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 | |
|---|---|---|---|---|---|---|
1476
CALL
Ollie's Bargain Outlet
OLLI
$4.44B
| $3.11M | ﹤0.01% |
47,600
+16,700
| +54% | +$1.06M |
|
1477
CALL
Parker-Hannifin
PH
$123B
| $3.11M | ﹤0.01% |
15,100
-7,100
| -32% | -$1.38M |
|
1478
PUT
Zscaler
ZS
$24.5B
| $3.11M | ﹤0.01% |
66,800
-7,800
| -10% | -$362K |
|
1479
Textron
TXT
$14.7B
| $3.1M | ﹤0.01% |
+69,440
| New | +$3.22M |
|
|
IBHD
1480
DELISTED
iShares iBonds 2024 Term High Yield and Income ETF
IBHD
| $3.1M | ﹤0.01% |
122,116
+56,804
| +87% | +$1.43M |
|
1481
JPMorgan BetaBuilders Europe ETF
BBEU
$9.35B
| $3.09M | ﹤0.01% |
60,340
-123,465
| -67% | -$6.05M |
|
1482
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.26B
| $3.09M | ﹤0.01% |
55,477
+35,145
| +173% | +$1.9M |
|
|
EWEM
1483
DELISTED
Invesco MSCI Emerging Markets Equal Country Weight ETF
EWEM
| $3.08M | ﹤0.01% |
95,892
+7,817
| +9% | +$242K |
|
1484
Workday
WDAY
$39.6B
| $3.08M | ﹤0.01% |
18,713
+11,948
| +177% | +$1.98M |
|
1485
Invesco S&P SmallCap Low Volatility ETF
XSLV
$248M
| $3.08M | ﹤0.01% |
60,459
-7,055
| -10% | -$353K |
|
1486
PUT
MarketAxess Holdings
MKTX
$5.71B
| $3.07M | ﹤0.01% |
8,100
-6,000
| -43% | -$2.2M |
|
1487
TC Energy
TRP
$70.2B
| $3.07M | ﹤0.01% |
57,579
-50,458
| -47% | -$2.59M |
|
1488
PUT
Electronic Arts
EA
$53B
| $3.06M | ﹤0.01% |
28,500
-41,400
| -59% | -$4.11M |
|
1489
CALL
Madison Square Garden
MSGS
$9.48B
| $3.06M | ﹤0.01% |
+14,581
| New | +$2.86M |
|
1490
PUT
Rockwell Automation
ROK
$53.4B
| $3.06M | ﹤0.01% |
15,100
-5,800
| -28% | -$1.07M |
|
1491
iShares CMBS ETF
CMBS
$474M
| $3.06M | ﹤0.01% |
+57,947
| New | +$3.08M |
|
1492
CALL
Papa John's
PZZA
$984M
| $3.06M | ﹤0.01% |
48,400
-15,400
| -24% | -$912K |
|
|
PFPT
1493
DELISTED
Proofpoint, Inc.
PFPT
| $3.05M | ﹤0.01% |
26,595
+11,395
| +75% | +$1.36M |
|
1494
PUT
Essex Property Trust
ESS
$18.3B
| $3.04M | ﹤0.01% |
+10,100
| New | +$3.19M |
|
1495
PUT
Linde
LIN
$221B
| $3.04M | ﹤0.01% |
14,200
+4,300
| +43% | +$866K |
|
1496
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$505M
| $3.04M | ﹤0.01% |
31,583
+25,352
| +407% | +$2.39M |
|
1497
First Trust Europe AlphaDEX Fund
FEP
$526M
| $3.03M | ﹤0.01% |
80,608
-113,085
| -58% | -$4.07M |
|
1498
FT Vest US Equity Deep Buffer ETF August
DAUG
$370M
| $3.03M | ﹤0.01% |
+98,810
| New | +$3.01M |
|
1499
ProShares UltraPro S&P 500
UPRO
$5.23B
| $3.03M | ﹤0.01% |
+86,522
| New | +$2.65M |
|
1500
Monster Beverage
MNST
$94.3B
| $3.02M | ﹤0.01% |
95,188
+68,220
| +253% | +$2M |
|
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.