.05M |
|
3715
Goldman Sachs Access High Yield Corporate Bond ETF
GHYB
$134M
| $1.77M | ﹤0.01% |
35,110
-115,355
| -77% | -$5.7M |
|
3716
Kura Oncology
KURA
$874M
| $1.77M | ﹤0.01% |
54,121
+37,586
| +227% | +$1.32M |
|
3717
Teck Resources
TECK
$32.5B
| $1.77M | ﹤0.01% |
97,404
+17,799
| +22% | +$274K |
|
3718
CALL
TE Connectivity
TEL
$63B
| $1.77M | ﹤0.01% |
14,600
-36,400
| -71% | -$4.01M |
|
3719
PUT
Blackstone Mortgage Trust
BXMT
$2.46B
| $1.76M | ﹤0.01% |
64,100
+37,400
| +140% | +$944K |
|
3720
PUT
Eastman Chemical
EMN
$8.54B
| $1.76M | ﹤0.01% |
17,600
-6,300
| -26% | -$584K |
|
3721
PUT
Annaly Capital Management
NLY
$17.5B
| $1.76M | ﹤0.01% |
52,225
+32,550
| +165% | +$1.01M |
|
|
AMWD
3722
CALL
DELISTED
American Woodmark
AMWD
| $1.76M | ﹤0.01% |
18,800
+300
| +2% | +$27.3K |
|
3723
CALL
Arbor Realty Trust
ABR
$994M
| $1.76M | ﹤0.01% |
124,200
-72,800
| -37% | -$944K |
|
3724
PUT
Carlyle Group
CG
$17.5B
| $1.76M | ﹤0.01% |
56,000
+5,200
| +10% | +$146K |
|
3725
Celanese
CE
$4.94B
| $1.76M | ﹤0.01% |
13,531
+6,407
| +90% | +$797K |
|
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.