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 | |
|---|---|---|---|---|---|---|
|
SPYM
3151
State Street SPDR Portfolio S&P 500 ETF
SPYM
$169B
| $2.46M | ﹤0.01% |
55,835
-3,291
| -6% | -$137K |
|
|
PFPT
3152
PUT
DELISTED
Proofpoint, Inc.
PFPT
| $2.46M | ﹤0.01% |
18,000
-1,000
| -5% | -$110K |
|
3153
CALL
HF Sinclair
DINO
$15.2B
| $2.45M | ﹤0.01% |
94,800
+63,600
| +204% | +$1.44M |
|
3154
T. Rowe Price
TROW
$24.3B
| $2.44M | ﹤0.01% |
16,148
-13,354
| -45% | -$1.91M |
|
3155
PUT
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.13B
| $2.44M | ﹤0.01% |
6,950
+1,930
| +38% | +$704K |
|
3156
Invesco
IVZ
$14B
| $2.44M | ﹤0.01% |
140,060
-334,709
| -70% | -$5.15M |
|
3157
Direxion Daily CSI China Internet Index Bull 2X ETF
CWEB
$266M
| $2.44M | ﹤0.01% |
4,012
+3,574
| +816% | +$2.04M |
|
|
GRID
3158
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
GRID
$12.1B
| $2.44M | ﹤0.01% |
+30,102
| New | +$2.17M |
|
3159
PUT
AGNC Investment
AGNC
$12.8B
| $2.44M | ﹤0.01% |
156,100
+99,900
| +178% | +$1.48M |
|
3160
PUT
iShares MSCI Germany ETF
EWG
$1.67B
| $2.43M | ﹤0.01% |
76,600
-46,600
| -38% | -$1.4M |
|
3161
VanEck Short High Yield Muni ETF
SHYD
$455M
| $2.43M | ﹤0.01% |
98,139
-18,536
| -16% | -$453K |
|
3162
Planet Fitness
PLNT
$3.7B
| $2.43M | ﹤0.01% |
31,324
-69,835
| -69% | -$4.88M |
|
3163
PUT
PVH
PVH
$4.02B
| $2.43M | ﹤0.01% |
25,900
-21,000
| -45% | -$1.6M |
|
3164
Lemonade
LMND
$4.08B
| $2.43M | ﹤0.01% |
19,804
+10,573
| +115% | +$780K |
|
3165
CALL
STAAR Surgical
STAA
$1.25B
| $2.42M | ﹤0.01% |
30,600
-26,700
| -47% | -$1.95M |
|
3166
iShares MSCI Japan Small-Cap ETF
SCJ
$260M
| $2.42M | ﹤0.01% |
+30,656
| New | +$2.31M |
|
3167
Hyatt Hotels
H
$16B
| $2.42M | ﹤0.01% |
32,600
+13,666
| +72% | +$891K |
|
3168
CALL
iShares Preferred and Income Securities ETF
PFF
$13.2B
| $2.42M | ﹤0.01% |
62,800
+28,900
| +85% | +$1.08M |
|
3169
PUT
Coty
COTY
$2.51B
| $2.42M | ﹤0.01% |
344,300
+35,300
| +11% | +$182K |
|
3170
Fidelity High Dividend ETF
FDVV
$10.4B
| $2.42M | ﹤0.01% |
75,253
+37,076
| +97% | +$1.11M |
|
3171
CALL
Children's Place
PLCE
$58.3M
| $2.42M | ﹤0.01% |
48,200
-39,200
| -45% | -$1.43M |
|
|
PS
3172
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
| $2.42M | ﹤0.01% |
+115,188
| New | +$2.06M |
|
3173
Range Resources
RRC
$9.41B
| $2.41M | ﹤0.01% |
360,351
+169,983
| +89% | +$1.25M |
|
3174
CALL
Huntsman Corp
HUN
$1.82B
| $2.41M | ﹤0.01% |
96,000
+80,400
| +515% | +$1.99M |
|
3175
PUT
Lennox International
LII
$14.6B
| $2.41M | ﹤0.01% |
8,800
-12,800
| -59% | -$3.64M |
|
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.