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 | |
|---|---|---|---|---|---|---|
176
Walt Disney
DIS
$172B
| $50.7M | 0.07% |
350,854
+150,210
| +75% | +$21M |
|
177
PUT
Citigroup
C
$222B
| $50.2M | 0.07% |
628,900
+64,900
| +12% | +$4.8M |
|
178
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.01B
| $50.2M | 0.07% |
+2,558,331
| New | +$50.1M |
|
179
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $50.1M | 0.07% |
983,014
+612,671
| +165% | +$31.2M |
|
180
CALL
Target
TGT
$65.5B
| $49.9M | 0.07% |
389,100
+218,200
| +128% | +$25.6M |
|
181
CALL
Enterprise Products Partners
EPD
$83.6B
| $49.3M | 0.07% |
1,751,000
+962,300
| +122% | +$26.1M |
|
182
PUT
Home Depot
HD
$343B
| $49.2M | 0.07% |
225,300
-23,800
| -10% | -$5.39M |
|
183
PUT
iShares Semiconductor ETF
SOXX
$40.6B
| $49M | 0.07% |
585,900
+474,600
| +426% | +$36.5M |
|
184
CALL
Cisco
CSCO
$456B
| $48.9M | 0.07% |
1,019,200
-97,900
| -9% | -$4.55M |
|
185
PUT
McDonald's
MCD
$194B
| $48.5M | 0.07% |
245,600
+131,900
| +116% | +$26.2M |
|
186
Unilever
UL
$144B
| $48.5M | 0.07% |
746,624
+272,284
| +57% | +$18.1M |
|
187
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
| $48.4M | 0.07% |
475,000
-69,900
| -13% | -$6.72M |
|
188
CALL
PayPal
PYPL
$51.4B
| $48.3M | 0.07% |
446,300
-112,000
| -20% | -$11.7M |
|
189
Bristol-Myers Squibb
BMY
$130B
| $48.2M | 0.07% |
750,306
+617,646
| +466% | +$35.4M |
|
|
TWTR
190
PUT
DELISTED
Twitter, Inc.
TWTR
| $47.9M | 0.07% |
1,494,100
+1,004,700
| +205% | +$33M |
|
191
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $46.8M | 0.07% |
1,879,400
-272,200
| -13% | -$6.6M |
|
192
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
| $46.8M | 0.07% |
573,900
+188,000
| +49% | +$15M |
|
|
AMTD
193
DELISTED
TD Ameritrade Holding Corp
AMTD
| $46.8M | 0.07% |
940,713
+309,544
| +49% | +$13.4M |
|
194
CALL
United States Natural Gas Fund
UNG
$444M
| $46.7M | 0.07% |
692,600
+368,875
| +114% | +$28.6M |
|
195
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
| $46.4M | 0.06% |
1,507,300
-2,143,800
| -59% | -$62.9M |
|
196
PUT
IBM
IBM
$214B
| $45.9M | 0.06% |
358,464
+124,578
| +53% | +$16.2M |
|
197
PUT
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $45.8M | 0.06% |
399,400
-523,100
| -57% | -$59.1M |
|
198
PUT
Chevron
CVX
$374B
| $45.4M | 0.06% |
377,100
+99,400
| +36% | +$11.7M |
|
199
Costco
COST
$429B
| $45.2M | 0.06% |
153,848
+57,260
| +59% | +$17M |
|
200
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
| $43.3M | 0.06% |
534,197
+527,976
| +8,487% | +$42.8M |
|
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.