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 | |
|---|---|---|---|---|---|---|
1051
CALL
McKesson
MCK
$101B
| $15.6M | 0.01% |
89,900
-25,000
| -22% | -$4.16M |
|
1052
Atlassian
TEAM
$37.8B
| $15.6M | 0.01% |
66,852
+42,402
| +173% | +$8.96M |
|
1053
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.4B
| $15.6M | 0.01% |
231,300
+12,300
| +6% | +$783K |
|
1054
CALL
Arrowhead Research
ARWR
$12.4B
| $15.6M | 0.01% |
203,400
+125,900
| +162% | +$8.05M |
|
1055
CALL
Vertex Pharmaceuticals
VRTX
$126B
| $15.6M | 0.01% |
65,900
+15,300
| +30% | +$3.51M |
|
1056
Vanguard FTSE Pacific ETF
VPL
$8.43B
| $15.6M | 0.01% |
195,674
+183,804
| +1,548% | +$13.5M |
|
1057
Microchip Technology
MCHP
$46B
| $15.6M | 0.01% |
225,506
+50,270
| +29% | +$3.13M |
|
|
PPL
1058
CALL
PPL Corp
PPL
$26.7B
| $15.6M | 0.01% |
551,700
+438,800
| +389% | +$12.5M |
|
1059
CALL
Corteva
CTVA
$51.3B
| $15.5M | 0.01% |
401,400
+91,100
| +29% | +$3.26M |
|
1060
CALL
American Tower
AMT
$80.4B
| $15.5M | 0.01% |
69,200
-38,200
| -36% | -$8.88M |
|
1061
PUT
Match Group
MTCH
$8.55B
| $15.5M | 0.01% |
102,728
-104,948
| -51% | -$13.9M |
|
|
CCIV.U
1062
DELISTED
Churchill Capital Corp IV Units, each consisting of one share of Class A common stock and one-fifth
CCIV.U
| $15.5M | 0.01% |
1,503,054
-4,855
| -0.3% | -$48.6K |
|
1063
CALL
Yeti Holdings
YETI
$3.95B
| $15.5M | 0.01% |
226,000
+106,000
| +88% | +$6.27M |
|
1064
CALL
Analog Devices
ADI
$190B
| $15.5M | 0.01% |
104,600
-227,800
| -69% | -$30.2M |
|
|
FTCH
1065
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
| $15.4M | 0.01% |
241,985
+179,983
| +290% | +$7.96M |
|
1066
Broadcom
AVGO
$2.04T
| $15.4M | 0.01% |
351,960
-587,760
| -63% | -$22.9M |
|
1067
PUT
Vanguard High Dividend Yield ETF
VYM
$82.8B
| $15.4M | 0.01% |
+168,300
| New | +$14.6M |
|
1068
PUT
Qorvo
QRVO
$8.74B
| $15.4M | 0.01% |
92,600
-97,100
| -51% | -$14.3M |
|
1069
CALL
Kimberly-Clark
KMB
$36.5B
| $15.4M | 0.01% |
114,000
-41,500
| -27% | -$5.81M |
|
1070
Intuit
INTU
$89B
| $15.4M | 0.01% |
40,435
+21,512
| +114% | +$7.55M |
|
1071
CALL
Bausch Health
BHC
$2.34B
| $15.3M | 0.01% |
737,800
+41,800
| +6% | +$780K |
|
1072
Wayfair
W
$14.6B
| $15.3M | 0.01% |
67,817
-1,981
| -3% | -$526K |
|
1073
Snowflake
SNOW
$115B
| $15.3M | 0.01% |
54,208
+29,017
| +115% | +$8.26M |
|
1074
CALL
Clorox
CLX
$12.7B
| $15.2M | 0.01% |
75,400
-261,800
| -78% | -$54.2M |
|
|
EA
1075
DELISTED
Electronic Arts
EA
| $15.2M | 0.01% |
105,935
-24,872
| -19% | -$3.21M |
|
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.