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 | |
|---|---|---|---|---|---|---|
|
CHL
1901
PUT
DELISTED
China Mobile Limited
CHL
| $6.07M | ﹤0.01% |
212,700
+145,600
| +217% | +$4.5M |
|
|
CEO
1902
PUT
DELISTED
CNOOC Limited
CEO
| $6.07M | ﹤0.01% |
66,200
-7,200
| -10% | -$712K |
|
1903
CALL
Ecolab
ECL
$79.9B
| $6.06M | ﹤0.01% |
28,000
+20,700
| +284% | +$4.32M |
|
1904
PUT
Tandem Diabetes Care
TNDM
$1.56B
| $6.06M | ﹤0.01% |
63,300
+16,100
| +34% | +$1.66M |
|
1905
Oracle
ORCL
$423B
| $6.05M | ﹤0.01% |
93,564
-293,278
| -76% | -$17.5M |
|
1906
PUT
Magnite
MGNI
$3.55B
| $6.05M | ﹤0.01% |
197,000
+116,700
| +145% | +$1.77M |
|
1907
Vale
VALE
$62.6B
| $6.04M | ﹤0.01% |
360,599
+99,053
| +38% | +$1.32M |
|
1908
Vroom Inc
VRM
$48.2M
| $6.02M | ﹤0.01% |
+1,837
| New | +$6.06M |
|
1909
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $6.02M | ﹤0.01% |
144,300
+124,000
| +611% | +$4.83M |
|
1910
CALL
JetBlue
JBLU
$2.29B
| $6.02M | ﹤0.01% |
413,800
-1,100
| -0.3% | -$15.1K |
|
1911
CALL
Akamai
AKAM
$15.9B
| $6.02M | ﹤0.01% |
57,300
-28,400
| -33% | -$2.97M |
|
1912
PUT
Wolfspeed
WOLF
$1.71B
| $6.01M | ﹤0.01% |
56,800
+25,300
| +80% | +$2.03M |
|
1913
CALL
Corsair Gaming
CRSR
$1.55B
| $6.01M | ﹤0.01% |
+166,000
| New | +$5.06M |
|
1914
CALL
Howmet Aerospace
HWM
$112B
| $6.01M | ﹤0.01% |
+210,500
| New | +$4.68M |
|
|
CVAC
1915
PUT
DELISTED
CureVac
CVAC
| $6.01M | ﹤0.01% |
+74,100
| New | +$5.67M |
|
|
CIL
1916
DELISTED
VictoryShares International Volatility Wtd ETF
CIL
| $6M | ﹤0.01% |
143,668
+128,883
| +872% | +$5.04M |
|
1917
PUT
Inovio Pharmaceuticals
INO
$69M
| $6M | ﹤0.01% |
56,525
-12,292
| -18% | -$1.64M |
|
1918
PUT
Advance Auto Parts
AAP
$3.49B
| $6M | ﹤0.01% |
38,100
-16,900
| -31% | -$2.61M |
|
|
KC
1919
PUT
Kingsoft Cloud Holdings
KC
$3.69B
| $5.99M | ﹤0.01% |
137,600
+107,100
| +351% | +$3.96M |
|
1920
Ulta Beauty
ULTA
$24.3B
| $5.99M | ﹤0.01% |
20,848
-5,622
| -21% | -$1.42M |
|
1921
Lumentum
LITE
$69.3B
| $5.96M | ﹤0.01% |
62,866
-25,996
| -29% | -$2.24M |
|
1922
CALL
PennyMac Financial
PFSI
$4.02B
| $5.96M | ﹤0.01% |
90,800
-278,500
| -75% | -$16.6M |
|
1923
CALL
FMC
FMC
$1.33B
| $5.95M | ﹤0.01% |
51,800
-31,500
| -38% | -$3.51M |
|
|
1924
PUT
PennyMac Financial
PFSI
$4.02B
| $5.95M | ﹤0.01% |
90,700
+71,000
| +360% | +$4.22M |
|
1925
Goldman Sachs Physical Gold ETF Shares
AAAU
$2.64B
| $5.93M | ﹤0.01% |
313,305
+243,797
| +351% | +$4.56M |
|
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.