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 | |
|---|---|---|---|---|---|---|
|
WPX
1276
DELISTED
WPX Energy, Inc.
WPX
| $3.48M | 0.01% |
+328,345
| New | +$3.46M |
|
1277
Vanguard S&P 500 Value ETF
VOOV
$6.59B
| $3.47M | 0.01% |
30,209
+11,972
| +66% | +$1.36M |
|
1278
Franklin FTSE China ETF
FLCH
$288M
| $3.46M | 0.01% |
158,863
+29,850
| +23% | +$668K |
|
1279
CALL
S&P Global
SPGI
$121B
| $3.45M | 0.01% |
14,100
-1,100
| -7% | -$275K |
|
1280
PUT
Rockwell Automation
ROK
$53.4B
| $3.44M | 0.01% |
20,900
-33,600
| -62% | -$5.31M |
|
1281
Agilent Technologies
A
$39.1B
| $3.44M | 0.01% |
44,864
+19,265
| +75% | +$1.39M |
|
1282
iShares International Treasury Bond ETF
IGOV
$1.53B
| $3.44M | 0.01% |
68,099
-15,189
| -18% | -$771K |
|
1283
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.62B
| $3.44M | 0.01% |
123,229
-51,650
| -30% | -$1.43M |
|
1284
Goldman Sachs Access Investment Grade Corporate Bond ETF
GIGB
$966M
| $3.43M | 0.01% |
+65,466
| New | +$3.4M |
|
1285
Vanguard S&P 500 ETF
VOO
$979B
| $3.43M | 0.01% |
12,586
-475,069
| -97% | -$129M |
|
1286
Toronto Dominion Bank
TD
$198B
| $3.42M | 0.01% |
58,791
-25,392
| -30% | -$1.44M |
|
1287
Planet Fitness
PLNT
$4.42B
| $3.42M | 0.01% |
59,158
-204,443
| -78% | -$14.4M |
|
1288
PUT
Eli Lilly
LLY
$1.02T
| $3.42M | 0.01% |
30,600
+16,500
| +117% | +$1.84M |
|
1289
CALL
abrdn Physical Gold Shares ETF
SGOL
$6.91B
| $3.42M | 0.01% |
241,000
+10,000
| +4% | +$142K |
|
1290
Vanguard International High Dividend Yield ETF
VYMI
$20.6B
| $3.42M | 0.01% |
57,563
-21,737
| -27% | -$1.29M |
|
1291
PUT
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.6M
| $3.42M | 0.01% |
166
-6
| -3% | -$121K |
|
1292
Essex Property Trust
ESS
$18.3B
| $3.42M | 0.01% |
+10,464
| New | +$3.27M |
|
1293
PUT
iShares MSCI Taiwan ETF
EWT
$9.86B
| $3.41M | 0.01% |
+93,700
| New | +$3.3M |
|
1294
Vipshop
VIPS
$7.37B
| $3.4M | 0.01% |
380,257
+234,299
| +161% | +$1.92M |
|
1295
ProShares Ultra Technology
ROM
$1.12B
| $3.39M | 0.01% |
220,056
+138,200
| +169% | +$2.13M |
|
1296
Brookfield Infrastructure Partners
BIP
$19.2B
| $3.38M | 0.01% |
+114,571
| New | +$3.11M |
|
1297
RTX Corp
RTX
$290B
| $3.37M | 0.01% |
39,245
-72,627
| -65% | -$6.03M |
|
1298
Veeva Systems
VEEV
$33.1B
| $3.37M | 0.01% |
22,067
-27,085
| -55% | -$4.34M |
|
1299
Fomento Económico Mexicano
FMX
$43.6B
| $3.36M | 0.01% |
36,586
+4,894
| +15% | +$451K |
|
1300
CALL
Vanguard FTSE Europe ETF
VGK
$30.7B
| $3.36M | 0.01% |
62,600
+8,200
| +15% | +$439K |
|
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.