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 | |
|---|---|---|---|---|---|---|
1326
Bunge Global
BG
$20.4B
| $3.69M | 0.01% |
64,134
+26,946
| +72% | +$1.49M |
|
1327
Schwab 1000 Index ETF
SCHK
$5.71B
| $3.69M | 0.01% |
233,692
+167,636
| +254% | +$2.54M |
|
1328
Plains All American Pipeline
PAA
$17.3B
| $3.69M | 0.01% |
200,465
+183,222
| +1,063% | +$3.37M |
|
|
IFEU
1329
DELISTED
iShares Europe Developed Real Estate ETF
IFEU
| $3.68M | 0.01% |
88,465
+13,962
| +19% | +$552K |
|
1330
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.7B
| $3.67M | 0.01% |
30,834
-14,099
| -31% | -$1.62M |
|
|
BNY
1331
CALL
Bank of New York Mellon
BNY
$106B
| $3.67M | 0.01% |
73,000
+60,800
| +498% | +$2.9M |
|
1332
First Trust Alerian Disruptive Technology Real Estate ETF
DTRE
$14.7M
| $3.67M | 0.01% |
+75,614
| New | +$3.74M |
|
1333
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$506M
| $3.67M | 0.01% |
69,980
-9,506
| -12% | -$498K |
|
1334
iShares MSCI Indonesia ETF
EIDO
$480M
| $3.66M | 0.01% |
142,794
-56,893
| -28% | -$1.42M |
|
1335
CALL
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.6M
| $3.66M | 0.01% |
75
-15
| -17% | -$1.09M |
|
1336
PUT
Diamondback Energy
FANG
$57.1B
| $3.66M | 0.01% |
39,400
+4,800
| +14% | +$399K |
|
1337
CVS Health
CVS
$133B
| $3.65M | 0.01% |
49,163
-99,036
| -67% | -$6.95M |
|
1338
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.9B
| $3.65M | 0.01% |
79,762
-74,264
| -48% | -$3.23M |
|
1339
Qualcomm
QCOM
$155B
| $3.63M | 0.01% |
41,106
-73,268
| -64% | -$6.13M |
|
1340
iShares Global Consumer Staples ETF
KXI
$1.07B
| $3.62M | 0.01% |
65,207
+37,885
| +139% | +$2.07M |
|
|
BNY
1341
Bank of New York Mellon
BNY
$106B
| $3.62M | 0.01% |
71,869
+30,348
| +73% | +$1.45M |
|
1342
PUT
F5
FFIV
$22.9B
| $3.62M | 0.01% |
25,900
+19,400
| +298% | +$2.73M |
|
1343
Incyte
INCY
$24.2B
| $3.61M | 0.01% |
41,364
+31,268
| +310% | +$2.67M |
|
1344
Fidelity MSCI Health Care Index ETF
FHLC
$3.28B
| $3.61M | 0.01% |
72,520
+52,000
| +253% | +$2.41M |
|
1345
RELX
RELX
$61.8B
| $3.6M | 0.01% |
142,650
-112,117
| -44% | -$2.68M |
|
1346
PUT
SAP
SAP
$212B
| $3.6M | 0.01% |
26,900
+9,000
| +50% | +$1.18M |
|
1347
CALL
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$71M
| $3.6M | 0.01% |
1,457
-106
| -7% | -$376K |
|
|
SAGE
1348
CALL
DELISTED
Sage Therapeutics
SAGE
| $3.6M | 0.01% |
49,800
+45,400
| +1,032% | +$5.58M |
|
1349
Reliance Steel & Aluminium
RS
$20.7B
| $3.58M | 0.01% |
29,932
+16,328
| +120% | +$1.85M |
|
1350
PUT
Emerson Electric
EMR
$83.9B
| $3.58M | 0.01% |
47,000
+41,300
| +725% | +$2.98M |
|
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.