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 | |
|---|---|---|---|---|---|---|
1901
RPC Inc
RES
$1.28B
| $2.07M | ﹤0.01% |
394,829
+52,135
| +15% | +$234K |
|
|
SFIX
1902
PUT
Stitch Fix
SFIX
$552M
| $2.06M | ﹤0.01% |
80,300
+51,400
| +178% | +$1.19M |
|
1903
Xerox
XRX
$411M
| $2.06M | ﹤0.01% |
55,866
+10,022
| +22% | +$350K |
|
1904
CALL
GE Aerospace
GE
$383B
| $2.06M | ﹤0.01% |
36,997
-24,338
| -40% | -$1.26M |
|
1905
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$355M
| $2.05M | ﹤0.01% |
45,379
-60,052
| -57% | -$2.62M |
|
|
ESPR
1906
DELISTED
Esperion Therapeutics
ESPR
| $2.05M | ﹤0.01% |
34,426
+24,895
| +261% | +$1.12M |
|
1907
Elastic
ESTC
$7.15B
| $2.05M | ﹤0.01% |
31,903
+27,404
| +609% | +$2.01M |
|
1908
Quanta Services
PWR
$102B
| $2.05M | ﹤0.01% |
50,401
+42,753
| +559% | +$1.74M |
|
1909
Alcon
ALC
$34.2B
| $2.05M | ﹤0.01% |
36,216
-131,504
| -78% | -$7.53M |
|
1910
iShares MSCI Intl Value Factor ETF
IVLU
$4.47B
| $2.05M | ﹤0.01% |
84,180
+57,531
| +216% | +$1.37M |
|
|
ZJPN
1911
DELISTED
SPDR Solactive Japan ETF
ZJPN
| $2.05M | ﹤0.01% |
26,188
-10,742
| -29% | -$838K |
|
1912
CALL
Lennar Class A
LEN
$20.5B
| $2.05M | ﹤0.01% |
37,911
-38,634
| -50% | -$2.2M |
|
1913
Guardant Health
GH
$21.3B
| $2.04M | ﹤0.01% |
26,167
+19,919
| +319% | +$1.44M |
|
1914
Vanguard Communication Services ETF
VOX
$5.78B
| $2.04M | ﹤0.01% |
21,772
+7,046
| +48% | +$637K |
|
1915
CALL
Eagle Materials
EXP
$6.59B
| $2.04M | ﹤0.01% |
22,500
-10,200
| -31% | -$934K |
|
1916
PUT
Sea Limited
SE
$68.1B
| $2.04M | ﹤0.01% |
50,700
+34,900
| +221% | +$1.17M |
|
|
BSCO
1917
DELISTED
Invesco BulletShares 2024 Corporate Bond ETF
BSCO
| $2.04M | ﹤0.01% |
94,857
-16,640
| -15% | -$356K |
|
1918
State Street SPDR MSCI ACWI Climate Paris Aligned ETF
NZAC
$194M
| $2.03M | ﹤0.01% |
81,880
-244,880
| -75% | -$5.85M |
|
1919
iShares iBonds Dec 2028 Term Muni Bond ETF
IBMQ
$660M
| $2.03M | ﹤0.01% |
77,511
+53,721
| +226% | +$1.4M |
|
1920
Invesco S&P 500 Momentum ETF
SPMO
$21.3B
| $2.03M | ﹤0.01% |
48,359
+25,219
| +109% | +$1.03M |
|
|
IBMM
1921
DELISTED
iShares iBonds Dec 2024 Term Muni Bond ETF
IBMM
| $2.03M | ﹤0.01% |
+76,649
| New | +$2.02M |
|
|
GOOS
1922
Canada Goose Holdings
GOOS
$856M
| $2.02M | ﹤0.01% |
55,832
+41,738
| +296% | +$1.61M |
|
|
FIYY
1923
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN Series B
FIYY
| $2.02M | ﹤0.01% |
16,341
+4,765
| +41% | +$551K |
|
1924
Franklin FTSE Japan Hedged ETF
FLJH
$176M
| $2.02M | ﹤0.01% |
79,143
+3,699
| +5% | +$92.6K |
|
1925
Hilton Worldwide
HLT
$70.7B
| $2.02M | ﹤0.01% |
+18,220
| New | +$1.83M |
|
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.