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 | |
|---|---|---|---|---|---|---|
1501
iShares California Muni Bond ETF
CMF
$4.62B
| $8.99M | ﹤0.01% |
143,077
+29,293
| +26% | +$1.83M |
|
1502
ProShares UltraPro QQQ
TQQQ
$37.9B
| $8.99M | ﹤0.01% |
395,496
-459,288
| -54% | -$8.66M |
|
1503
CALL
Dominion Energy
D
$59.3B
| $8.99M | ﹤0.01% |
119,500
-130,800
| -52% | -$10.4M |
|
1504
PUT
DuPont de Nemours
DD
$19.2B
| $8.97M | ﹤0.01% |
100,460
-77,037
| -43% | -$6.05M |
|
|
K
1505
CALL
DELISTED
Kellanova
K
| $8.97M | ﹤0.01% |
153,467
-11,928
| -7% | -$717K |
|
1506
CALL
Kraft Heinz
KHC
$30B
| $8.95M | ﹤0.01% |
258,200
-37,900
| -13% | -$1.23M |
|
1507
CALL
Gogo Inc
GOGO
$492M
| $8.93M | ﹤0.01% |
927,700
+688,200
| +287% | +$6.81M |
|
1508
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $8.93M | ﹤0.01% |
368,276
+194,276
| +112% | +$4.83M |
|
1509
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.17B
| $8.92M | ﹤0.01% |
25,397
+5,498
| +28% | +$2M |
|
|
VLDR
1510
PUT
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
| $8.92M | ﹤0.01% |
+391,000
| New | +$6.65M |
|
1511
CALL
iShares US Transportation ETF
IYT
$2.29B
| $8.91M | ﹤0.01% |
161,600
-365,200
| -69% | -$19.5M |
|
1512
CALL
Alnylam Pharmaceuticals
ALNY
$29.3B
| $8.9M | ﹤0.01% |
68,500
-1,700
| -2% | -$227K |
|
1513
MGM Resorts International
MGM
$11.2B
| $8.9M | ﹤0.01% |
282,483
-5,471
| -2% | -$141K |
|
1514
Parker-Hannifin
PH
$135B
| $8.89M | ﹤0.01% |
32,654
+21,982
| +206% | +$5.44M |
|
1515
CALL
Agnico Eagle Mines
AEM
$90.5B
| $8.89M | ﹤0.01% |
126,100
-40,000
| -24% | -$2.98M |
|
1516
CALL
Intercontinental Exchange
ICE
$84.4B
| $8.89M | ﹤0.01% |
77,100
+23,600
| +44% | +$2.45M |
|
1517
PUT
Elastic
ESTC
$7.81B
| $8.88M | ﹤0.01% |
60,800
+1,900
| +3% | +$234K |
|
1518
CarMax
KMX
$8.26B
| $8.88M | ﹤0.01% |
93,997
+58,975
| +168% | +$5.53M |
|
1519
CALL
Texas Capital Bancshares
TCBI
$4.32B
| $8.86M | ﹤0.01% |
+148,900
| New | +$7.35M |
|
|
CNH
1520
CNH Industrial
CNH
$17.5B
| $8.86M | ﹤0.01% |
792,357
+485,745
| +158% | +$4.23M |
|
1521
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.16B
| $8.85M | ﹤0.01% |
316,015
-145,492
| -32% | -$4.03M |
|
1522
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$531M
| $8.84M | ﹤0.01% |
73,298
+68,603
| +1,461% | +$8.3M |
|
1523
CALL
KKR & Co
KKR
$92.3B
| $8.83M | ﹤0.01% |
218,100
-1,400
| -0.6% | -$52.9K |
|
1524
Mondelez International
MDLZ
$79.9B
| $8.81M | ﹤0.01% |
150,761
-147,252
| -49% | -$8.42M |
|
1525
CALL
XPO
XPO
$23.7B
| $8.8M | ﹤0.01% |
213,385
-89,922
| -30% | -$3.26M |
|
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.