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 | |
|---|---|---|---|---|---|---|
2201
Invesco Dow Jones Industrial Average Dividend ETF
DJD
$487M
| $1.6M | ﹤0.01% |
40,568
+33,053
| +440% | +$1.26M |
|
|
WORK
2202
DELISTED
Slack Technologies, Inc.
WORK
| $1.6M | ﹤0.01% |
71,022
-32,438
| -31% | -$722K |
|
|
RWLS
2203
DELISTED
Direxion Russell Large Over Small Cap ETF
RWLS
| $1.59M | ﹤0.01% |
+24,990
| New | +$1.53M |
|
2204
PUT
Eaton
ETN
$170B
| $1.59M | ﹤0.01% |
16,800
+4,200
| +33% | +$373K |
|
2205
Freeport-McMoran
FCX
$91.5B
| $1.59M | ﹤0.01% |
121,258
-466,507
| -79% | -$5.12M |
|
2206
CALL
Gen Digital
GEN
$16.9B
| $1.59M | ﹤0.01% |
62,300
-7,800
| -11% | -$191K |
|
|
HOUS
2207
DELISTED
Anywhere Real Estate
HOUS
| $1.59M | ﹤0.01% |
164,178
+119,458
| +267% | +$1.1M |
|
2208
Nuveen ESG Emerging Markets Equity ETF
NUEM
$372M
| $1.59M | ﹤0.01% |
58,136
-14,835
| -20% | -$387K |
|
2209
Toll Brothers
TOL
$14.1B
| $1.59M | ﹤0.01% |
40,142
+4,982
| +14% | +$199K |
|
2210
PUT
iShares Core S&P Small-Cap ETF
IJR
$111B
| $1.58M | ﹤0.01% |
18,900
+10,200
| +117% | +$821K |
|
2211
CALL
Zions Bancorporation
ZION
$10.3B
| $1.58M | ﹤0.01% |
+30,500
| New | +$1.48M |
|
2212
Delek US
DK
$4.05B
| $1.58M | ﹤0.01% |
47,053
+32,389
| +221% | +$1.17M |
|
2213
CALL
Jefferies Financial Group
JEF
$12.8B
| $1.57M | ﹤0.01% |
+77,090
| New | +$1.46M |
|
2214
Aptiv
APTV
$12.1B
| $1.57M | ﹤0.01% |
16,569
+2,942
| +22% | +$269K |
|
2215
iShares Emerging Markets Equity Factor ETF
EMGF
$1.83B
| $1.57M | ﹤0.01% |
34,551
-135,129
| -80% | -$5.83M |
|
2216
Essent Group
ESNT
$6.15B
| $1.57M | ﹤0.01% |
30,209
+19,057
| +171% | +$994K |
|
2217
CALL
Welltower
WELL
$168B
| $1.57M | ﹤0.01% |
+19,200
| New | +$1.64M |
|
2218
PUT
Archer Daniels Midland
ADM
$37.6B
| $1.57M | ﹤0.01% |
+33,800
| New | +$1.44M |
|
2219
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$776M
| $1.57M | ﹤0.01% |
50,351
-18,888
| -27% | -$573K |
|
2220
PUT
Energy Transfer Partners
ET
$69.8B
| $1.57M | ﹤0.01% |
+122,100
| New | +$1.5M |
|
2221
Live Nation Entertainment
LYV
$42.3B
| $1.57M | ﹤0.01% |
21,920
-11,873
| -35% | -$805K |
|
2222
PUT
Centene
CNC
$31.5B
| $1.56M | ﹤0.01% |
24,900
+8,200
| +49% | +$445K |
|
2223
Gildan
GIL
$10.2B
| $1.56M | ﹤0.01% |
52,801
+25,431
| +93% | +$744K |
|
|
SINA
2224
CALL
DELISTED
Sina Corp
SINA
| $1.56M | ﹤0.01% |
39,000
+27,000
| +225% | +$1.04M |
|
|
IFFT
2225
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
| $1.55M | ﹤0.01% |
+32,383
| New | +$1.56M |
|
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.