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 | |
|---|---|---|---|---|---|---|
576
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.18B
| $11.5M | 0.02% |
382,047
-485,311
| -56% | -$14.5M |
|
577
Waste Management
WM
$90.6B
| $11.5M | 0.02% |
100,922
+75,637
| +299% | +$8.54M |
|
578
PUT
Marathon Petroleum
MPC
$91.7B
| $11.5M | 0.02% |
190,500
-261,000
| -58% | -$16.3M |
|
579
CALL
CarMax
KMX
$8.15B
| $11.5M | 0.02% |
130,800
+37,200
| +40% | +$3.5M |
|
|
FL
580
DELISTED
Foot Locker
FL
| $11.4M | 0.02% |
291,350
+180,912
| +164% | +$7.62M |
|
581
CALL
Sempra
SRE
$58.4B
| $11.3M | 0.02% |
149,800
+35,600
| +31% | +$2.61M |
|
582
PUT
iShares Russell 2000 Growth ETF
IWO
$14.4B
| $11.3M | 0.02% |
52,700
-6,900
| -12% | -$1.4M |
|
583
PUT
Northrop Grumman
NOC
$77.1B
| $11.3M | 0.02% |
32,800
-32,100
| -49% | -$11.3M |
|
|
SCHR
584
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
| $11.3M | 0.02% |
410,712
+333,728
| +434% | +$9.22M |
|
585
CALL
Albemarle
ALB
$13.9B
| $11.3M | 0.02% |
154,400
+112,500
| +268% | +$7.51M |
|
586
CALL
Carvana
CVNA
$67.4B
| $11.2M | 0.02% |
611,000
+449,000
| +277% | +$7.51M |
|
587
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $11.2M | 0.02% |
364,593
-175,059
| -32% | -$5.14M |
|
588
CALL
Pinduoduo
PDD
$126B
| $11.2M | 0.02% |
296,000
-6,100
| -2% | -$228K |
|
589
iShares MSCI USA Size Factor ETF
SIZE
$429M
| $11.2M | 0.02% |
114,876
+52,409
| +84% | +$4.9M |
|
590
Bath & Body Works
BBWI
$4.07B
| $11.1M | 0.02% |
759,695
+717,202
| +1,688% | +$10.4M |
|
591
CALL
Deutsche Bank
DB
$68.9B
| $11.1M | 0.02% |
1,428,700
+1,410,900
| +7,926% | +$10.6M |
|
592
CALL
Devon Energy
DVN
$51.7B
| $11.1M | 0.02% |
427,200
+6,900
| +2% | +$155K |
|
593
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$420M
| $11.1M | 0.02% |
86,752
+18,576
| +27% | +$2.06M |
|
594
PUT
DuPont de Nemours
DD
$18.6B
| $11.1M | 0.02% |
137,607
+80,884
| +143% | +$6.71M |
|
595
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$156M
| $11.1M | 0.02% |
11,443
+8,816
| +336% | +$10.7M |
|
596
Schwab US Large- Cap ETF
SCHX
$71.7B
| $11.1M | 0.02% |
864,534
+221,646
| +34% | +$2.72M |
|
597
CALL
Public Service Enterprise Group
PEG
$38.4B
| $11M | 0.02% |
+186,900
| New | +$11.3M |
|
598
PUT
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.69B
| $11M | 0.02% |
150,000
| – | – |
|
599
CALL
Applied Materials
AMAT
$408B
| $11M | 0.02% |
180,200
+24,600
| +16% | +$1.38M |
|
600
State Street SPDR Dow Jones International Real Estate ETF
RWX
$268M
| $11M | 0.02% |
283,460
+157,280
| +125% | +$6.33M |
|
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.