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 | |
|---|---|---|---|---|---|---|
1101
Franklin FTSE Japan ETF
FLJP
$3.97B
| $4.33M | 0.01% |
173,677
-250,275
| -59% | -$6.02M |
|
1102
PUT
Equinix
EQIX
$101B
| $4.33M | 0.01% |
7,500
+4,900
| +188% | +$2.63M |
|
1103
CALL
ProShares UltraPro Dow 30
UDOW
$841M
| $4.32M | 0.01% |
164,400
+61,200
| +59% | +$1.58M |
|
1104
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $4.32M | 0.01% |
97,900
+32,700
| +50% | +$1.37M |
|
1105
iShares US Equity Factor ETF
LRGF
$3.58B
| $4.31M | 0.01% |
135,128
+110,897
| +458% | +$3.52M |
|
1106
FlexShares STOXX Global Broad Infrastructure Index Fund
NFRA
$3B
| $4.31M | 0.01% |
+83,237
| New | +$4.26M |
|
1107
CALL
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.1B
| $4.3M | 0.01% |
33,400
+30,500
| +1,052% | +$3.9M |
|
|
RDS.A
1108
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $4.3M | 0.01% |
73,110
-123,193
| -63% | -$7.31M |
|
|
RTN
1109
DELISTED
Raytheon Company
RTN
| $4.3M | 0.01% |
21,897
-59,334
| -73% | -$11M |
|
1110
iShares US Healthcare Providers ETF
IHF
$1.21B
| $4.29M | 0.01% |
132,690
+25,560
| +24% | +$879K |
|
1111
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
| $4.28M | 0.01% |
64,226
-5,283
| -8% | -$351K |
|
1112
Amplify Online Retail ETF
IBUY
$111M
| $4.28M | 0.01% |
91,519
+50,517
| +123% | +$2.49M |
|
|
ATVI
1113
DELISTED
Activision Blizzard
ATVI
| $4.28M | 0.01% |
80,809
+23,266
| +40% | +$1.16M |
|
1114
SBA Communications
SBAC
$19.2B
| $4.28M | 0.01% |
17,725
+16,076
| +975% | +$3.98M |
|
1115
Wheaton Precious Metals
WPM
$49.5B
| $4.27M | 0.01% |
162,633
+94,606
| +139% | +$2.55M |
|
1116
Abbott
ABT
$183B
| $4.26M | 0.01% |
50,867
-38,432
| -43% | -$3.27M |
|
1117
Global X Lithium & Battery Tech ETF
LIT
$1.51B
| $4.25M | 0.01% |
+174,355
| New | +$4.33M |
|
1118
iQIYI
IQ
$1.23B
| $4.25M | 0.01% |
263,337
+112,936
| +75% | +$2.07M |
|
1119
ProShares UltraShort Bloomberg Crude Oil
SCO
$671M
| $4.25M | 0.01% |
3,269
+57
| +2% | +$77.2K |
|
1120
Kimberly-Clark
KMB
$36.3B
| $4.24M | 0.01% |
29,828
-40,799
| -58% | -$5.61M |
|
1121
iShares US Transportation ETF
IYT
$2.26B
| $4.23M | 0.01% |
90,972
+86,228
| +1,818% | +$4.02M |
|
1122
CALL
KLA
KLAC
$239B
| $4.21M | 0.01% |
264,000
+173,000
| +190% | +$2.42M |
|
1123
CALL
Bausch Health
BHC
$2.58B
| $4.2M | 0.01% |
192,400
-92,200
| -32% | -$2.11M |
|
1124
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.07B
| $4.19M | 0.01% |
+70,360
| New | +$4.24M |
|
|
AYX
1125
PUT
DELISTED
Alteryx Inc
AYX
| $4.19M | 0.01% |
39,000
+26,900
| +222% | +$3.34M |
|
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.