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 | |
|---|---|---|---|---|---|---|
1076
Invesco DB Precious Metals Fund
DBP
$237M
| $5.11M | 0.01% |
122,773
+77,678
| +172% | +$3.2M |
|
1077
PUT
AB InBev
BUD
$170B
| $5.1M | 0.01% |
62,600
+35,000
| +127% | +$2.92M |
|
1078
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $5.1M | 0.01% |
23,300
+8,200
| +54% | +$1.66M |
|
1079
PUT
GE Aerospace
GE
$374B
| $5.08M | 0.01% |
91,270
-198,770
| -69% | -$10.3M |
|
|
MORL
1080
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
| $5.08M | 0.01% |
355,538
+284,287
| +399% | +$3.85M |
|
1081
First Trust Capital Strength ETF
FTCS
$7.91B
| $5.07M | 0.01% |
83,941
+19,997
| +31% | +$1.16M |
|
|
SPLK
1082
DELISTED
Splunk Inc
SPLK
| $5.07M | 0.01% |
33,832
-17,358
| -34% | -$2.28M |
|
1083
PUT
The Mosaic Company
MOS
$7.03B
| $5.06M | 0.01% |
234,000
+221,700
| +1,802% | +$4.4M |
|
1084
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$16.7B
| $5.06M | 0.01% |
276,405
+189,015
| +216% | +$2.73M |
|
1085
CALL
ProShares Ultra Energy
DIG
$82.8M
| $5.05M | 0.01% |
158,000
-72,240
| -31% | -$2.12M |
|
1086
Schwab US REIT ETF
SCHH
$11.5B
| $5.05M | 0.01% |
+219,594
| New | +$5.12M |
|
|
KSU
1087
DELISTED
Kansas City Southern
KSU
| $5.03M | 0.01% |
+32,837
| New | +$4.82M |
|
1088
CALL
Prologis
PLD
$135B
| $5.03M | 0.01% |
56,400
+19,700
| +54% | +$1.75M |
|
|
GAP
1089
The Gap Inc
GAP
$7.23B
| $5.01M | 0.01% |
283,603
+225,459
| +388% | +$3.84M |
|
1090
Macerich
MAC
$7.33B
| $5.01M | 0.01% |
186,079
+171,389
| +1,167% | +$4.71M |
|
1091
PUT
Okta
OKTA
$24.7B
| $5.01M | 0.01% |
43,400
-108,500
| -71% | -$12.5M |
|
1092
Baxter International
BAX
$13.5B
| $5M | 0.01% |
59,847
+49,938
| +504% | +$4.13M |
|
1093
PUT
Pinduoduo
PDD
$126B
| $5M | 0.01% |
132,300
-135,700
| -51% | -$5.07M |
|
1094
Pearson
PSO
$10.2B
| $5M | 0.01% |
592,949
+92,646
| +19% | +$797K |
|
1095
iShares MSCI Australia ETF
EWA
$1.39B
| $4.99M | 0.01% |
+220,170
| New | +$4.96M |
|
1096
PUT
DexCom
DXCM
$31.5B
| $4.96M | 0.01% |
90,800
+16,800
| +23% | +$797K |
|
1097
PUT
JD.com
JD
$44.6B
| $4.96M | 0.01% |
140,800
-374,200
| -73% | -$12.1M |
|
1098
CALL
Delta Air Lines
DAL
$57.5B
| $4.96M | 0.01% |
84,800
+2,500
| +3% | +$140K |
|
1099
CALL
Allison Transmission
ALSN
$9.5B
| $4.96M | 0.01% |
102,600
| – | – |
|
1100
Franklin FTSE Japan ETF
FLJP
$3.97B
| $4.96M | 0.01% |
189,612
+15,935
| +9% | +$413K |
|
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.