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 | |
|---|---|---|---|---|---|---|
|
TMPMU
4876
DELISTED
Turmeric Acquisition Corp. Unit
TMPMU
| $873K | ﹤0.01% |
+85,000
| New | +$861K |
|
4877
Booz Allen Hamilton
BAH
$9.43B
| $872K | ﹤0.01% |
10,005
-3,790
| -27% | -$322K |
|
|
DENN
4878
CALL
DELISTED
Denny's
DENN
| $872K | ﹤0.01% |
59,400
+21,400
| +56% | +$245K |
|
|
AMRS
4879
PUT
DELISTED
Amyris Inc.
AMRS
| $872K | ﹤0.01% |
141,200
+120,100
| +569% | +$384K |
|
4880
PUT
Altimmune
ALT
$570M
| $871K | ﹤0.01% |
+77,200
| New | +$910K |
|
4881
JPMorgan US Quality Factor ETF
JQUA
$8.57B
| $871K | ﹤0.01% |
24,282
-20,707
| -46% | -$709K |
|
|
ICPT
4882
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $871K | ﹤0.01% |
35,269
-11,692
| -25% | -$387K |
|
|
PE
4883
DELISTED
PARSLEY ENERGY INC
PE
| $871K | ﹤0.01% |
61,341
+36,136
| +143% | +$430K |
|
|
GRES
4884
DELISTED
IQ ARB Global Resources
GRES
| $871K | ﹤0.01% |
33,818
-28,439
| -46% | -$763K |
|
4885
Campbell Soup
CPB
$6.74B
| $870K | ﹤0.01% |
18,000
-47,124
| -72% | -$2.28M |
|
4886
Avantis Short-Term Fixed Income ETF
AVSF
$653M
| $869K | ﹤0.01% |
+17,290
| New | +$866K |
|
|
EMBJ
4887
CALL
Embraer S.A. ADS
EMBJ
$13.2B
| $869K | ﹤0.01% |
127,600
-65,400
| -34% | -$371K |
|
4888
PUT
Insulet
PODD
$10.1B
| $869K | ﹤0.01% |
3,400
-14,200
| -81% | -$3.52M |
|
4889
Global X Renewable Energy Producers ETF
RNRG
$26.4M
| $869K | ﹤0.01% |
15,964
+9,443
| +145% | +$460K |
|
|
SKX
4890
DELISTED
Skechers
SKX
| $869K | ﹤0.01% |
24,195
-55,806
| -70% | -$1.9M |
|
4891
PUT
Zurn Elkay Water Solutions
ZWS
$8.46B
| $869K | ﹤0.01% |
45,672
+30,310
| +197% | +$520K |
|
|
MOR
4892
DELISTED
MorphoSys AG American Depositary Shares
MOR
| $868K | ﹤0.01% |
+30,296
| New | +$830K |
|
4893
CALL
Antero Midstream
AM
$10.6B
| $867K | ﹤0.01% |
112,400
-43,800
| -28% | -$297K |
|
4894
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$504M
| $867K | ﹤0.01% |
22,772
-91,212
| -80% | -$3.23M |
|
4895
Kirby Corp
KEX
$7.18B
| $867K | ﹤0.01% |
16,721
-2,481
| -13% | -$113K |
|
4896
Primerica
PRI
$9.57B
| $867K | ﹤0.01% |
6,477
-3,965
| -38% | -$498K |
|
4897
CALL
XP
XP
$7.98B
| $865K | ﹤0.01% |
21,800
-26,000
| -54% | -$1.06M |
|
4898
Invesco DB Base Metals Fund
DBB
$316M
| $864K | ﹤0.01% |
50,037
-118,208
| -70% | -$1.95M |
|
4899
Coherus Oncology
CHRS
$181M
| $863K | ﹤0.01% |
49,680
+3,342
| +7% | +$59.5K |
|
4900
PUT
Corteva
CTVA
$50.4B
| $863K | ﹤0.01% |
+22,300
| New | +$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.