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 | |
|---|---|---|---|---|---|---|
|
WTIU
3401
DELISTED
UBS ETRACS - ProShares Daily 3x Long Crude ETN
WTIU
| $625K | ﹤0.01% |
+45,160
| New | +$514K |
|
3402
CALL
Crocs
CROX
$6.43B
| $624K | ﹤0.01% |
14,900
+600
| +4% | +$21K |
|
|
EB
3403
DELISTED
Eventbrite
EB
| $624K | ﹤0.01% |
30,944
+15,771
| +104% | +$302K |
|
3404
CALL
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
| $624K | ﹤0.01% |
10,700
+5,400
| +102% | +$310K |
|
3405
PUT
Thor Industries
THO
$4.04B
| $624K | ﹤0.01% |
8,400
-6,200
| -42% | -$400K |
|
3406
Jack in the Box
JACK
$331M
| $623K | ﹤0.01% |
7,979
+1,053
| +15% | +$87.2K |
|
3407
Turning Point Brands
TPB
$1.7B
| $623K | ﹤0.01% |
21,796
-13,116
| -38% | -$329K |
|
|
RPUT
3408
DELISTED
WisdomTree CBOE Russell 2000 PutWrite Strategy Fund
RPUT
| $623K | ﹤0.01% |
30,976
-653
| -2% | -$13.1K |
|
3409
Exelon
EXC
$46.7B
| $622K | ﹤0.01% |
19,130
+11,258
| +143% | +$364K |
|
3410
PUT
iShares S&P 500 Growth ETF
IVW
$77B
| $620K | ﹤0.01% |
+12,800
| New | +$593K |
|
3411
PUT
Winnebago Industries
WGO
$885M
| $620K | ﹤0.01% |
+11,700
| New | +$547K |
|
3412
Entergy
ETR
$49.7B
| $619K | ﹤0.01% |
10,340
-388
| -4% | -$22.9K |
|
3413
PUT
Fortinet
FTNT
$117B
| $619K | ﹤0.01% |
29,000
-18,500
| -39% | -$348K |
|
3414
Funko
FNKO
$295M
| $618K | ﹤0.01% |
35,971
-151,809
| -81% | -$2.48M |
|
3415
CALL
PBF Energy
PBF
$7.26B
| $618K | ﹤0.01% |
19,700
-1,100
| -5% | -$33.8K |
|
3416
Upwork
UPWK
$1.16B
| $618K | ﹤0.01% |
+57,990
| New | +$731K |
|
|
QMN
3417
DELISTED
IQ Hedge Market Neutral Tracker ETF
QMN
| $618K | ﹤0.01% |
23,148
+470
| +2% | +$12.6K |
|
3418
PUT
Designer Brands
DBI
$336M
| $617K | ﹤0.01% |
39,200
| – | – |
|
3419
Dorchester Minerals
DMLP
$1.25B
| $617K | ﹤0.01% |
+31,644
| New | +$567K |
|
3420
Pacer US Cash Cows 100 ETF
COWZ
$19B
| $616K | ﹤0.01% |
19,828
+6,786
| +52% | +$204K |
|
3421
Evolent Health
EVH
$404M
| $616K | ﹤0.01% |
68,109
+23,278
| +52% | +$189K |
|
3422
Equinix
EQIX
$104B
| $615K | ﹤0.01% |
1,054
+218
| +26% | +$122K |
|
3423
PUT
iShares Russell 1000 Value ETF
IWD
$83.2B
| $614K | ﹤0.01% |
+4,500
| New | +$593K |
|
3424
PUT
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$60.7M
| $614K | ﹤0.01% |
249
+59
| +31% | +$210K |
|
3425
Teradyne
TER
$60.2B
| $614K | ﹤0.01% |
9,001
+2,748
| +44% | +$174K |
|
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.