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 | |
|---|---|---|---|---|---|---|
|
EWGS
1001
DELISTED
iShares MSCI Germany Small-Cap ETF
EWGS
| $4.93M | 0.01% |
92,936
+41,221
| +80% | +$2.21M |
|
1002
CALL
Accenture
ACN
$102B
| $4.92M | 0.01% |
25,600
-45,100
| -64% | -$8.73M |
|
1003
CALL
Wheaton Precious Metals
WPM
$49.5B
| $4.92M | 0.01% |
187,300
+175,900
| +1,543% | +$4.73M |
|
1004
Best Buy
BBY
$18.2B
| $4.91M | 0.01% |
71,210
+64,082
| +899% | +$4.47M |
|
1005
CALL
Direxion Daily Technology Bull 3x ETF
TECL
$5.08B
| $4.9M | 0.01% |
294,000
-223,000
| -43% | -$3.71M |
|
1006
CALL
Wayfair
W
$11.2B
| $4.9M | 0.01% |
43,700
+35,700
| +446% | +$4.57M |
|
1007
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
| $4.89M | 0.01% |
+103,090
| New | +$4.73M |
|
1008
Lowe's Companies
LOW
$117B
| $4.89M | 0.01% |
44,483
-21,799
| -33% | -$2.3M |
|
1009
Texas Instruments
TXN
$252B
| $4.89M | 0.01% |
37,834
-49,041
| -56% | -$6.04M |
|
|
1010
PUT
Direxion Daily Technology Bull 3x ETF
TECL
$5.08B
| $4.89M | 0.01% |
293,000
-1,463,000
| -83% | -$24.4M |
|
1011
iShares MSCI Indonesia ETF
EIDO
$480M
| $4.89M | 0.01% |
+199,687
| New | +$5.06M |
|
1012
CALL
Estee Lauder
EL
$30.4B
| $4.87M | 0.01% |
24,500
+13,300
| +119% | +$2.54M |
|
1013
PUT
Skyworks Solutions
SWKS
$9.37B
| $4.87M | 0.01% |
61,500
-2,700
| -4% | -$215K |
|
|
MSGN
1014
PUT
DELISTED
MSG Networks Inc.
MSGN
| $4.87M | 0.01% |
+300,000
| New | +$5.37M |
|
|
RFAP
1015
DELISTED
First Trust RiverFront Dynamic Asia Pacific ETF
RFAP
| $4.87M | 0.01% |
96,857
+21,092
| +28% | +$1.05M |
|
1016
PUT
BP
BP
$116B
| $4.86M | 0.01% |
128,000
+108,476
| +556% | +$4.14M |
|
1017
CALL
Charter Communications
CHTR
$17.3B
| $4.86M | 0.01% |
11,800
-6,200
| -34% | -$2.5M |
|
|
DOCU
1018
DocuSign
DOCU
$10.5B
| $4.85M | 0.01% |
78,382
+72,776
| +1,298% | +$3.81M |
|
1019
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.5M
| $4.85M | 0.01% |
66,454
-22,064
| -25% | -$1.61M |
|
1020
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
| $4.84M | 0.01% |
131,748
+12,451
| +10% | +$456K |
|
1021
CALL
Nucor
NUE
$58.6B
| $4.83M | 0.01% |
94,900
+71,000
| +297% | +$3.71M |
|
1022
CALL
Allison Transmission
ALSN
$9.5B
| $4.83M | 0.01% |
+102,600
| New | +$4.65M |
|
1023
CALL
Hershey
HSY
$35.2B
| $4.82M | 0.01% |
31,100
-22,500
| -42% | -$3.4M |
|
1024
Enphase Energy
ENPH
$4.96B
| $4.82M | 0.01% |
216,779
+204,648
| +1,687% | +$5.24M |
|
1025
Morgan Stanley
MS
$331B
| $4.81M | 0.01% |
112,656
+8,663
| +8% | +$370K |
|
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.