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 | |
|---|---|---|---|---|---|---|
1801
PUT
Marriott International
MAR
$91.9B
| $2.27M | ﹤0.01% |
15,000
-40,400
| -73% | -$5.41M |
|
1802
PUT
WIX.com
WIX
$2.39B
| $2.26M | ﹤0.01% |
18,500
+15,700
| +561% | +$1.92M |
|
|
QIG
1803
WisdomTree U.S. Corporate Bond Fund
QIG
$17.4M
| $2.26M | ﹤0.01% |
43,163
-14,845
| -26% | -$775K |
|
1804
Pentair
PNR
$10.7B
| $2.26M | ﹤0.01% |
+49,180
| New | +$2.08M |
|
1805
CALL
Bread Financial
BFH
$4.5B
| $2.25M | ﹤0.01% |
25,185
+3,007
| +14% | +$266K |
|
1806
PUT
Coty
COTY
$2.47B
| $2.25M | ﹤0.01% |
+200,400
| New | +$2.28M |
|
1807
Alamos Gold
AGI
$11.8B
| $2.25M | ﹤0.01% |
374,530
+242,538
| +184% | +$1.33M |
|
|
CHCT
1808
Community Healthcare Trust
CHCT
$529M
| $2.25M | ﹤0.01% |
+52,590
| New | +$2.4M |
|
1809
WisdomTree International Equity Fund
DWM
$681M
| $2.25M | ﹤0.01% |
42,090
+35,537
| +542% | +$1.83M |
|
|
PDEV
1810
DELISTED
Principal Exchange-Traded Funds Principal International Multi-Factor ETF
PDEV
| $2.25M | ﹤0.01% |
84,699
+199
| +0.2% | +$5.11K |
|
1811
Invesco Fundamental Investment Grade Corporate Bond ETF
PFIG
$117M
| $2.25M | ﹤0.01% |
85,742
-74,138
| -46% | -$1.94M |
|
1812
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.99B
| $2.25M | ﹤0.01% |
+34,237
| New | +$2.17M |
|
|
ZIV
1813
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
| $2.25M | ﹤0.01% |
31,303
+23,393
| +296% | +$1.61M |
|
1814
Alkermes
ALKS
$8.4B
| $2.24M | ﹤0.01% |
109,921
+92,879
| +545% | +$1.85M |
|
1815
CALL
ProShares Ultra Technology
ROM
$1.16B
| $2.24M | ﹤0.01% |
112,800
+60,000
| +114% | +$1.05M |
|
1816
Amcor
AMCR
$21.1B
| $2.24M | ﹤0.01% |
41,001
-17,341
| -30% | -$869K |
|
|
1817
Coty
COTY
$2.47B
| $2.24M | ﹤0.01% |
198,826
+134,867
| +211% | +$1.54M |
|
|
SCHV
1818
Schwab US Large-Cap Value ETF
SCHV
$15.8B
| $2.24M | ﹤0.01% |
+111,561
| New | +$2.16M |
|
1819
PUT
Burlington
BURL
$23.2B
| $2.23M | ﹤0.01% |
9,800
-6,000
| -38% | -$1.25M |
|
1820
Xtrackers MSCI USA ESG Leaders Equity ETF
USSG
$578M
| $2.23M | ﹤0.01% |
76,245
+64,776
| +565% | +$1.81M |
|
1821
CALL
General Dynamics
GD
$104B
| $2.22M | ﹤0.01% |
12,600
-2,600
| -17% | -$467K |
|
|
AHRT
1822
AH Realty Trust
AHRT
$532M
| $2.22M | ﹤0.01% |
+120,953
| New | +$2.2M |
|
1823
KraneShares Asia Pacific High Income Bond ETF
KHYB
$15.6M
| $2.21M | ﹤0.01% |
54,283
-5,055
| -9% | -$206K |
|
1824
Ford
F
$57.8B
| $2.21M | ﹤0.01% |
238,131
+27,554
| +13% | +$248K |
|
|
GMS
1825
DELISTED
GMS Inc
GMS
| $2.21M | ﹤0.01% |
81,737
-115,421
| -59% | -$3.39M |
|
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.