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 | |
|---|---|---|---|---|---|---|
1326
CALL
First Solar
FSLR
$22.7B
| $3.24M | 0.01% |
55,800
-8,400
| -13% | -$538K |
|
1327
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.34B
| $3.24M | 0.01% |
52,472
+6,134
| +13% | +$371K |
|
1328
CALL
Equinix
EQIX
$101B
| $3.23M | 0.01% |
5,600
+2,000
| +56% | +$1.07M |
|
1329
Pacer Trendpilot US Large Cap ETF
PTLC
$3.26B
| $3.23M | 0.01% |
103,973
-70,634
| -40% | -$2.18M |
|
1330
iShares ESG Advanced High Yield Corporate Bond ETF
HYXF
$192M
| $3.22M | 0.01% |
62,053
+31,193
| +101% | +$1.61M |
|
1331
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.19B
| $3.22M | 0.01% |
27,542
-16,618
| -38% | -$1.94M |
|
|
AIVC
1332
Amplify Bloomberg AI Equal Weight ETF
AIVC
$113M
| $3.22M | 0.01% |
89,460
+27,006
| +43% | +$943K |
|
1333
Berkshire Hathaway Class B
BRK.B
$1.1T
| $3.22M | 0.01% |
15,488
-22,372
| -59% | -$4.61M |
|
1334
CALL
T. Rowe Price
TROW
$23.9B
| $3.22M | 0.01% |
28,200
+2,300
| +9% | +$256K |
|
|
NLSN
1335
DELISTED
Nielsen Holdings plc
NLSN
| $3.22M | 0.01% |
151,570
-52,600
| -26% | -$1.16M |
|
1336
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.93B
| $3.21M | 0.01% |
30,051
+19,253
| +178% | +$2.04M |
|
1337
Helmerich & Payne
HP
$3.45B
| $3.21M | 0.01% |
80,036
+71,003
| +786% | +$3.13M |
|
|
IBDP
1338
DELISTED
iShares iBonds Dec 2024 Term Corporate ETF
IBDP
| $3.2M | 0.01% |
124,679
-54,717
| -31% | -$1.4M |
|
1339
Apollo Global Management
APO
$72.4B
| $3.2M | 0.01% |
84,539
-163,299
| -66% | -$5.94M |
|
1340
VanEck Low Carbon Energy ETF
SMOG
$129M
| $3.2M | 0.01% |
49,952
+9,930
| +25% | +$642K |
|
1341
CALL
Halliburton
HAL
$26.9B
| $3.19M | 0.01% |
169,400
-26,700
| -14% | -$553K |
|
1342
CALL
Simon Property Group
SPG
$74.4B
| $3.19M | 0.01% |
20,500
-3,300
| -14% | -$513K |
|
1343
PUT
Becton Dickinson
BDX
$45.6B
| $3.19M | 0.01% |
12,915
+5,432
| +73% | +$1.34M |
|
1344
PUT
TransDigm Group
TDG
$70.2B
| $3.18M | 0.01% |
6,100
-5,100
| -46% | -$2.62M |
|
1345
iShares Global Consumer Discretionary ETF
RXI
$260M
| $3.17M | 0.01% |
26,442
-30,256
| -53% | -$3.6M |
|
1346
VanEck Agribusiness ETF
MOO
$972M
| $3.17M | 0.01% |
48,061
+43,829
| +1,036% | +$2.9M |
|
1347
HCA Healthcare
HCA
$87.2B
| $3.16M | 0.01% |
26,274
-10,811
| -29% | -$1.4M |
|
1348
PUT
Sarepta Therapeutics
SRPT
$1.57B
| $3.16M | 0.01% |
42,000
+6,200
| +17% | +$732K |
|
1349
PUT
Burlington
BURL
$23.2B
| $3.16M | 0.01% |
15,800
-29,100
| -65% | -$5.35M |
|
1350
PUT
Capital One
COF
$128B
| $3.16M | 0.01% |
34,700
+23,300
| +204% | +$2.09M |
|
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.