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 | |
|---|---|---|---|---|---|---|
1451
Enbridge
ENB
$119B
| $3.2M | ﹤0.01% |
80,496
+14,187
| +21% | +$530K |
|
1452
Urban Outfitters
URBN
$6.35B
| $3.2M | ﹤0.01% |
+115,167
| New | +$3.2M |
|
1453
Algonquin Power & Utilities
AQN
$4.49B
| $3.19M | ﹤0.01% |
225,847
+34,621
| +18% | +$480K |
|
|
PPLI
1454
CALL
People Inc
PPLI
$3.09B
| $3.19M | ﹤0.01% |
71,621
-60,990
| -46% | -$2.46M |
|
1455
Icahn Enterprises
IEP
$5.24B
| $3.18M | ﹤0.01% |
51,738
+6,325
| +14% | +$409K |
|
|
SCHW
1456
CALL
Charles Schwab
SCHW
$183B
| $3.18M | ﹤0.01% |
66,900
+18,100
| +37% | +$798K |
|
1457
PUT
Ciena
CIEN
$53.4B
| $3.18M | ﹤0.01% |
74,500
+32,800
| +79% | +$1.25M |
|
1458
CALL
Yeti Holdings
YETI
$3.71B
| $3.17M | ﹤0.01% |
91,300
+66,700
| +271% | +$2.1M |
|
|
CLR
1459
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $3.17M | ﹤0.01% |
92,446
+24,469
| +36% | +$759K |
|
1460
PUT
Tractor Supply
TSCO
$16.1B
| $3.17M | ﹤0.01% |
169,500
+91,000
| +116% | +$1.73M |
|
1461
State Street SPDR S&P Global Dividend ETF
WDIV
$277M
| $3.16M | ﹤0.01% |
44,273
-104,660
| -70% | -$7.27M |
|
1462
PUT
Etsy
ETSY
$7.75B
| $3.16M | ﹤0.01% |
71,300
+29,600
| +71% | +$1.41M |
|
1463
Intuit
INTU
$86.5B
| $3.16M | ﹤0.01% |
12,057
-551
| -4% | -$144K |
|
1464
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
| $3.15M | ﹤0.01% |
+123,700
| New | +$3.08M |
|
1465
General Mills
GIS
$19.1B
| $3.15M | ﹤0.01% |
58,872
+36,464
| +163% | +$1.92M |
|
1466
First Trust Japan AlphaDEX Fund
FJP
$249M
| $3.15M | ﹤0.01% |
62,570
+21,012
| +51% | +$1.05M |
|
1467
CALL
Burlington
BURL
$23.2B
| $3.15M | ﹤0.01% |
13,800
+10,300
| +294% | +$2.15M |
|
|
AUY
1468
DELISTED
Yamana Gold, Inc.
AUY
| $3.14M | ﹤0.01% |
795,693
+501,061
| +170% | +$1.76M |
|
1469
PUT
Guidewire Software
GWRE
$12.6B
| $3.14M | ﹤0.01% |
28,600
+17,000
| +147% | +$1.9M |
|
|
RFUN
1470
DELISTED
RiverFront Dynamic Unconstrained Income
RFUN
| $3.14M | ﹤0.01% |
122,825
+38,655
| +46% | +$982K |
|
1471
Children's Place
PLCE
$54.3M
| $3.14M | ﹤0.01% |
50,174
+37,335
| +291% | +$2.72M |
|
1472
CALL
Tandem Diabetes Care
TNDM
$1.34B
| $3.13M | ﹤0.01% |
52,600
+17,900
| +52% | +$1.1M |
|
|
WPS
1473
DELISTED
iShares International Developed Property ETF
WPS
| $3.13M | ﹤0.01% |
80,641
+19,108
| +31% | +$748K |
|
1474
First Trust Exchange-Traded Fund II First Trust International Equity Opportunities ETF
FPXI
$274M
| $3.12M | ﹤0.01% |
77,493
+69,401
| +858% | +$2.65M |
|
1475
Victory Portfolios II VictoryShares Core Intermediate Bond ETF
UITB
$2.64B
| $3.11M | ﹤0.01% |
+59,960
| New | +$3.12M |
|
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.