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 | |
|---|---|---|---|---|---|---|
|
KSU
2126
CALL
DELISTED
Kansas City Southern
KSU
| $1.7M | ﹤0.01% |
11,100
+7,100
| +178% | +$1.04M |
|
2127
Check Point Software Technologies
CHKP
$12.6B
| $1.7M | ﹤0.01% |
15,315
-2,128
| -12% | -$239K |
|
2128
Kimberly-Clark
KMB
$35.7B
| $1.7M | ﹤0.01% |
12,351
-17,477
| -59% | -$2.36M |
|
2129
Weyerhaeuser
WY
$18.2B
| $1.7M | ﹤0.01% |
56,213
+44,571
| +383% | +$1.29M |
|
2130
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$226M
| $1.7M | ﹤0.01% |
74,408
+17,433
| +31% | +$398K |
|
|
CZR
2131
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $1.7M | ﹤0.01% |
+124,800
| New | +$1.58M |
|
2132
CALL
Campbell Soup
CPB
$6.67B
| $1.7M | ﹤0.01% |
34,300
+19,100
| +126% | +$906K |
|
2133
ProShares Short QQQ
PSQ
$745M
| $1.7M | ﹤0.01% |
+13,799
| New | +$1.81M |
|
2134
Take-Two Interactive
TTWO
$45.8B
| $1.69M | ﹤0.01% |
13,837
-25,616
| -65% | -$3.12M |
|
2135
VanEck Indonesia Index ETF
IDX
$35.6M
| $1.69M | ﹤0.01% |
+74,791
| New | +$1.67M |
|
|
GOOS
2136
CALL
Canada Goose Holdings
GOOS
$856M
| $1.69M | ﹤0.01% |
+46,600
| New | +$1.8M |
|
2137
ProShares UltraPro QQQ
TQQQ
$34.6B
| $1.69M | ﹤0.01% |
156,016
+94,160
| +152% | +$857K |
|
|
PLAN
2138
CALL
DELISTED
Anaplan, Inc.
PLAN
| $1.69M | ﹤0.01% |
32,200
-33,400
| -51% | -$1.66M |
|
|
BPMP
2139
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
| $1.69M | ﹤0.01% |
108,040
+60,663
| +128% | +$899K |
|
2140
CALL
ProShares UltraPro Short S&P 500
SPXU
$413M
| $1.69M | ﹤0.01% |
842
-2,609
| -76% | -$6.09M |
|
2141
CALL
Casey's General Stores
CASY
$31.8B
| $1.69M | ﹤0.01% |
10,600
+6,600
| +165% | +$1.09M |
|
2142
PUT
StoneCo
STNE
$2.76B
| $1.68M | ﹤0.01% |
+42,200
| New | +$1.54M |
|
2143
IAMGOLD
IAG
$8.53B
| $1.68M | ﹤0.01% |
450,261
+390,639
| +655% | +$1.38M |
|
2144
PUT
Realty Income
O
$59.2B
| $1.68M | ﹤0.01% |
23,530
+2,064
| +10% | +$154K |
|
|
CLR
2145
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.68M | ﹤0.01% |
48,900
+36,700
| +301% | +$1.14M |
|
2146
PUT
Bunge Global
BG
$20.2B
| $1.68M | ﹤0.01% |
29,100
+2,100
| +8% | +$116K |
|
2147
CALL
Capri Holdings
CPRI
$1.88B
| $1.68M | ﹤0.01% |
43,900
-6,600
| -13% | -$228K |
|
2148
BorgWarner
BWA
$13B
| $1.67M | ﹤0.01% |
+43,794
| New | +$1.6M |
|
2149
Invesco Golden Dragon China ETF
PGJ
$99M
| $1.67M | ﹤0.01% |
+40,198
| New | +$1.56M |
|
|
RTN
2150
CALL
DELISTED
Raytheon Company
RTN
| $1.67M | ﹤0.01% |
7,600
-57,200
| -88% | -$12.1M |
|
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.