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 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$333M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$254M |
| 3 |
Schwab Short-Term US Treasury ETF
SCHO
|
+$236M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$235M |
| 5 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$233M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Core MSCI EAFE ETF
IEFA
|
+$378M |
| 2 |
iShares Core US Aggregate Bond ETF
AGG
|
+$305M |
| 3 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$185M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$181M |
| 5 |
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
|
+$165M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 1.45% |
| 2 | Consumer Discretionary | 1.44% |
| 3 | Technology | 1.31% |
| 4 | Healthcare | 1.15% |
| 5 | Communication Services | 0.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
3026
Sprott Physical Gold
PHYS
$15.3B
| $724K | ﹤0.01% |
+61,264
| New | +$724K |
|
3027
AutoZone
AZO
$49.7B
| $723K | ﹤0.01% |
667
-4,214
| -86% | -$4.72M |
|
|
CN
3028
DELISTED
Xtrackers MSCI All China Equity ETF
CN
| $723K | ﹤0.01% |
+22,799
| New | +$741K |
|
3029
PUT
Centene
CNC
$33.4B
| $722K | ﹤0.01% |
16,700
-175,600
| -91% | -$8.55M |
|
|
DFS
3030
PUT
DELISTED
Discover Financial Services
DFS
| $722K | ﹤0.01% |
8,900
-6,700
| -43% | -$553K |
|
3031
PUT
ON Semiconductor
ON
$30.2B
| $722K | ﹤0.01% |
37,600
+22,000
| +141% | +$423K |
|
|
HYDD
3032
DELISTED
Direxion Daily High Yield Bear 2X Shares
HYDD
| $722K | ﹤0.01% |
+45,201
| New | +$733K |
|
3033
VictoryShares US Small Cap High Div Volatility Wtd ETF
CSB
$273M
| $721K | ﹤0.01% |
16,225
-14,825
| -48% | -$646K |
|
3034
PUT
Vale
VALE
$63.6B
| $721K | ﹤0.01% |
62,700
+32,100
| +105% | +$389K |
|
3035
ProShares Short 7-10 Year Treasury
TBX
$20.8M
| $720K | ﹤0.01% |
27,524
-12,877
| -32% | -$341K |
|
3036
PUT
CF Industries
CF
$18B
| $718K | ﹤0.01% |
14,600
-2,200
| -13% | -$107K |
|
3037
PUT
iShares MSCI USA Min Vol Factor ETF
USMV
$24.1B
| $718K | ﹤0.01% |
11,200
-2,200
| -16% | -$139K |
|
3038
Saic
SAIC
$5.07B
| $717K | ﹤0.01% |
+8,211
| New | +$698K |
|
3039
GameStop
GME
$8.6B
| $716K | ﹤0.01% |
519,328
-2,726,864
| -84% | -$2.95M |
|
|
STMP
3040
DELISTED
Stamps.com, Inc.
STMP
| $716K | ﹤0.01% |
9,618
-13,233
| -58% | -$777K |
|
3041
Aptus Defined Risk ETF
DRSK
$1.55B
| $714K | ﹤0.01% |
+26,077
| New | +$720K |
|
3042
CALL
Campbell Soup
CPB
$6.82B
| $713K | ﹤0.01% |
15,200
-79,100
| -84% | -$3.42M |
|
3043
Motley Fool 100 Index ETF
TMFC
$2.12B
| $713K | ﹤0.01% |
31,738
-1,446
| -4% | -$32.7K |
|
|
MVIN
3044
DELISTED
Natixis Seeyond International Minimum Volatility ETF
MVIN
| $713K | ﹤0.01% |
16,104
+4,988
| +45% | +$218K |
|
3045
Conduent
CNDT
$275M
| $712K | ﹤0.01% |
114,363
+89,320
| +357% | +$690K |
|
3046
PUT
Pan American Silver
PAAS
$20.2B
| $712K | ﹤0.01% |
45,400
+33,900
| +295% | +$549K |
|
3047
ALPS Medical Breakthroughs ETF
SBIO
$209M
| $711K | ﹤0.01% |
22,540
+10,279
| +84% | +$361K |
|
|
UNVR
3048
DELISTED
Univar Solutions Inc.
UNVR
| $710K | ﹤0.01% |
34,207
-3,556
| -9% | -$73.6K |
|
3049
CALL
Teucrium Corn Fund
CORN
$168M
| $709K | ﹤0.01% |
+46,700
| New | +$724K |
|
3050
PUT
Hartford Financial Services
HIG
$39.1B
| $709K | ﹤0.01% |
11,700
+700
| +6% | +$41K |
|
Similar funds
Jane Street's Q3 2019 Portfolio in Review
As of Q3 2019, Jane Street held 6,276 positions worth $60.6B, up 7.1% from $56.6B the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Jane Street deployed $4.81B of net new capital in Q3 2019, opening 1,218 new positions and adding to 1,833 existing holdings. Its largest new stake was Restaurant Brands International: 1,228,839 shares worth $87.4M.
By sector, the portfolio is most concentrated in Financials at 1.4% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was iShares Core MSCI EAFE ETF, an estimated $378M trimmed.
- Jane Street's largest Q3 2019 buy was Restaurant Brands International: 1,228,839 shares worth $87.4M.
- Jane Street added most to Vanguard FTSE Emerging Markets ETF in Q3 2019, an estimated $333M increase.
- Jane Street's biggest Q3 2019 reduction was iShares Core MSCI EAFE ETF, cutting an estimated $378M.
- Jane Street fully exited Invesco Senior Loan ETF in Q3 2019, selling an estimated $95M.
- Jane Street's ten largest holdings make up 26% of its $60.6B portfolio in Q3 2019.
- Jane Street opened 1,218 new positions and closed 1,283 in Q3 2019.
- Jane Street's portfolio value rose 7.1% quarter-over-quarter to $60.6B.
Based on Jane Street's 13F filing for Q3 2019, filed 14 Nov 2019.