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 | |
|---|---|---|---|---|---|---|
1351
Fidelity Total Bond ETF
FBND
$26.9B
| $3.15M | 0.01% |
+61,028
| New | +$3.14M |
|
1352
PUT
HubSpot
HUBS
$12.2B
| $3.15M | 0.01% |
20,800
+17,000
| +447% | +$3.05M |
|
1353
Lam Research
LRCX
$367B
| $3.15M | 0.01% |
136,220
-281,420
| -67% | -$5.91M |
|
|
IBDK
1354
DELISTED
iShares iBonds Dec 2019 Term Corporate ETF
IBDK
| $3.14M | 0.01% |
126,504
-186,557
| -60% | -$4.63M |
|
1355
Sprott Gold Miners ETF
SGDM
$547M
| $3.14M | 0.01% |
+137,197
| New | +$3.3M |
|
1356
CALL
Marvell Technology
MRVL
$168B
| $3.14M | 0.01% |
125,800
+30,400
| +32% | +$763K |
|
1357
Colgate-Palmolive
CL
$73.1B
| $3.14M | 0.01% |
42,712
-23,146
| -35% | -$1.68M |
|
1358
CALL
Ciena
CIEN
$53.4B
| $3.14M | 0.01% |
80,000
+48,100
| +151% | +$2.02M |
|
|
AYX
1359
CALL
DELISTED
Alteryx Inc
AYX
| $3.14M | 0.01% |
29,200
-2,700
| -8% | -$335K |
|
1360
CALL
Cleveland-Cliffs
CLF
$6.57B
| $3.13M | 0.01% |
433,600
+340,500
| +366% | +$3.07M |
|
1361
CALL
Prologis
PLD
$135B
| $3.13M | 0.01% |
+36,700
| New | +$3.04M |
|
1362
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
| $3.12M | 0.01% |
55,724
+7,084
| +15% | +$398K |
|
1363
Franklin US Equity Index ETF
USPX
$2B
| $3.12M | 0.01% |
98,648
-23,412
| -19% | -$730K |
|
1364
RH
RH
$3.13B
| $3.12M | 0.01% |
18,245
-16,212
| -47% | -$2.31M |
|
1365
Lumen
LUMN
$6.57B
| $3.12M | 0.01% |
249,645
-108,982
| -30% | -$1.29M |
|
1366
PUT
Diamondback Energy
FANG
$57.1B
| $3.11M | 0.01% |
34,600
+22,900
| +196% | +$2.28M |
|
1367
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $3.11M | 0.01% |
61,600
+32,900
| +115% | +$1.59M |
|
1368
Macy's
M
$6.53B
| $3.11M | 0.01% |
200,026
-157,722
| -44% | -$2.92M |
|
1369
iShares Future Exponential Technologies ETF
XT
$3.82B
| $3.11M | 0.01% |
80,380
+53,499
| +199% | +$2.06M |
|
1370
CALL
Plains GP Holdings
PAGP
$5.21B
| $3.1M | 0.01% |
+146,200
| New | +$3.38M |
|
1371
CALL
DaVita
DVA
$15.4B
| $3.1M | 0.01% |
54,300
-119,200
| -69% | -$6.93M |
|
1372
PUT
CarMax
KMX
$8.13B
| $3.1M | 0.01% |
35,200
-31,100
| -47% | -$2.67M |
|
1373
John Hancock Multifactor Developed International ETF
JHMD
$965M
| $3.09M | 0.01% |
110,917
+18,530
| +20% | +$512K |
|
1374
PUT
Prudential Financial
PRU
$42.4B
| $3.09M | 0.01% |
34,300
+700
| +2% | +$63.4K |
|
1375
Welltower
WELL
$169B
| $3.08M | 0.01% |
34,018
+20,616
| +154% | +$1.79M |
|
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.