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 | |
|---|---|---|---|---|---|---|
551
CALL
Las Vegas Sands
LVS
$31.8B
| $12.3M | 0.02% |
178,300
-77,100
| -30% | -$4.81M |
|
552
Banco Bilbao Vizcaya Argentaria
BBVA
$153B
| $12.3M | 0.02% |
2,198,599
+2,175,335
| +9,351% | +$11.6M |
|
553
iShares S&P 500 Value ETF
IVE
$48.7B
| $12.3M | 0.02% |
94,224
+91,669
| +3,588% | +$11.4M |
|
554
ExxonMobil
XOM
$633B
| $12.2M | 0.02% |
175,535
-390,278
| -69% | -$27M |
|
555
Pinterest
PINS
$13.4B
| $12.2M | 0.02% |
656,058
+609,410
| +1,306% | +$13.2M |
|
556
CALL
Northrop Grumman
NOC
$75.5B
| $12.2M | 0.02% |
35,500
-28,000
| -44% | -$9.85M |
|
557
CALL
iShares MSCI Europe Financials ETF
EUFN
$4.12B
| $12.2M | 0.02% |
625,500
+521,600
| +502% | +$9.68M |
|
558
DXC Technology
DXC
$1.86B
| $12.1M | 0.02% |
323,045
+263,062
| +439% | +$8.58M |
|
559
CALL
Eli Lilly
LLY
$1T
| $12.1M | 0.02% |
92,400
+30,100
| +48% | +$3.49M |
|
560
PUT
Texas Instruments
TXN
$252B
| $12.1M | 0.02% |
94,600
+12,600
| +15% | +$1.56M |
|
561
United States Natural Gas Fund
UNG
$453M
| $12.1M | 0.02% |
179,346
+172,524
| +2,529% | +$13.4M |
|
562
Skyworks Solutions
SWKS
$9.3B
| $12.1M | 0.02% |
99,812
+69,512
| +229% | +$6.83M |
|
563
PUT
Procter & Gamble
PG
$332B
| $12.1M | 0.02% |
96,500
-128,700
| -57% | -$15.7M |
|
564
CALL
iShares MSCI Canada ETF
EWC
$6.13B
| $12M | 0.02% |
+401,400
| New | +$11.7M |
|
565
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$468M
| $11.9M | 0.02% |
215,940
-165,218
| -43% | -$9.02M |
|
566
AngloGold Ashanti
AU
$37.8B
| $11.9M | 0.02% |
531,183
-1,631,888
| -75% | -$32.9M |
|
567
CALL
MetLife
MET
$62.1B
| $11.8M | 0.02% |
232,000
-89,900
| -28% | -$4.34M |
|
568
PUT
Tyson Foods
TSN
$21.2B
| $11.8M | 0.02% |
129,800
+74,900
| +136% | +$6.44M |
|
|
IRBT
569
CALL
DELISTED
iRobot
IRBT
| $11.8M | 0.02% |
232,900
+219,200
| +1,600% | +$11M |
|
570
Eaton
ETN
$156B
| $11.8M | 0.02% |
124,261
+50,732
| +69% | +$4.5M |
|
571
PUT
Expedia Group
EXPE
$35.1B
| $11.7M | 0.02% |
108,600
+90,800
| +510% | +$10.7M |
|
572
PUT
Royal Caribbean
RCL
$85.3B
| $11.7M | 0.02% |
87,500
+81,200
| +1,289% | +$9.46M |
|
573
CALL
NovoCure
NVCR
$1.79B
| $11.6M | 0.02% |
137,600
-67,500
| -33% | -$5.45M |
|
574
CALL
Okta
OKTA
$24.1B
| $11.6M | 0.02% |
100,300
-15,800
| -14% | -$1.82M |
|
575
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.51B
| $11.6M | 0.02% |
376,200
-92,000
| -20% | -$2.72M |
|
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.