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 | |
|---|---|---|---|---|---|---|
476
JPMorgan Ultra-Short Income ETF
JPST
$40.3B
| $13.6M | 0.02% |
269,091
+91,029
| +51% | +$4.59M |
|
477
Cigna
CI
$74.5B
| $13.6M | 0.02% |
89,272
+12,592
| +16% | +$2.05M |
|
478
PUT
Direxion Daily MSCI Brazil Bull 2X ETF
BRZU
$104M
| $13.5M | 0.02% |
14,083
-2,177
| -13% | -$2.34M |
|
479
CALL
iShares Core S&P Mid-Cap ETF
IJH
$124B
| $13.5M | 0.02% |
349,000
+314,000
| +897% | +$12.1M |
|
480
PUT
State Street SPDR S&P Bank ETF
KBE
$1.67B
| $13.4M | 0.02% |
310,100
-3,500
| -1% | -$149K |
|
481
iShares Core Dividend Growth ETF
DGRO
$42.9B
| $13.3M | 0.02% |
340,017
-83,115
| -20% | -$3.2M |
|
482
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.38B
| $13.3M | 0.02% |
238,200
+65,800
| +38% | +$3.81M |
|
483
CALL
ProShares Ultra S&P500
SSO
$8.04B
| $13.2M | 0.02% |
824,000
-80,800
| -9% | -$1.28M |
|
|
484
CALL
State Street SPDR S&P Bank ETF
KBE
$1.67B
| $13.2M | 0.02% |
306,400
+250,000
| +443% | +$10.7M |
|
485
iShares MSCI USA Value Factor ETF
VLUE
$9.21B
| $13.2M | 0.02% |
+161,136
| New | +$13.1M |
|
|
BSJJ
486
DELISTED
Invesco BulletShares 2019 High Yield Corporate Bond ETF
BSJJ
| $13.2M | 0.02% |
552,271
+480,620
| +671% | +$11.5M |
|
487
CALL
Duke Energy
DUK
$96.9B
| $13.1M | 0.02% |
136,600
-17,200
| -11% | -$1.57M |
|
|
DGAZ
488
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
| $13.1M | 0.02% |
+96,098
| New | +$14.1M |
|
|
489
CALL
Cigna
CI
$74.5B
| $13M | 0.02% |
85,500
+16,800
| +24% | +$2.73M |
|
490
PUT
GE Aerospace
GE
$383B
| $12.9M | 0.02% |
290,040
+172,948
| +148% | +$8.13M |
|
491
Novartis
NVS
$292B
| $12.8M | 0.02% |
147,305
-165,954
| -53% | -$14.9M |
|
492
Advanced Micro Devices
AMD
$790B
| $12.8M | 0.02% |
441,199
+197,835
| +81% | +$6.2M |
|
493
PayPal
PYPL
$49.5B
| $12.8M | 0.02% |
123,364
+81,094
| +192% | +$8.93M |
|
|
RTN
494
CALL
DELISTED
Raytheon Company
RTN
| $12.7M | 0.02% |
64,800
-8,100
| -11% | -$1.5M |
|
495
iShares New York Muni Bond ETF
NYF
$1.39B
| $12.7M | 0.02% |
221,277
+166,269
| +302% | +$9.52M |
|
|
496
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.38B
| $12.6M | 0.02% |
226,100
-181,600
| -45% | -$10.5M |
|
497
PUT
AutoZone
AZO
$48.8B
| $12.6M | 0.02% |
11,600
+100
| +0.9% | +$112K |
|
498
PUT
Philip Morris
PM
$292B
| $12.5M | 0.02% |
164,800
+104,200
| +172% | +$8.26M |
|
499
CALL
ProShares UltraShort S&P500
SDS
$406M
| $12.5M | 0.02% |
16,912
-4,180
| -20% | -$3.16M |
|
500
Barclays
BCS
$93.8B
| $12.5M | 0.02% |
1,698,712
+230,054
| +16% | +$1.66M |
|
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.