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 | |
|---|---|---|---|---|---|---|
976
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$269M
| $5.7M | 0.01% |
+184,677
| New | +$5.64M |
|
977
iShares Global REIT ETF
REET
$5.09B
| $5.68M | 0.01% |
205,846
+117,980
| +134% | +$3.31M |
|
978
Ameren
AEE
$30.3B
| $5.68M | 0.01% |
+73,933
| New | +$5.62M |
|
979
PUT
Honeywell
HON
$77B
| $5.66M | 0.01% |
33,952
-28,117
| -45% | -$4.6M |
|
|
BLUE
980
PUT
DELISTED
bluebird bio
BLUE
| $5.66M | 0.01% |
4,979
+1,281
| +35% | +$1.39M |
|
981
PUT
L3Harris
LHX
$51.6B
| $5.66M | 0.01% |
28,600
+24,200
| +550% | +$4.85M |
|
982
PNC Financial Services
PNC
$99.7B
| $5.66M | 0.01% |
35,449
+20,912
| +144% | +$3.14M |
|
983
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
| $5.64M | 0.01% |
85,926
-263,494
| -75% | -$16.9M |
|
984
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.7B
| $5.62M | 0.01% |
148,696
+42,252
| +40% | +$1.55M |
|
985
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.4B
| $5.62M | 0.01% |
160,750
-56,270
| -26% | -$1.87M |
|
|
ITCI
986
CALL
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $5.6M | 0.01% |
+163,200
| New | +$1.96M |
|
|
BMY.RT
987
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
| $5.58M | 0.01% |
+1,855,405
| New | +$4.82M |
|
988
CALL
iShares S&P 500 Growth ETF
IVW
$73.8B
| $5.58M | 0.01% |
115,200
+75,200
| +188% | +$3.49M |
|
989
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
| $5.58M | 0.01% |
189,825
-141,686
| -43% | -$4.18M |
|
990
Gilead Sciences
GILD
$162B
| $5.57M | 0.01% |
85,743
-65,877
| -43% | -$4.29M |
|
991
BHP
BHP
$215B
| $5.57M | 0.01% |
114,055
-214,684
| -65% | -$9.75M |
|
992
Phillips 66
PSX
$84.9B
| $5.57M | 0.01% |
49,956
-8,084
| -14% | -$908K |
|
993
CALL
Under Armour
UAA
$2.84B
| $5.56M | 0.01% |
+257,600
| New | +$5M |
|
994
State Street SPDR Portfolio S&P 500 High Dividend ETF
SPYD
$7.62B
| $5.55M | 0.01% |
140,687
-11,277
| -7% | -$435K |
|
995
Aflac
AFL
$64.9B
| $5.55M | 0.01% |
104,929
+46,130
| +78% | +$2.45M |
|
996
iShares Core S&P US Growth ETF
IUSG
$31.7B
| $5.54M | 0.01% |
81,879
+23,712
| +41% | +$1.54M |
|
997
American International
AIG
$41.7B
| $5.54M | 0.01% |
107,846
+89,279
| +481% | +$4.73M |
|
998
CALL
Truist Financial
TFC
$63.3B
| $5.52M | 0.01% |
98,000
+73,800
| +305% | +$4M |
|
|
SPYM
999
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
| $5.51M | 0.01% |
145,676
-39,915
| -22% | -$1.44M |
|
1000
PUT
Southwest Airlines
LUV
$22B
| $5.51M | 0.01% |
102,000
+83,500
| +451% | +$4.63M |
|
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.