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 | |
|---|---|---|---|---|---|---|
1251
Tower Semiconductor
TSEM
$24.8B
| $3.58M | 0.01% |
185,826
-71,430
| -28% | -$1.33M |
|
1252
CALL
PNC Financial Services
PNC
$99.7B
| $3.57M | 0.01% |
25,500
-20,500
| -45% | -$2.78M |
|
|
BSJK
1253
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
| $3.57M | 0.01% |
+149,145
| New | +$3.58M |
|
1254
CALL
Novartis
NVS
$297B
| $3.55M | 0.01% |
40,900
+21,400
| +110% | +$1.92M |
|
1255
VanEck Short Muni ETF
SMB
$312M
| $3.55M | 0.01% |
+200,792
| New | +$3.57M |
|
1256
CALL
SLB Ltd
SLB
$73.6B
| $3.55M | 0.01% |
103,900
-79,800
| -43% | -$2.92M |
|
1257
Canadian Pacific Kansas City
CP
$78.1B
| $3.55M | 0.01% |
79,705
+48,890
| +159% | +$2.3M |
|
1258
WisdomTree US SmallCap Earnings Fund
EES
$719M
| $3.55M | 0.01% |
99,610
+63,592
| +177% | +$2.22M |
|
1259
iShares MSCI USA Small-Cap Min Vol Factor ETF
SMMV
$289M
| $3.55M | 0.01% |
103,306
-29,832
| -22% | -$1.02M |
|
|
WPX
1260
PUT
DELISTED
WPX Energy, Inc.
WPX
| $3.54M | 0.01% |
334,400
+321,500
| +2,492% | +$3.39M |
|
1261
Invesco China Technology ETF
CQQQ
$3.03B
| $3.54M | 0.01% |
77,289
+43,258
| +127% | +$1.96M |
|
1262
PUT
Zscaler
ZS
$24.5B
| $3.53M | 0.01% |
74,600
+57,900
| +347% | +$4.17M |
|
1263
iShares Core 10+ Year USD Bond ETF
ILTB
$592M
| $3.52M | 0.01% |
+50,805
| New | +$3.46M |
|
1264
CALL
Tencent Music
TME
$15.5B
| $3.52M | 0.01% |
+275,700
| New | +$3.88M |
|
1265
CALL
Shake Shack
SHAK
$2.53B
| $3.51M | 0.01% |
35,800
+22,300
| +165% | +$1.97M |
|
1266
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.93B
| – | – |
0
| – | – |
|
1267
McDonald's
MCD
$192B
| $3.51M | 0.01% |
16,328
-103,413
| -86% | -$22.2M |
|
1268
CALL
VF Corp
VFC
$5.63B
| $3.51M | 0.01% |
39,400
+32,100
| +440% | +$2.74M |
|
1269
CALL
ProShares UltraShort Bloomberg Crude Oil
SCO
$671M
| $3.5M | 0.01% |
2,694
+1,000
| +59% | +$1.35M |
|
1270
T. Rowe Price
TROW
$23.9B
| $3.5M | 0.01% |
30,615
+377
| +1% | +$42K |
|
1271
Archer Daniels Midland
ADM
$38.2B
| $3.5M | 0.01% |
85,107
+51,984
| +157% | +$2.07M |
|
1272
Norfolk Southern
NSC
$75.4B
| $3.5M | 0.01% |
19,453
+6,953
| +56% | +$1.28M |
|
1273
PUT
KLA
KLAC
$239B
| $3.49M | 0.01% |
+219,000
| New | +$3.06M |
|
|
AWTM
1274
DELISTED
AWTM Ultra-Short Duration Enhanced Income ETF
AWTM
| $3.48M | 0.01% |
69,014
+36,763
| +114% | +$1.85M |
|
1275
Columbia Emerging Markets Consumer ETF
ECON
$328M
| $3.48M | 0.01% |
158,589
+147,338
| +1,310% | +$3.26M |
|
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.