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 | |
|---|---|---|---|---|---|---|
326
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.34B
| $24.5M | 0.03% |
+255,748
| New | +$24.3M |
|
327
VanEck Gold Miners ETF
GDX
$22.5B
| $24.5M | 0.03% |
835,797
-4,063,648
| -83% | -$111M |
|
328
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.36B
| $24.3M | 0.03% |
+413,683
| New | +$24M |
|
329
Tesla
TSLA
$1.18T
| $24.1M | 0.03% |
865,455
+287,805
| +50% | +$6.24M |
|
330
CALL
Five Below
FIVE
$11.6B
| $23.9M | 0.03% |
187,100
+129,300
| +224% | +$16.2M |
|
331
PUT
Mercado Libre
MELI
$94.5B
| $23.9M | 0.03% |
41,800
-7,800
| -16% | -$4.32M |
|
332
Helmerich & Payne
HP
$3.34B
| $23.6M | 0.03% |
519,720
+439,684
| +549% | +$17.6M |
|
333
National Grid
NGG
$79.3B
| $23.6M | 0.03% |
425,302
-141,947
| -25% | -$7.29M |
|
334
PUT
Ferrari
RACE
$67.8B
| $23.4M | 0.03% |
141,500
+123,800
| +699% | +$20M |
|
335
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
| $23.3M | 0.03% |
246,600
+97,600
| +66% | +$8.25M |
|
336
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$169M
| $23.3M | 0.03% |
24,095
-3,771
| -14% | -$4.56M |
|
337
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.27B
| $23.3M | 0.03% |
352,200
+278,700
| +379% | +$16.1M |
|
338
CALL
Gilead Sciences
GILD
$165B
| $23M | 0.03% |
353,600
+251,800
| +247% | +$16.4M |
|
339
CALL
3M
MMM
$91.8B
| $23M | 0.03% |
155,719
+101,062
| +185% | +$14.2M |
|
340
CALL
EOG Resources
EOG
$77.7B
| $22.9M | 0.03% |
273,000
+8,900
| +3% | +$652K |
|
341
CALL
State Street Technology Select Sector SPDR ETF
XLK
$109B
| $22.8M | 0.03% |
498,400
-1,413,400
| -74% | -$60.5M |
|
342
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
| $22.8M | 0.03% |
60,606
+35,051
| +137% | +$12.7M |
|
343
CALL
Peloton Interactive
PTON
$2.85B
| $22.7M | 0.03% |
+797,900
| New | +$21.5M |
|
344
Oracle
ORCL
$339B
| $22.6M | 0.03% |
427,046
-1,355,145
| -76% | -$74.6M |
|
345
CALL
Expedia Group
EXPE
$36.5B
| $22.6M | 0.03% |
209,100
+138,000
| +194% | +$16.2M |
|
|
AMRN
346
CALL
Amarin Corp
AMRN
$297M
| $22.6M | 0.03% |
52,715
+43,095
| +448% | +$16.4M |
|
347
CALL
Vanguard Real Estate ETF
VNQ
$39.9B
| $22.5M | 0.03% |
242,900
-8,500
| -3% | -$787K |
|
348
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $22.5M | 0.03% |
733,762
+40,850
| +6% | +$1.21M |
|
349
Sibanye-Stillwater
SBSW
$6.05B
| $22.5M | 0.03% |
2,263,993
+1,121,493
| +98% | +$8.67M |
|
350
Beyond Meat
BYND
$274M
| $22.4M | 0.03% |
296,758
+234,936
| +380% | +$21.8M |
|
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.