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 | |
|---|---|---|---|---|---|---|
|
UWT
501
DELISTED
VelocityShares3x Long Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
UWT
| $14M | 0.02% |
+989,769
| New | +$11.6M |
|
502
CALL
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$553M
| $14M | 0.02% |
12,155
-4,505
| -27% | -$4.04M |
|
503
CALL
Ferrari
RACE
$69.9B
| $13.9M | 0.02% |
83,700
+75,600
| +933% | +$12.2M |
|
504
PUT
3M
MMM
$90.8B
| $13.8M | 0.02% |
93,886
-22,006
| -19% | -$3.08M |
|
505
PUT
Pfizer
PFE
$142B
| $13.8M | 0.02% |
372,484
-168,218
| -31% | -$5.99M |
|
506
Qiagen
QGEN
$8.55B
| $13.8M | 0.02% |
385,895
+269,276
| +231% | +$10M |
|
507
CALL
Zoom
ZM
$27.1B
| $13.8M | 0.02% |
202,600
+50,300
| +33% | +$3.46M |
|
508
CALL
Marathon Petroleum
MPC
$91.7B
| $13.8M | 0.02% |
228,500
-247,300
| -52% | -$15.5M |
|
509
CALL
ProShares Ultra QQQ
QLD
$12.5B
| $13.7M | 0.02% |
900,800
+460,000
| +104% | +$6.23M |
|
510
Emerson Electric
EMR
$83.3B
| $13.4M | 0.02% |
175,985
+131,905
| +299% | +$9.51M |
|
511
iShares S&P GSCI Commodity-Indexed Trust
GSG
$995M
| $13.4M | 0.02% |
826,014
+726,693
| +732% | +$11.3M |
|
|
B
512
Barrick Mining
B
$63.2B
| $13.4M | 0.02% |
719,101
+62,875
| +10% | +$1.08M |
|
|
DOCU
513
CALL
DocuSign
DOCU
$10.4B
| $13.3M | 0.02% |
180,000
-63,700
| -26% | -$4.38M |
|
514
iShares Agency Bond ETF
AGZ
$559M
| $13.3M | 0.02% |
115,280
+49,206
| +74% | +$5.71M |
|
515
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
| $13.3M | 0.02% |
4,725
+618
| +15% | +$2.04M |
|
516
CALL
Arista Networks
ANET
$215B
| $13.2M | 0.02% |
1,041,600
+822,400
| +375% | +$10.8M |
|
|
XYZ
517
Block Inc
XYZ
$49.2B
| $13.2M | 0.02% |
210,766
+103,392
| +96% | +$6.61M |
|
518
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$571M
| $13.2M | 0.02% |
413,817
+395,237
| +2,127% | +$12.5M |
|
519
WPP
WPP
$4.41B
| $13.1M | 0.02% |
185,706
+143,377
| +339% | +$9.09M |
|
520
CALL
Hilton Worldwide
HLT
$72.5B
| $13.1M | 0.02% |
118,400
+10,700
| +10% | +$1.07M |
|
521
PUT
Deutsche Bank
DB
$69.6B
| $13.1M | 0.02% |
1,681,400
+1,541,400
| +1,101% | +$11.6M |
|
522
CALL
International Paper
IP
$22.8B
| $13.1M | 0.02% |
299,693
+268,330
| +856% | +$11.3M |
|
523
CALL
Blackstone
BX
$102B
| $13M | 0.02% |
232,800
-89,800
| -28% | -$4.66M |
|
524
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
| $13M | 0.02% |
439,300
-457,600
| -51% | -$12.9M |
|
525
Zscaler
ZS
$24B
| $13M | 0.02% |
279,710
+237,132
| +557% | +$11M |
|
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.