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 | |
|---|---|---|---|---|---|---|
1851
PUT
Agios Pharmaceuticals
AGIO
$1.93B
| $6.3M | ﹤0.01% |
145,400
+99,700
| +218% | +$3.94M |
|
1852
CALL
Canadian Natural Resources
CNQ
$93.8B
| $6.28M | ﹤0.01% |
533,983
+414,322
| +346% | +$4.16M |
|
1853
CALL
US Foods
USFD
$24B
| $6.28M | ﹤0.01% |
188,500
+73,300
| +64% | +$2.09M |
|
1854
CALL
Teck Resources
TECK
$32.6B
| $6.28M | ﹤0.01% |
345,800
+57,100
| +20% | +$880K |
|
|
VNET
1855
CALL
VNET Group
VNET
$2.09B
| $6.28M | ﹤0.01% |
180,900
+162,800
| +899% | +$4.28M |
|
|
CFIIU
1856
DELISTED
CF Finance Acquisition Corp. II Unit
CFIIU
| $6.27M | ﹤0.01% |
531,201
+5,826
| +1% | +$61.3K |
|
1857
Vornado Realty Trust
VNO
$7.38B
| $6.26M | ﹤0.01% |
167,698
+23,502
| +16% | +$858K |
|
1858
CALL
LyondellBasell Industries
LYB
$19.2B
| $6.26M | ﹤0.01% |
68,300
-97,300
| -59% | -$7.93M |
|
1859
Teucrium Corn Fund
CORN
$168M
| $6.26M | ﹤0.01% |
401,646
-205,512
| -34% | -$2.87M |
|
1860
Waste Management
WM
$91B
| $6.25M | ﹤0.01% |
53,019
-22,819
| -30% | -$2.66M |
|
1861
Tencent Music
TME
$15.6B
| $6.25M | ﹤0.01% |
324,832
+301,325
| +1,282% | +$4.9M |
|
|
PARA
1862
DELISTED
Paramount Global Class B
PARA
| $6.24M | ﹤0.01% |
167,507
+48,498
| +41% | +$1.56M |
|
1863
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $6.24M | ﹤0.01% |
20,404
-50,665
| -71% | -$14.7M |
|
1864
General Dynamics
GD
$106B
| $6.23M | ﹤0.01% |
+41,862
| New | +$6.12M |
|
1865
VanEck Emerging Markets High Yield Bond ETF
HYEM
$523M
| $6.23M | ﹤0.01% |
260,612
-808,310
| -76% | -$18.7M |
|
1866
PUT
American Well
AMWL
$230M
| $6.23M | ﹤0.01% |
+12,290
| New | +$7.12M |
|
1867
CALL
CarGurus
CARG
$3.47B
| $6.22M | ﹤0.01% |
196,200
+159,200
| +430% | +$3.93M |
|
1868
Cummins
CMI
$88.7B
| $6.22M | ﹤0.01% |
27,413
+18,273
| +200% | +$4.1M |
|
1869
CALL
Service Corp International
SCI
$11.6B
| $6.21M | ﹤0.01% |
126,400
+113,500
| +880% | +$5.39M |
|
1870
PUT
LGI Homes
LGIH
$1.4B
| $6.2M | ﹤0.01% |
58,600
+49,100
| +517% | +$5.59M |
|
1871
CALL
Diageo
DEO
$53.6B
| $6.2M | ﹤0.01% |
39,400
+11,800
| +43% | +$1.76M |
|
1872
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $6.2M | ﹤0.01% |
44,017
+36,546
| +489% | +$4.68M |
|
1873
Allstate
ALL
$67.5B
| $6.19M | ﹤0.01% |
56,338
+44,154
| +362% | +$4.34M |
|
|
CMA
1874
PUT
DELISTED
Comerica
CMA
| $6.19M | ﹤0.01% |
110,800
+53,600
| +94% | +$2.61M |
|
|
MRSN
1875
CALL
DELISTED
Mersana Therapeutics
MRSN
| $6.19M | ﹤0.01% |
9,300
+8,252
| +787% | +$4.59M |
|
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.