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 | |
|---|---|---|---|---|---|---|
1276
Alaska Air
ALK
$5.29B
| $3.92M | 0.01% |
57,791
+43,584
| +307% | +$2.98M |
|
1277
Brookfield Renewable
BEP
$9.97B
| $3.92M | 0.01% |
157,618
+53,204
| +51% | +$1.26M |
|
1278
iShares MSCI Chile ETF
ECH
$1.01B
| $3.92M | 0.01% |
117,491
+99,691
| +560% | +$3.43M |
|
1279
IDEX
IEX
$17B
| $3.9M | 0.01% |
+22,657
| New | +$3.67M |
|
1280
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.78B
| $3.88M | 0.01% |
150,598
-245,556
| -62% | -$6.14M |
|
1281
Schwab Fundamental US Small Company Index ETF
FNDA
$9.12B
| $3.88M | 0.01% |
192,668
+2,660
| +1% | +$51.7K |
|
1282
iShares New York Muni Bond ETF
NYF
$1.38B
| $3.88M | 0.01% |
67,940
-153,337
| -69% | -$8.75M |
|
1283
PUT
T. Rowe Price
TROW
$23.9B
| $3.87M | 0.01% |
31,800
-1,900
| -6% | -$224K |
|
1284
Manulife Financial
MFC
$73.9B
| $3.87M | 0.01% |
190,423
-101,524
| -35% | -$1.94M |
|
1285
CALL
Live Nation Entertainment
LYV
$40.6B
| $3.85M | 0.01% |
53,900
+23,900
| +80% | +$1.62M |
|
1286
PUT
Norfolk Southern
NSC
$75.4B
| $3.84M | 0.01% |
19,800
+3,200
| +19% | +$600K |
|
1287
T-Mobile US
TMUS
$185B
| $3.84M | 0.01% |
48,978
+41,247
| +534% | +$3.25M |
|
|
PPLI
1288
PUT
People Inc
PPLI
$3.09B
| $3.84M | 0.01% |
86,169
-42,525
| -33% | -$1.71M |
|
|
QWLD
1289
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$175M
| $3.84M | 0.01% |
44,855
-23,352
| -34% | -$1.94M |
|
1290
CALL
Chewy
CHWY
$9.25B
| $3.83M | 0.01% |
132,200
+75,600
| +134% | +$1.93M |
|
1291
CALL
Progressive
PGR
$123B
| $3.83M | 0.01% |
52,900
+36,300
| +219% | +$2.62M |
|
1292
CALL
ProShares Ultra Russell2000
UWM
$245M
| $3.83M | 0.01% |
99,400
+73,400
| +282% | +$2.57M |
|
|
DBV
1293
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
| $3.82M | 0.01% |
157,301
+90
| +0.1% | +$2.19K |
|
|
AGN
1294
CALL
DELISTED
Allergan plc
AGN
| $3.82M | 0.01% |
20,000
-50,900
| -72% | -$9.18M |
|
1295
CALL
Fortinet
FTNT
$119B
| $3.82M | 0.01% |
179,000
+156,500
| +696% | +$2.95M |
|
1296
iShares MSCI New Zealand ETF
ENZL
$77.3M
| $3.82M | 0.01% |
66,132
+33,672
| +104% | +$1.83M |
|
1297
CALL
Invesco CurrencyShares British Pound Sterling Trust
FXB
$77.8M
| $3.81M | 0.01% |
29,700
-372,700
| -93% | -$46.5M |
|
1298
CALL
ProShares Short 20+ Year Treasury ETF
TBF
$87.9M
| $3.81M | 0.01% |
194,200
-10,200
| -5% | -$196K |
|
1299
Invesco S&P 500 Pure Growth ETF
RPG
$2.01B
| $3.81M | 0.01% |
150,085
+21,390
| +17% | +$520K |
|
1300
iShares MSCI Malaysia ETF
EWM
$310M
| $3.81M | 0.01% |
+133,478
| New | +$3.74M |
|
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.