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 | |
|---|---|---|---|---|---|---|
751
CALL
Atlassian
TEAM
$25.6B
| $8.07M | 0.01% |
67,100
+4,900
| +8% | +$597K |
|
752
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.2B
| $8.07M | 0.01% |
222,787
+196,143
| +736% | +$6.84M |
|
753
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.72B
| $8.05M | 0.01% |
+269,739
| New | +$7.76M |
|
754
iShares Asia 50 ETF
AIA
$4.6B
| $8.04M | 0.01% |
121,850
+93,842
| +335% | +$5.84M |
|
755
CRH
CRH
$63.2B
| $8.03M | 0.01% |
199,167
+31,989
| +19% | +$1.18M |
|
756
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
| $8.03M | 0.01% |
99,884
+86,304
| +636% | +$6.69M |
|
757
PUT
Zoom
ZM
$28.2B
| $8.02M | 0.01% |
117,900
+22,200
| +23% | +$1.53M |
|
758
PUT
Eli Lilly
LLY
$1.02T
| $8.02M | 0.01% |
61,000
+30,400
| +99% | +$3.52M |
|
759
Gen Digital
GEN
$16.4B
| $7.97M | 0.01% |
312,182
+209,508
| +204% | +$5.12M |
|
760
PUT
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$150M
| $7.93M | 0.01% |
88,700
+44,300
| +100% | +$3.35M |
|
761
iShares MSCI Philippines ETF
EPHE
$132M
| $7.93M | 0.01% |
231,046
+41,403
| +22% | +$1.43M |
|
762
CALL
MongoDB
MDB
$27.1B
| $7.92M | 0.01% |
60,200
-53,300
| -47% | -$7M |
|
|
AGN
763
PUT
DELISTED
Allergan plc
AGN
| $7.91M | 0.01% |
41,400
-18,500
| -31% | -$3.34M |
|
764
Stanley Black & Decker
SWK
$14.3B
| $7.91M | 0.01% |
47,702
+15,686
| +49% | +$2.43M |
|
765
PUT
Yum! Brands
YUM
$42.2B
| $7.9M | 0.01% |
78,400
+32,400
| +70% | +$3.36M |
|
766
CALL
Elevance Health
ELV
$81.5B
| $7.85M | 0.01% |
26,000
-1,700
| -6% | -$468K |
|
767
Liberty Energy
LBRT
$3.05B
| $7.84M | 0.01% |
+705,282
| New | +$6.69M |
|
768
PUT
Colgate-Palmolive
CL
$73.1B
| $7.84M | 0.01% |
113,900
+88,200
| +343% | +$6.01M |
|
769
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
| $7.84M | 0.01% |
44,987
+30,376
| +208% | +$4.38M |
|
770
Invesco BulletShares 2027 High Yield Corporate Bond ETF
BSJR
$857M
| $7.81M | 0.01% |
+307,036
| New | +$7.74M |
|
771
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $7.81M | 0.01% |
20,800
-37,800
| -65% | -$13.7M |
|
772
PUT
Illinois Tool Works
ITW
$82.6B
| $7.8M | 0.01% |
43,400
+31,300
| +259% | +$5.3M |
|
773
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
| $7.79M | 0.01% |
133,800
-528,000
| -80% | -$29.3M |
|
774
CALL
Edwards Lifesciences
EW
$49.6B
| $7.79M | 0.01% |
100,200
+48,600
| +94% | +$3.79M |
|
775
CALL
AB InBev
BUD
$167B
| $7.79M | 0.01% |
95,500
+54,500
| +133% | +$4.54M |
|
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.