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 | |
|---|---|---|---|---|---|---|
1176
Marathon Petroleum
MPC
$83.7B
| $13.4M | 0.01% |
324,966
+250,379
| +336% | +$8.99M |
|
|
ABMD
1177
CALL
DELISTED
Abiomed Inc
ABMD
| $13.4M | 0.01% |
41,400
-15,900
| -28% | -$4.4M |
|
|
1178
PUT
Marathon Petroleum
MPC
$83.7B
| $13.4M | 0.01% |
324,300
-12,000
| -4% | -$431K |
|
1179
PUT
Tractor Supply
TSCO
$18.1B
| $13.4M | 0.01% |
477,000
-600,000
| -56% | -$16.8M |
|
1180
CALL
Sibanye-Stillwater
SBSW
$7.53B
| $13.4M | 0.01% |
821,000
+345,900
| +73% | +$4.65M |
|
|
NKLA
1181
DELISTED
Nikola Corporation Common Stock
NKLA
| $13.4M | 0.01% |
29,238
+19,456
| +199% | +$12.1M |
|
1182
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$188M
| $13.4M | 0.01% |
990,588
+846,464
| +587% | +$11.4M |
|
1183
Skyworks Solutions
SWKS
$10.6B
| $13.3M | 0.01% |
87,315
+61,328
| +236% | +$8.98M |
|
|
IPOF.U
1184
DELISTED
Social Capital Hedosophia Holdings Corp. VI Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
IPOF.U
| $13.3M | 0.01% |
+1,029,697
| New | +$11.3M |
|
1185
CALL
Stanley Black & Decker
SWK
$15.7B
| $13.3M | 0.01% |
74,300
-5,600
| -7% | -$993K |
|
1186
PUT
Boston Beer
SAM
$1.92B
| $13.2M | 0.01% |
13,300
+1,000
| +8% | +$960K |
|
1187
CALL
Quest Diagnostics
DGX
$26.3B
| $13.2M | 0.01% |
110,900
+54,400
| +96% | +$6.63M |
|
1188
CALL
Cencora
COR
$61.2B
| $13.2M | 0.01% |
135,100
+7,300
| +6% | +$730K |
|
1189
CALL
Dell
DELL
$293B
| $13.2M | 0.01% |
355,140
-157,643
| -31% | -$5.49M |
|
1190
PUT
iShares US Transportation ETF
IYT
$2.29B
| $13.2M | 0.01% |
239,200
+181,600
| +315% | +$9.7M |
|
1191
Illinois Tool Works
ITW
$85.3B
| $13.2M | 0.01% |
64,577
+41,049
| +174% | +$8.39M |
|
1192
CALL
CBRE Group
CBRE
$42.9B
| $13.1M | 0.01% |
209,100
+203,200
| +3,444% | +$11.5M |
|
1193
PUT
American Tower
AMT
$80.4B
| $13.1M | 0.01% |
58,400
-42,100
| -42% | -$9.79M |
|
1194
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.9B
| $13.1M | 0.01% |
292,698
+37,405
| +15% | +$1.54M |
|
1195
CALL
Oneok
OKE
$54.5B
| $13.1M | 0.01% |
340,900
-152,900
| -31% | -$5.14M |
|
1196
CALL
Cigna
CI
$74.6B
| $13.1M | 0.01% |
62,800
-119,400
| -66% | -$23.4M |
|
1197
CALL
Cadence Design Systems
CDNS
$93.4B
| $13.1M | 0.01% |
95,800
+51,000
| +114% | +$5.98M |
|
1198
PUT
Stryker
SYK
$130B
| $13.1M | 0.01% |
53,300
-21,000
| -28% | -$4.76M |
|
|
1199
CALL
Boston Beer
SAM
$1.92B
| $13M | 0.01% |
13,100
-900
| -6% | -$864K |
|
1200
PUT
Philip Morris
PM
$295B
| $13M | 0.01% |
157,000
+65,800
| +72% | +$5.12M |
|
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.