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 | |
|---|---|---|---|---|---|---|
1251
CALL
McKesson
MCK
$100B
| $4.03M | 0.01% |
29,100
+8,500
| +41% | +$1.2M |
|
|
FL
1252
CALL
DELISTED
Foot Locker
FL
| $4.02M | 0.01% |
103,200
-27,900
| -21% | -$1.18M |
|
1253
CALL
Hasbro
HAS
$13.2B
| $4.02M | 0.01% |
38,100
+13,600
| +56% | +$1.42M |
|
1254
CALL
Tyson Foods
TSN
$20.4B
| $4.02M | 0.01% |
44,200
-34,100
| -44% | -$2.93M |
|
1255
Vanguard Long-Term Treasury ETF
VGLT
$10B
| $4.02M | 0.01% |
48,310
-13,087
| -21% | -$1.12M |
|
1256
Fidelity MSCI Information Technology Index ETF
FTEC
$19.8B
| $4.02M | 0.01% |
55,463
+30,666
| +124% | +$2.08M |
|
1257
American Century Diversified Corporate Bond ETF
KORP
$869M
| $4.02M | 0.01% |
+78,427
| New | +$4.02M |
|
|
AMRN
1258
PUT
Amarin Corp
AMRN
$299M
| $4.02M | 0.01% |
9,365
+4,820
| +106% | +$1.83M |
|
1259
CALL
Altria Group
MO
$114B
| $4.01M | 0.01% |
80,300
-251,700
| -76% | -$11.9M |
|
1260
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
| $4M | 0.01% |
42,314
+37,635
| +804% | +$3.18M |
|
1261
PUT
APA Corp
APA
$13.2B
| $4M | 0.01% |
156,400
+146,500
| +1,480% | +$3.32M |
|
1262
Shake Shack
SHAK
$2.53B
| $4M | 0.01% |
67,176
+62,221
| +1,256% | +$4.47M |
|
1263
CALL
Ralph Lauren
RL
$22.6B
| $4M | 0.01% |
34,100
+31,400
| +1,163% | +$3.31M |
|
1264
VanEck Vietnam ETF
VNM
$491M
| $3.99M | 0.01% |
249,714
+132,655
| +113% | +$2.14M |
|
1265
PUT
Clorox
CLX
$11.6B
| $3.99M | 0.01% |
26,000
+10,800
| +71% | +$1.61M |
|
1266
iShares MSCI Italy ETF
EWI
$1.01B
| $3.98M | 0.01% |
135,057
+106,992
| +381% | +$3.08M |
|
1267
CALL
Whirlpool
WHR
$2.43B
| $3.97M | 0.01% |
26,900
+2,600
| +11% | +$393K |
|
1268
Huntington Ingalls Industries
HII
$12.9B
| $3.96M | 0.01% |
15,794
+13,972
| +767% | +$3.31M |
|
1269
Cardinal Health
CAH
$53.9B
| $3.95M | 0.01% |
78,154
+58,632
| +300% | +$3.03M |
|
1270
Meritage Homes
MTH
$4.58B
| $3.95M | 0.01% |
+129,336
| New | +$4.44M |
|
1271
Old Dominion Freight Line
ODFL
$44.1B
| $3.95M | 0.01% |
+62,406
| New | +$3.83M |
|
|
TMX
1272
DELISTED
Terminix Global Holdings, Inc.
TMX
| $3.93M | 0.01% |
+101,773
| New | +$4.33M |
|
1273
PUT
Nutanix
NTNX
$16B
| $3.93M | 0.01% |
125,700
+34,600
| +38% | +$1.02M |
|
|
IBHC
1274
DELISTED
iShares iBonds 2023 Term High Yield and Income ETF
IBHC
| $3.92M | 0.01% |
157,080
+42,993
| +38% | +$1.06M |
|
|
CYBR
1275
PUT
DELISTED
CyberArk
CYBR
| $3.92M | 0.01% |
33,600
+28,900
| +615% | +$3.24M |
|
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.