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 | |
|---|---|---|---|---|---|---|
|
PLAN
1376
CALL
DELISTED
Anaplan, Inc.
PLAN
| $3.08M | 0.01% |
+65,600
| New | +$3.56M |
|
1377
Franklin FTSE Asia ex Japan ETF
FLAX
$55.7M
| $3.08M | 0.01% |
149,733
+22,865
| +18% | +$476K |
|
1378
Aflac
AFL
$64.9B
| $3.08M | 0.01% |
58,799
+45,465
| +341% | +$2.4M |
|
1379
Vanguard World Funds Extended Duration ETF
EDV
$3.22B
| $3.08M | 0.01% |
21,766
-25,888
| -54% | -$3.52M |
|
1380
PUT
Applied Materials
AMAT
$403B
| $3.07M | 0.01% |
61,600
+3,700
| +6% | +$179K |
|
1381
CALL
Eastman Chemical
EMN
$8B
| $3.07M | 0.01% |
41,600
+38,400
| +1,200% | +$2.76M |
|
1382
First Trust Preferred Securities and Income ETF
FPE
$6.32B
| $3.06M | 0.01% |
+155,161
| New | +$3.04M |
|
|
KL
1383
PUT
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $3.06M | 0.01% |
68,200
+52,100
| +324% | +$2.38M |
|
1384
iShares MSCI EAFE ETF
EFA
$78B
| $3.06M | 0.01% |
46,853
+20,095
| +75% | +$1.29M |
|
1385
Invesco Dorsey Wright Technology Momentum ETF
PTF
$593M
| $3.05M | 0.01% |
133,341
+43,569
| +49% | +$1.1M |
|
1386
Invesco S&P 500 Pure Growth ETF
RPG
$2.01B
| $3.05M | 0.01% |
128,695
-2,210
| -2% | -$52.8K |
|
|
IPG
1387
DELISTED
Interpublic Group of Companies
IPG
| $3.04M | 0.01% |
140,865
+30,906
| +28% | +$668K |
|
1388
United Rentals
URI
$67.2B
| $3.04M | 0.01% |
24,361
-11,750
| -33% | -$1.42M |
|
|
BBSA
1389
DELISTED
JPMorgan BetaBuilders 1-5 Year U.S. Aggregate Bond ETF
BBSA
| $3.03M | 0.01% |
59,438
+22,409
| +61% | +$1.14M |
|
1390
CALL
iShares MSCI ACWI ETF
ACWI
$32.9B
| $3.03M | 0.01% |
41,100
-22,200
| -35% | -$1.63M |
|
|
QIG
1391
WisdomTree U.S. Corporate Bond Fund
QIG
$17.4M
| $3.02M | 0.01% |
58,008
+35,239
| +155% | +$1.82M |
|
1392
Bread Financial
BFH
$4.37B
| $3.02M | 0.01% |
29,565
+440
| +2% | +$49.6K |
|
1393
Ericsson
ERIC
$32.2B
| $3.02M | 0.01% |
378,286
+109,864
| +41% | +$937K |
|
1394
Axalta
AXTA
$7.66B
| $3.01M | 0.01% |
99,918
+79,746
| +395% | +$2.35M |
|
1395
iShares US Aerospace & Defense ETF
ITA
$14.2B
| $3.01M | 0.01% |
26,792
+10,680
| +66% | +$1.17M |
|
1396
Goldman Sachs ActiveBeta Emerging Markets Equity ETF
GEM
$1.67B
| $3.01M | 0.01% |
+95,955
| New | +$3.06M |
|
1397
Wabtec
WAB
$49.1B
| $3.01M | 0.01% |
+41,881
| New | +$2.98M |
|
1398
CALL
Clorox
CLX
$11.6B
| $3.01M | 0.01% |
19,800
-500
| -2% | -$79K |
|
1399
Takeda Pharmaceutical
TAK
$54.6B
| $3.01M | 0.01% |
176,102
+148,675
| +542% | +$2.57M |
|
|
MDCO
1400
PUT
DELISTED
Medicines Co
MDCO
| $3M | 0.01% |
+60,100
| New | +$2.4M |
|
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.