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 | |
|---|---|---|---|---|---|---|
2476
Williams-Sonoma
WSM
$29.6B
| $3.82M | ﹤0.01% |
74,988
+47,840
| +176% | +$2.45M |
|
2477
PUT
Energy Transfer Partners
ET
$69.3B
| $3.82M | ﹤0.01% |
617,700
+106,000
| +21% | +$641K |
|
2478
PUT
Consolidated Edison
ED
$39.9B
| $3.82M | ﹤0.01% |
52,800
+16,300
| +45% | +$1.27M |
|
2479
PUT
Ball Corp
BALL
$16.8B
| $3.81M | ﹤0.01% |
40,900
-17,900
| -30% | -$1.65M |
|
2480
First Trust Germany AlphaDEX Fund
FGM
$99.1M
| $3.81M | ﹤0.01% |
74,303
-16,588
| -18% | -$790K |
|
2481
PUT
Campbell Soup
CPB
$6.87B
| $3.81M | ﹤0.01% |
78,700
+5,000
| +7% | +$242K |
|
2482
CALL
Revvity
RVTY
$12.8B
| $3.8M | ﹤0.01% |
26,500
-54,400
| -67% | -$7.24M |
|
2483
PUT
Yum China
YUMC
$16.3B
| $3.8M | ﹤0.01% |
66,600
-18,000
| -21% | -$1.01M |
|
|
BLUE
2484
CALL
DELISTED
bluebird bio
BLUE
| $3.8M | ﹤0.01% |
6,778
+270
| +4% | +$171K |
|
2485
PUT
British American Tobacco
BTI
$128B
| $3.8M | ﹤0.01% |
101,300
+16,500
| +19% | +$591K |
|
2486
CALL
Live Oak Bancshares
LOB
$1.97B
| $3.8M | ﹤0.01% |
+80,000
| New | +$3.21M |
|
2487
AutoZone
AZO
$51.1B
| $3.79M | ﹤0.01% |
3,201
-2,109
| -40% | -$2.44M |
|
|
STOR
2488
PUT
DELISTED
STORE Capital Corporation
STOR
| $3.79M | ﹤0.01% |
111,500
+29,600
| +36% | +$899K |
|
2489
PUT
BlackLine
BL
$1.72B
| $3.79M | ﹤0.01% |
28,400
+7,100
| +33% | +$792K |
|
2490
CALL
Cardinal Health
CAH
$55.4B
| $3.79M | ﹤0.01% |
70,700
-69,900
| -50% | -$3.63M |
|
|
IGACU
2491
DELISTED
IG Acquisition Corp. Unit
IGACU
| $3.78M | ﹤0.01% |
+350,062
| New | +$3.55M |
|
2492
PUT
Dick's Sporting Goods
DKS
$18.7B
| $3.78M | ﹤0.01% |
67,300
-27,400
| -29% | -$1.56M |
|
|
RETA
2493
CALL
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $3.78M | ﹤0.01% |
30,600
-4,900
| -14% | -$644K |
|
2494
PUT
Varonis Systems
VRNS
$5B
| $3.78M | ﹤0.01% |
+69,300
| New | +$3.01M |
|
2495
CALL
Hershey
HSY
$36.6B
| $3.78M | ﹤0.01% |
24,800
-35,500
| -59% | -$5.25M |
|
|
EB
2496
CALL
DELISTED
Eventbrite
EB
| $3.77M | ﹤0.01% |
208,500
+125,100
| +150% | +$1.75M |
|
2497
CALL
FIVE9
FIVN
$2.54B
| $3.77M | ﹤0.01% |
21,600
-17,800
| -45% | -$2.71M |
|
2498
PVH
PVH
$4.04B
| $3.77M | ﹤0.01% |
40,116
+34,575
| +624% | +$2.63M |
|
2499
Arcturus Therapeutics
ARCT
$211M
| $3.77M | ﹤0.01% |
86,826
-66,730
| -43% | -$4.52M |
|
2500
CALL
United Parks & Resorts
PRKS
$2.12B
| $3.76M | ﹤0.01% |
118,900
-1,042,300
| -90% | -$27.1M |
|
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.