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 | |
|---|---|---|---|---|---|---|
|
EMEM
2251
DELISTED
Virtus Glovista Emerging Markets ETF
EMEM
| $1.33M | ﹤0.01% |
61,444
+25,668
| +72% | +$565K |
|
2252
Invesco MSCI Sustainable Future ETF
ERTH
$135M
| $1.33M | ﹤0.01% |
+29,861
| New | +$1.32M |
|
2253
Fidelity Low Volatility Factor ETF
FDLO
$1.44B
| $1.33M | ﹤0.01% |
36,272
+24,672
| +213% | +$899K |
|
2254
PUT
Analog Devices
ADI
$176B
| $1.33M | ﹤0.01% |
11,900
-21,000
| -64% | -$2.38M |
|
2255
Qorvo
QRVO
$7.89B
| $1.33M | ﹤0.01% |
17,939
-10,053
| -36% | -$730K |
|
2256
PUT
CrowdStrike
CRWD
$206B
| $1.33M | ﹤0.01% |
+91,200
| New | +$1.81M |
|
2257
CALL
Take-Two Interactive
TTWO
$45.8B
| $1.33M | ﹤0.01% |
10,600
-15,400
| -59% | -$1.92M |
|
2258
Invesco MSCI Global Timber ETF
CUT
$33.1M
| $1.33M | ﹤0.01% |
51,021
-2,579
| -5% | -$66.5K |
|
2259
PUT
Ecolab
ECL
$78.6B
| $1.33M | ﹤0.01% |
6,700
-2,300
| -26% | -$461K |
|
2260
Vanguard Health Care ETF
VHT
$18.1B
| $1.33M | ﹤0.01% |
7,914
+4,508
| +132% | +$772K |
|
2261
Corning
GLW
$126B
| $1.33M | ﹤0.01% |
46,495
+23,776
| +105% | +$711K |
|
|
ONCE
2262
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
| $1.32M | ﹤0.01% |
+13,666
| New | +$1.37M |
|
2263
Goldman Sachs Access Ultra Short Bond ETF
GSST
$1.58B
| $1.32M | ﹤0.01% |
26,230
-7,903
| -23% | -$398K |
|
2264
JB Hunt Transport Services
JBHT
$25.1B
| $1.32M | ﹤0.01% |
11,946
-15,411
| -56% | -$1.59M |
|
2265
SEI Investments
SEIC
$12.5B
| $1.32M | ﹤0.01% |
22,307
+3,473
| +18% | +$201K |
|
2266
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.37B
| $1.32M | ﹤0.01% |
14,806
-124,442
| -89% | -$11.2M |
|
2267
Saba Closed-End Funds ETF
CEFS
$429M
| $1.32M | ﹤0.01% |
+65,847
| New | +$1.32M |
|
|
CMA
2268
DELISTED
Comerica
CMA
| $1.32M | ﹤0.01% |
19,947
-138
| -0.7% | -$9.13K |
|
|
EUMV
2269
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
| $1.32M | ﹤0.01% |
51,760
+18,007
| +53% | +$454K |
|
2270
CALL
GSK
GSK
$103B
| $1.31M | ﹤0.01% |
+24,640
| New | +$1.27M |
|
2271
iShares Core Universal USD Bond ETF
IUSB
$43B
| $1.31M | ﹤0.01% |
25,093
-259,237
| -91% | -$13.5M |
|
2272
Advance Auto Parts
AAP
$3.36B
| $1.31M | ﹤0.01% |
7,938
+5,855
| +281% | +$880K |
|
2273
First Trust Horizon Managed Volatility Developed International ETF
HDMV
$17.5M
| $1.31M | ﹤0.01% |
+39,447
| New | +$1.31M |
|
2274
CALL
Freeport-McMoran
FCX
$91.5B
| $1.31M | ﹤0.01% |
137,000
-11,600
| -8% | -$119K |
|
2275
CALL
Viatris
VTRS
$20.5B
| $1.31M | ﹤0.01% |
66,300
-4,000
| -6% | -$78.4K |
|
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.