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 | |
|---|---|---|---|---|---|---|
601
PUT
ProShares UltraPro S&P 500
UPRO
$5.21B
| $11M | 0.02% |
313,800
+86,600
| +38% | +$2.65M |
|
602
iShares MSCI Turkey ETF
TUR
$200M
| $11M | 0.02% |
404,310
+333,747
| +473% | +$8.62M |
|
603
CALL
Illumina
ILMN
$30.8B
| $10.9M | 0.02% |
33,821
+25,597
| +311% | +$7.76M |
|
604
Roper Technologies
ROP
$38.9B
| $10.8M | 0.02% |
30,547
+2,765
| +10% | +$955K |
|
605
PUT
Occidental Petroleum
OXY
$56.5B
| $10.8M | 0.02% |
262,500
+29,200
| +13% | +$1.17M |
|
|
CGC
606
CALL
Canopy Growth
CGC
$388M
| $10.8M | 0.02% |
51,110
+24,910
| +95% | +$4.94M |
|
607
iShares Russell 2000 Value ETF
IWN
$14.3B
| $10.7M | 0.02% |
83,479
+76,977
| +1,184% | +$9.52M |
|
608
CALL
Texas Instruments
TXN
$252B
| $10.6M | 0.01% |
82,500
+33,800
| +69% | +$4.17M |
|
609
Tower Semiconductor
TSEM
$25.3B
| $10.6M | 0.01% |
439,431
+253,605
| +136% | +$5.7M |
|
|
UGAZ
610
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
| $10.6M | 0.01% |
+144,667
| New | +$18.3M |
|
611
PUT
Blackrock
BLK
$169B
| $10.5M | 0.01% |
20,900
+10,700
| +105% | +$5.08M |
|
612
CALL
TransDigm Group
TDG
$70.7B
| $10.5M | 0.01% |
18,700
+11,300
| +153% | +$6.18M |
|
613
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
| $10.5M | 0.01% |
+195,441
| New | +$10.5M |
|
614
CALL
American Airlines Group
AAL
$10.1B
| $10.5M | 0.01% |
364,700
-49,100
| -12% | -$1.4M |
|
615
PUT
ProShares UltraPro Dow 30
UDOW
$842M
| $10.4M | 0.01% |
336,800
+40,000
| +13% | +$1.12M |
|
616
Perrigo
PRGO
$1.41B
| $10.4M | 0.01% |
202,211
+174,279
| +624% | +$9.11M |
|
617
PUT
PepsiCo
PEP
$191B
| $10.4M | 0.01% |
76,100
+9,000
| +13% | +$1.22M |
|
618
PUT
Veeva Systems
VEEV
$33.1B
| $10.4M | 0.01% |
73,800
+20,500
| +38% | +$3.01M |
|
619
PUT
Duke Energy
DUK
$97.8B
| $10.4M | 0.01% |
113,800
+88,500
| +350% | +$8.11M |
|
620
CALL
Tilray
TLRY
$612M
| $10.4M | 0.01% |
60,500
+10,260
| +20% | +$2.12M |
|
621
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15B
| $10.3M | 0.01% |
159,853
+143,319
| +867% | +$8.89M |
|
622
iShares MSCI USA Value Factor ETF
VLUE
$9.21B
| $10.3M | 0.01% |
115,112
-46,024
| -29% | -$3.95M |
|
623
PUT
Paycom
PAYC
$7.62B
| $10.3M | 0.01% |
39,000
+33,600
| +622% | +$7.95M |
|
624
Kohl's
KSS
$2.2B
| $10.3M | 0.01% |
202,625
+95,194
| +89% | +$4.84M |
|
625
AbbVie
ABBV
$445B
| $10.3M | 0.01% |
116,509
-44,421
| -28% | -$3.69M |
|
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.