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 | |
|---|---|---|---|---|---|---|
4601
East-West Bancorp
EWBC
$18.5B
| $1.03M | ﹤0.01% |
20,288
+11,093
| +121% | +$471K |
|
4602
CALL
KB Home
KBH
$3.42B
| $1.03M | ﹤0.01% |
30,700
-72,900
| -70% | -$2.62M |
|
4603
CALL
Arthur J. Gallagher & Co
AJG
$65.5B
| $1.03M | ﹤0.01% |
8,300
-103,200
| -93% | -$11.8M |
|
|
SRCL
4604
DELISTED
Stericycle Inc
SRCL
| $1.03M | ﹤0.01% |
14,815
+6,891
| +87% | +$471K |
|
|
IAUF
4605
DELISTED
iShares Gold Strategy ETF
IAUF
| $1.03M | ﹤0.01% |
17,491
-1,535
| -8% | -$94.8K |
|
|
SWAV
4606
CALL
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $1.03M | ﹤0.01% |
9,900
-23,200
| -70% | -$2.01M |
|
4607
Biglari Holdings Class A
BH.A
$1.23B
| $1.03M | ﹤0.01% |
1,754
-1,063
| -38% | -$567K |
|
4608
PUT
Sociedad Química y Minera de Chile
SQM
$20.4B
| $1.03M | ﹤0.01% |
20,900
+3,200
| +18% | +$135K |
|
|
CIM
4609
Chimera Investment
CIM
$991M
| $1.02M | ﹤0.01% |
33,339
+27,979
| +522% | +$810K |
|
4610
State Street Ultra Short Term Bond ETF
ULST
$526M
| $1.02M | ﹤0.01% |
25,345
-44,089
| -63% | -$1.78M |
|
4611
Toews Agility Shares Dynamic Tactical Income ETF
THY
$88.2M
| $1.02M | ﹤0.01% |
40,272
+5,779
| +17% | +$146K |
|
4612
Unum
UNM
$14.5B
| $1.02M | ﹤0.01% |
44,671
+19,905
| +80% | +$412K |
|
4613
Constellium
CSTM
$4B
| $1.02M | ﹤0.01% |
73,169
+42,627
| +140% | +$482K |
|
4614
SL Green Realty
SLG
$4B
| $1.02M | ﹤0.01% |
16,688
-8,400
| -33% | -$444K |
|
4615
AXS Esoterica NextG Economy ETF
WUGI
$32.5M
| $1.02M | ﹤0.01% |
20,319
+15,496
| +321% | +$729K |
|
4616
Cadence Design Systems
CDNS
$89B
| $1.02M | ﹤0.01% |
7,490
-47,222
| -86% | -$5.54M |
|
4617
PUT
Molina Healthcare
MOH
$10.8B
| $1.02M | ﹤0.01% |
4,800
-3,500
| -42% | -$723K |
|
4618
LiveRamp
RAMP
$2.3B
| $1.02M | ﹤0.01% |
13,948
+6,011
| +76% | +$383K |
|
4619
Alkermes
ALKS
$8.44B
| $1.02M | ﹤0.01% |
51,150
+60
| +0.1% | +$1.1K |
|
4620
Pebblebrook Hotel Trust
PEB
$2.04B
| $1.02M | ﹤0.01% |
54,274
+43,455
| +402% | +$703K |
|
4621
Xcel Energy
XEL
$49.1B
| $1.02M | ﹤0.01% |
15,301
+2,711
| +22% | +$189K |
|
|
YMAB
4622
DELISTED
Y-mAbs Therapeutics
YMAB
| $1.02M | ﹤0.01% |
20,607
+11,743
| +132% | +$543K |
|
|
HA
4623
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $1.02M | ﹤0.01% |
57,600
+5,200
| +10% | +$88K |
|
4624
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.36B
| $1.02M | ﹤0.01% |
+34,550
| New | +$995K |
|
4625
Cambria Tail Risk ETF
TAIL
$146M
| $1.02M | ﹤0.01% |
+49,514
| New | +$1.04M |
|
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.