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 | |
|---|---|---|---|---|---|---|
1926
O'Reilly Automotive
ORLY
$73.3B
| $2.02M | ﹤0.01% |
69,180
+4,080
| +6% | +$117K |
|
1927
PUT
Whirlpool
WHR
$2.54B
| $2.02M | ﹤0.01% |
13,700
+400
| +3% | +$60.4K |
|
|
I
1928
DELISTED
INTELSAT S. A.
I
| $2.02M | ﹤0.01% |
+287,455
| New | +$4.52M |
|
1929
iShares MSCI Intl Quality Factor ETF
IQLT
$13.9B
| $2.02M | ﹤0.01% |
62,492
+12,239
| +24% | +$379K |
|
|
DMRS
1930
DELISTED
DeltaShares S&P 600 Managed Risk ETF
DMRS
| $2.02M | ﹤0.01% |
36,311
+6,211
| +21% | +$333K |
|
1931
CALL
Wolfspeed
WOLF
$1.27B
| $2.02M | ﹤0.01% |
43,700
+26,800
| +159% | +$1.25M |
|
1932
Invesco China Technology ETF
CQQQ
$3.05B
| $2.01M | ﹤0.01% |
38,305
-38,984
| -50% | -$1.92M |
|
|
GMAN
1933
DELISTED
Goldman Sachs Manufacturing Revolution ETF
GMAN
| $2.01M | ﹤0.01% |
35,645
-679
| -2% | -$36.1K |
|
1934
First Trust Eurozone AlphaDEX
FEUZ
$136M
| $2.01M | ﹤0.01% |
49,241
+5,888
| +14% | +$233K |
|
1935
CALL
Kinder Morgan
KMI
$69.9B
| $2.01M | ﹤0.01% |
95,000
+42,200
| +80% | +$854K |
|
1936
State Street SPDR S&P Biotech ETF
XBI
$9.62B
| $2.01M | ﹤0.01% |
+21,121
| New | +$1.83M |
|
1937
DB Gold Double Long ETN due February 15, 2038
DGP
$217M
| $2.01M | ﹤0.01% |
65,588
+18,917
| +41% | +$556K |
|
1938
PUT
KraneShares CSI China Internet ETF
KWEB
$5.69B
| $2.01M | ﹤0.01% |
41,200
+29,400
| +249% | +$1.34M |
|
1939
CALL
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19M
| $2M | ﹤0.01% |
5,970
+2,250
| +60% | +$918K |
|
1940
PC Connection
CNXN
$2.16B
| $2M | ﹤0.01% |
40,362
+3,380
| +9% | +$157K |
|
1941
SSR Mining
SSRM
$5.6B
| $2M | ﹤0.01% |
103,948
+73,275
| +239% | +$1.14M |
|
1942
PUT
Philip Morris
PM
$292B
| $2M | ﹤0.01% |
23,500
-141,300
| -86% | -$11.6M |
|
1943
Electronic Arts
EA
$53B
| $2M | ﹤0.01% |
18,570
-12,066
| -39% | -$1.2M |
|
1944
MGM Resorts International
MGM
$11.4B
| $1.99M | ﹤0.01% |
59,833
-995,089
| -94% | -$30.3M |
|
|
RAD
1945
DELISTED
Rite Aid Corporation
RAD
| $1.99M | ﹤0.01% |
128,419
+65,935
| +106% | +$645K |
|
1946
CALL
Freeport-McMoran
FCX
$91.5B
| $1.99M | ﹤0.01% |
151,300
+14,300
| +10% | +$157K |
|
1947
Resideo Technologies
REZI
$5.49B
| $1.98M | ﹤0.01% |
+166,037
| New | +$1.89M |
|
|
ACB
1948
CALL
Aurora Cannabis
ACB
$175M
| $1.98M | ﹤0.01% |
7,669
+4,520
| +144% | +$1.69M |
|
1949
Tandem Diabetes Care
TNDM
$1.38B
| $1.98M | ﹤0.01% |
+33,163
| New | +$2.05M |
|
1950
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.97M | ﹤0.01% |
119,149
+71,101
| +148% | +$1.15M |
|
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.