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 | |
|---|---|---|---|---|---|---|
4176
CALL
Terex
TEX
$7.74B
| $1.35M | ﹤0.01% |
38,800
+15,900
| +69% | +$469K |
|
4177
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$347M
| $1.35M | ﹤0.01% |
23,247
-69,769
| -75% | -$3.68M |
|
|
ARNA
4178
DELISTED
Arena Pharmaceuticals Inc
ARNA
| $1.35M | ﹤0.01% |
17,600
-56,493
| -76% | -$4.23M |
|
4179
PUT
Corning
GLW
$137B
| $1.35M | ﹤0.01% |
37,500
-59,500
| -61% | -$2.11M |
|
4180
Regions Financial
RF
$26.9B
| $1.35M | ﹤0.01% |
83,727
-73,499
| -47% | -$1.06M |
|
4181
Hormel Foods
HRL
$13.4B
| $1.35M | ﹤0.01% |
28,924
-31,628
| -52% | -$1.54M |
|
|
CHNA
4182
DELISTED
Loncar China BioPharma ETF
CHNA
| $1.35M | ﹤0.01% |
41,366
-7,275
| -15% | -$223K |
|
|
AJRD
4183
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $1.34M | ﹤0.01% |
25,456
-10,862
| -30% | -$437K |
|
4184
PUT
Omeros
OMER
$984M
| $1.34M | ﹤0.01% |
94,000
-14,700
| -14% | -$180K |
|
4185
Fidelity Low Volatility Factor ETF
FDLO
$1.46B
| $1.34M | ﹤0.01% |
+31,424
| New | +$1.29M |
|
|
EWEB
4186
DELISTED
Global X Emerging Markets Internet & E-commerce ETF
EWEB
| $1.34M | ﹤0.01% |
+27,791
| New | +$1.27M |
|
4187
CALL
Kura Oncology
KURA
$882M
| $1.34M | ﹤0.01% |
41,000
-35,000
| -46% | -$1.23M |
|
|
CYB
4188
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $1.34M | ﹤0.01% |
+49,043
| New | +$1.32M |
|
4189
PUT
Entergy
ETR
$49.7B
| $1.34M | ﹤0.01% |
26,800
+21,200
| +379% | +$1.12M |
|
4190
CALL
Arlo Technologies
ARLO
$1.59B
| $1.34M | ﹤0.01% |
171,500
+141,400
| +470% | +$861K |
|
|
MUDSU
4191
DELISTED
Mudrick Capital Acquisition Corporation II Unit
MUDSU
| $1.34M | ﹤0.01% |
+129,546
| New | +$1.32M |
|
4192
Liberty Media Series C
FWONK
$25.7B
| $1.33M | ﹤0.01% |
32,407
+9,057
| +39% | +$350K |
|
4193
PUT
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$194M
| $1.33M | ﹤0.01% |
98,800
+16,800
| +20% | +$227K |
|
4194
Zions Bancorporation
ZION
$10.4B
| $1.33M | ﹤0.01% |
30,692
+16,316
| +113% | +$603K |
|
|
DSACU
4195
DELISTED
Duddell Street Acquisition Corp. Unit
DSACU
| $1.33M | ﹤0.01% |
+125,000
| New | +$1.27M |
|
4196
PUT
American Eagle Outfitters
AEO
$2.91B
| $1.33M | ﹤0.01% |
66,400
-5,500
| -8% | -$92.4K |
|
4197
Avis
CAR
$4.97B
| $1.33M | ﹤0.01% |
35,750
-2,667
| -7% | -$93.7K |
|
4198
Steel Dynamics
STLD
$37.8B
| $1.33M | ﹤0.01% |
36,147
-38,357
| -51% | -$1.33M |
|
4199
CALL
SiriusXM
SIRI
$9.61B
| $1.33M | ﹤0.01% |
20,890
+3,000
| +17% | +$184K |
|
|
PACW
4200
DELISTED
PacWest Bancorp
PACW
| $1.33M | ﹤0.01% |
52,384
-4,049
| -7% | -$90.3K |
|
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.