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 | |
|---|---|---|---|---|---|---|
2226
Berkshire Hathaway Class B
BRK.B
$1.11T
| $1.55M | ﹤0.01% |
6,858
-8,630
| -56% | -$1.87M |
|
|
GREK
2227
Global X MSCI Greece ETF
GREK
$317M
| $1.55M | ﹤0.01% |
51,084
-49,802
| -49% | -$1.45M |
|
2228
PUT
State Street SPDR Dow Jones International Real Estate ETF
RWX
$268M
| $1.55M | ﹤0.01% |
40,000
| – | – |
|
|
OSB
2229
DELISTED
Norbord Inc.
OSB
| $1.55M | ﹤0.01% |
58,093
+45,518
| +362% | +$1.21M |
|
2230
Invesco BuyBack Achievers ETF
PKW
$1.74B
| $1.55M | ﹤0.01% |
22,466
+14,384
| +178% | +$947K |
|
|
I
2231
PUT
DELISTED
INTELSAT S. A.
I
| $1.55M | ﹤0.01% |
220,300
+143,000
| +185% | +$2.25M |
|
2232
Petrobras
PBR
$123B
| $1.55M | ﹤0.01% |
97,009
-190,519
| -66% | -$2.91M |
|
2233
Franklin FTSE Switzerland ETF
FLSW
$83.3M
| $1.55M | ﹤0.01% |
55,737
-26,495
| -32% | -$698K |
|
2234
PUT
MSC Industrial Direct
MSM
$6.98B
| $1.55M | ﹤0.01% |
+19,700
| New | +$1.46M |
|
2235
JPMorgan Diversified Return US Small Cap Equity ETF
JPSE
$599M
| $1.54M | ﹤0.01% |
47,436
-18,605
| -28% | -$581K |
|
2236
Keysight
KEYS
$55B
| $1.54M | ﹤0.01% |
15,051
+6,951
| +86% | +$711K |
|
|
2237
PUT
Petrobras
PBR
$123B
| $1.54M | ﹤0.01% |
96,700
-491,900
| -84% | -$7.51M |
|
2238
PUT
Xerox
XRX
$411M
| $1.54M | ﹤0.01% |
+41,800
| New | +$1.46M |
|
2239
Sprouts Farmers Market
SFM
$8.28B
| $1.53M | ﹤0.01% |
79,280
+61,848
| +355% | +$1.2M |
|
|
TRPA
2240
Hartford AAA CLO ETF
TRPA
$111M
| $1.53M | ﹤0.01% |
+37,497
| New | +$1.53M |
|
2241
CALL
Howmet Aerospace
HWM
$115B
| $1.53M | ﹤0.01% |
64,939
+52,551
| +424% | +$1.17M |
|
2242
iShares Asia/Pacific Dividend ETF
DVYA
$71.1M
| $1.53M | ﹤0.01% |
+34,947
| New | +$1.52M |
|
2243
First Trust Technology AlphaDEX Fund
FXL
$2.63B
| $1.53M | ﹤0.01% |
21,041
-15,368
| -42% | -$1.05M |
|
|
I
2244
CALL
DELISTED
INTELSAT S. A.
I
| $1.52M | ﹤0.01% |
+216,500
| New | +$3.4M |
|
|
CRON
2245
CALL
Cronos Group
CRON
$1.06B
| $1.52M | ﹤0.01% |
197,900
+138,600
| +234% | +$1.06M |
|
|
FNI
2246
DELISTED
First Trust Chindia ETF
FNI
| $1.52M | ﹤0.01% |
+38,253
| New | +$1.42M |
|
2247
Devon Energy
DVN
$51.4B
| $1.52M | ﹤0.01% |
58,395
+37,358
| +178% | +$841K |
|
2248
Pebblebrook Hotel Trust
PEB
$2.18B
| $1.51M | ﹤0.01% |
56,491
+40,434
| +252% | +$1.07M |
|
2249
CALL
Incyte
INCY
$24B
| $1.51M | ﹤0.01% |
17,300
-17,500
| -50% | -$1.49M |
|
2250
Qorvo
QRVO
$7.89B
| $1.51M | ﹤0.01% |
12,989
-4,950
| -28% | -$479K |
|
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.