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 | |
|---|---|---|---|---|---|---|
|
RWT
4501
Redwood Trust
RWT
$592M
| $1.09M | ﹤0.01% |
124,822
+84,127
| +207% | +$723K |
|
4502
Clean Harbors
CLH
$16.7B
| $1.09M | ﹤0.01% |
14,379
-6,774
| -32% | -$454K |
|
4503
CALL
Gold Fields
GFI
$36.4B
| $1.09M | ﹤0.01% |
118,000
-39,600
| -25% | -$418K |
|
4504
CALL
Popular Inc
BPOP
$11.2B
| $1.09M | ﹤0.01% |
19,400
-57,300
| -75% | -$2.72M |
|
|
PSXP
4505
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $1.09M | ﹤0.01% |
+41,336
| New | +$1.08M |
|
4506
Dine Brands
DIN
$462M
| $1.09M | ﹤0.01% |
18,812
+138
| +0.7% | +$8.39K |
|
4507
Franklin Municipal Green Bond ETF
FLMB
$75.3M
| $1.09M | ﹤0.01% |
39,635
-2,183
| -5% | -$58.9K |
|
4508
iShares MSCI Belgium ETF
EWK
$162M
| $1.08M | ﹤0.01% |
55,287
+33,396
| +153% | +$614K |
|
4509
iShares MSCI USA Momentum Factor ETF
MTUM
$26B
| $1.08M | ﹤0.01% |
+6,727
| New | +$1.03M |
|
|
LOKB.U
4510
DELISTED
Live Oak Acquisition Corp. II Units, each consisting of one share of Class A common stock and one-th
LOKB.U
| $1.08M | ﹤0.01% |
+100,000
| New | +$1.05M |
|
4511
CALL
Pilgrim's Pride
PPC
$6.4B
| $1.08M | ﹤0.01% |
+55,100
| New | +$998K |
|
|
NLSN
4512
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $1.08M | ﹤0.01% |
51,800
+22,100
| +74% | +$359K |
|
4513
CALL
BlackLine
BL
$1.65B
| $1.08M | ﹤0.01% |
8,100
+1,500
| +23% | +$167K |
|
4514
CALL
CenterPoint Energy
CNP
$26.7B
| $1.08M | ﹤0.01% |
49,900
-10,400
| -17% | -$231K |
|
4515
CALL
EQT Corp
EQT
$33.8B
| $1.08M | ﹤0.01% |
85,000
-2,400
| -3% | -$34.6K |
|
|
SF
4516
CALL
Stifel
SF
$12.8B
| $1.08M | ﹤0.01% |
32,100
+12,750
| +66% | +$379K |
|
|
NEBCU
4517
DELISTED
Nebula Caravel Acquisition Corp. Unit
NEBCU
| $1.08M | ﹤0.01% |
+100,000
| New | +$1.07M |
|
|
STL
4518
DELISTED
Sterling Bancorp
STL
| $1.08M | ﹤0.01% |
60,024
+20,946
| +54% | +$315K |
|
4519
WisdomTree International Multifactor Fund
DWMF
$34.5M
| $1.08M | ﹤0.01% |
43,593
-25,457
| -37% | -$619K |
|
4520
CALL
MarineMax
HZO
$1.15B
| $1.08M | ﹤0.01% |
30,800
-15,600
| -34% | -$489K |
|
4521
PUT
HF Sinclair
DINO
$15.6B
| $1.08M | ﹤0.01% |
41,700
-5,400
| -11% | -$122K |
|
4522
Itaú Unibanco
ITUB
$81.6B
| $1.08M | ﹤0.01% |
243,212
-411,829
| -63% | -$1.54M |
|
|
MGI
4523
CALL
DELISTED
MoneyGram International, Inc. New
MGI
| $1.08M | ﹤0.01% |
+197,200
| New | +$1.11M |
|
|
OSG
4524
CALL
Octave Specialty Group
OSG
$210M
| $1.08M | ﹤0.01% |
70,000
-26,900
| -28% | -$396K |
|
4525
CALL
CNX Resources
CNX
$5.29B
| $1.08M | ﹤0.01% |
99,700
+19,600
| +24% | +$198K |
|
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.