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 | |
|---|---|---|---|---|---|---|
1226
General Motors
GM
$80.4B
| $3.69M | 0.01% |
98,588
-79,494
| -45% | -$3.06M |
|
1227
Invesco S&P 500 High Beta ETF
SPHB
$971M
| $3.68M | 0.01% |
+89,035
| New | +$3.72M |
|
|
IBDN
1228
DELISTED
iShares iBonds Dec 2022 Term Corporate ETF
IBDN
| $3.67M | 0.01% |
145,141
+85,156
| +142% | +$2.15M |
|
1229
PUT
Macy's
M
$6.53B
| $3.67M | 0.01% |
236,300
+184,200
| +354% | +$3.41M |
|
1230
PUT
SLB Ltd
SLB
$73.6B
| $3.67M | 0.01% |
107,400
+32,900
| +44% | +$1.2M |
|
1231
Canadian Natural Resources
CNQ
$99.4B
| $3.67M | 0.01% |
281,194
-59,330
| -17% | -$735K |
|
1232
CALL
Edison International
EIX
$28.2B
| $3.67M | 0.01% |
48,600
+39,200
| +417% | +$2.82M |
|
1233
Franklin US Low Volatility High Dividend Index ETF
LVHD
$628M
| $3.66M | 0.01% |
109,044
+73,083
| +203% | +$2.38M |
|
1234
iShares Core S&P US Growth ETF
IUSG
$31.7B
| $3.66M | 0.01% |
58,167
+21,936
| +61% | +$1.39M |
|
|
CELG
1235
DELISTED
Celgene Corp
CELG
| $3.66M | 0.01% |
36,809
-28,306
| -43% | -$2.69M |
|
1236
CALL
T-Mobile US
TMUS
$185B
| $3.65M | 0.01% |
46,400
-70,800
| -60% | -$5.55M |
|
1237
S&P Global
SPGI
$121B
| $3.65M | 0.01% |
14,912
-1,972
| -12% | -$493K |
|
|
ALXN
1238
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $3.65M | 0.01% |
37,300
-23,200
| -38% | -$2.62M |
|
1239
CALL
Veeva Systems
VEEV
$33.1B
| $3.65M | 0.01% |
23,900
+2,200
| +10% | +$353K |
|
1240
CALL
Skyworks Solutions
SWKS
$9.37B
| $3.65M | 0.01% |
46,000
-48,200
| -51% | -$3.84M |
|
1241
PUT
Dell
DELL
$262B
| $3.64M | 0.01% |
+138,505
| New | +$3.67M |
|
1242
Cummins
CMI
$87.5B
| $3.63M | 0.01% |
22,336
-4,613
| -17% | -$738K |
|
1243
First Trust Capital Strength ETF
FTCS
$7.91B
| $3.63M | 0.01% |
+63,944
| New | +$3.64M |
|
1244
Pacer Data & Infrastructure Real Estate ETF
SRVR
$372M
| $3.63M | 0.01% |
112,599
+75,463
| +203% | +$2.34M |
|
1245
PIMCO RAFI Multi-Factor International Equity ETF
MFDX
$458M
| $3.62M | 0.01% |
145,735
-38,282
| -21% | -$936K |
|
1246
Consolidated Edison
ED
$40.1B
| $3.61M | 0.01% |
38,229
+26,563
| +228% | +$2.36M |
|
|
WW
1247
CALL
DELISTED
WW International
WW
| $3.6M | 0.01% |
95,100
+80,200
| +538% | +$2.26M |
|
1248
Vanguard Consumer Staples ETF
VDC
$7.97B
| $3.59M | 0.01% |
+22,927
| New | +$3.52M |
|
1249
Schwab Fundamental US Small Company Index ETF
FNDA
$9.12B
| $3.59M | 0.01% |
190,008
+129,410
| +214% | +$2.42M |
|
1250
Eli Lilly
LLY
$1.02T
| $3.58M | 0.01% |
31,994
+14,709
| +85% | +$1.64M |
|
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.