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 | |
|---|---|---|---|---|---|---|
1126
Linde
LIN
$221B
| $4.78M | 0.01% |
22,317
-40,998
| -65% | -$8.26M |
|
1127
CALL
Colgate-Palmolive
CL
$73.1B
| $4.76M | 0.01% |
69,200
-14,000
| -17% | -$955K |
|
1128
East-West Bancorp
EWBC
$17.9B
| $4.76M | 0.01% |
+97,813
| New | +$4.41M |
|
|
AMJ
1129
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $4.76M | 0.01% |
218,329
+53,211
| +32% | +$1.15M |
|
|
EUHY
1130
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$240M
| $4.76M | 0.01% |
91,820
+87,551
| +2,051% | +$4.46M |
|
1131
John Hancock Multifactor Developed International ETF
JHMD
$965M
| $4.76M | 0.01% |
160,769
+49,852
| +45% | +$1.44M |
|
1132
Accenture
ACN
$102B
| $4.75M | 0.01% |
22,584
+20,408
| +938% | +$3.98M |
|
1133
CALL
Alcoa
AA
$11.9B
| $4.75M | 0.01% |
220,900
-68,600
| -24% | -$1.42M |
|
1134
W.W. Grainger
GWW
$65.3B
| $4.75M | 0.01% |
14,016
+7,604
| +119% | +$2.41M |
|
1135
Pan American Silver
PAAS
$18.2B
| $4.74M | 0.01% |
200,195
+121,568
| +155% | +$2.25M |
|
|
VMW
1136
PUT
DELISTED
VMware, Inc
VMW
| $4.74M | 0.01% |
31,200
-16,000
| -34% | -$2.51M |
|
|
1137
CALL
Pan American Silver
PAAS
$18.2B
| $4.73M | 0.01% |
199,700
+125,900
| +171% | +$2.33M |
|
1138
Amplify Mobile Payments ETF
IPAY
$170M
| $4.73M | 0.01% |
95,440
+49,840
| +109% | +$2.37M |
|
1139
CALL
Equinix
EQIX
$101B
| $4.73M | 0.01% |
8,100
+2,500
| +45% | +$1.4M |
|
1140
Masco
MAS
$14.1B
| $4.73M | 0.01% |
98,489
+69,315
| +238% | +$3.15M |
|
1141
CALL
APA Corp
APA
$13.2B
| $4.72M | 0.01% |
184,600
+70,400
| +62% | +$1.59M |
|
1142
CALL
Halliburton
HAL
$26.9B
| $4.72M | 0.01% |
193,000
+23,600
| +14% | +$497K |
|
|
SJI
1143
DELISTED
South Jersey Industries, Inc.
SJI
| $4.72M | 0.01% |
143,060
+135,707
| +1,846% | +$4.28M |
|
1144
CALL
Kohl's
KSS
$2.17B
| $4.71M | 0.01% |
92,500
+58,600
| +173% | +$2.98M |
|
1145
Franco-Nevada
FNV
$41.1B
| $4.71M | 0.01% |
45,561
-9,495
| -17% | -$918K |
|
1146
Corning
GLW
$119B
| $4.7M | 0.01% |
161,530
+115,035
| +247% | +$3.34M |
|
1147
PUT
Under Armour
UAA
$2.84B
| $4.7M | 0.01% |
217,700
+206,000
| +1,761% | +$4M |
|
1148
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $4.7M | 0.01% |
57,668
-50,597
| -47% | -$4.04M |
|
1149
ENI
E
$80.5B
| $4.7M | 0.01% |
151,208
+68,586
| +83% | +$2.1M |
|
1150
PUT
Twilio
TWLO
$30B
| $4.69M | 0.01% |
47,700
-170,800
| -78% | -$17.4M |
|
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.