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 | |
|---|---|---|---|---|---|---|
1001
PUT
StoneCo
STNE
$2.58B
| $16.6M | 0.01% |
198,000
-163,300
| -45% | -$10.9M |
|
1002
PUT
Marvell Technology
MRVL
$196B
| $16.6M | 0.01% |
349,000
+93,600
| +37% | +$4.05M |
|
|
HZNP
1003
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $16.6M | 0.01% |
226,800
+104,700
| +86% | +$7.78M |
|
1004
CALL
PG&E
PCG
$38.5B
| $16.6M | 0.01% |
1,331,100
-1,596,500
| -55% | -$18.1M |
|
1005
Futu Holdings
FUTU
$15.3B
| $16.6M | 0.01% |
361,755
+353,551
| +4,309% | +$13.3M |
|
1006
3M
MMM
$94.3B
| $16.5M | 0.01% |
113,066
+101,055
| +841% | +$14.3M |
|
|
DQ
1007
Daqo New Energy
DQ
$996M
| $16.5M | 0.01% |
287,829
+32,354
| +13% | +$1.41M |
|
1008
CALL
MetLife
MET
$62.4B
| $16.5M | 0.01% |
350,800
+159,900
| +84% | +$6.93M |
|
|
WBA
1009
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $16.5M | 0.01% |
412,900
+146,100
| +55% | +$5.66M |
|
1010
CALL
Revolve Group
RVLV
$1.73B
| $16.5M | 0.01% |
528,200
+405,400
| +330% | +$9.03M |
|
1011
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$6.21B
| $16.5M | 0.01% |
405,000
-651,000
| -62% | -$22.1M |
|
1012
C3.ai
AI
$1.59B
| $16.4M | 0.01% |
+118,466
| New | +$15.9M |
|
1013
CALL
Bloom Energy
BE
$64.6B
| $16.4M | 0.01% |
571,500
+192,400
| +51% | +$4.11M |
|
1014
CALL
ConocoPhillips
COP
$141B
| $16.4M | 0.01% |
408,900
+24,300
| +6% | +$896K |
|
|
1015
PUT
PG&E
PCG
$38.5B
| $16.3M | 0.01% |
1,311,300
-476,600
| -27% | -$5.39M |
|
1016
SAP
SAP
$238B
| $16.3M | 0.01% |
124,883
+93,488
| +298% | +$12.1M |
|
1017
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $16.3M | 0.01% |
183,647
+93,969
| +105% | +$7.92M |
|
1018
CALL
Progressive
PGR
$125B
| $16.3M | 0.01% |
164,400
-4,700
| -3% | -$445K |
|
1019
CALL
Vroom Inc
VRM
$48.2M
| $16.2M | 0.01% |
4,956
+2,307
| +87% | +$7.61M |
|
|
PXD
1020
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $16.2M | 0.01% |
142,200
+81,500
| +134% | +$7.92M |
|
1021
CALL
Equity Residential
EQR
$25.1B
| $16.2M | 0.01% |
272,800
-23,800
| -8% | -$1.34M |
|
1022
CALL
SLB Ltd
SLB
$75B
| $16.2M | 0.01% |
740,300
+285,200
| +63% | +$5.38M |
|
1023
PUT
Union Pacific
UNP
$174B
| $16.1M | 0.01% |
77,500
-78,700
| -50% | -$15.7M |
|
1024
PUT
Quest Diagnostics
DGX
$26.3B
| $16.1M | 0.01% |
134,800
+38,300
| +40% | +$4.67M |
|
1025
CALL
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $16.1M | 0.01% |
384,000
-260,700
| -40% | -$9.66M |
|
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.