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 | |
|---|---|---|---|---|---|---|
1076
iShares iBonds Dec 2028 Term Corporate ETF
IBDT
$4.06B
| $4.48M | 0.01% |
161,298
+102,589
| +175% | +$2.82M |
|
1077
Union Pacific
UNP
$174B
| $4.48M | 0.01% |
27,634
-19,160
| -41% | -$3.22M |
|
|
IQIN
1078
DELISTED
NYLI 500 International ETF
IQIN
| $4.46M | 0.01% |
167,088
+39,724
| +31% | +$1.04M |
|
1079
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.04B
| $4.46M | 0.01% |
219
+31
| +16% | +$641K |
|
1080
PUT
Automatic Data Processing
ADP
$106B
| $4.46M | 0.01% |
27,600
-50,700
| -65% | -$8.37M |
|
1081
Invesco S&P 500 Equal Weight ETF
RSP
$97B
| $4.44M | 0.01% |
+41,091
| New | +$4.41M |
|
1082
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$349M
| $4.44M | 0.01% |
105,431
+100,134
| +1,890% | +$4.26M |
|
1083
CALL
iShares MSCI Germany ETF
EWG
$1.59B
| $4.44M | 0.01% |
164,900
-437,200
| -73% | -$11.8M |
|
1084
Fidelity Limited Term Bond ETF
FLTB
$414M
| $4.43M | 0.01% |
86,918
+77,019
| +778% | +$3.92M |
|
1085
CALL
XPO
XPO
$23.5B
| $4.42M | 0.01% |
178,688
+134,161
| +301% | +$3.1M |
|
|
SNP
1086
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $4.41M | 0.01% |
74,195
+61,406
| +480% | +$3.81M |
|
|
WORK
1087
PUT
DELISTED
Slack Technologies, Inc.
WORK
| $4.4M | 0.01% |
185,600
+172,400
| +1,306% | +$5.22M |
|
|
BLUE
1088
PUT
DELISTED
bluebird bio
BLUE
| $4.4M | 0.01% |
3,698
+3,111
| +530% | +$4.75M |
|
1089
PUT
Humana
HUM
$43.7B
| $4.4M | 0.01% |
17,200
+300
| +2% | +$84.1K |
|
1090
Goldman Sachs ActiveBeta International Equity ETF
GSIE
$6B
| $4.4M | 0.01% |
155,373
-70,246
| -31% | -$1.98M |
|
1091
CALL
eBay
EBAY
$50.6B
| $4.39M | 0.01% |
112,700
-223,000
| -66% | -$8.94M |
|
1092
JPMorgan Municipal ETF
JMUB
$8.3B
| $4.39M | 0.01% |
81,090
+46,101
| +132% | +$2.5M |
|
1093
iShares MSCI France ETF
EWQ
$335M
| $4.39M | 0.01% |
+145,529
| New | +$4.35M |
|
1094
Realty Income
O
$59.6B
| $4.38M | 0.01% |
58,984
+50,546
| +599% | +$3.54M |
|
1095
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
| $4.37M | 0.01% |
+136,724
| New | +$4.3M |
|
1096
EOG Resources
EOG
$79.2B
| $4.37M | 0.01% |
58,841
+50,510
| +606% | +$4.09M |
|
1097
Ormat Technologies
ORA
$6B
| $4.37M | 0.01% |
58,750
+28,710
| +96% | +$1.98M |
|
1098
CALL
Abbott
ABT
$183B
| $4.36M | 0.01% |
52,100
-90,200
| -63% | -$7.66M |
|
1099
Invitation Homes
INVH
$17.7B
| $4.35M | 0.01% |
147,042
+137,944
| +1,516% | +$3.88M |
|
1100
CALL
NiSource
NI
$21.3B
| $4.35M | 0.01% |
+145,500
| New | +$4.27M |
|
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.