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 | |
|---|---|---|---|---|---|---|
326
PUT
iShares Biotechnology ETF
IBB
$9.47B
| $76.2M | 0.04% |
502,900
+127,700
| +34% | +$18.3M |
|
327
iShares MSCI China ETF
MCHI
$6.32B
| $76M | 0.04% |
938,996
-211,835
| -18% | -$16.8M |
|
328
Bank of America
BAC
$442B
| $75.2M | 0.04% |
2,481,329
+709,102
| +40% | +$19M |
|
329
PUT
Chevron
CVX
$371B
| $74.2M | 0.04% |
879,165
-140,035
| -14% | -$11.3M |
|
330
CALL
Snowflake
SNOW
$110B
| $74M | 0.04% |
263,100
-65,300
| -20% | -$18.6M |
|
331
Vanguard Real Estate ETF
VNQ
$39.2B
| $74M | 0.04% |
870,926
+278,314
| +47% | +$23.1M |
|
332
Uber
UBER
$139B
| $73.9M | 0.04% |
1,448,143
+986,653
| +214% | +$44.2M |
|
333
Linde
LIN
$226B
| $73.8M | 0.04% |
280,028
+228,128
| +440% | +$56M |
|
334
CALL
Workday
WDAY
$42.1B
| $73.4M | 0.04% |
306,400
+70,600
| +30% | +$15.9M |
|
|
TWTR
335
DELISTED
Twitter, Inc.
TWTR
| $73.1M | 0.04% |
1,350,618
-137,265
| -9% | -$6.55M |
|
336
PUT
Pfizer
PFE
$147B
| $72.9M | 0.04% |
1,980,400
+747,431
| +61% | +$27.4M |
|
337
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.6B
| $72.5M | 0.04% |
3,826,800
-1,232,400
| -24% | -$21.2M |
|
338
ARK Genomic Revolution ETF
ARKG
$1.66B
| $71.8M | 0.04% |
769,562
+742,809
| +2,777% | +$59.2M |
|
339
CALL
First Solar
FSLR
$25.4B
| $71.3M | 0.04% |
720,700
+276,200
| +62% | +$23.9M |
|
340
CALL
Wynn Resorts
WYNN
$10.5B
| $71.2M | 0.04% |
631,400
-276,600
| -30% | -$25.5M |
|
341
PUT
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $70.5M | 0.04% |
246,000
-137,000
| -36% | -$34.9M |
|
|
342
Wynn Resorts
WYNN
$10.5B
| $70.5M | 0.04% |
624,550
+41,145
| +7% | +$3.8M |
|
343
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $70.3M | 0.04% |
843,979
+826,385
| +4,697% | +$68.6M |
|
|
ATVI
344
CALL
DELISTED
Activision Blizzard
ATVI
| $70.3M | 0.04% |
756,600
+60,100
| +9% | +$4.88M |
|
|
345
PUT
Snowflake
SNOW
$110B
| $70.2M | 0.04% |
249,300
+8,700
| +4% | +$2.48M |
|
346
PUT
Lam Research
LRCX
$385B
| $70M | 0.04% |
1,482,000
-482,000
| -25% | -$20.3M |
|
347
CALL
Freeport-McMoran
FCX
$99.8B
| $69.8M | 0.04% |
2,682,500
+465,600
| +21% | +$9.68M |
|
348
PUT
Okta
OKTA
$25.6B
| $69.7M | 0.04% |
274,100
-14,300
| -5% | -$3.4M |
|
349
CALL
DraftKings
DKNG
$10.8B
| $69.3M | 0.03% |
1,488,000
-762,200
| -34% | -$36.3M |
|
|
RDS.A
350
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $68.8M | 0.03% |
1,958,506
+1,067,002
| +120% | +$33.3M |
|
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.