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 | |
|---|---|---|---|---|---|---|
301
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
| $25.2M | 0.04% |
866,400
+209,400
| +32% | +$6.04M |
|
302
CALL
Verizon
VZ
$193B
| $25.1M | 0.04% |
416,500
-35,600
| -8% | -$2.05M |
|
303
Adobe
ADBE
$98.5B
| $25.1M | 0.04% |
90,678
+5,443
| +6% | +$1.59M |
|
|
XYZ
304
CALL
Block Inc
XYZ
$49.2B
| $25M | 0.04% |
403,600
+67,200
| +20% | +$4.56M |
|
305
Vanguard Morningstar Total Stock Market ETF
VTI
$657B
| $25M | 0.04% |
165,284
+107,664
| +187% | +$16.2M |
|
306
Smith & Nephew
SNN
$13.6B
| $24.9M | 0.04% |
516,576
+143,402
| +38% | +$6.59M |
|
|
307
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $24.8M | 0.04% |
+616,400
| New | +$25.4M |
|
308
iShares MSCI EAFE Growth ETF
EFG
$16.7B
| $24.7M | 0.04% |
306,702
+12,063
| +4% | +$965K |
|
|
NEE.PRO
309
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
| $24.6M | 0.04% |
+490,337
| New | +$24.1M |
|
310
PUT
McDonald's
MCD
$191B
| $24.4M | 0.04% |
113,700
-13,400
| -11% | -$2.87M |
|
311
PUT
Northrop Grumman
NOC
$76B
| $24.3M | 0.04% |
64,900
+44,000
| +211% | +$15.6M |
|
312
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.55B
| $24.3M | 0.04% |
896,900
-13,100
| -1% | -$361K |
|
313
PUT
Nike
NKE
$62.7B
| $24.1M | 0.04% |
257,100
+7,500
| +3% | +$643K |
|
314
PUT
Twilio
TWLO
$29B
| $24M | 0.04% |
218,500
+18,000
| +9% | +$2.33M |
|
315
CALL
US Bancorp
USB
$98B
| $24M | 0.04% |
434,000
-8,600
| -2% | -$465K |
|
316
CALL
Johnson & Johnson
JNJ
$617B
| $23.9M | 0.04% |
185,100
-33,800
| -15% | -$4.45M |
|
317
Schwab US Broad Market ETF
SCHB
$43B
| $23.8M | 0.04% |
2,011,506
+1,334,760
| +197% | +$15.8M |
|
|
318
CALL
Northrop Grumman
NOC
$76B
| $23.8M | 0.04% |
63,500
+32,300
| +104% | +$11.4M |
|
319
Brookfield
BN
$103B
| $23.6M | 0.04% |
1,244,615
+1,227,053
| +6,987% | +$22.2M |
|
320
CALL
Vanguard Real Estate ETF
VNQ
$39.4B
| $23.4M | 0.04% |
251,400
-268,900
| -52% | -$24.4M |
|
321
iShare MSCI Eurozone ETF
EZU
$9.65B
| $23.4M | 0.04% |
601,667
-878,139
| -59% | -$33.9M |
|
322
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$909M
| $23.3M | 0.04% |
166,920
+69,280
| +71% | +$11.8M |
|
323
CALL
iShares Biotechnology ETF
IBB
$9.52B
| $23.2M | 0.04% |
233,300
+118,600
| +103% | +$12.4M |
|
324
iShares Convertible Bond ETF
ICVT
$7.21B
| $23.1M | 0.04% |
396,880
+48,420
| +14% | +$2.89M |
|
325
Shopify
SHOP
$159B
| $22.9M | 0.04% |
735,620
+62,780
| +9% | +$2.15M |
|
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.