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 | |
|---|---|---|---|---|---|---|
|
IFEU
1476
DELISTED
iShares Europe Developed Real Estate ETF
IFEU
| $2.79M | ﹤0.01% |
74,503
+56,276
| +309% | +$2.04M |
|
1477
Canadian Imperial Bank of Commerce
CM
$108B
| $2.78M | ﹤0.01% |
67,404
+49,112
| +268% | +$1.93M |
|
1478
CALL
Signet Jewelers
SIG
$3.61B
| $2.78M | ﹤0.01% |
+166,000
| New | +$2.61M |
|
1479
ProShares Short 20+ Year Treasury ETF
TBF
$87.9M
| $2.78M | ﹤0.01% |
148,048
+122,366
| +476% | +$2.38M |
|
1480
CALL
General Dynamics
GD
$104B
| $2.78M | ﹤0.01% |
15,200
-23,200
| -60% | -$4.31M |
|
1481
CALL
Factset
FDS
$9.36B
| $2.77M | ﹤0.01% |
11,400
+9,300
| +443% | +$2.58M |
|
|
ZJPN
1482
DELISTED
SPDR Solactive Japan ETF
ZJPN
| $2.77M | ﹤0.01% |
36,930
+436
| +1% | +$31.6K |
|
1483
Carter's
CRI
$1.42B
| $2.76M | ﹤0.01% |
30,311
+23,119
| +321% | +$2.11M |
|
1484
PUT
DexCom
DXCM
$31.5B
| $2.76M | ﹤0.01% |
74,000
+49,200
| +198% | +$1.91M |
|
1485
Genuine Parts
GPC
$17.1B
| $2.76M | ﹤0.01% |
+27,723
| New | +$2.66M |
|
1486
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$349M
| $2.76M | ﹤0.01% |
4,828
-3,329
| -41% | -$2.54M |
|
|
CLR
1487
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.75M | ﹤0.01% |
89,400
+81,000
| +964% | +$2.74M |
|
1488
Allstate
ALL
$68B
| $2.75M | ﹤0.01% |
25,326
+18,506
| +271% | +$1.93M |
|
1489
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.3M
| $2.75M | ﹤0.01% |
+5,760
| New | +$2.71M |
|
|
CXO
1490
DELISTED
CONCHO RESOURCES INC.
CXO
| $2.75M | ﹤0.01% |
40,469
+12,159
| +43% | +$989K |
|
1491
iShares MSCI Emerging Markets ex China ETF
EMXC
$23.5B
| $2.74M | ﹤0.01% |
57,526
+8,794
| +18% | +$420K |
|
|
HYLD
1492
DELISTED
High Yield ETF
HYLD
| $2.74M | ﹤0.01% |
80,908
+73,364
| +972% | +$2.52M |
|
1493
CALL
GE Aerospace
GE
$374B
| $2.73M | ﹤0.01% |
61,335
-15,810
| -20% | -$743K |
|
1494
PUT
Ferrari
RACE
$69.2B
| $2.73M | ﹤0.01% |
17,700
-7,600
| -30% | -$1.21M |
|
1495
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
| $2.72M | ﹤0.01% |
38,472
+5,906
| +18% | +$424K |
|
1496
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
| $2.72M | ﹤0.01% |
76,374
-62,945
| -45% | -$2.2M |
|
1497
BP
BP
$116B
| $2.71M | ﹤0.01% |
71,279
-2,397,135
| -97% | -$91.5M |
|
1498
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.07B
| $2.71M | ﹤0.01% |
+53,693
| New | +$2.7M |
|
|
DAY
1499
DELISTED
Dayforce
DAY
| $2.7M | ﹤0.01% |
+54,762
| New | +$2.86M |
|
1500
CALL
Direxion Daily Energy Bear 2X ETF
ERY
$39.1M
| $2.7M | ﹤0.01% |
5,610
+1,060
| +23% | +$510K |
|
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.