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 | |
|---|---|---|---|---|---|---|
901
PUT
Valero Energy
VLO
$90.1B
| $5.69M | 0.01% |
66,800
+15,300
| +30% | +$1.24M |
|
|
ALDR
902
DELISTED
Alder Biopharmaceuticals
ALDR
| $5.69M | 0.01% |
+301,621
| New | +$3.45M |
|
903
iShares MSCI USA Size Factor ETF
SIZE
$428M
| $5.67M | 0.01% |
+62,467
| New | +$5.66M |
|
904
PUT
ProShares UltraShort S&P500
SDS
$415M
| $5.66M | 0.01% |
7,680
-3,976
| -34% | -$3M |
|
|
GMS
905
DELISTED
GMS Inc
GMS
| $5.66M | 0.01% |
+197,158
| New | +$4.83M |
|
906
SLB Ltd
SLB
$73.6B
| $5.66M | 0.01% |
165,627
-28,454
| -15% | -$1.04M |
|
|
FL
907
CALL
DELISTED
Foot Locker
FL
| $5.66M | 0.01% |
131,100
+100,100
| +323% | +$4.03M |
|
908
CALL
United Rentals
URI
$67.2B
| $5.65M | 0.01% |
45,300
+12,500
| +38% | +$1.52M |
|
909
PUT
Match Group
MTCH
$9.19B
| $5.63M | 0.01% |
78,800
+62,000
| +369% | +$4.83M |
|
910
Freeport-McMoran
FCX
$90B
| $5.63M | 0.01% |
587,765
-54,282
| -8% | -$557K |
|
911
Fidelity MSCI Financials Index ETF
FNCL
$2.38B
| $5.62M | 0.01% |
138,148
+111,464
| +418% | +$4.48M |
|
912
CALL
Cognizant
CTSH
$24.9B
| $5.61M | 0.01% |
93,100
+61,100
| +191% | +$3.86M |
|
913
First Trust RiverFront Dynamic Emerging Markets ETF
RFEM
$78.3M
| $5.6M | 0.01% |
96,975
+71,919
| +287% | +$4.27M |
|
914
Becton Dickinson
BDX
$45.6B
| $5.6M | 0.01% |
22,698
-25,903
| -53% | -$6.39M |
|
915
TC Energy
TRP
$70.2B
| $5.6M | 0.01% |
108,037
+64,474
| +148% | +$3.22M |
|
916
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
| $5.59M | 0.01% |
136,257
-247,114
| -64% | -$9.87M |
|
917
PUT
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
| $5.58M | 0.01% |
3,253
-2,132
| -40% | -$3.8M |
|
918
Campbell Soup
CPB
$6.55B
| $5.58M | 0.01% |
118,831
+104,103
| +707% | +$4.5M |
|
919
Constellation Brands
STZ
$22.2B
| $5.56M | 0.01% |
26,835
-37,747
| -58% | -$7.58M |
|
920
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$183M
| $5.56M | 0.01% |
+86,106
| New | +$5.58M |
|
921
iShares Core S&P 500 ETF
IVV
$878B
| $5.54M | 0.01% |
18,557
-10,497
| -36% | -$3.12M |
|
|
JOYY
922
JOYY Inc
JOYY
$3.71B
| $5.53M | 0.01% |
98,419
-55,798
| -36% | -$3.39M |
|
923
PUT
ConocoPhillips
COP
$147B
| $5.52M | 0.01% |
96,900
+64,200
| +196% | +$3.65M |
|
|
QWLD
924
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$175M
| $5.51M | 0.01% |
68,207
-21,791
| -24% | -$1.74M |
|
925
LyondellBasell Industries
LYB
$20B
| $5.5M | 0.01% |
61,515
-584,500
| -90% | -$47.7M |
|
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.