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 | |
|---|---|---|---|---|---|---|
401
Deere & Co
DE
$162B
| $18.7M | 0.03% |
108,093
+67,209
| +164% | +$11.6M |
|
402
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
| $18.7M | 0.03% |
457,500
-321,800
| -41% | -$12.7M |
|
403
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
| $18.7M | 0.03% |
187,057
-273,305
| -59% | -$27.1M |
|
404
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $18.7M | 0.03% |
170,288
-383,623
| -69% | -$41.6M |
|
405
CALL
NetEase
NTES
$84.4B
| $18.5M | 0.03% |
301,000
+86,000
| +40% | +$5.04M |
|
406
PUT
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$553M
| $18.3M | 0.03% |
15,935
+1,950
| +14% | +$1.75M |
|
407
PUT
United Airlines
UAL
$40.1B
| $18.3M | 0.03% |
208,000
+126,400
| +155% | +$11.3M |
|
408
CALL
JD.com
JD
$43.6B
| $18.3M | 0.03% |
519,800
+19,700
| +4% | +$636K |
|
409
PayPal
PYPL
$49.3B
| $18.3M | 0.03% |
168,813
+45,449
| +37% | +$4.74M |
|
410
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
| $18.2M | 0.03% |
252,700
+14,500
| +6% | +$911K |
|
411
Amgen
AMGN
$209B
| $18.1M | 0.03% |
75,185
+50,354
| +203% | +$11.1M |
|
|
ATVI
412
PUT
DELISTED
Activision Blizzard
ATVI
| $18.1M | 0.03% |
304,900
+79,200
| +35% | +$4.38M |
|
413
PUT
Nike
NKE
$62.7B
| $18.1M | 0.03% |
178,700
-78,400
| -30% | -$7.39M |
|
414
Smith & Nephew
SNN
$13.6B
| $18M | 0.03% |
371,025
-145,551
| -28% | -$6.57M |
|
415
CALL
Universal Display
OLED
$3.76B
| $18M | 0.03% |
87,500
-4,400
| -5% | -$831K |
|
|
RSX
416
PUT
DELISTED
VanEck Russia ETF
RSX
| $18M | 0.03% |
721,800
+437,100
| +154% | +$10.6M |
|
417
Macy's
M
$6.56B
| $17.8M | 0.02% |
1,047,531
+847,505
| +424% | +$13.3M |
|
418
CALL
Biogen
BIIB
$30.7B
| $17.8M | 0.02% |
59,900
-27,000
| -31% | -$7.49M |
|
419
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $17.8M | 0.02% |
209,878
-855,207
| -80% | -$72.5M |
|
420
PUT
ServiceNow
NOW
$114B
| $17.8M | 0.02% |
314,500
-3,000
| -0.9% | -$158K |
|
421
CALL
Lowe's Companies
LOW
$118B
| $17.6M | 0.02% |
146,800
+17,000
| +13% | +$1.94M |
|
422
Vanguard FTSE Europe ETF
VGK
$30.8B
| $17.5M | 0.02% |
298,993
+224,515
| +301% | +$12.6M |
|
423
CALL
CMS Energy
CMS
$22.7B
| $17.5M | 0.02% |
+278,800
| New | +$17.4M |
|
424
CALL
iShares MSCI Taiwan ETF
EWT
$9.6B
| $17.5M | 0.02% |
424,900
+418,700
| +6,753% | +$16.5M |
|
|
GRUB
425
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $17.5M | 0.02% |
179,600
+164,700
| +1,105% | +$15.1M |
|
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.