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 | |
|---|---|---|---|---|---|---|
801
Intel
INTC
$455B
| $6.68M | 0.01% |
129,642
-571,214
| -82% | -$28.1M |
|
802
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
| $6.67M | 0.01% |
213,457
-29,269
| -12% | -$911K |
|
803
First Trust Europe AlphaDEX Fund
FEP
$526M
| $6.66M | 0.01% |
193,693
+101,180
| +109% | +$3.48M |
|
804
NovoCure
NVCR
$1.73B
| $6.65M | 0.01% |
88,983
+73,941
| +492% | +$5.91M |
|
|
XYZ
805
Block Inc
XYZ
$48.4B
| $6.65M | 0.01% |
107,374
+31,527
| +42% | +$2.14M |
|
806
CALL
Elevance Health
ELV
$81.5B
| $6.65M | 0.01% |
27,700
-2,200
| -7% | -$603K |
|
807
CALL
Chubb
CB
$135B
| $6.63M | 0.01% |
41,100
-5,200
| -11% | -$805K |
|
808
CALL
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$150M
| $6.62M | 0.01% |
101,800
+33,300
| +49% | +$2.29M |
|
|
WRK
809
DELISTED
WestRock Company
WRK
| $6.58M | 0.01% |
180,477
+173,659
| +2,547% | +$6.2M |
|
|
WBA
810
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $6.57M | 0.01% |
118,800
-128,500
| -52% | -$6.89M |
|
811
Northern Trust
NTRS
$22.4B
| $6.57M | 0.01% |
70,348
+64,019
| +1,012% | +$5.88M |
|
812
CALL
Wells Fargo
WFC
$261B
| $6.56M | 0.01% |
130,000
-92,900
| -42% | -$4.38M |
|
813
Schwab International Equity ETF
SCHF
$66.6B
| $6.55M | 0.01% |
+411,294
| New | +$6.47M |
|
814
CALL
Seagate
STX
$194B
| $6.54M | 0.01% |
121,600
+98,600
| +429% | +$4.84M |
|
815
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
| $6.52M | 0.01% |
153,700
-72,100
| -32% | -$2.99M |
|
816
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
| $6.5M | 0.01% |
145,320
+134,261
| +1,214% | +$6.12M |
|
|
RSX
817
PUT
DELISTED
VanEck Russia ETF
RSX
| $6.49M | 0.01% |
284,700
-160,500
| -36% | -$3.7M |
|
818
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$425M
| $6.49M | 0.01% |
69,476
+29,448
| +74% | +$2.78M |
|
819
First Trust RiverFront Dynamic Developed International ETF
RFDI
$165M
| $6.47M | 0.01% |
116,250
+89,378
| +333% | +$4.95M |
|
|
SPYM
820
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
| $6.47M | 0.01% |
185,591
+104,694
| +129% | +$3.64M |
|
821
CALL
Gilead Sciences
GILD
$162B
| $6.45M | 0.01% |
101,800
-116,300
| -53% | -$7.6M |
|
822
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.12B
| $6.44M | 0.01% |
+47,816
| New | +$6.75M |
|
823
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$652M
| $6.41M | 0.01% |
147,497
+133,061
| +922% | +$5.87M |
|
824
CALL
DXC Technology
DXC
$1.82B
| $6.39M | 0.01% |
216,600
+201,000
| +1,288% | +$8.56M |
|
|
BSJP
825
DELISTED
Invesco BulletShares 2025 High Yield Corporate Bond ETF
BSJP
| $6.37M | 0.01% |
259,626
-180,482
| -41% | -$4.41M |
|
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.