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 | |
|---|---|---|---|---|---|---|
876
CALL
Bausch Health
BHC
$2.58B
| $6.56M | 0.01% |
219,400
+27,000
| +14% | +$702K |
|
877
General Motors
GM
$80.4B
| $6.55M | 0.01% |
179,071
+80,483
| +82% | +$2.92M |
|
878
CALL
Automatic Data Processing
ADP
$106B
| $6.55M | 0.01% |
38,400
-22,000
| -36% | -$3.64M |
|
|
SC
879
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $6.55M | 0.01% |
280,125
+13,088
| +5% | +$318K |
|
880
CALL
Rockwell Automation
ROK
$53.4B
| $6.55M | 0.01% |
32,300
+18,800
| +139% | +$3.48M |
|
881
iShares Global Consumer Discretionary ETF
RXI
$260M
| $6.54M | 0.01% |
51,969
+25,527
| +97% | +$3.13M |
|
882
Copart
CPRT
$27B
| $6.54M | 0.01% |
287,448
+237,820
| +479% | +$5.08M |
|
883
Prosperity Bancshares
PB
$8.97B
| $6.52M | 0.01% |
90,679
+86,702
| +2,180% | +$6.12M |
|
884
PUT
Hershey
HSY
$35.2B
| $6.5M | 0.01% |
44,200
-3,100
| -7% | -$460K |
|
885
Procter & Gamble
PG
$336B
| $6.47M | 0.01% |
51,769
-118,813
| -70% | -$14.5M |
|
886
PUT
iShares MSCI China ETF
MCHI
$6.32B
| $6.45M | 0.01% |
100,700
-3,100
| -3% | -$185K |
|
887
CALL
PepsiCo
PEP
$190B
| $6.45M | 0.01% |
47,200
-54,700
| -54% | -$7.44M |
|
888
CALL
SolarEdge
SEDG
$2.51B
| $6.45M | 0.01% |
67,800
+50,700
| +296% | +$4.34M |
|
889
Kraft Heinz
KHC
$30.7B
| $6.44M | 0.01% |
200,537
+118,141
| +143% | +$3.58M |
|
890
Nucor
NUE
$58.6B
| $6.44M | 0.01% |
114,358
-57,726
| -34% | -$3.15M |
|
891
CALL
Corteva
CTVA
$52.6B
| $6.42M | 0.01% |
+217,360
| New | +$5.75M |
|
892
SPDR Gold Trust
GLD
$131B
| $6.42M | 0.01% |
44,964
-32,881
| -42% | -$4.59M |
|
893
PUT
Accenture
ACN
$102B
| $6.42M | 0.01% |
30,500
-5,100
| -14% | -$994K |
|
894
Invesco S&P MidCap Low Volatility ETF
XMLV
$750M
| $6.42M | 0.01% |
+119,260
| New | +$6.32M |
|
895
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.31B
| $6.41M | 0.01% |
48,058
-134,411
| -74% | -$18.7M |
|
896
CALL
AstraZeneca
AZN
$263B
| $6.4M | 0.01% |
64,200
-24,800
| -28% | -$2.33M |
|
897
Goldman Sachs Access High Yield Corporate Bond ETF
GHYB
$134M
| $6.39M | 0.01% |
128,451
+62,526
| +95% | +$3.08M |
|
898
Diamondback Energy
FANG
$57.1B
| $6.39M | 0.01% |
68,773
+49,689
| +260% | +$4.13M |
|
899
CALL
Vertex Pharmaceuticals
VRTX
$121B
| $6.37M | 0.01% |
29,100
-34,100
| -54% | -$6.9M |
|
900
iShares Global Healthcare ETF
IXJ
$4.07B
| $6.33M | 0.01% |
92,042
+61,370
| +200% | +$3.98M |
|
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.