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 | |
|---|---|---|---|---|---|---|
|
SDYL
3101
DELISTED
ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN
SDYL
| $787K | ﹤0.01% |
7,784
-15,473
| -67% | -$1.49M |
|
3102
GS ActiveBeta US Small Cap Equity ETF
GSSC
$1.07B
| $786K | ﹤0.01% |
16,639
-13,913
| -46% | -$634K |
|
3103
CALL
Wabtec
WAB
$49.9B
| $786K | ﹤0.01% |
10,100
-16,300
| -62% | -$1.21M |
|
3104
PUT
Waste Management
WM
$89.7B
| $786K | ﹤0.01% |
6,900
-16,000
| -70% | -$1.81M |
|
|
3105
PUT
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
| $785K | ﹤0.01% |
14,600
+500
| +4% | +$25.8K |
|
|
SEE
3106
PUT
DELISTED
Sealed Air
SEE
| $785K | ﹤0.01% |
+19,700
| New | +$780K |
|
3107
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$458M
| $785K | ﹤0.01% |
29,434
-4,807
| -14% | -$134K |
|
|
SEM
3108
DELISTED
Select Medical
SEM
| $784K | ﹤0.01% |
62,371
+41,961
| +206% | +$452K |
|
3109
Sunrun
RUN
$2.36B
| $783K | ﹤0.01% |
56,712
+42,924
| +311% | +$640K |
|
3110
CALL
WIX.com
WIX
$2.63B
| $783K | ﹤0.01% |
6,400
-9,500
| -60% | -$1.16M |
|
|
RESD
3111
DELISTED
WisdomTree International ESG Fund
RESD
| $783K | ﹤0.01% |
29,772
+13,081
| +78% | +$331K |
|
|
EMCG
3112
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
| $783K | ﹤0.01% |
33,319
-76,523
| -70% | -$1.71M |
|
|
DFS
3113
CALL
DELISTED
Discover Financial Services
DFS
| $780K | ﹤0.01% |
9,200
-5,200
| -36% | -$429K |
|
3114
News Corp Class B
NWS
$18.3B
| $780K | ﹤0.01% |
53,785
-74,022
| -58% | -$1.02M |
|
3115
PUT
Levi Strauss
LEVI
$9.5B
| $779K | ﹤0.01% |
+40,400
| New | +$721K |
|
3116
CALL
CF Industries
CF
$17.3B
| $778K | ﹤0.01% |
16,300
+4,900
| +43% | +$229K |
|
3117
MKS Inc
MKSI
$20.8B
| $778K | ﹤0.01% |
7,070
+4,584
| +184% | +$480K |
|
3118
United Parks & Resorts
PRKS
$2.12B
| $778K | ﹤0.01% |
24,535
-31,015
| -56% | -$895K |
|
3119
CALL
Helmerich & Payne
HP
$3.74B
| $777K | ﹤0.01% |
17,100
+4,600
| +37% | +$185K |
|
3120
PUT
Ollie's Bargain Outlet
OLLI
$4.78B
| $777K | ﹤0.01% |
11,900
+5,200
| +78% | +$329K |
|
3121
CALL
Verisk Analytics
VRSK
$24.1B
| $777K | ﹤0.01% |
+5,200
| New | +$770K |
|
3122
Danaher
DHR
$140B
| $776K | ﹤0.01% |
5,707
-13,792
| -71% | -$1.74M |
|
|
INN
3123
Summit Hotel Properties
INN
$731M
| $776K | ﹤0.01% |
62,855
+47,155
| +300% | +$566K |
|
3124
PUT
Teva Pharmaceuticals
TEVA
$40.3B
| $775K | ﹤0.01% |
79,100
-124,300
| -61% | -$1.11M |
|
3125
CarGurus
CARG
$3.28B
| $774K | ﹤0.01% |
21,991
+14,693
| +201% | +$519K |
|
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.