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 | |
|---|---|---|---|---|---|---|
|
CLVS
1626
DELISTED
Clovis Oncology, Inc.
CLVS
| $2.67M | ﹤0.01% |
256,122
+243,968
| +2,007% | +$1.77M |
|
|
AGND
1627
DELISTED
WisdomTree Trust WisdomTree Negative Duration U.S. Aggregate Bond Fund
AGND
| $2.67M | ﹤0.01% |
64,068
-47,071
| -42% | -$1.94M |
|
|
CRON
1628
Cronos Group
CRON
$1.06B
| $2.67M | ﹤0.01% |
347,221
+272,170
| +363% | +$2.08M |
|
1629
Elbit Systems
ESLT
$37.9B
| $2.66M | ﹤0.01% |
17,161
+8,354
| +95% | +$1.36M |
|
1630
SLB Ltd
SLB
$73.6B
| $2.66M | ﹤0.01% |
66,164
-99,463
| -60% | -$3.55M |
|
1631
APA Corp
APA
$13.2B
| $2.66M | ﹤0.01% |
103,860
+66,612
| +179% | +$1.51M |
|
1632
Essential Properties Realty Trust
EPRT
$6.77B
| $2.66M | ﹤0.01% |
+107,088
| New | +$2.69M |
|
1633
PUT
Illumina
ILMN
$31B
| $2.65M | ﹤0.01% |
8,224
-20,457
| -71% | -$6.2M |
|
1634
Eastman Chemical
EMN
$8B
| $2.65M | ﹤0.01% |
33,387
-66,296
| -67% | -$5.1M |
|
1635
CALL
Weibo
WB
$2B
| $2.65M | ﹤0.01% |
57,100
+2,300
| +4% | +$108K |
|
1636
CALL
New Oriental
EDU
$9.37B
| $2.64M | ﹤0.01% |
21,800
+200
| +0.9% | +$23.9K |
|
1637
CALL
Amphenol
APH
$198B
| $2.64M | ﹤0.01% |
97,600
+54,800
| +128% | +$1.4M |
|
1638
PUT
Bausch Health
BHC
$2.58B
| $2.64M | ﹤0.01% |
88,200
+36,800
| +72% | +$957K |
|
|
CRC
1639
DELISTED
California Resources Corporation
CRC
| $2.64M | ﹤0.01% |
291,951
+179,723
| +160% | +$1.46M |
|
1640
Estee Lauder
EL
$30.4B
| $2.63M | ﹤0.01% |
12,758
-48,584
| -79% | -$9.44M |
|
1641
CALL
Lumentum
LITE
$55.5B
| $2.63M | ﹤0.01% |
33,200
-21,400
| -39% | -$1.4M |
|
1642
Bread Financial
BFH
$4.37B
| $2.63M | ﹤0.01% |
29,387
-178
| -0.6% | -$15.7K |
|
1643
Lincoln National
LNC
$8.73B
| $2.63M | ﹤0.01% |
44,515
+36,418
| +450% | +$2.14M |
|
1644
Vanguard Russell 1000 Value ETF
VONV
$20.7B
| $2.62M | ﹤0.01% |
43,768
+11,700
| +36% | +$676K |
|
1645
LyondellBasell Industries
LYB
$20B
| $2.62M | ﹤0.01% |
27,740
-33,775
| -55% | -$3.1M |
|
1646
GrafTech
EAF
$175M
| $2.62M | ﹤0.01% |
+22,539
| New | +$2.83M |
|
1647
PUT
iShares Core S&P 500 ETF
IVV
$872B
| $2.62M | ﹤0.01% |
8,100
+6,600
| +440% | +$2.04M |
|
1648
First Trust Institutional Preferred Securities and Income ETF
FPEI
$1.93B
| $2.62M | ﹤0.01% |
130,471
+48,448
| +59% | +$965K |
|
1649
CALL
Pultegroup
PHM
$24.1B
| $2.62M | ﹤0.01% |
67,400
+48,000
| +247% | +$1.87M |
|
|
PTLA
1650
CALL
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $2.61M | ﹤0.01% |
+109,300
| New | +$3.02M |
|
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.