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 | |
|---|---|---|---|---|---|---|
1701
Franklin FTSE Asia ex Japan ETF
FLAX
$57.2M
| $7.32M | ﹤0.01% |
265,336
-43,522
| -14% | -$1.13M |
|
1702
Enbridge
ENB
$112B
| $7.31M | ﹤0.01% |
228,446
+28,813
| +14% | +$877K |
|
1703
GrowGeneration
GRWG
$90.7M
| $7.31M | ﹤0.01% |
181,679
+96,945
| +114% | +$2.61M |
|
1704
PUT
Cemex
CX
$16.3B
| $7.3M | ﹤0.01% |
1,412,200
+167,300
| +13% | +$767K |
|
1705
Diamondback Energy
FANG
$52.7B
| $7.28M | ﹤0.01% |
150,453
+51,965
| +53% | +$1.92M |
|
1706
iShares MSCI Sweden ETF
EWD
$595M
| $7.27M | ﹤0.01% |
+182,733
| New | +$6.92M |
|
1707
PUT
Lumen
LUMN
$6.44B
| $7.27M | ﹤0.01% |
745,900
-17,900
| -2% | -$177K |
|
1708
Fidelity National Information Services
FIS
$22.1B
| $7.27M | ﹤0.01% |
51,385
+22,378
| +77% | +$3.19M |
|
|
CIIC
1709
CALL
DELISTED
CIIG Merger Corp. - Class A Common Stock
CIIC
| $7.25M | ﹤0.01% |
+258,000
| New | +$4.67M |
|
|
BHVN
1710
PUT
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $7.25M | ﹤0.01% |
84,600
+80,400
| +1,914% | +$6.81M |
|
1711
CALL
iShares MSCI Canada ETF
EWC
$6.33B
| $7.25M | ﹤0.01% |
235,100
+199,200
| +555% | +$5.84M |
|
1712
PUT
ON Semiconductor
ON
$31.6B
| $7.24M | ﹤0.01% |
221,300
+14,200
| +7% | +$396K |
|
1713
PUT
Corsair Gaming
CRSR
$1.55B
| $7.22M | ﹤0.01% |
+199,300
| New | +$6.07M |
|
1714
PUT
UWM Holdings
UWMC
$434M
| $7.22M | ﹤0.01% |
+549,800
| New | +$5.75M |
|
1715
PUT
Digital Turbine
APPS
$1.74B
| $7.22M | ﹤0.01% |
127,600
-57,900
| -31% | -$2.37M |
|
|
GAP
1716
CALL
The Gap Inc
GAP
$7.37B
| $7.19M | ﹤0.01% |
356,000
-141,500
| -28% | -$2.97M |
|
1717
CALL
Trip.com Group
TCOM
$29.1B
| $7.17M | ﹤0.01% |
212,700
-116,600
| -35% | -$3.8M |
|
|
RMO
1718
CALL
DELISTED
Romeo Power, Inc.
RMO
| $7.15M | ﹤0.01% |
+317,900
| New | +$4.64M |
|
|
SAGE
1719
DELISTED
Sage Therapeutics
SAGE
| $7.13M | ﹤0.01% |
82,355
+54,517
| +196% | +$4.02M |
|
1720
CALL
Teleflex
TFX
$5.98B
| $7.12M | ﹤0.01% |
17,300
-23,200
| -57% | -$8.56M |
|
1721
PUT
VanEck Rare Earth/Strategic Metals ETF
REMX
$2.24B
| $7.11M | ﹤0.01% |
+108,000
| New | +$5.38M |
|
1722
Clorox
CLX
$12.7B
| $7.09M | ﹤0.01% |
35,111
-14,293
| -29% | -$2.96M |
|
1723
Zscaler
ZS
$27.3B
| $7.08M | ﹤0.01% |
35,464
-61,091
| -63% | -$9.71M |
|
1724
CALL
Vodafone
VOD
$37.4B
| $7.08M | ﹤0.01% |
429,500
+44,300
| +12% | +$693K |
|
1725
CALL
Itaú Unibanco
ITUB
$87.5B
| $7.06M | ﹤0.01% |
1,594,084
+1,098,089
| +221% | +$4.11M |
|
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.