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 | |
|---|---|---|---|---|---|---|
4101
First Trust Municipal High Income ETF
FMHI
$1.01B
| $1.41M | ﹤0.01% |
26,176
-17,602
| -40% | -$925K |
|
4102
Invesco Global Water ETF
PIO
$279M
| $1.41M | ﹤0.01% |
40,239
+32,895
| +448% | +$1.1M |
|
4103
CALL
Trex
TREX
$5.07B
| $1.41M | ﹤0.01% |
16,800
-55,000
| -77% | -$4.21M |
|
4104
CALL
Tradeweb Markets
TW
$22B
| $1.41M | ﹤0.01% |
22,500
-17,500
| -44% | -$1.06M |
|
4105
CALL
Viasat
VSAT
$11.6B
| $1.4M | ﹤0.01% |
+43,000
| New | +$1.48M |
|
4106
KeyCorp
KEY
$24.3B
| $1.4M | ﹤0.01% |
85,468
-994
| -1% | -$14.5K |
|
|
DBD
4107
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
| $1.4M | ﹤0.01% |
131,600
+116,800
| +789% | +$1.06M |
|
|
GRA
4108
PUT
DELISTED
W.R. Grace & Co.
GRA
| $1.4M | ﹤0.01% |
25,600
+15,200
| +146% | +$765K |
|
|
AZUL
4109
DELISTED
Azul
AZUL
| $1.4M | ﹤0.01% |
61,442
-295,700
| -83% | -$5.3M |
|
|
NSTG
4110
DELISTED
NanoString Technologies, Inc.
NSTG
| $1.4M | ﹤0.01% |
+20,966
| New | +$1.05M |
|
|
AMWD
4111
DELISTED
American Woodmark
AMWD
| $1.4M | ﹤0.01% |
14,924
+4,431
| +42% | +$403K |
|
4112
PUT
iShares MSCI Chile ETF
ECH
$1.04B
| $1.4M | ﹤0.01% |
46,300
-32,300
| -41% | -$862K |
|
4113
Occidental Petroleum Corp Warrants
OXY.WS
$34.8B
| $1.4M | ﹤0.01% |
205,350
+5,842
| +3% | +$26.5K |
|
4114
State Street Blackstone Senior Loan ETF
SRLN
$5.36B
| $1.4M | ﹤0.01% |
+30,654
| New | +$1.38M |
|
4115
TIM SA
TIMB
$8.62B
| $1.4M | ﹤0.01% |
100,480
-20,215
| -17% | -$252K |
|
4116
PUT
Under Armour Class C
UA
$2.23B
| $1.4M | ﹤0.01% |
94,000
-1,600
| -2% | -$21.4K |
|
|
CLR
4117
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.4M | ﹤0.01% |
85,800
+45,600
| +113% | +$682K |
|
4118
PUT
ACM Research
ACMR
$5.57B
| $1.4M | ﹤0.01% |
51,600
-851,700
| -94% | -$21.8M |
|
|
INN
4119
Summit Hotel Properties
INN
$651M
| $1.4M | ﹤0.01% |
+155,012
| New | +$1.15M |
|
4120
First Trust Water ETF
FIW
$1.94B
| $1.4M | ﹤0.01% |
19,350
-4,848
| -20% | -$327K |
|
|
CTEV
4121
CALL
Claritev Corp
CTEV
$592M
| $1.4M | ﹤0.01% |
+4,368
| New | +$1.45M |
|
4122
PUT
Groupon
GRPN
$889M
| $1.39M | ﹤0.01% |
36,700
-127,300
| -78% | -$3.5M |
|
|
AY
4123
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $1.39M | ﹤0.01% |
36,701
+13,910
| +61% | +$460K |
|
|
IBCE
4124
DELISTED
iShares iBonds Mar 2023 Term Corporate ex-Financials ETF
IBCE
| $1.39M | ﹤0.01% |
55,645
-45,269
| -45% | -$1.13M |
|
|
WW
4125
DELISTED
WW International
WW
| $1.39M | ﹤0.01% |
56,974
-43,300
| -43% | -$1.13M |
|
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.