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 | |
|---|---|---|---|---|---|---|
776
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$420M
| $6.91M | 0.01% |
68,176
+24,544
| +56% | +$2.75M |
|
777
iShares California Muni Bond ETF
CMF
$4.55B
| $6.9M | 0.01% |
+112,599
| New | +$6.9M |
|
778
Deere & Co
DE
$160B
| $6.9M | 0.01% |
40,884
-80,313
| -66% | -$12.8M |
|
779
PUT
Marriott International
MAR
$98.3B
| $6.89M | 0.01% |
55,400
+33,700
| +155% | +$4.47M |
|
780
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.2B
| $6.89M | 0.01% |
+234,591
| New | +$6.8M |
|
781
iShares Europe ETF
IEV
$1.67B
| $6.88M | 0.01% |
159,075
+58,332
| +58% | +$2.5M |
|
782
Etsy
ETSY
$7.75B
| $6.88M | 0.01% |
121,776
+19,871
| +19% | +$1.17M |
|
|
ALXN
783
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $6.88M | 0.01% |
70,200
+46,500
| +196% | +$5.24M |
|
784
PUT
Accenture
ACN
$102B
| $6.85M | 0.01% |
35,600
+19,100
| +116% | +$3.7M |
|
785
PUT
Electronic Arts
EA
$53B
| $6.84M | 0.01% |
69,900
-113,800
| -62% | -$10.7M |
|
786
Fidelity Nasdaq Composite Index ETF
ONEQ
$10.4B
| $6.82M | 0.01% |
217,020
+29,890
| +16% | +$948K |
|
|
BSCJ
787
DELISTED
Invesco BulletShares 2019 Corporate Bond ETF
BSCJ
| $6.81M | 0.01% |
323,185
+109,756
| +51% | +$2.32M |
|
|
SC
788
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $6.81M | 0.01% |
267,037
+80,326
| +43% | +$2.09M |
|
789
iShares MSCI EAFE Value ETF
EFV
$28.8B
| $6.81M | 0.01% |
143,761
-865,115
| -86% | -$40.3M |
|
|
SAFM
790
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $6.81M | 0.01% |
45,000
+42,300
| +1,567% | +$6.03M |
|
791
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
| $6.81M | 0.01% |
74,338
-1,717,077
| -96% | -$157M |
|
792
CALL
ProShares Ultra Energy
DIG
$82.8M
| $6.8M | 0.01% |
+230,240
| New | +$7.14M |
|
793
PUT
ProShares Ultra S&P500
SSO
$7.87B
| $6.79M | 0.01% |
423,200
-15,200
| -3% | -$242K |
|
794
iShares Expanded Tech-Software Sector ETF
IGV
$12.7B
| $6.78M | 0.01% |
+159,885
| New | +$6.99M |
|
|
XLNX
795
DELISTED
Xilinx Inc
XLNX
| $6.77M | 0.01% |
70,577
-56,544
| -44% | -$6.19M |
|
796
CALL
Tyson Foods
TSN
$20.4B
| $6.75M | 0.01% |
78,300
-96,300
| -55% | -$8.19M |
|
797
Bristol-Myers Squibb
BMY
$133B
| $6.73M | 0.01% |
132,660
+29,623
| +29% | +$1.39M |
|
798
CALL
American International
AIG
$41.7B
| $6.72M | 0.01% |
120,700
+62,800
| +108% | +$3.47M |
|
|
PXD
799
DELISTED
Pioneer Natural Resource Co.
PXD
| $6.7M | 0.01% |
53,250
+18,188
| +52% | +$2.41M |
|
|
800
Marriott International
MAR
$98.3B
| $6.7M | 0.01% |
53,833
+28,258
| +110% | +$3.75M |
|
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.