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 | |
|---|---|---|---|---|---|---|
1426
National Beverage
FIZZ
$2.96B
| $3.3M | ﹤0.01% |
129,278
+30,916
| +31% | +$743K |
|
1427
Henry Schein
HSIC
$9.77B
| $3.29M | ﹤0.01% |
49,385
+42,783
| +648% | +$2.83M |
|
|
CYBR
1428
DELISTED
CyberArk
CYBR
| $3.29M | ﹤0.01% |
+28,258
| New | +$3.17M |
|
1429
iShares Residential and Multisector Real Estate ETF
REZ
$879M
| $3.29M | ﹤0.01% |
43,721
+25,774
| +144% | +$2M |
|
|
AXJL
1430
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
| $3.29M | ﹤0.01% |
47,480
+14,715
| +45% | +$978K |
|
1431
Weibo
WB
$2B
| $3.29M | ﹤0.01% |
+70,907
| New | +$3.32M |
|
1432
Franklin FTSE Asia ex Japan ETF
FLAX
$55.7M
| $3.29M | ﹤0.01% |
145,331
-4,402
| -3% | -$95.2K |
|
1433
ProShares Investment Grade-Interest Rate Hedged
IGHG
$330M
| $3.28M | ﹤0.01% |
42,419
-105,397
| -71% | -$7.98M |
|
1434
Vanguard ESG International Stock ETF
VSGX
$6.52B
| $3.28M | ﹤0.01% |
+61,340
| New | +$3.15M |
|
1435
Invesco Investment Grade Defensive ETF
IIGD
$26.7M
| $3.28M | ﹤0.01% |
124,829
+109,732
| +727% | +$2.88M |
|
|
CXO
1436
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $3.27M | ﹤0.01% |
37,400
-19,800
| -35% | -$1.43M |
|
1437
PUT
PG&E
PCG
$38.3B
| $3.27M | ﹤0.01% |
300,600
+248,500
| +477% | +$2.13M |
|
1438
Royal Gold
RGLD
$16.8B
| $3.26M | ﹤0.01% |
26,639
+8,234
| +45% | +$974K |
|
1439
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
| $3.25M | ﹤0.01% |
32,040
-291,657
| -90% | -$29.6M |
|
1440
Ziff Davis
ZD
$1.96B
| $3.25M | ﹤0.01% |
+39,912
| New | +$3.3M |
|
1441
Ally Financial
ALLY
$13.2B
| $3.25M | ﹤0.01% |
106,408
+81,478
| +327% | +$2.54M |
|
1442
PUT
Comcast
CMCSA
$85B
| $3.25M | ﹤0.01% |
72,300
-33,500
| -32% | -$1.49M |
|
|
LNW
1443
CALL
DELISTED
Light & Wonder
LNW
| $3.24M | ﹤0.01% |
121,000
+7,600
| +7% | +$196K |
|
1444
Invesco DB Base Metals Fund
DBB
$312M
| $3.24M | ﹤0.01% |
216,870
+89,266
| +70% | +$1.35M |
|
1445
Tyson Foods
TSN
$20.4B
| $3.24M | ﹤0.01% |
35,559
-8,544
| -19% | -$735K |
|
1446
iShares US Financials ETF
IYF
$4.67B
| $3.24M | ﹤0.01% |
46,982
+13,760
| +41% | +$913K |
|
1447
iShares Global 100 ETF
IOO
$8.93B
| $3.24M | ﹤0.01% |
59,996
-15,071
| -20% | -$776K |
|
|
TRTN
1448
CALL
DELISTED
Triton International Limited
TRTN
| $3.22M | ﹤0.01% |
80,000
+13,400
| +20% | +$496K |
|
|
SIX
1449
DELISTED
Six Flags Entertainment Corp.
SIX
| $3.21M | ﹤0.01% |
+71,077
| New | +$3.27M |
|
1450
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$690M
| $3.2M | ﹤0.01% |
44,473
-26,678
| -37% | -$1.95M |
|
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.