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 | |
|---|---|---|---|---|---|---|
1726
CALL
PPG Industries
PPG
$26.6B
| $7.05M | ﹤0.01% |
48,900
-29,400
| -38% | -$4.09M |
|
1727
PUT
Pan American Silver
PAAS
$21.6B
| $7.04M | ﹤0.01% |
204,100
-415,000
| -67% | -$13.4M |
|
1728
CALL
Royalty Pharma
RPRX
$25.3B
| $7.03M | ﹤0.01% |
140,500
+127,100
| +949% | +$5.39M |
|
1729
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $7M | ﹤0.01% |
211,264
-50,086
| -19% | -$1.61M |
|
|
KNDI
1730
PUT
Kandi Technologies Group
KNDI
$65.5M
| $7M | ﹤0.01% |
1,013,700
+948,300
| +1,450% | +$7.81M |
|
1731
Danaher
DHR
$144B
| $6.98M | ﹤0.01% |
35,444
+24,657
| +229% | +$4.94M |
|
1732
CALL
IQVIA
IQV
$39.3B
| $6.97M | ﹤0.01% |
38,900
-5,900
| -13% | -$994K |
|
1733
CALL
iShares MSCI Mexico ETF
EWW
$1.99B
| $6.97M | ﹤0.01% |
162,100
-70,100
| -30% | -$2.72M |
|
1734
CALL
Franco-Nevada
FNV
$46B
| $6.96M | ﹤0.01% |
55,500
-36,300
| -40% | -$4.9M |
|
|
FTCH
1735
PUT
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $6.94M | ﹤0.01% |
108,800
+50,100
| +85% | +$2.22M |
|
|
SAGE
1736
PUT
DELISTED
Sage Therapeutics
SAGE
| $6.94M | ﹤0.01% |
80,200
+31,300
| +64% | +$2.31M |
|
|
GWPH
1737
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $6.94M | ﹤0.01% |
60,100
-23,000
| -28% | -$2.58M |
|
1738
CALL
TransDigm Group
TDG
$67.7B
| $6.93M | ﹤0.01% |
11,200
-91,200
| -89% | -$50.2M |
|
1739
DexCom
DXCM
$32B
| $6.91M | ﹤0.01% |
74,784
+40,932
| +121% | +$3.65M |
|
1740
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $6.91M | ﹤0.01% |
246,714
-1,193,032
| -83% | -$33.4M |
|
1741
Sony
SONY
$138B
| $6.9M | ﹤0.01% |
341,320
+253,335
| +288% | +$4.41M |
|
|
GNOG
1742
CALL
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
| $6.9M | ﹤0.01% |
+350,200
| New | +$5.92M |
|
1743
Kinder Morgan
KMI
$68.7B
| $6.9M | ﹤0.01% |
504,657
+346,638
| +219% | +$4.64M |
|
|
SPWR
1744
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
| $6.89M | ﹤0.01% |
268,900
+246,700
| +1,111% | +$4.99M |
|
1745
Brookfield
BN
$108B
| $6.88M | ﹤0.01% |
311,443
+94,216
| +43% | +$1.89M |
|
|
1746
iShares MSCI Mexico ETF
EWW
$1.99B
| $6.86M | ﹤0.01% |
159,584
+103,948
| +187% | +$4.04M |
|
|
1747
TransDigm Group
TDG
$67.7B
| $6.86M | ﹤0.01% |
11,082
-144,280
| -93% | -$79.3M |
|
|
SGEN
1748
DELISTED
Seagen Inc. Common Stock
SGEN
| $6.86M | ﹤0.01% |
39,140
-16,089
| -29% | -$3M |
|
1749
CALL
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$188M
| $6.85M | ﹤0.01% |
507,600
+279,200
| +122% | +$3.76M |
|
1750
First Majestic Silver
AG
$9.07B
| $6.85M | ﹤0.01% |
510,763
+415,675
| +437% | +$4.57M |
|
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.