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 | |
|---|---|---|---|---|---|---|
2076
PUT
Keysight
KEYS
$55B
| $1.77M | ﹤0.01% |
+17,300
| New | +$1.77M |
|
2077
WBI BullBear Quality 3000 ETF
WBIL
$29.1M
| $1.77M | ﹤0.01% |
65,076
+14,772
| +29% | +$393K |
|
|
SCHW
2078
Charles Schwab
SCHW
$184B
| $1.77M | ﹤0.01% |
37,280
-4,887
| -12% | -$215K |
|
|
PDCE
2079
DELISTED
PDC Energy, Inc.
PDCE
| $1.77M | ﹤0.01% |
+67,709
| New | +$1.62M |
|
|
SGI
2080
Somnigroup International
SGI
$14B
| $1.77M | ﹤0.01% |
81,352
+53,484
| +192% | +$1.12M |
|
2081
Aegon
AEG
$14B
| $1.76M | ﹤0.01% |
421,966
+144,085
| +52% | +$588K |
|
2082
KT
KT
$8.75B
| $1.76M | ﹤0.01% |
151,423
+107,768
| +247% | +$1.23M |
|
2083
PUT
Teck Resources
TECK
$29.5B
| $1.76M | ﹤0.01% |
+101,100
| New | +$1.65M |
|
|
GRMN
2084
Garmin
GRMN
$58.8B
| $1.75M | ﹤0.01% |
17,993
+10,260
| +133% | +$957K |
|
2085
Atlassian
TEAM
$26.3B
| $1.75M | ﹤0.01% |
14,584
-2,944
| -17% | -$359K |
|
2086
iShares MSCI Taiwan ETF
EWT
$10.2B
| $1.75M | ﹤0.01% |
42,652
-1,379,058
| -97% | -$54.3M |
|
2087
Dollar General
DG
$28.2B
| $1.75M | ﹤0.01% |
11,240
+2,032
| +22% | +$322K |
|
2088
Amplify Cybersecurity ETF
HACK
$2.76B
| $1.75M | ﹤0.01% |
42,230
-206,455
| -83% | -$8.26M |
|
2089
MGE Energy Inc
MGEE
$3.02B
| $1.75M | ﹤0.01% |
+22,224
| New | +$1.71M |
|
|
UFS
2090
DELISTED
DOMTAR CORPORATION (New)
UFS
| $1.75M | ﹤0.01% |
+45,794
| New | +$1.7M |
|
2091
Vanguard Health Care ETF
VHT
$18.1B
| $1.75M | ﹤0.01% |
9,130
+1,216
| +15% | +$218K |
|
2092
Goldman Sachs Equal Weight US Large Cap Equity ETF
GSEW
$1.93B
| $1.75M | ﹤0.01% |
34,488
+10,053
| +41% | +$490K |
|
2093
First Trust United Kingdom AlphaDEX Fund
FKU
$38.9M
| $1.75M | ﹤0.01% |
42,630
+6,533
| +18% | +$249K |
|
|
RNDM
2094
DELISTED
First Trust Developed International Equity Select ETF
RNDM
| $1.75M | ﹤0.01% |
33,422
+1,920
| +6% | +$98.1K |
|
|
SAFM
2095
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $1.75M | ﹤0.01% |
9,900
+7,600
| +330% | +$1.2M |
|
2096
Franklin Electric
FELE
$4.73B
| $1.74M | ﹤0.01% |
+30,419
| New | +$1.61M |
|
2097
PUT
Teladoc Health
TDOC
$1.21B
| $1.74M | ﹤0.01% |
20,800
-2,200
| -10% | -$167K |
|
2098
Sensient Technologies
SXT
$5.37B
| $1.74M | ﹤0.01% |
+26,335
| New | +$1.69M |
|
2099
CALL
EQT Corp
EQT
$33.5B
| $1.74M | ﹤0.01% |
159,400
-42,900
| -21% | -$420K |
|
|
KYNB
2100
PUT
Kyntra Bio
KYNB
$27.4M
| $1.74M | ﹤0.01% |
+1,620
| New | +$1.65M |
|
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.