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 | |
|---|---|---|---|---|---|---|
6351
Franklin US Treasury Bond ETF
FLGV
$1.03B
| $310K | ﹤0.01% |
12,435
-10,222
| -45% | -$255K |
|
6352
CALL
Pembina Pipeline
PBA
$27.8B
| $310K | ﹤0.01% |
13,100
-300
| -2% | -$7.05K |
|
6353
Royalty Pharma
RPRX
$25.8B
| $310K | ﹤0.01% |
+6,191
| New | +$263K |
|
|
ADFI
6354
DELISTED
Anfield Dynamic Fixed Income ETF
ADFI
| $309K | ﹤0.01% |
31,016
+18,915
| +156% | +$188K |
|
6355
Allegiant Air
ALGT
$2.41B
| $309K | ﹤0.01% |
1,634
-2,848
| -64% | -$437K |
|
6356
Angi Inc
ANGI
$186M
| $309K | ﹤0.01% |
+2,339
| New | +$271K |
|
6357
CALL
iShares MSCI Europe Financials ETF
EUFN
$4.29B
| $309K | ﹤0.01% |
+17,600
| New | +$278K |
|
6358
PUT
The Greenbrier Companies
GBX
$1.43B
| $309K | ﹤0.01% |
8,500
-9,300
| -52% | -$307K |
|
6359
VanEck Morningstar Wide Moat ETF
MOAT
$12.4B
| $309K | ﹤0.01% |
4,976
-27,282
| -85% | -$1.61M |
|
6360
Columbia Research Enhanced Core ETF
RECS
$6.03B
| $309K | ﹤0.01% |
12,559
-46,207
| -79% | -$1.09M |
|
6361
Regis Corp
RGS
$70.8M
| $309K | ﹤0.01% |
1,681
+695
| +70% | +$106K |
|
|
SPTN
6362
DELISTED
SpartanNash
SPTN
| $309K | ﹤0.01% |
+17,740
| New | +$331K |
|
6363
Zurn Elkay Water Solutions
ZWS
$8.47B
| $309K | ﹤0.01% |
+16,253
| New | +$279K |
|
|
VTAQU
6364
DELISTED
Ventoux CCM Acquisition Corp. Unit
VTAQU
| $309K | ﹤0.01% |
+30,000
| New | +$308K |
|
6365
PUT
Ameresco
AMRC
$1.34B
| $308K | ﹤0.01% |
+5,900
| New | +$254K |
|
6366
CALL
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
| $308K | ﹤0.01% |
+62,400
| New | +$240K |
|
|
CIM
6367
PUT
Chimera Investment
CIM
$980M
| $308K | ﹤0.01% |
10,000
+4,767
| +91% | +$138K |
|
6368
CALL
Pentair
PNR
$10.7B
| $308K | ﹤0.01% |
+5,800
| New | +$297K |
|
6369
Vicor
VICR
$9.63B
| $308K | ﹤0.01% |
+3,338
| New | +$280K |
|
6370
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.74B
| $307K | ﹤0.01% |
3,431
-802,248
| -100% | -$67.2M |
|
6371
AMC Global Media
AMCX
$489M
| $307K | ﹤0.01% |
8,583
-369,333
| -98% | -$10.3M |
|
6372
Eagle Bancorp
EGBN
$843M
| $307K | ﹤0.01% |
+7,422
| New | +$260K |
|
6373
PUT
EnerSys
ENS
$6.79B
| $307K | ﹤0.01% |
+3,700
| New | +$290K |
|
6374
Hawaiian Electric Industries
HE
$2.02B
| $307K | ﹤0.01% |
8,676
-11,660
| -57% | -$412K |
|
|
ORLA
6375
DELISTED
Orla Mining
ORLA
| $307K | ﹤0.01% |
+56,972
| New | +$293K |
|
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.