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 | |
|---|---|---|---|---|---|---|
1401
CALL
Guardant Health
GH
$21.7B
| $3.4M | ﹤0.01% |
43,500
+20,700
| +91% | +$1.49M |
|
1402
Snap
SNAP
$7.89B
| $3.4M | ﹤0.01% |
207,996
+79,532
| +62% | +$1.17M |
|
1403
PUT
AngloGold Ashanti
AU
$40.1B
| $3.4M | ﹤0.01% |
152,000
+138,100
| +994% | +$2.78M |
|
|
SIVB
1404
CALL
DELISTED
SVB Financial Group
SIVB
| $3.39M | ﹤0.01% |
13,500
+10,200
| +309% | +$2.32M |
|
|
SLIM
1405
DELISTED
The Obesity ETF
SLIM
| $3.38M | ﹤0.01% |
87,969
+16,679
| +23% | +$602K |
|
1406
Las Vegas Sands
LVS
$31.7B
| $3.38M | ﹤0.01% |
48,929
-397,585
| -89% | -$24.8M |
|
1407
PUT
Northern Oil and Gas
NOG
$2.3B
| $3.38M | ﹤0.01% |
144,250
+250
| +0.2% | +$4.95K |
|
1408
CALL
Ambarella
AMBA
$3.77B
| $3.37M | ﹤0.01% |
55,700
+30,800
| +124% | +$1.71M |
|
1409
Vanguard Russell 2000 Growth ETF
VTWG
$1.47B
| $3.37M | ﹤0.01% |
21,648
+18,573
| +604% | +$2.74M |
|
1410
CALL
Tencent Music
TME
$15.5B
| $3.37M | ﹤0.01% |
287,100
+11,400
| +4% | +$146K |
|
1411
Howmet Aerospace
HWM
$113B
| $3.37M | ﹤0.01% |
142,702
+130,493
| +1,069% | +$2.92M |
|
1412
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $3.37M | ﹤0.01% |
53,451
+48,195
| +917% | +$2.97M |
|
|
EBIX
1413
DELISTED
Ebix Inc
EBIX
| $3.36M | ﹤0.01% |
+100,552
| New | +$3.72M |
|
|
ICPT
1414
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $3.36M | ﹤0.01% |
+27,100
| New | +$2.43M |
|
1415
PUT
Blackstone
BX
$102B
| $3.35M | ﹤0.01% |
59,800
-32,300
| -35% | -$1.68M |
|
1416
PUT
Goodyear
GT
$2B
| $3.34M | ﹤0.01% |
+214,900
| New | +$3.36M |
|
1417
JB Hunt Transport Services
JBHT
$25.5B
| $3.34M | ﹤0.01% |
28,624
+16,678
| +140% | +$1.92M |
|
1418
CALL
Stryker
SYK
$125B
| $3.34M | ﹤0.01% |
15,900
+6,500
| +69% | +$1.35M |
|
1419
CALL
Johnson Controls International
JCI
$88.8B
| $3.33M | ﹤0.01% |
81,700
-9,100
| -10% | -$384K |
|
1420
American Eagle Outfitters
AEO
$2.88B
| $3.32M | ﹤0.01% |
226,073
+168,270
| +291% | +$2.57M |
|
|
BLUE
1421
DELISTED
bluebird bio
BLUE
| $3.32M | ﹤0.01% |
2,923
+922
| +46% | +$1M |
|
1422
Sasol
SSL
$7.5B
| $3.32M | ﹤0.01% |
+153,624
| New | +$2.94M |
|
1423
Granite Construction
GVA
$5.29B
| $3.32M | ﹤0.01% |
+119,915
| New | +$3.41M |
|
1424
PUT
CME Group
CME
$96.3B
| $3.31M | ﹤0.01% |
16,500
-13,400
| -45% | -$2.75M |
|
1425
TSMC
TSM
$2.1T
| $3.31M | ﹤0.01% |
57,009
+10,262
| +22% | +$544K |
|
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.