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 | |
|---|---|---|---|---|---|---|
1751
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| $2.36M | ﹤0.01% |
53,100
+33,200
| +167% | +$1.41M |
|
1752
Global X Internet of Things ETF
SNSR
$212M
| $2.36M | ﹤0.01% |
99,922
+67,261
| +206% | +$1.49M |
|
1753
WisdomTree International Multifactor Fund
DWMF
$33.8M
| $2.35M | ﹤0.01% |
92,014
+77,787
| +547% | +$1.96M |
|
|
BBSA
1754
DELISTED
JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF
BBSA
| $2.35M | ﹤0.01% |
46,264
-13,174
| -22% | -$672K |
|
1755
iShares Semiconductor ETF
SOXX
$45B
| $2.35M | ﹤0.01% |
+28,122
| New | +$2.16M |
|
1756
Telus
TU
$14.9B
| $2.35M | ﹤0.01% |
121,518
+40,262
| +50% | +$746K |
|
|
MINC
1757
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
| $2.35M | ﹤0.01% |
48,573
-13,293
| -21% | -$645K |
|
1758
PUT
Delta Air Lines
DAL
$60B
| $2.35M | ﹤0.01% |
40,100
-2,100
| -5% | -$118K |
|
1759
Charter Communications
CHTR
$17.5B
| $2.34M | ﹤0.01% |
4,827
-6,060
| -56% | -$2.79M |
|
1760
PUT
Celanese
CE
$4.84B
| $2.34M | ﹤0.01% |
+19,000
| New | +$2.34M |
|
1761
CALL
Global Payments
GPN
$23.4B
| $2.34M | ﹤0.01% |
12,800
-7,700
| -38% | -$1.32M |
|
1762
CALL
Masco
MAS
$14.4B
| $2.34M | ﹤0.01% |
48,700
+35,700
| +275% | +$1.62M |
|
|
ULTR
1763
DELISTED
IQ Ultra Short Duration ETF
ULTR
| $2.33M | ﹤0.01% |
46,591
+1,301
| +3% | +$65.2K |
|
1764
Exelixis
EXEL
$13.5B
| $2.33M | ﹤0.01% |
132,353
+64,783
| +96% | +$1.1M |
|
1765
PUT
TSMC
TSM
$2.09T
| $2.33M | ﹤0.01% |
40,100
+9,600
| +31% | +$509K |
|
1766
iShares MSCI Qatar ETF
QAT
$63.9M
| $2.33M | ﹤0.01% |
130,855
+35,144
| +37% | +$625K |
|
1767
Bank of Montreal
BMO
$126B
| $2.33M | ﹤0.01% |
29,995
-74,854
| -71% | -$5.63M |
|
1768
eBay
EBAY
$48.2B
| $2.33M | ﹤0.01% |
64,377
-9,952
| -13% | -$361K |
|
1769
State Street SPDR Global Dow ETF
DGT
$615M
| $2.32M | ﹤0.01% |
25,920
-3,585
| -12% | -$309K |
|
1770
VictoryShares Dividend Accelerator ETF
VSDA
$248M
| $2.32M | ﹤0.01% |
64,993
+31,197
| +92% | +$1.08M |
|
1771
Axalta
AXTA
$7.74B
| $2.32M | ﹤0.01% |
76,295
-23,623
| -24% | -$696K |
|
|
SCHW
1772
PUT
Charles Schwab
SCHW
$184B
| $2.32M | ﹤0.01% |
48,700
+19,700
| +68% | +$868K |
|
|
VQT
1773
DELISTED
iPath S&P VEQTOR ETN
VQT
| $2.31M | ﹤0.01% |
13,926
+1,701
| +14% | +$273K |
|
1774
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
| $2.31M | ﹤0.01% |
24,370
+1,209
| +5% | +$110K |
|
1775
CALL
MGM Resorts International
MGM
$11.4B
| $2.31M | ﹤0.01% |
69,400
-8,900
| -11% | -$271K |
|
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.