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 | |
|---|---|---|---|---|---|---|
1301
CALL
Public Storage
PSA
$60.5B
| $3.79M | 0.01% |
17,800
+6,000
| +51% | +$1.33M |
|
1302
Peloton Interactive
PTON
$2.77B
| $3.78M | 0.01% |
+133,045
| New | +$3.58M |
|
1303
Vanguard US Minimum Volatility ETF
VFMV
$432M
| $3.78M | 0.01% |
41,126
+18,646
| +83% | +$1.68M |
|
1304
JPMorgan Core Plus Bond ETF
JCPB
$13.9B
| $3.77M | 0.01% |
71,730
+10,385
| +17% | +$551K |
|
1305
PUT
Prudential Financial
PRU
$42.4B
| $3.77M | 0.01% |
40,200
+5,900
| +17% | +$542K |
|
1306
FirstService
FSV
$6.48B
| $3.77M | 0.01% |
+40,488
| New | +$3.81M |
|
1307
CALL
Cognizant
CTSH
$24.9B
| $3.77M | 0.01% |
60,700
-32,400
| -35% | -$2M |
|
1308
CALL
Qiagen
QGEN
$8.54B
| $3.77M | 0.01% |
+105,056
| New | +$3.91M |
|
1309
Invesco Total Return Bond ETF
GTO
$2.41B
| $3.76M | 0.01% |
69,360
-127,905
| -65% | -$6.95M |
|
1310
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
| $3.76M | 0.01% |
+121,886
| New | +$3.76M |
|
1311
CALL
Vodafone
VOD
$36.3B
| $3.76M | 0.01% |
+194,300
| New | +$3.87M |
|
1312
PUT
Phillips 66
PSX
$84.9B
| $3.75M | 0.01% |
33,700
+8,500
| +34% | +$955K |
|
1313
CALL
Philip Morris
PM
$297B
| $3.75M | 0.01% |
44,100
-224,000
| -84% | -$18.5M |
|
|
QHY
1314
WisdomTree U.S. High Yield Corporate Bond Fund
QHY
$237M
| $3.75M | 0.01% |
71,976
+17,074
| +31% | +$880K |
|
1315
Expeditors International
EXPD
$22B
| $3.75M | 0.01% |
48,035
+29,381
| +158% | +$2.2M |
|
1316
Vanguard Total World Bond ETF
BNDW
$1.88B
| $3.74M | 0.01% |
47,568
+10,496
| +28% | +$837K |
|
1317
CALL
Corning
GLW
$119B
| $3.73M | 0.01% |
128,100
-209,400
| -62% | -$6.08M |
|
|
PLAN
1318
DELISTED
Anaplan, Inc.
PLAN
| $3.72M | 0.01% |
70,916
+51,906
| +273% | +$2.58M |
|
1319
PUT
MetLife
MET
$61.9B
| $3.71M | 0.01% |
72,700
+58,700
| +419% | +$2.83M |
|
1320
PUT
Avis
CAR
$4.86B
| $3.7M | 0.01% |
+114,900
| New | +$3.45M |
|
1321
CALL
Synopsys
SNPS
$74.4B
| $3.7M | 0.01% |
26,600
+19,200
| +259% | +$2.63M |
|
1322
Alcoa
AA
$11.9B
| $3.7M | 0.01% |
172,059
+135,783
| +374% | +$2.81M |
|
1323
Fidelity Low Duration Bond Factor ETF
FLDR
$1.97B
| $3.7M | 0.01% |
+73,009
| New | +$3.71M |
|
1324
Ollie's Bargain Outlet
OLLI
$4.44B
| $3.69M | 0.01% |
56,556
+48,676
| +618% | +$3.08M |
|
|
DISH
1325
DELISTED
DISH Network Corp.
DISH
| $3.69M | 0.01% |
104,073
+71,069
| +215% | +$2.46M |
|
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.