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 | |
|---|---|---|---|---|---|---|
|
RTN
2151
PUT
DELISTED
Raytheon Company
RTN
| $1.67M | ﹤0.01% |
7,600
-55,400
| -88% | -$11.7M |
|
2152
AMC Entertainment Holdings
AMC
$2.54B
| $1.67M | ﹤0.01% |
23,056
+18,132
| +368% | +$1.6M |
|
2153
Virtus Biotech ETF
BBP
$94.3M
| $1.67M | ﹤0.01% |
38,349
+27,572
| +256% | +$1.11M |
|
2154
Avantor
AVTR
$9.25B
| $1.66M | ﹤0.01% |
+91,705
| New | +$1.46M |
|
|
ADAM
2155
Adamas Trust
ADAM
$848M
| $1.66M | ﹤0.01% |
+66,696
| New | +$1.65M |
|
2156
Invesco S&P 500 Revenue ETF
RWL
$9.78B
| $1.66M | ﹤0.01% |
28,485
+9,894
| +53% | +$556K |
|
2157
Franklin FTSE Brazil ETF
FLBR
$559M
| $1.66M | ﹤0.01% |
56,674
+13,266
| +31% | +$360K |
|
2158
Innovative Industrial Properties
IIPR
$1.7B
| $1.66M | ﹤0.01% |
+21,812
| New | +$1.69M |
|
2159
Dropbox
DBX
$7.71B
| $1.65M | ﹤0.01% |
92,343
+34,834
| +61% | +$656K |
|
2160
iShares Morningstar Mid-Cap ETF
IMCB
$1.67B
| $1.65M | ﹤0.01% |
31,540
+15,580
| +98% | +$791K |
|
2161
PUT
Axalta
AXTA
$7.76B
| $1.65M | ﹤0.01% |
54,300
+800
| +1% | +$23.6K |
|
2162
Takeda Pharmaceutical
TAK
$54.6B
| $1.65M | ﹤0.01% |
82,830
-93,272
| -53% | -$1.78M |
|
2163
PUT
Advance Auto Parts
AAP
$3.36B
| $1.65M | ﹤0.01% |
10,300
+2,000
| +24% | +$320K |
|
2164
CALL
Signet Jewelers
SIG
$3.69B
| $1.65M | ﹤0.01% |
75,900
-90,100
| -54% | -$1.6M |
|
2165
AudioCodes
AUDC
$249M
| $1.65M | ﹤0.01% |
64,190
-64,772
| -50% | -$1.42M |
|
2166
CALL
iShares Russell 2000 Growth ETF
IWO
$14.6B
| $1.65M | ﹤0.01% |
7,700
+5,300
| +221% | +$1.08M |
|
|
AVX
2167
DELISTED
AVX Corporation
AVX
| $1.65M | ﹤0.01% |
+80,541
| New | +$1.39M |
|
2168
PUT
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
| $1.65M | ﹤0.01% |
25,100
+13,900
| +124% | +$893K |
|
|
SCHQ
2169
Schwab Long-Term US Treasury ETF
SCHQ
$793M
| $1.65M | ﹤0.01% |
+34,848
| New | +$1.68M |
|
|
REFA
2170
DELISTED
Invesco International Revenue ETF
REFA
| $1.64M | ﹤0.01% |
63,768
-535
| -0.8% | -$13.5K |
|
2171
VanEck Low Carbon Energy ETF
SMOG
$131M
| $1.64M | ﹤0.01% |
21,632
-28,320
| -57% | -$1.94M |
|
2172
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.44B
| $1.64M | ﹤0.01% |
116,625
-136,605
| -54% | -$1.85M |
|
2173
CALL
Children's Place
PLCE
$56.3M
| $1.64M | ﹤0.01% |
+26,200
| New | +$1.91M |
|
2174
Coca-Cola Femsa
KOF
$22.5B
| $1.63M | ﹤0.01% |
26,915
+15,969
| +146% | +$939K |
|
2175
Autohome
ATHM
$2.68B
| $1.63M | ﹤0.01% |
20,393
+14,410
| +241% | +$1.12M |
|
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.