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 | |
|---|---|---|---|---|---|---|
3126
CALL
Moody's
MCO
$83.8B
| $676K | ﹤0.01% |
+3,300
| New | +$692K |
|
|
INVX
3127
Innovex International
INVX
$2.13B
| $676K | ﹤0.01% |
+13,480
| New | +$658K |
|
3128
PUT
US Bancorp
USB
$100B
| $675K | ﹤0.01% |
12,200
+1,500
| +14% | +$81.1K |
|
3129
PUT
iShares MSCI Chile ETF
ECH
$1.05B
| $674K | ﹤0.01% |
+18,000
| New | +$680K |
|
|
SAFM
3130
DELISTED
Sanderson Farms Inc
SAFM
| $674K | ﹤0.01% |
4,454
-3,184
| -42% | -$454K |
|
3131
Fair Isaac
FICO
$23.6B
| $673K | ﹤0.01% |
+2,217
| New | +$751K |
|
3132
PUT
Zoetis
ZTS
$31.2B
| $673K | ﹤0.01% |
5,400
-5,300
| -50% | -$640K |
|
3133
Bath & Body Works
BBWI
$4.19B
| $672K | ﹤0.01% |
42,493
-42,385
| -50% | -$748K |
|
3134
Coty
COTY
$2.49B
| $672K | ﹤0.01% |
63,959
-55,100
| -46% | -$571K |
|
3135
PUT
NetApp
NTAP
$36.6B
| $672K | ﹤0.01% |
12,800
+4,800
| +60% | +$257K |
|
3136
Global X S&P 500 Quality Dividend ETF
QDIV
$30.4M
| $672K | ﹤0.01% |
+26,555
| New | +$659K |
|
3137
ProShares Ultra NASDAQ Biotechnology
BIB
$82.5M
| $671K | ﹤0.01% |
15,773
+10,354
| +191% | +$491K |
|
3138
PUT
Designer Brands
DBI
$339M
| $671K | ﹤0.01% |
+39,200
| New | +$665K |
|
3139
PUT
PagSeguro Digital
PAGS
$2.63B
| $671K | ﹤0.01% |
14,500
+300
| +2% | +$13.9K |
|
3140
CALL
Virtu Financial
VIRT
$5.16B
| $671K | ﹤0.01% |
+41,000
| New | +$820K |
|
|
DBS
3141
DELISTED
Invesco DB Silver Fund
DBS
| $671K | ﹤0.01% |
26,933
+14,308
| +113% | +$356K |
|
|
DISH
3142
CALL
DELISTED
DISH Network Corp.
DISH
| $671K | ﹤0.01% |
19,700
-81,000
| -80% | -$2.9M |
|
3143
American Airlines Group
AAL
$11B
| $670K | ﹤0.01% |
24,844
-252,517
| -91% | -$7.39M |
|
3144
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.2M
| $670K | ﹤0.01% |
19,133
-3,890
| -17% | -$131K |
|
3145
PUT
Alcoa
AA
$12.6B
| $668K | ﹤0.01% |
33,300
+8,900
| +36% | +$185K |
|
3146
CALL
Bunge Global
BG
$20.5B
| $668K | ﹤0.01% |
11,800
-2,800
| -19% | -$156K |
|
3147
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.89B
| $668K | ﹤0.01% |
12,441
-14,546
| -54% | -$785K |
|
|
3148
iShares MSCI Chile ETF
ECH
$1.05B
| $666K | ﹤0.01% |
+17,800
| New | +$673K |
|
3149
Huntington Bancshares
HBAN
$35.6B
| $666K | ﹤0.01% |
46,660
-27,156
| -37% | -$371K |
|
3150
Coca-Cola Femsa
KOF
$22.7B
| $666K | ﹤0.01% |
10,946
-6,483
| -37% | -$393K |
|
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.