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 | |
|---|---|---|---|---|---|---|
|
JAG
1926
DELISTED
Jagged Peak Energy Inc.
JAG
| $1.78M | ﹤0.01% |
245,379
+109,101
| +80% | +$806K |
|
1927
Credit Acceptance
CACC
$5.95B
| $1.78M | ﹤0.01% |
+3,856
| New | +$1.82M |
|
1928
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
| $1.78M | ﹤0.01% |
45,210
+39,210
| +654% | +$1.5M |
|
|
MLNX
1929
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $1.78M | ﹤0.01% |
16,225
-8,063
| -33% | -$890K |
|
1930
ING
ING
$99.8B
| $1.78M | ﹤0.01% |
170,065
+95,659
| +129% | +$1.01M |
|
|
SOLN
1931
DELISTED
The Southern Company
SOLN
| $1.78M | ﹤0.01% |
+33,202
| New | +$1.74M |
|
1932
CALL
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.3M
| $1.77M | ﹤0.01% |
3,720
+970
| +35% | +$456K |
|
1933
Xtrackers MSCI Emerging Markets Hedged Equity ETF
DBEM
$106M
| $1.77M | ﹤0.01% |
80,961
-20,647
| -20% | -$453K |
|
1934
Frontline
FRO
$8.76B
| $1.77M | ﹤0.01% |
194,729
-114,173
| -37% | -$922K |
|
1935
State Street
STT
$50.6B
| $1.77M | ﹤0.01% |
29,913
-14,851
| -33% | -$823K |
|
1936
DXC Technology
DXC
$1.82B
| $1.77M | ﹤0.01% |
59,983
+43,992
| +275% | +$1.87M |
|
1937
iShares Low Carbon Optimized MSCI ACWI ETF
CRBN
$1.15B
| $1.76M | ﹤0.01% |
+14,686
| New | +$1.75M |
|
1938
Vident US Bond Strategy ETF
VBND
$523M
| $1.76M | ﹤0.01% |
34,722
-89,254
| -72% | -$4.5M |
|
|
SCHW
1939
Charles Schwab
SCHW
$183B
| $1.76M | ﹤0.01% |
42,167
+4,212
| +11% | +$170K |
|
1940
ProShares Ultra QQQ
QLD
$12.8B
| $1.76M | ﹤0.01% |
145,776
+86,888
| +148% | +$1.07M |
|
1941
VictoryShares International Value Momentum ETF
UIVM
$341M
| $1.76M | ﹤0.01% |
+39,516
| New | +$1.75M |
|
|
I
1942
PUT
DELISTED
INTELSAT S. A.
I
| $1.76M | ﹤0.01% |
77,300
+57,800
| +296% | +$1.22M |
|
1943
Ambarella
AMBA
$3.77B
| $1.76M | ﹤0.01% |
28,006
+11,832
| +73% | +$614K |
|
|
FRN
1944
DELISTED
Invesco Frontier Markets ETF
FRN
| $1.76M | ﹤0.01% |
129,020
+41,228
| +47% | +$582K |
|
1945
Goldman Sachs Access Inflation Protected USD Bond ETF
GTIP
$292M
| $1.75M | ﹤0.01% |
33,433
-7,836
| -19% | -$410K |
|
1946
Wayfair
W
$11.2B
| $1.75M | ﹤0.01% |
15,595
+6,002
| +63% | +$768K |
|
1947
Xtrackers Municipal Infrastructure Revenue Bond ETF
RVNU
$142M
| $1.75M | ﹤0.01% |
61,759
+11,933
| +24% | +$336K |
|
1948
CALL
Newmont
NEM
$98.7B
| $1.74M | ﹤0.01% |
46,000
-92,600
| -67% | -$3.6M |
|
1949
Mettler-Toledo International
MTD
$28.6B
| $1.74M | ﹤0.01% |
2,471
+1,837
| +290% | +$1.35M |
|
|
GENZ
1950
VanEck Digital Native Economy ETF
GENZ
$16.8M
| $1.74M | ﹤0.01% |
47,711
+15,126
| +46% | +$557K |
|
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.