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 | |
|---|---|---|---|---|---|---|
|
LSST
4726
DELISTED
Natixis Loomis Sayles Short Duration Income ETF
LSST
| $961K | ﹤0.01% |
37,503
+25,998
| +226% | +$675K |
|
4727
CALL
Matador Resources
MTDR
$6.5B
| $960K | ﹤0.01% |
79,600
-164,800
| -67% | -$1.61M |
|
|
HOUS
4728
DELISTED
Anywhere Real Estate
HOUS
| $959K | ﹤0.01% |
73,053
+50,768
| +228% | +$605K |
|
4729
Korea Electric Power
KEP
$15.3B
| $959K | ﹤0.01% |
78,188
+58,914
| +306% | +$583K |
|
4730
DMC Global
BOOM
$155M
| $958K | ﹤0.01% |
+22,149
| New | +$873K |
|
|
GREK
4731
Global X MSCI Greece ETF
GREK
$330M
| $958K | ﹤0.01% |
37,621
-79,286
| -68% | -$1.75M |
|
4732
Amplify BlueStar Israel Technology ETF
ITEQ
$118M
| $958K | ﹤0.01% |
13,930
+3,317
| +31% | +$203K |
|
4733
Nektar Therapeutics
NKTR
$2.57B
| $958K | ﹤0.01% |
3,755
+1,359
| +57% | +$351K |
|
|
CERN
4734
DELISTED
Cerner Corp
CERN
| $958K | ﹤0.01% |
12,210
-6,714
| -35% | -$498K |
|
4735
CALL
America Movil
AMX
$69.7B
| $957K | ﹤0.01% |
65,600
+17,400
| +36% | +$236K |
|
4736
PUT
Brookfield
BN
$110B
| $957K | ﹤0.01% |
43,349
-23,543
| -35% | -$471K |
|
|
IPG
4737
CALL
DELISTED
Interpublic Group of Companies
IPG
| $957K | ﹤0.01% |
40,700
+12,500
| +44% | +$262K |
|
4738
PUT
The GEO Group
GEO
$4.14B
| $955K | ﹤0.01% |
107,800
+49,200
| +84% | +$472K |
|
|
PVG
4739
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $954K | ﹤0.01% |
83,100
-12,400
| -13% | -$149K |
|
4740
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.44B
| $953K | ﹤0.01% |
28,349
-37,079
| -57% | -$1.2M |
|
4741
PUT
Toronto Dominion Bank
TD
$204B
| $953K | ﹤0.01% |
16,900
-104,900
| -86% | -$5.32M |
|
|
HDAW
4742
DELISTED
Xtrackers MSCI All World ex US High Dividend Yield Equity ETF
HDAW
| $953K | ﹤0.01% |
+39,701
| New | +$894K |
|
|
ARI
4743
Apollo Commercial Real Estate
ARI
$885M
| $950K | ﹤0.01% |
84,954
+26,962
| +46% | +$276K |
|
4744
CALL
Broadridge
BR
$19.3B
| $950K | ﹤0.01% |
6,200
-10,500
| -63% | -$1.52M |
|
4745
Fidelity MSCI Real Estate Index ETF
FREL
$1.47B
| $950K | ﹤0.01% |
37,444
-69,270
| -65% | -$1.71M |
|
|
CS
4746
PUT
DELISTED
Credit Suisse Group
CS
| $947K | ﹤0.01% |
74,000
+34,200
| +86% | +$396K |
|
|
XLRN
4747
PUT
DELISTED
Acceleron Pharma
XLRN
| $947K | ﹤0.01% |
7,400
-5,400
| -42% | -$633K |
|
4748
Castle Biosciences
CSTL
$960M
| $946K | ﹤0.01% |
14,089
+2,977
| +27% | +$161K |
|
4749
NiSource
NI
$20.1B
| $946K | ﹤0.01% |
41,215
-21,707
| -34% | -$508K |
|
4750
PUT
East-West Bancorp
EWBC
$18.5B
| $943K | ﹤0.01% |
+18,600
| New | +$790K |
|
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.