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 | |
|---|---|---|---|---|---|---|
|
WMGI
1501
DELISTED
Wright Medical Group Inc
WMGI
| $3.02M | ﹤0.01% |
99,136
+84,236
| +565% | +$2.21M |
|
1502
CALL
Analog Devices
ADI
$179B
| $3.02M | ﹤0.01% |
25,400
+9,400
| +59% | +$1.06M |
|
1503
PUT
International Flavors & Fragrances
IFF
$20.2B
| $3.02M | ﹤0.01% |
23,400
+17,500
| +297% | +$2.24M |
|
1504
Chipotle Mexican Grill
CMG
$47.2B
| $3.02M | ﹤0.01% |
180,100
-1,098,550
| -86% | -$17.6M |
|
1505
PUT
W.W. Grainger
GWW
$65.3B
| $3.01M | ﹤0.01% |
8,900
+3,800
| +75% | +$1.21M |
|
1506
Schwab 5-10 Year Corporate Bond ETF
SCHI
$11.5B
| $3M | ﹤0.01% |
+119,732
| New | +$2.99M |
|
1507
PUT
Dollar General
DG
$28B
| $3M | ﹤0.01% |
19,200
-5,500
| -22% | -$873K |
|
1508
Franklin US Large Cap Multifactor Index ETF
FLQL
$2.05B
| $2.99M | ﹤0.01% |
+85,556
| New | +$2.89M |
|
1509
CALL
Chubb
CB
$135B
| $2.99M | ﹤0.01% |
19,200
-21,900
| -53% | -$3.35M |
|
1510
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
| $2.98M | ﹤0.01% |
+104,450
| New | +$2.98M |
|
|
SAVE
1511
DELISTED
Spirit Airlines, Inc.
SAVE
| $2.98M | ﹤0.01% |
+73,914
| New | +$2.81M |
|
|
IBHE
1512
DELISTED
iShares iBonds 2025 Term High Yield and Income ETF
IBHE
| $2.98M | ﹤0.01% |
117,072
-45,882
| -28% | -$1.16M |
|
1513
CALL
TripAdvisor
TRIP
$1.65B
| $2.97M | ﹤0.01% |
+97,700
| New | +$3.29M |
|
1514
CALL
Cracker Barrel
CBRL
$1.26B
| $2.97M | ﹤0.01% |
19,300
+8,200
| +74% | +$1.29M |
|
1515
Xtrackers International Real Estate ETF
HAUZ
$1.07B
| $2.97M | ﹤0.01% |
100,508
+58,995
| +142% | +$1.73M |
|
1516
PUT
ProShares UltraPro Short S&P 500
SPXU
$406M
| $2.97M | ﹤0.01% |
1,482
-5,206
| -78% | -$12.1M |
|
1517
PUT
Qorvo
QRVO
$7.99B
| $2.96M | ﹤0.01% |
25,500
+500
| +2% | +$48.3K |
|
1518
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $2.96M | ﹤0.01% |
27,849
+19,549
| +236% | +$2.05M |
|
1519
PUT
iShares US Home Construction ETF
ITB
$2.26B
| $2.96M | ﹤0.01% |
66,600
-93,700
| -58% | -$4.18M |
|
1520
Invesco
IVZ
$13.1B
| $2.96M | ﹤0.01% |
164,366
+138,203
| +528% | +$2.36M |
|
1521
Vanguard S&P 500 ETF
VOO
$979B
| $2.96M | ﹤0.01% |
9,992
-2,594
| -21% | -$734K |
|
1522
PUT
Lennar Class A
LEN
$19.8B
| $2.95M | ﹤0.01% |
54,646
+49,997
| +1,075% | +$2.85M |
|
1523
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
| $2.94M | ﹤0.01% |
31,100
+24,800
| +394% | +$2.1M |
|
1524
CALL
Virgin Galactic
SPCE
$328M
| $2.94M | ﹤0.01% |
+12,740
| New | +$2.49M |
|
1525
PUT
Check Point Software Technologies
CHKP
$13B
| $2.94M | ﹤0.01% |
26,500
+14,600
| +123% | +$1.64M |
|
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.