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 | |
|---|---|---|---|---|---|---|
651
iShares Core MSCI Pacific ETF
IPAC
$2.65B
| $8.94M | 0.01% |
158,987
+140,744
| +771% | +$7.78M |
|
652
Lyft
LYFT
$5.87B
| $8.92M | 0.01% |
218,489
+144,672
| +196% | +$7.9M |
|
|
JWN
653
CALL
DELISTED
Nordstrom
JWN
| $8.91M | 0.01% |
264,600
+237,000
| +859% | +$7.23M |
|
654
PUT
PNC Financial Services
PNC
$100B
| $8.89M | 0.01% |
63,400
+13,300
| +27% | +$1.8M |
|
655
CALL
Snap
SNAP
$7.76B
| $8.88M | 0.01% |
562,000
-170,100
| -23% | -$2.72M |
|
656
PUT
United Rentals
URI
$67.1B
| $8.86M | 0.01% |
71,100
-24,600
| -26% | -$2.98M |
|
657
PUT
Lowe's Companies
LOW
$117B
| $8.8M | 0.01% |
80,000
-15,100
| -16% | -$1.59M |
|
658
CALL
KB Home
KBH
$3.41B
| $8.78M | 0.01% |
258,200
+203,800
| +375% | +$5.7M |
|
659
Nucor
NUE
$58.5B
| $8.76M | 0.01% |
172,084
+31,995
| +23% | +$1.67M |
|
660
Honda
HMC
$39B
| $8.76M | 0.01% |
+335,758
| New | +$8.47M |
|
661
Royal Bank of Canada
RY
$292B
| $8.75M | 0.01% |
107,798
+105,206
| +4,059% | +$8.21M |
|
662
Columbia Diversified Fixed Income Allocation ETF
DIAL
$386M
| $8.73M | 0.01% |
+419,544
| New | +$8.66M |
|
663
Schwab U.S Small- Cap ETF
SCHA
$22.2B
| $8.73M | 0.01% |
500,592
+375,256
| +299% | +$6.63M |
|
664
Qualcomm
QCOM
$156B
| $8.72M | 0.01% |
114,374
-61,618
| -35% | -$4.64M |
|
665
PUT
Helmerich & Payne
HP
$3.43B
| $8.66M | 0.01% |
216,200
+187,900
| +664% | +$8.29M |
|
|
SPLK
666
PUT
DELISTED
Splunk Inc
SPLK
| $8.65M | 0.01% |
73,400
+6,300
| +9% | +$787K |
|
667
JPMorgan BetaBuilders Europe ETF
BBEU
$9.34B
| $8.65M | 0.01% |
183,805
+154,296
| +523% | +$7.25M |
|
668
PUT
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$498M
| $8.64M | 0.01% |
13,985
-8,245
| -37% | -$6.85M |
|
669
PUT
Pinduoduo
PDD
$126B
| $8.63M | 0.01% |
268,000
+132,100
| +97% | +$3.53M |
|
670
PUT
iShares MSCI South Africa ETF
EZA
$543M
| $8.61M | 0.01% |
181,500
+165,700
| +1,049% | +$8.37M |
|
671
CALL
BP
BP
$115B
| $8.57M | 0.01% |
225,700
+181,365
| +409% | +$6.92M |
|
672
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.8M
| $8.55M | 0.01% |
416
-137
| -25% | -$2.76M |
|
|
COUP
673
PUT
DELISTED
Coupa Software Incorporated
COUP
| $8.55M | 0.01% |
66,000
-175,500
| -73% | -$24.3M |
|
674
WisdomTree Yield Enhanced US Short-Term Aggregate Bond Fund
SHAG
$47.1M
| $8.55M | 0.01% |
+169,727
| New | +$8.55M |
|
675
Valero Energy
VLO
$91.1B
| $8.55M | 0.01% |
100,295
+23,077
| +30% | +$1.87M |
|
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.