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 | |
|---|---|---|---|---|---|---|
3201
iShares Morningstar Mid-Cap Growth ETF
IMCG
$4.03B
| $729K | ﹤0.01% |
16,638
-79,938
| -83% | -$3.35M |
|
3202
PUT
iShares Preferred and Income Securities ETF
PFF
$13.2B
| $729K | ﹤0.01% |
19,400
-505,800
| -96% | -$18.9M |
|
3203
Arch Capital
ACGL
$33.9B
| $728K | ﹤0.01% |
+16,975
| New | +$704K |
|
3204
Global X Adaptive US Factor ETF
AUSF
$904M
| $728K | ﹤0.01% |
+27,796
| New | +$709K |
|
3205
CALL
Omeros
OMER
$952M
| $727K | ﹤0.01% |
+51,600
| New | +$755K |
|
3206
ProShares Online Retail ETF
ONLN
$65.6M
| $727K | ﹤0.01% |
20,038
+7,320
| +58% | +$255K |
|
3207
Bank OZK
OZK
$5.63B
| $727K | ﹤0.01% |
+23,830
| New | +$699K |
|
3208
NXP Semiconductors
NXPI
$58.4B
| $726K | ﹤0.01% |
5,702
-63,020
| -92% | -$7.31M |
|
3209
Opko Health
OPK
$985M
| $726K | ﹤0.01% |
494,311
+431,616
| +688% | +$723K |
|
3210
Golar LNG
GLNG
$5.19B
| $725K | ﹤0.01% |
51,051
+36,417
| +249% | +$494K |
|
3211
Werner Enterprises
WERN
$2.21B
| $724K | ﹤0.01% |
+19,892
| New | +$728K |
|
3212
GDS Holdings
GDS
$6.38B
| $723K | ﹤0.01% |
14,015
-19,514
| -58% | -$874K |
|
|
MDCO
3213
DELISTED
Medicines Co
MDCO
| $723K | ﹤0.01% |
8,517
-48,201
| -85% | -$3.21M |
|
3214
Global X MLP & Energy Infrastructure ETF
MLPX
$3.59B
| $722K | ﹤0.01% |
19,611
-35,996
| -65% | -$1.26M |
|
3215
Wyndham Hotels & Resorts
WH
$5.58B
| $722K | ﹤0.01% |
11,495
+5,414
| +89% | +$301K |
|
3216
Alarm.com
ALRM
$2.78B
| $721K | ﹤0.01% |
16,785
+11,681
| +229% | +$527K |
|
3217
WisdomTree Emerging Markets Multifactor Fund
EMMF
$175M
| $719K | ﹤0.01% |
31,823
-31,624
| -50% | -$698K |
|
3218
Global X Video Games & Esports ETF
HERO
$65.3M
| $719K | ﹤0.01% |
+43,914
| New | +$696K |
|
3219
CALL
Vail Resorts
MTN
$5.23B
| $719K | ﹤0.01% |
3,000
+1,700
| +131% | +$402K |
|
3220
Northern Trust
NTRS
$33.7B
| $718K | ﹤0.01% |
6,757
-63,591
| -90% | -$6.51M |
|
3221
CALL
Zimmer Biomet
ZBH
$18.8B
| $718K | ﹤0.01% |
4,944
+2,678
| +118% | +$370K |
|
3222
PUT
Aurinia Pharmaceuticals
AUPH
$2.07B
| $717K | ﹤0.01% |
+35,400
| New | +$326K |
|
3223
PUT
BHP
BHP
$223B
| $717K | ﹤0.01% |
14,685
+2,466
| +20% | +$112K |
|
3224
Barron's 400 ETF
BFOR
$238M
| $716K | ﹤0.01% |
67,028
-98,692
| -60% | -$1.02M |
|
3225
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.4B
| $716K | ﹤0.01% |
9,876
+2,718
| +38% | +$190K |
|
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.