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 | |
|---|---|---|---|---|---|---|
701
PUT
D.R. Horton
DHI
$40.8B
| $26.9M | 0.01% |
390,900
+139,700
| +56% | +$10.2M |
|
|
CHL
702
CALL
DELISTED
China Mobile Limited
CHL
| $26.8M | 0.01% |
940,100
+811,900
| +633% | +$25.1M |
|
703
AbbVie
ABBV
$431B
| $26.8M | 0.01% |
249,680
+204,342
| +451% | +$19.6M |
|
704
CALL
NXP Semiconductors
NXPI
$58.4B
| $26.7M | 0.01% |
168,100
-51,300
| -23% | -$7.56M |
|
705
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$570M
| $26.6M | 0.01% |
13,255
-4,395
| -25% | -$7.01M |
|
706
CALL
BP
BP
$109B
| $26.6M | 0.01% |
1,297,400
+28,000
| +2% | +$528K |
|
707
Stellantis
STLA
$20.9B
| $26.5M | 0.01% |
1,467,596
-2,710,103
| -65% | -$39.9M |
|
708
CALL
Skyworks Solutions
SWKS
$10.1B
| $26.5M | 0.01% |
173,100
-9,300
| -5% | -$1.36M |
|
709
PUT
Blackstone
BX
$107B
| $26.5M | 0.01% |
408,200
-84,500
| -17% | -$4.92M |
|
710
Illumina
ILMN
$29.3B
| $26.4M | 0.01% |
73,450
-56,621
| -44% | -$18M |
|
711
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.55B
| $26.4M | 0.01% |
730,200
+241,800
| +50% | +$8.28M |
|
712
PUT
Vertex Pharmaceuticals
VRTX
$123B
| $26.4M | 0.01% |
111,500
+49,300
| +79% | +$11.3M |
|
713
CALL
Cleveland-Cliffs
CLF
$6.98B
| $26.3M | 0.01% |
1,808,600
+1,447,000
| +400% | +$14.7M |
|
714
CALL
Global X Silver Miners ETF NEW
SIL
$4.47B
| $26.3M | 0.01% |
576,400
+380,700
| +195% | +$16.7M |
|
715
Dominion Energy
D
$58.8B
| $26.3M | 0.01% |
349,551
+104,614
| +43% | +$8.31M |
|
716
CALL
iShares Semiconductor ETF
SOXX
$47.7B
| $26.3M | 0.01% |
207,900
-171,000
| -45% | -$19.6M |
|
717
CALL
Fiverr
FVRR
$331M
| $26.2M | 0.01% |
134,500
+49,400
| +58% | +$8.94M |
|
718
CALL
Capital One
COF
$135B
| $26.2M | 0.01% |
265,400
+37,600
| +17% | +$3.2M |
|
719
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$680B
| $26.2M | 0.01% |
134,500
-116,100
| -46% | -$21.2M |
|
720
CALL
Zoetis
ZTS
$32.4B
| $26.2M | 0.01% |
158,100
-46,500
| -23% | -$7.56M |
|
|
NKLA
721
CALL
DELISTED
Nikola Corporation Common Stock
NKLA
| $26M | 0.01% |
56,797
-21,350
| -27% | -$13.3M |
|
722
CALL
ProShares UltraPro S&P 500
UPRO
$5.6B
| $26M | 0.01% |
676,000
-265,000
| -28% | -$8.72M |
|
|
723
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.55B
| $25.9M | 0.01% |
714,600
-59,400
| -8% | -$2.03M |
|
724
iShare MSCI Eurozone ETF
EZU
$9.84B
| $25.6M | 0.01% |
580,439
+544,539
| +1,517% | +$22.5M |
|
725
CALL
United Rentals
URI
$72.4B
| $25.5M | 0.01% |
110,100
-25,700
| -19% | -$5.43M |
|
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.