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 | |
|---|---|---|---|---|---|---|
526
Plug Power
PLUG
$2.89B
| $40.3M | 0.02% |
1,189,000
+698,350
| +142% | +$15.8M |
|
527
CALL
Petrobras
PBR
$119B
| $40.2M | 0.02% |
3,580,800
+1,537,700
| +75% | +$13.6M |
|
528
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.46B
| $40M | 0.02% |
544,396
+48,986
| +10% | +$3.45M |
|
529
CALL
Marriott International
MAR
$93.8B
| $39.9M | 0.02% |
302,300
+33,500
| +12% | +$3.83M |
|
|
JMIA
530
PUT
Jumia Technologies
JMIA
$705M
| $39.9M | 0.02% |
988,200
+774,100
| +362% | +$18.9M |
|
531
PUT
Blink Charging
BLNK
$77.6M
| $39.7M | 0.02% |
928,900
+812,600
| +699% | +$16.1M |
|
532
Occidental Petroleum
OXY
$55.7B
| $39.6M | 0.02% |
2,285,941
+1,897,824
| +489% | +$26M |
|
533
CALL
Chewy
CHWY
$9.59B
| $39.6M | 0.02% |
440,100
-139,400
| -24% | -$10.2M |
|
534
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.4B
| $39.6M | 0.02% |
348,700
-499,800
| -59% | -$54.6M |
|
535
CALL
iShares US Real Estate ETF
IYR
$4.63B
| $39.3M | 0.02% |
459,400
-1,107,700
| -71% | -$92.2M |
|
536
Boston Scientific
BSX
$71.4B
| $39.2M | 0.02% |
1,090,688
+812,739
| +292% | +$29.3M |
|
|
SMAR
537
CALL
DELISTED
Smartsheet Inc.
SMAR
| $39.1M | 0.02% |
564,200
-48,100
| -8% | -$2.82M |
|
538
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
| $39M | 0.02% |
451,001
+329,004
| +270% | +$28.4M |
|
|
539
CALL
Occidental Petroleum
OXY
$55.7B
| $38.8M | 0.02% |
2,242,000
+850,700
| +61% | +$11.7M |
|
540
PUT
Gilead Sciences
GILD
$162B
| $38.7M | 0.02% |
664,200
-312,600
| -32% | -$18.9M |
|
541
PUT
3M
MMM
$93.2B
| $38.6M | 0.02% |
264,436
-7,774
| -3% | -$1.1M |
|
542
PUT
Lemonade
LMND
$4.01B
| $38.6M | 0.02% |
315,200
+214,900
| +214% | +$15.8M |
|
543
PUT
NextEra Energy
NEE
$176B
| $38.6M | 0.02% |
500,200
-379,400
| -43% | -$28.4M |
|
544
Lockheed Martin
LMT
$135B
| $38.4M | 0.02% |
108,187
+78,514
| +265% | +$28.9M |
|
545
PUT
S&P Global
SPGI
$119B
| $38.3M | 0.02% |
116,600
-249,600
| -68% | -$84.2M |
|
546
PUT
Palo Alto Networks
PANW
$293B
| $37.9M | 0.02% |
639,600
-321,000
| -33% | -$15M |
|
547
PUT
Target
TGT
$66.8B
| $37.8M | 0.02% |
213,900
-127,200
| -37% | -$21.2M |
|
548
General Motors
GM
$76.3B
| $37.5M | 0.02% |
901,711
-354,131
| -28% | -$13.8M |
|
|
SPLK
549
PUT
DELISTED
Splunk Inc
SPLK
| $37.5M | 0.02% |
221,000
+105,500
| +91% | +$20.2M |
|
|
550
PUT
Petrobras
PBR
$119B
| $37.5M | 0.02% |
3,340,500
-57,500
| -2% | -$510K |
|
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.