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 | |
|---|---|---|---|---|---|---|
|
PFPT
1751
CALL
DELISTED
Proofpoint, Inc.
PFPT
| $6.85M | ﹤0.01% |
50,200
+25,000
| +99% | +$2.74M |
|
|
GWPH
1752
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $6.85M | ﹤0.01% |
59,342
-2,018
| -3% | -$226K |
|
1753
Advance Auto Parts
AAP
$3.49B
| $6.85M | ﹤0.01% |
43,462
+38,130
| +715% | +$5.88M |
|
1754
CALL
iShares US Home Construction ETF
ITB
$2.35B
| $6.84M | ﹤0.01% |
122,600
-77,800
| -39% | -$4.38M |
|
1755
State Street SPDR Dow Jones International Real Estate ETF
RWX
$270M
| $6.84M | ﹤0.01% |
+200,642
| New | +$6.37M |
|
1756
Petrobras
PBR
$116B
| $6.83M | ﹤0.01% |
608,656
-415,622
| -41% | -$3.69M |
|
1757
CALL
Pacific Biosciences
PACB
$370M
| $6.83M | ﹤0.01% |
+263,300
| New | +$4.47M |
|
1758
Stanley Black & Decker
SWK
$15.7B
| $6.83M | ﹤0.01% |
38,235
+2,847
| +8% | +$505K |
|
1759
PUT
ProShares Ultra Silver
AGQ
$1.36B
| $6.83M | ﹤0.01% |
133,100
+109,300
| +459% | +$4.92M |
|
1760
iShares MSCI Australia ETF
EWA
$1.45B
| $6.82M | ﹤0.01% |
284,930
+37,830
| +15% | +$837K |
|
1761
PUT
Ericsson
ERIC
$33.3B
| $6.82M | ﹤0.01% |
570,700
-66,700
| -10% | -$781K |
|
1762
Twist Bioscience
TWST
$7.25B
| $6.82M | ﹤0.01% |
48,254
+35,020
| +265% | +$3.89M |
|
1763
PUT
ArcelorMittal
MT
$55.3B
| $6.81M | ﹤0.01% |
297,400
-64,100
| -18% | -$1.12M |
|
1764
Penumbra
PEN
$12.8B
| $6.81M | ﹤0.01% |
38,891
+35,144
| +938% | +$7.7M |
|
1765
iShares ESG Aware MSCI EAFE ETF
ESGD
$12.3B
| $6.79M | ﹤0.01% |
92,963
+22,276
| +32% | +$1.52M |
|
|
JKS
1766
PUT
JinkoSolar
JKS
$891M
| $6.78M | ﹤0.01% |
109,600
+63,900
| +140% | +$4.04M |
|
1767
Abbott
ABT
$187B
| $6.78M | ﹤0.01% |
61,896
+24,952
| +68% | +$2.71M |
|
|
AYX
1768
DELISTED
Alteryx Inc
AYX
| $6.78M | ﹤0.01% |
55,630
+29,897
| +116% | +$3.77M |
|
1769
CME Group
CME
$94.8B
| $6.77M | ﹤0.01% |
37,203
+35,706
| +2,385% | +$6.07M |
|
1770
CALL
Toll Brothers
TOL
$14.5B
| $6.76M | ﹤0.01% |
155,600
+11,700
| +8% | +$543K |
|
1771
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
| $6.76M | ﹤0.01% |
134,444
+101,380
| +307% | +$5.1M |
|
1772
Pan American Silver
PAAS
$21.6B
| $6.76M | ﹤0.01% |
195,835
-31,656
| -14% | -$1.02M |
|
1773
PUT
Seagate
STX
$184B
| $6.75M | ﹤0.01% |
108,600
+21,600
| +25% | +$1.21M |
|
1774
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
| $6.75M | ﹤0.01% |
204,065
+143,284
| +236% | +$4.74M |
|
1775
PUT
eHealth
EHTH
$43.9M
| $6.74M | ﹤0.01% |
95,500
+15,600
| +20% | +$1.19M |
|
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.