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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.51B |
| 2 |
iShares MSCI Brazil ETF
EWZ
|
+$467M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$389M |
| 4 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$371M |
| 5 |
Amazon
AMZN
|
+$233M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$385M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$360M |
| 3 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$267M |
| 4 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$254M |
| 5 |
Schwab Short-Term US Treasury ETF
SCHO
|
+$225M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Communication Services | 2.31% |
| 2 | Consumer Discretionary | 1.96% |
| 3 | Industrials | 1.36% |
| 4 | Technology | 1.28% |
| 5 | Healthcare | 1.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1051
iShares National Muni Bond ETF
MUB
$45.1B
| $5.26M | 0.01% |
46,173
-226,912
| -83% | -$25.8M |
|
1052
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
| $5.23M | 0.01% |
57,170
-17,168
| -23% | -$1.57M |
|
1053
CALL
PG&E
PCG
$38.3B
| $5.23M | 0.01% |
480,800
+450,300
| +1,476% | +$3.86M |
|
|
IQIN
1054
DELISTED
NYLI 500 International ETF
IQIN
| $5.22M | 0.01% |
183,143
+16,055
| +10% | +$446K |
|
1055
HDFC Bank
HDB
$123B
| $5.21M | 0.01% |
164,586
-504,858
| -75% | -$15.4M |
|
1056
CALL
Citizens Financial Group
CFG
$30.3B
| $5.21M | 0.01% |
128,400
+122,300
| +2,005% | +$4.58M |
|
1057
PUT
Sarepta Therapeutics
SRPT
$1.57B
| $5.2M | 0.01% |
40,300
-1,700
| -4% | -$172K |
|
1058
WisdomTree US LargeCap Fund
EPS
$1.59B
| $5.2M | 0.01% |
141,662
+86,787
| +158% | +$3.04M |
|
1059
Morgan Stanley
MS
$331B
| $5.2M | 0.01% |
101,622
-11,034
| -10% | -$522K |
|
1060
Prudential Financial
PRU
$42.4B
| $5.19M | 0.01% |
55,393
+51,038
| +1,172% | +$4.69M |
|
1061
iShares Investment Grade Systematic Bond ETF
IGEB
$1.45B
| $5.18M | 0.01% |
+100,305
| New | +$5.24M |
|
1062
PUT
HubSpot
HUBS
$12.2B
| $5.18M | 0.01% |
32,700
+11,900
| +57% | +$1.82M |
|
|
ITCI
1063
PUT
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $5.18M | 0.01% |
+151,000
| New | +$1.81M |
|
|
HTZ
1064
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $5.18M | 0.01% |
328,800
+286,600
| +679% | +$4.3M |
|
|
JPEU
1065
DELISTED
JPMorgan Diversified Return Europe Equity ETF
JPEU
| $5.17M | 0.01% |
86,025
+15,160
| +21% | +$874K |
|
1066
CALL
Avantor
AVTR
$9.32B
| $5.16M | 0.01% |
284,200
| – | – |
|
1067
Brookfield Infrastructure Partners
BIP
$19.2B
| $5.16M | 0.01% |
173,304
+58,733
| +51% | +$1.76M |
|
1068
Jacobs Solutions
J
$15.9B
| $5.14M | 0.01% |
+69,145
| New | +$5.23M |
|
1069
United Rentals
URI
$67.2B
| $5.14M | 0.01% |
30,807
+6,446
| +26% | +$936K |
|
1070
CALL
iShares MSCI South Africa ETF
EZA
$547M
| $5.14M | 0.01% |
+104,700
| New | +$5.23M |
|
1071
CALL
Insulet
PODD
$11.5B
| $5.14M | 0.01% |
30,000
| – | – |
|
1072
First Trust Managed Municipal ETF
FMB
$2.04B
| $5.13M | 0.01% |
92,420
+3,630
| +4% | +$201K |
|
1073
Wabtec
WAB
$49.1B
| $5.13M | 0.01% |
65,982
+24,101
| +58% | +$1.78M |
|
1074
CALL
Southwest Airlines
LUV
$22B
| $5.12M | 0.01% |
94,900
-36,700
| -28% | -$2.04M |
|
1075
Penske Automotive Group
PAG
$14.3B
| $5.12M | 0.01% |
101,890
+3,279
| +3% | +$162K |
|
Similar funds
Jane Street's Q4 2019 Portfolio in Review
As of Q4 2019, Jane Street held 6,246 positions worth $71.7B, up 18% from $60.6B the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Jane Street deployed $4.11B of net new capital in Q4 2019, opening 1,261 new positions and adding to 1,892 existing holdings. Its largest new stake was iShares 20+ Year Treasury Bond ETF: 1,053,226 shares worth $143M.
By sector, the portfolio is most concentrated in Communication Services at 2.3% of assets, up from 0.88% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was iShares MSCI Emerging Markets ETF, an estimated $385M trimmed.
- Jane Street's largest Q4 2019 buy was iShares 20+ Year Treasury Bond ETF: 1,053,226 shares worth $143M.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q4 2019, an estimated $1.51B increase.
- Jane Street's biggest Q4 2019 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $385M.
- Jane Street fully exited iShares MBS ETF in Q4 2019, selling an estimated $175M.
- Jane Street's ten largest holdings make up 31% of its $71.7B portfolio in Q4 2019.
- Jane Street opened 1,261 new positions and closed 1,265 in Q4 2019.
- Jane Street's portfolio value rose 18% quarter-over-quarter to $71.7B.
Based on Jane Street's 13F filing for Q4 2019, filed 14 Feb 2020.