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 | |
|---|---|---|---|---|---|---|
826
CALL
KLA
KLAC
$239B
| $7.14M | 0.01% |
401,000
+137,000
| +52% | +$2.3M |
|
827
CALL
American Express
AXP
$227B
| $7.13M | 0.01% |
57,300
-7,100
| -11% | -$849K |
|
|
CS
828
DELISTED
Credit Suisse Group
CS
| $7.12M | 0.01% |
529,103
+81,083
| +18% | +$1.04M |
|
829
PUT
Agnico Eagle Mines
AEM
$73.6B
| $7.11M | 0.01% |
115,400
+85,600
| +287% | +$4.97M |
|
830
iShares MSCI Switzerland ETF
EWL
$2.19B
| $7.1M | 0.01% |
+174,713
| New | +$6.75M |
|
831
AllianceBernstein
AB
$3.43B
| $7.07M | 0.01% |
233,520
+62,409
| +36% | +$1.82M |
|
832
Coca-Cola
KO
$377B
| $7.06M | 0.01% |
127,633
+98,907
| +344% | +$5.32M |
|
833
CALL
RTX Corp
RTX
$290B
| $7.05M | 0.01% |
74,842
-85,647
| -53% | -$7.77M |
|
834
Rockwell Automation
ROK
$53.4B
| $7.04M | 0.01% |
34,759
+27,572
| +384% | +$5.11M |
|
835
Energy Transfer Partners
ET
$70.1B
| $7.03M | 0.01% |
547,820
+480,260
| +711% | +$5.92M |
|
836
CALL
Diamondback Energy
FANG
$57.1B
| $6.99M | 0.01% |
75,300
+54,000
| +254% | +$4.48M |
|
837
Halliburton
HAL
$26.9B
| $6.99M | 0.01% |
+285,478
| New | +$6.02M |
|
838
Zoom
ZM
$28.2B
| $6.97M | 0.01% |
102,481
+95,220
| +1,311% | +$6.55M |
|
839
Merck
MRK
$322B
| $6.96M | 0.01% |
80,236
-63,671
| -44% | -$5.23M |
|
840
PUT
Sherwin-Williams
SHW
$82.7B
| $6.94M | 0.01% |
35,700
+21,900
| +159% | +$4.18M |
|
841
PUT
Wayfair
W
$11.2B
| $6.93M | 0.01% |
76,700
+35,700
| +87% | +$3.33M |
|
|
MNDT
842
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $6.92M | 0.01% |
418,600
+406,900
| +3,478% | +$6.53M |
|
843
CALL
TJX Companies
TJX
$174B
| $6.9M | 0.01% |
113,000
+81,000
| +253% | +$4.79M |
|
844
CALL
Ecolab
ECL
$78.1B
| $6.87M | 0.01% |
35,600
+4,900
| +16% | +$930K |
|
845
CALL
VeriSign
VRSN
$26.2B
| $6.86M | 0.01% |
+35,600
| New | +$6.69M |
|
846
PUT
iShares MSCI Taiwan ETF
EWT
$9.86B
| $6.83M | 0.01% |
166,000
+72,300
| +77% | +$2.85M |
|
847
iShares ESG Advanced High Yield Corporate Bond ETF
HYXF
$192M
| $6.83M | 0.01% |
130,629
+68,576
| +111% | +$3.56M |
|
|
PARA
848
DELISTED
Paramount Global Class B
PARA
| $6.82M | 0.01% |
162,493
+43,986
| +37% | +$1.7M |
|
849
PUT
Sinclair Inc
SBGI
$992M
| $6.82M | 0.01% |
+204,500
| New | +$7.62M |
|
|
850
Wayfair
W
$11.2B
| $6.8M | 0.01% |
75,285
+59,690
| +383% | +$5.57M |
|
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.