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 | |
|---|---|---|---|---|---|---|
5751
O-I Glass
OI
$1.05B
| $500K | ﹤0.01% |
41,998
+14,705
| +54% | +$168K |
|
5752
Schwab US Large- Cap ETF
SCHX
$75B
| $500K | ﹤0.01% |
32,976
-617,388
| -95% | -$8.83M |
|
5753
ProShares Short VIX Short-Term Futures ETF
SVXY
$234M
| $500K | ﹤0.01% |
24,120
-29,612
| -55% | -$573K |
|
5754
CALL
DHT Holdings
DHT
$3.09B
| $499K | ﹤0.01% |
95,500
-71,600
| -43% | -$374K |
|
5755
Liberty Media Series A
FWONA
$23.7B
| $499K | ﹤0.01% |
13,717
-2,919
| -18% | -$102K |
|
5756
PUT
Kratos Defense & Security Solutions
KTOS
$11.8B
| $499K | ﹤0.01% |
18,200
-26,800
| -60% | -$587K |
|
5757
CALL
Banco Santander
SAN
$211B
| $499K | ﹤0.01% |
160,800
-104,035
| -39% | -$263K |
|
|
AL
5758
PUT
DELISTED
Air Lease Corp
AL
| $498K | ﹤0.01% |
+11,200
| New | +$402K |
|
5759
Encompass Health
EHC
$12.2B
| $498K | ﹤0.01% |
7,563
-24,342
| -76% | -$1.43M |
|
5760
Inspire Corporate Bond ETF
IBD
$490M
| $498K | ﹤0.01% |
18,722
-38,336
| -67% | -$1.01M |
|
5761
MGIC Investment
MTG
$6.33B
| $498K | ﹤0.01% |
39,675
+274
| +0.7% | +$3.1K |
|
5762
Community Health Systems
CYH
$419M
| $496K | ﹤0.01% |
66,828
+27,572
| +70% | +$195K |
|
5763
Prosperity Bancshares
PB
$8.97B
| $496K | ﹤0.01% |
7,156
-5,537
| -44% | -$340K |
|
|
TGNA
5764
DELISTED
TEGNA Inc
TGNA
| $495K | ﹤0.01% |
35,484
+19,178
| +118% | +$256K |
|
|
AZPN
5765
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $495K | ﹤0.01% |
3,799
-340
| -8% | -$44.3K |
|
5766
CALL
Standard BioTools
LAB
$294M
| $494K | ﹤0.01% |
82,300
-329,900
| -80% | -$2.17M |
|
|
FLXN
5767
DELISTED
Flexion Therapeutics, Inc.
FLXN
| $494K | ﹤0.01% |
42,751
+12,090
| +39% | +$140K |
|
5768
PUT
Euronet Worldwide
EEFT
$2.78B
| $493K | ﹤0.01% |
+3,400
| New | +$396K |
|
5769
iShares Global Equity Factor ETF
GLOF
$225M
| $493K | ﹤0.01% |
14,636
-35,492
| -71% | -$1.12M |
|
5770
CALL
NMI Holdings
NMIH
$3.42B
| $492K | ﹤0.01% |
21,700
+3,900
| +22% | +$88.9K |
|
5771
PUT
NeoGenomics
NEO
$2.11B
| $490K | ﹤0.01% |
9,100
+2,000
| +28% | +$90.4K |
|
|
EWJE
5772
DELISTED
iShares MSCI Japan Equal Weighted ETF
EWJE
| $490K | ﹤0.01% |
+12,694
| New | +$465K |
|
|
MIK
5773
PUT
DELISTED
Michaels Stores, Inc
MIK
| $490K | ﹤0.01% |
37,700
-9,000
| -19% | -$91.5K |
|
5774
Immunic
IMUX
$226M
| $489K | ﹤0.01% |
+3,197
| New | +$574K |
|
|
LOVE
5775
LoveSac
LOVE
$258M
| $489K | ﹤0.01% |
+11,350
| New | +$374K |
|
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.