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 | |
|---|---|---|---|---|---|---|
|
HRC
5251
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $689K | ﹤0.01% |
7,031
+1,895
| +37% | +$177K |
|
5252
State Street SPDR Global Dow ETF
DGT
$629M
| $688K | ﹤0.01% |
7,171
-46,057
| -87% | -$4.13M |
|
5253
IAMGOLD
IAG
$10B
| $688K | ﹤0.01% |
187,346
+66,097
| +55% | +$243K |
|
5254
Principal Investment Grade Corporate Active ETF
IG
$203M
| $688K | ﹤0.01% |
25,102
+13,770
| +122% | +$376K |
|
5255
PUT
Teradata
TDC
$2.49B
| $688K | ﹤0.01% |
30,600
-14,800
| -33% | -$317K |
|
|
SF
5256
Stifel
SF
$12.8B
| $687K | ﹤0.01% |
20,427
-883
| -4% | -$26.2K |
|
5257
CALL
ProShares UltraShort Russell2000
TWM
$40.9M
| $685K | ﹤0.01% |
6,840
-8,765
| -56% | -$1.16M |
|
5258
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.42B
| $683K | ﹤0.01% |
+5,983
| New | +$610K |
|
5259
Invesco Floating Rate Municipal Income ETF
PVI
$31.1M
| $683K | ﹤0.01% |
27,461
-42,910
| -61% | -$1.07M |
|
5260
PUT
Revolve Group
RVLV
$1.7B
| $683K | ﹤0.01% |
21,900
-16,900
| -44% | -$376K |
|
5261
Gogo Inc
GOGO
$378M
| $682K | ﹤0.01% |
70,749
+58,680
| +486% | +$581K |
|
5262
Assured Guaranty
AGO
$3.32B
| $681K | ﹤0.01% |
+21,616
| New | +$635K |
|
|
CMPS
5263
CALL
Compass Pathways
CMPS
$1.87B
| $681K | ﹤0.01% |
+14,300
| New | +$610K |
|
5264
Gray Television
GTN
$515M
| $681K | ﹤0.01% |
38,085
-11,032
| -22% | -$175K |
|
5265
CALL
MGIC Investment
MTG
$6.27B
| $681K | ﹤0.01% |
54,300
+15,000
| +38% | +$170K |
|
|
SVC
5266
Service Properties Trust
SVC
$1.08B
| $681K | ﹤0.01% |
11,863
+8,244
| +228% | +$419K |
|
5267
Goldman Sachs MarketBeta Emerging Markets Equity ETF
GSEE
$138M
| $680K | ﹤0.01% |
12,402
-395
| -3% | -$20.2K |
|
5268
CALL
West Pharmaceutical
WST
$24.5B
| $680K | ﹤0.01% |
2,400
-6,100
| -72% | -$1.71M |
|
5269
Analog Devices
ADI
$188B
| $679K | ﹤0.01% |
4,592
-185,806
| -98% | -$24.6M |
|
5270
CALL
Verra Mobility
VRRM
$706M
| $679K | ﹤0.01% |
+50,600
| New | +$596K |
|
5271
WBI Power Factor High Dividend ETF
WBIY
$63.5M
| $679K | ﹤0.01% |
29,931
-18,423
| -38% | -$390K |
|
|
DMTK
5272
DELISTED
DermTech, Inc. Common Stock
DMTK
| $679K | ﹤0.01% |
+20,920
| New | +$297K |
|
5273
Saic
SAIC
$5.29B
| $678K | ﹤0.01% |
7,165
-19,537
| -73% | -$1.72M |
|
5274
ProShares UltraShort S&P500
SDS
$366M
| $678K | ﹤0.01% |
2,188
+131
| +6% | +$46K |
|
5275
CALL
Brink's
BCO
$4.71B
| $677K | ﹤0.01% |
9,400
+1,500
| +19% | +$87.3K |
|
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.