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 | |
|---|---|---|---|---|---|---|
1351
UBS Group
UBS
$173B
| $3.58M | 0.01% |
283,226
-257,117
| -48% | -$3.06M |
|
1352
PUT
Ralph Lauren
RL
$22.6B
| $3.58M | 0.01% |
30,500
+20,200
| +196% | +$2.13M |
|
1353
PUT
Coca-Cola
KO
$377B
| $3.57M | 0.01% |
64,500
+36,200
| +128% | +$1.95M |
|
1354
Logitech
LOGI
$14.7B
| $3.57M | 0.01% |
75,327
+58,308
| +343% | +$2.49M |
|
|
SAGE
1355
DELISTED
Sage Therapeutics
SAGE
| $3.57M | 0.01% |
49,384
+41,164
| +501% | +$5.06M |
|
|
HYND
1356
DELISTED
WisdomTree Trust WisdomTree WisdomTree Negative Duration High Yield Bond Fund
HYND
| $3.57M | 0.01% |
190,044
+104,981
| +123% | +$1.95M |
|
1357
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
| $3.55M | 0.01% |
59,696
+3,972
| +7% | +$228K |
|
1358
PUT
Dow Inc
DOW
$21.9B
| $3.54M | ﹤0.01% |
64,728
+8,128
| +14% | +$420K |
|
|
PPL
1359
CALL
PPL Corp
PPL
$26.5B
| $3.54M | ﹤0.01% |
98,600
+6,400
| +7% | +$215K |
|
1360
CALL
ProShares UltraPro Dow 30
UDOW
$841M
| $3.54M | ﹤0.01% |
114,000
-50,400
| -31% | -$1.41M |
|
1361
FT Vest US Equity Buffer ETF August
FAUG
$1.19B
| $3.53M | ﹤0.01% |
+114,386
| New | +$3.49M |
|
1362
iShares International Dividend Growth ETF
IGRO
$1.3B
| $3.53M | ﹤0.01% |
58,528
+11,712
| +25% | +$678K |
|
1363
PUT
Best Buy
BBY
$18.2B
| $3.53M | ﹤0.01% |
40,200
+12,600
| +46% | +$964K |
|
1364
CALL
iShares Core S&P Mid-Cap ETF
IJH
$122B
| $3.52M | ﹤0.01% |
85,500
-263,500
| -76% | -$10.4M |
|
1365
iShares Core 5-10 Year USD Bond ETF
IMTB
$275M
| $3.52M | ﹤0.01% |
69,506
+16,515
| +31% | +$836K |
|
|
AYX
1366
PUT
DELISTED
Alteryx Inc
AYX
| $3.51M | ﹤0.01% |
35,100
-3,900
| -10% | -$396K |
|
1367
State Street DoubleLine Short Duration Total Return Tactical ETF
STOT
$501M
| $3.51M | ﹤0.01% |
70,943
+59,058
| +497% | +$2.93M |
|
1368
CALL
RingCentral
RNG
$4.66B
| $3.51M | ﹤0.01% |
20,800
+16,300
| +362% | +$2.69M |
|
1369
LendingTree
TREE
$447M
| $3.5M | ﹤0.01% |
+11,551
| New | +$3.82M |
|
1370
CALL
DexCom
DXCM
$31.5B
| $3.5M | ﹤0.01% |
64,000
-2,400
| -4% | -$114K |
|
1371
CALL
Baker Hughes
BKR
$60B
| $3.5M | ﹤0.01% |
+136,500
| New | +$3.1M |
|
|
GRMN
1372
CALL
Garmin
GRMN
$56.7B
| $3.49M | ﹤0.01% |
35,800
+29,500
| +468% | +$2.75M |
|
1373
Walmart Inc
WMT
$885B
| $3.49M | ﹤0.01% |
88,089
+15,060
| +21% | +$598K |
|
1374
iShares MSCI USA Small-Cap Min Vol Factor ETF
SMMV
$289M
| $3.49M | ﹤0.01% |
98,378
-4,928
| -5% | -$171K |
|
1375
CALL
ProShares Ultra Financials
UYG
$828M
| $3.49M | ﹤0.01% |
65,000
+30,600
| +89% | +$1.52M |
|
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.