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 | |
|---|---|---|---|---|---|---|
1551
PUT
Agilent Technologies
A
$39.1B
| $2.56M | ﹤0.01% |
33,400
+21,100
| +172% | +$1.52M |
|
1552
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $2.56M | ﹤0.01% |
15,100
-300
| -2% | -$53.1K |
|
1553
Invesco International BuyBack Achievers ETF
IPKW
$551M
| $2.56M | ﹤0.01% |
82,521
+31,788
| +63% | +$978K |
|
1554
PUT
Mohawk Industries
MHK
$7.5B
| $2.56M | ﹤0.01% |
20,600
+13,100
| +175% | +$1.68M |
|
1555
State Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF
EEMX
$172M
| $2.55M | ﹤0.01% |
85,380
+52,244
| +158% | +$1.58M |
|
1556
Global X Social Media ETF
SOCL
$90.4M
| $2.54M | ﹤0.01% |
+79,507
| New | +$2.63M |
|
|
CERN
1557
CALL
DELISTED
Cerner Corp
CERN
| $2.54M | ﹤0.01% |
+37,200
| New | +$2.63M |
|
1558
KraneShares Bosera MSCI China A 50 Connect Index ETF
KBA
$147M
| $2.53M | ﹤0.01% |
84,485
+58,120
| +220% | +$1.77M |
|
1559
Pacer Global Cash Cows Dividend ETF
GCOW
$3.41B
| $2.53M | ﹤0.01% |
85,210
+54,398
| +177% | +$1.62M |
|
1560
PUT
Sherwin-Williams
SHW
$82.7B
| $2.53M | ﹤0.01% |
13,800
-15,300
| -53% | -$2.6M |
|
1561
ENI
E
$80.5B
| $2.53M | ﹤0.01% |
82,622
-117,216
| -59% | -$3.63M |
|
1562
Corteva
CTVA
$52.6B
| $2.53M | ﹤0.01% |
90,256
+82,869
| +1,122% | +$2.4M |
|
|
TWAR
1563
DELISTED
Innovation Trade War ETF
TWAR
| $2.52M | ﹤0.01% |
92,337
+3,158
| +4% | +$85.3K |
|
1564
CALL
Allstate
ALL
$68B
| $2.52M | ﹤0.01% |
23,200
-14,800
| -39% | -$1.54M |
|
1565
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
| $2.52M | ﹤0.01% |
31,520
-9,868
| -24% | -$777K |
|
1566
PUT
Toll Brothers
TOL
$13.6B
| $2.52M | ﹤0.01% |
61,400
+45,400
| +284% | +$1.67M |
|
1567
PUT
DaVita
DVA
$15.4B
| $2.5M | ﹤0.01% |
43,900
+11,100
| +34% | +$645K |
|
1568
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.19B
| $2.5M | ﹤0.01% |
45,539
+41,462
| +1,017% | +$2.26M |
|
1569
iShares MSCI Intl Momentum Factor ETF
IMTM
$4.13B
| $2.5M | ﹤0.01% |
+85,045
| New | +$2.5M |
|
1570
Danaher
DHR
$137B
| $2.5M | ﹤0.01% |
19,499
-6,443
| -25% | -$807K |
|
1571
Pacer Trendpilot International ETF
PTIN
$183M
| $2.5M | ﹤0.01% |
+99,309
| New | +$2.48M |
|
1572
FedEx
FDX
$72.7B
| $2.49M | ﹤0.01% |
17,093
-137,932
| -89% | -$22.2M |
|
1573
PUT
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
| $2.49M | ﹤0.01% |
+8,120
| New | +$2.32M |
|
1574
Fidelity High Dividend ETF
FDVV
$10.1B
| $2.49M | ﹤0.01% |
+82,314
| New | +$2.46M |
|
|
JPXN
1575
iShares JPX-Nikkei 400 ETF
JPXN
$134M
| $2.48M | ﹤0.01% |
40,639
+12,638
| +45% | +$742K |
|
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.